NAME

dpotf2 - compute the Cholesky factorization of a real symmetric positive definite matrix A

SYNOPSIS

SUBROUTINE DPOTF2(
UPLO, N, A, LDA, INFO )

void dpotf2(char uplo, long int n, double ∗da, long int lda,
long int ∗info)

CHARACTER UPLO

INTEGER INFO, LDA, N

DOUBLE PRECISION A( LDA, ∗ )

PURPOSE

DPOTF2 computes the Cholesky factorization of a real symmetric positive definite matrix A. 
 
The factorization has the form
   A = U’ ∗ U ,  if UPLO = ’U’, or
   A = L  ∗ L’,  if UPLO = ’L’,
where U is an upper triangular matrix and L is lower triangular.
 
This is the unblocked version of the algorithm, calling Level 2 BLAS.
 

ARGUMENTS

UPLO    (input) CHARACTER∗1
Specifies whether the upper or lower triangular part of the symmetric matrix A is stored. = ’U’:  Upper triangular
= ’L’:  Lower triangular

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’∗U  or A = L∗L’.

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

INFO    (output) INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, the leading minor of order k is not positive definite, and the factorization could not be completed.

Sun, Inc.  —  Last change: 20 Sep 1996