dposv.f man page

dposv.f —

Synopsis

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

Function/Subroutine Documentation

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.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

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

Sat Nov 16 2013 Version 3.4.2 LAPACK