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spotrf(3P)

NAME

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

SYNOPSIS

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

CHARACTER UPLO

INTEGER INFO, LDA, N

REAL A( LDA, ∗ )

 

#include <sunperf.h>

void spotrf(char uplo, int n, float ∗sa, int lda, int ∗info) ;

PURPOSE

SPOTRF 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) REAL 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.

SunOS 5.0  —  Last change: 10 Dec 1998

Typewritten Software • bear@typewritten.org • Edmonds, WA 98026