DPOTF2(3F)DPOTF2(3F)NAMEDPOTF2 - compute the Cholesky factorization of a real symmetric positive
definite matrix A
SYNOPSIS
SUBROUTINE DPOTF2( UPLO, N, A, LDA, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
DOUBLE PRECISION A( LDA, * )
PURPOSEDPOTF2 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
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DPOTF2(3F)DPOTF2(3F)
> 0: if INFO = k, the leading minor of order k is not positive
definite, and the factorization could not be completed.
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