dposv.f (3)

Functions/Subroutines

subroutine dposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)

DPOSV computes the solution to system of linear equations A * X = B for PO matrices

subroutine dposv (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DPOSV computes the solution to system of linear equations A * X = B for PO matrices

Purpose:

 DPOSV computes the solution to a real system of linear equations
    A * X = B,
 where A is an N-by-N symmetric positive definite matrix and X and B
 are N-by-NRHS matrices.

 The Cholesky decomposition is used to factor A as
    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 a lower triangular
 matrix.  The factored form of A is then used to solve the system of
 equations A * X = B.

Parameters:

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The number of linear equations, i.e., the order of the
          matrix A.  N >= 0.

NRHS

          NRHS is INTEGER
          The number of right hand sides, i.e., the number of columns
          of the matrix B.  NRHS >= 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).

B

          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
          On entry, the N-by-NRHS right hand side matrix B.
          On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB

          LDB is INTEGER
          The leading dimension of the array B.  LDB >= max(1,N).

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, the leading minor of order i of A is not
                positive definite, so the factorization could not be
                completed, and the solution has not been computed.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Definition at line 131 of file dposv.f.

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