1DPOTF2(1) LAPACK routine (version 3.1) DPOTF2(1)
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6 DPOTF2 - the Cholesky factorization of a real symmetric positive defi‐
7 nite matrix A
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10 SUBROUTINE DPOTF2( UPLO, N, A, LDA, INFO )
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12 CHARACTER UPLO
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14 INTEGER INFO, LDA, N
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16 DOUBLE PRECISION A( LDA, * )
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19 DPOTF2 computes the Cholesky factorization of a real symmetric positive
20 definite matrix A.
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22 The factorization has the form
23 A = U' * U , if UPLO = 'U', or
24 A = L * L', if UPLO = 'L',
25 where U is an upper triangular matrix and L is lower triangular.
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27 This is the unblocked version of the algorithm, calling Level 2 BLAS.
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31 UPLO (input) CHARACTER*1
32 Specifies whether the upper or lower triangular part of the
33 symmetric matrix A is stored. = 'U': Upper triangular
34 = 'L': Lower triangular
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36 N (input) INTEGER
37 The order of the matrix A. N >= 0.
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39 A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
40 On entry, the symmetric matrix A. If UPLO = 'U', the leading n
41 by n upper triangular part of A contains the upper triangular
42 part of the matrix A, and the strictly lower triangular part of
43 A is not referenced. If UPLO = 'L', the leading n by n lower
44 triangular part of A contains the lower triangular part of the
45 matrix A, and the strictly upper triangular part of A is not
46 referenced.
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48 On exit, if INFO = 0, the factor U or L from the Cholesky fac‐
49 torization A = U'*U or A = L*L'.
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51 LDA (input) INTEGER
52 The leading dimension of the array A. LDA >= max(1,N).
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54 INFO (output) INTEGER
55 = 0: successful exit
56 < 0: if INFO = -k, the k-th argument had an illegal value
57 > 0: if INFO = k, the leading minor of order k is not positive
58 definite, and the factorization could not be completed.
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62 LAPACK routine (version 3.1) November 2006 DPOTF2(1)