1DPOSV(1)              LAPACK driver routine (version 3.1)             DPOSV(1)
2
3
4

NAME

6       DPOSV - the solution to a real system of linear equations  A * X = B,
7

SYNOPSIS

9       SUBROUTINE DPOSV( UPLO, N, NRHS, A, LDA, B, LDB, INFO )
10
11           CHARACTER     UPLO
12
13           INTEGER       INFO, LDA, LDB, N, NRHS
14
15           DOUBLE        PRECISION A( LDA, * ), B( LDB, * )
16

PURPOSE

18       DPOSV computes the solution to a real system of linear equations
19          A  *  X = B, where A is an N-by-N symmetric positive definite matrix
20       and X and B are N-by-NRHS matrices.
21
22       The Cholesky decomposition is used to factor A as
23          A = U**T* U,  if UPLO = 'U', or
24          A = L * L**T,  if UPLO = 'L',
25       where U is an upper triangular matrix  and  L  is  a  lower  triangular
26       matrix.   The  factored  form  of A is then used to solve the system of
27       equations A * X = B.
28
29

ARGUMENTS

31       UPLO    (input) CHARACTER*1
32               = 'U':  Upper triangle of A is stored;
33               = 'L':  Lower triangle of A is stored.
34
35       N       (input) INTEGER
36               The number of linear equations, i.e., the order of  the  matrix
37               A.  N >= 0.
38
39       NRHS    (input) INTEGER
40               The  number of right hand sides, i.e., the number of columns of
41               the matrix B.  NRHS >= 0.
42
43       A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
44               On entry, the symmetric matrix A.  If UPLO = 'U',  the  leading
45               N-by-N upper triangular part of A contains the upper triangular
46               part of the matrix A, and the strictly lower triangular part of
47               A  is  not referenced.  If UPLO = 'L', the leading N-by-N lower
48               triangular part of A contains the lower triangular part of  the
49               matrix  A,  and  the strictly upper triangular part of A is not
50               referenced.
51
52               On exit, if INFO = 0, the factor U or L from the Cholesky  fac‐
53               torization A = U**T*U or A = L*L**T.
54
55       LDA     (input) INTEGER
56               The leading dimension of the array A.  LDA >= max(1,N).
57
58       B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
59               On  entry, the N-by-NRHS right hand side matrix B.  On exit, if
60               INFO = 0, the N-by-NRHS solution matrix X.
61
62       LDB     (input) INTEGER
63               The leading dimension of the array B.  LDB >= max(1,N).
64
65       INFO    (output) INTEGER
66               = 0:  successful exit
67               < 0:  if INFO = -i, the i-th argument had an illegal value
68               > 0:  if INFO = i, the leading minor of order i  of  A  is  not
69               positive definite, so the factorization could not be completed,
70               and the solution has not been computed.
71
72
73
74 LAPACK driver routine (version 3.N1o)vember 2006                        DPOSV(1)
Impressum