SRC/dpotf2.f(3)

NAME
SRC/dpotf2.f

SYNOPSIS

  Functions/Subroutines
subroutine dpotf2 (uplo, n, a, lda, info)
DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).

Function/Subroutine Documentation

  subroutine dpotf2 (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, integer info)

DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).

Purpose:

    !>
    !> DPOTF2 computes the Cholesky factorization of a real symmetric
    !> positive definite matrix A.
    !>
    !> The factorization has the form
    !>    A = U**T * U ,  if UPLO = 'U', or
    !>    A = L  * L**T,  if UPLO = 'L',
    !> where U is an upper triangular matrix and L is lower triangular.
    !>
    !> This is the unblocked version of the algorithm, calling Level 2 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 A = U**T *U  or A = L*L**T.
    !>

    LDA

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

    INFO

    !>          INFO is INTEGER
    !>          = 0: successful exit
    !>          < 0: if INFO = -k, the k-th argument had an illegal value
    !>          > 0: if INFO = k, the leading principal minor of order k
    !>               is not positive, and the factorization could not be
    !>               completed.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 108 of file dpotf2.f.

Author

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