Previous: dposvx Up: ../lapack-d.html Next: dpotrf

dpotf2

 NAME
      DPOTF2 - compute the Cholesky factorization of a real sym-
      metric positive definite matrix A

 SYNOPSIS
      SUBROUTINE DPOTF2( UPLO, N, A, LDA, INFO )

          CHARACTER      UPLO

          INTEGER        INFO, LDA, N

          DOUBLE         PRECISION A( LDA, * )

 PURPOSE
      DPOTF2 computes the Cholesky factorization of a real sym-
      metric positive definite matrix A.

      The factorization has the form
         A = U' * U ,  if UPLO = 'U', or
         A = L  * L',  if UPLO = 'L',
      where U is an upper triangular matrix and L is lower tri-
      angular.

      This is the unblocked version of the algorithm, calling
      Level 2 BLAS.

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

      N       (input) INTEGER
              The order of the matrix A.  N >= 0.

      A       (input/output) 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 con-
              tains 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 tri-
              angular part of A is not referenced.

              On exit, if INFO = 0, the factor U or L from the
              Cholesky factorization A = U'*U  or A = L*L'.

      LDA     (input) INTEGER
              The leading dimension of the array A.  LDA >=

              max(1,N).

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