dpptrf.f File Reference

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Functions/Subroutines
subroutine	dpptrf (UPLO, N, AP, INFO)
	DPPTRF

---

Function/Subroutine Documentation

subroutine dpptrf	(	character	UPLO,
		integer	N,
		double precision, dimension( * )	AP,
		integer	INFO
	)

DPPTRF

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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:

[in]	UPLO	UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
[in]	N	N is INTEGER The order of the matrix A. N >= 0.
[in,out]	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.
[out]	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.

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