SRC/dpstrf.f(3)

NAME
SRC/dpstrf.f

SYNOPSIS

  Functions/Subroutines
subroutine dpstrf (uplo, n, a, lda, piv, rank, tol, work, info)
DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.

Function/Subroutine Documentation

  subroutine dpstrf (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, integer, dimension( n ) piv, integer rank, double precision tol, double precision, dimension( 2*n ) work, integer info)

DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.

Purpose:

    !>
    !> DPSTRF computes the Cholesky factorization with complete
    !> pivoting of a real symmetric positive semidefinite matrix A.
    !>
    !> The factorization has the form
    !>    P**T * A * P = U**T * U ,  if UPLO = 'U',
    !>    P**T * A * P = L  * L**T,  if UPLO = 'L',
    !> where U is an upper triangular matrix and L is lower triangular, and
    !> P is stored as vector PIV.
    !>
    !> This algorithm does not attempt to check that A is positive
    !> semidefinite. This version of the algorithm calls level 3 BLAS.
    !>

Parameters
    UPLO

    !>          UPLO is CHARACTER*1
    !>          Specifies whether the upper or lower triangular part of the
    !>          symmetric matrix A is stored.
    !>          = 'U':  Upper triangular
    !>          = 'L':  Lower triangular
    !>

    N

    !>          N is INTEGER
    !>          The order of the matrix A.  N >= 0.
    !>

    A

    !>          A is DOUBLE PRECISION array, dimension (LDA,N)
    !>          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
    !>          n by n upper triangular part of A contains the upper
    !>          triangular part of the matrix A, and the strictly lower
    !>          triangular part of A is not referenced.  If UPLO = 'L', the
    !>          leading n by n lower triangular part of A contains the lower
    !>          triangular part of the matrix A, and the strictly upper
    !>          triangular part of A is not referenced.
    !>
    !>          On exit, if INFO = 0, the factor U or L from the Cholesky
    !>          factorization as above.
    !>

    LDA

    !>          LDA is INTEGER
    !>          The leading dimension of the array A.  LDA >= max(1,N).
    !>

    PIV

    !>          PIV is INTEGER array, dimension (N)
    !>          PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
    !>

    RANK

    !>          RANK is INTEGER
    !>          The rank of A given by the number of steps the algorithm
    !>          completed.
    !>

    TOL

    !>          TOL is DOUBLE PRECISION
    !>          User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) )
    !>          will be used. The algorithm terminates at the (K-1)st step
    !>          if the pivot <= TOL.
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (2*N)
    !>          Work space.
    !>

    INFO

    !>          INFO is INTEGER
    !>          < 0: If INFO = -K, the K-th argument had an illegal value,
    !>          = 0: algorithm completed successfully, and
    !>          > 0: the matrix A is either rank deficient with computed rank
    !>               as returned in RANK, or is not positive semidefinite. See
    !>               Section 7 of LAPACK Working Note #161 for further
    !>               information.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 141 of file dpstrf.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.