dpptrf.f man page

dpptrf.f —

Synopsis

Functions/Subroutines

subroutine dpptrf (UPLO, N, AP, INFO)
DPPTRF

Function/Subroutine Documentation

subroutine dpptrf (characterUPLO, integerN, double precision, dimension( * )AP, integerINFO)

DPPTRF

Purpose:

DPPTRF computes the Cholesky factorization of a real symmetric
positive definite matrix A stored in packed format.

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.

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.

AP

AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the symmetric matrix
A, packed columnwise in a linear array.  The j-th column of A
is stored in the array AP as follows:
if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
See below for further details.

On exit, if INFO = 0, the triangular factor U or L from the
Cholesky factorization A = U**T*U or A = L*L**T, in the same
storage format as A.

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:

November 2011

Further Details:

The packed storage scheme is illustrated by the following example
when N = 4, UPLO = 'U':

Two-dimensional storage of the symmetric matrix A:

   a11 a12 a13 a14
       a22 a23 a24
           a33 a34     (aij = aji)
               a44

Packed storage of the upper triangle of A:

AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 120 of file dpptrf.f.

Author

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Referenced By

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

Sat Nov 16 2013 Version 3.4.2 LAPACK