dpotrf2.f man page

recursive subroutine dpotrf2 (UPLO, N, A, LDA, INFO)
DPOTRF2

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 minor of order i is not
                positive definite, and the factorization could not be
                completed.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

December 2016

Definition at line 108 of file dpotrf2.f.