# cpstf2.f man page

cpstf2.f —

## Synopsis

### Functions/Subroutines

subroutine **cpstf2** (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)**CPSTF2** computes the Cholesky factorization with complete pivoting of a real symmetric or complex Hermitian positive semi-definite matrix.

## Function/Subroutine Documentation

### subroutine cpstf2 (characterUPLO, integerN, complex, dimension( lda, * )A, integerLDA, integer, dimension( n )PIV, integerRANK, realTOL, real, dimension( 2*n )WORK, integerINFO)

**CPSTF2** computes the Cholesky factorization with complete pivoting of a real symmetric or complex Hermitian positive semi-definite matrix.

**Purpose:**

CPSTF2 computes the Cholesky factorization with complete pivoting of a complex Hermitian positive semidefinite matrix A. The factorization has the form P**T * A * P = U**H * U , if UPLO = 'U', P**T * A * P = L * L**H, if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular, and P is stored as vector PIV. This algorithm does not attempt to check that A is positive semidefinite. This version of the algorithm calls level 2 BLAS.

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

*N*N is INTEGER The order of the matrix A. N >= 0.

*A*A is COMPLEX 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 as above.

*PIV*PIV is INTEGER array, dimension (N) PIV is such that the nonzero entries are P( PIV(K), K ) = 1.

*RANK*RANK is INTEGER The rank of A given by the number of steps the algorithm completed.

*TOL*TOL is REAL User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) ) will be used. The algorithm terminates at the (K-1)st step if the pivot <= TOL.

*LDA*LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).

*WORK*WORK is REAL array, dimension (2*N) Work space.

*INFO*INFO is INTEGER < 0: If INFO = -K, the K-th argument had an illegal value, = 0: algorithm completed successfully, and > 0: the matrix A is either rank deficient with computed rank as returned in RANK, or is indefinite. See Section 7 of LAPACK Working Note #161 for further information.

**Author:**-
Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

**Date:**September 2012

Definition at line 142 of file cpstf2.f.

## Author

Generated automatically by Doxygen for LAPACK from the source code.

## Referenced By

cpstf2(3) is an alias of cpstf2.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK