dpotrf2.f3
Usage
Functions/Subroutines
recursive subroutine dpotrf2 (uplo, n, a, lda, info)
DPOTRF2
Function/Subroutine Documentation
recursive subroutine dpotrf2 (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, integer info)
DPOTRF2
Purpose:
!> !> DPOTRF2 computes the Cholesky factorization of a real symmetric !> positive definite matrix A using the recursive algorithm. !> !> 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 recursive version of the algorithm. It divides !> the matrix into four submatrices: !> !> [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2 !> A = [ -----|----- ] with n1 = n/2 !> [ A21 | A22 ] n2 = n-n1 !> !> The subroutine calls itself to factor A11. Update and scale A21 !> or A12, update A22 then calls itself to factor A22. !> !>
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 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 = -i, the i-th argument had an illegal value !> > 0: if INFO = i, the leading principal minor of order i !> 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 105 of file dpotrf2.f.
Releases
2 releases since Debian 9 (Stretch); the text changed 1 time.