man dpotrf (Fonctions bibliothèques) - compute the Cholesky factorization of a real symmetric positive definite matrix A

NAME

DPOTRF - compute the Cholesky factorization of a real symmetric positive definite matrix A

SYNOPSIS

SUBROUTINE DPOTRF(
UPLO, N, A, LDA, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
DOUBLE PRECISION A( LDA, * )

PURPOSE

DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. 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 block version of the algorithm, calling Level 3 BLAS.

ARGUMENTS

UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;

= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO (output) 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.