LAPACK 3.12.0 LAPACK: Linear Algebra PACKage
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## ◆ dpotrf()

 subroutine dpotrf ( character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, integer info )

DPOTRF

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.```
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] A ``` A is 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.``` [in] LDA ``` LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N).``` [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 principal minor of order i is not positive, and the factorization could not be completed.```

Definition at line 106 of file dpotrf.f.

107*
108* -- LAPACK computational routine --
109* -- LAPACK is a software package provided by Univ. of Tennessee, --
110* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
111*
112* .. Scalar Arguments ..
113 CHARACTER UPLO
114 INTEGER INFO, LDA, N
115* ..
116* .. Array Arguments ..
117 DOUBLE PRECISION A( LDA, * )
118* ..
119*
120* =====================================================================
121*
122* .. Parameters ..
123 DOUBLE PRECISION ONE
124 parameter( one = 1.0d+0 )
125* ..
126* .. Local Scalars ..
127 LOGICAL UPPER
128 INTEGER J, JB, NB
129* ..
130* .. External Functions ..
131 LOGICAL LSAME
132 INTEGER ILAENV
133 EXTERNAL lsame, ilaenv
134* ..
135* .. External Subroutines ..
136 EXTERNAL dgemm, dpotrf2, dsyrk, dtrsm, xerbla
137* ..
138* .. Intrinsic Functions ..
139 INTRINSIC max, min
140* ..
141* .. Executable Statements ..
142*
143* Test the input parameters.
144*
145 info = 0
146 upper = lsame( uplo, 'U' )
147 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
148 info = -1
149 ELSE IF( n.LT.0 ) THEN
150 info = -2
151 ELSE IF( lda.LT.max( 1, n ) ) THEN
152 info = -4
153 END IF
154 IF( info.NE.0 ) THEN
155 CALL xerbla( 'DPOTRF', -info )
156 RETURN
157 END IF
158*
159* Quick return if possible
160*
161 IF( n.EQ.0 )
162 \$ RETURN
163*
164* Determine the block size for this environment.
165*
166 nb = ilaenv( 1, 'DPOTRF', uplo, n, -1, -1, -1 )
167 IF( nb.LE.1 .OR. nb.GE.n ) THEN
168*
169* Use unblocked code.
170*
171 CALL dpotrf2( uplo, n, a, lda, info )
172 ELSE
173*
174* Use blocked code.
175*
176 IF( upper ) THEN
177*
178* Compute the Cholesky factorization A = U**T*U.
179*
180 DO 10 j = 1, n, nb
181*
182* Update and factorize the current diagonal block and test
183* for non-positive-definiteness.
184*
185 jb = min( nb, n-j+1 )
186 CALL dsyrk( 'Upper', 'Transpose', jb, j-1, -one,
187 \$ a( 1, j ), lda, one, a( j, j ), lda )
188 CALL dpotrf2( 'Upper', jb, a( j, j ), lda, info )
189 IF( info.NE.0 )
190 \$ GO TO 30
191 IF( j+jb.LE.n ) THEN
192*
193* Compute the current block row.
194*
195 CALL dgemm( 'Transpose', 'No transpose', jb, n-j-jb+1,
196 \$ j-1, -one, a( 1, j ), lda, a( 1, j+jb ),
197 \$ lda, one, a( j, j+jb ), lda )
198 CALL dtrsm( 'Left', 'Upper', 'Transpose', 'Non-unit',
199 \$ jb, n-j-jb+1, one, a( j, j ), lda,
200 \$ a( j, j+jb ), lda )
201 END IF
202 10 CONTINUE
203*
204 ELSE
205*
206* Compute the Cholesky factorization A = L*L**T.
207*
208 DO 20 j = 1, n, nb
209*
210* Update and factorize the current diagonal block and test
211* for non-positive-definiteness.
212*
213 jb = min( nb, n-j+1 )
214 CALL dsyrk( 'Lower', 'No transpose', jb, j-1, -one,
215 \$ a( j, 1 ), lda, one, a( j, j ), lda )
216 CALL dpotrf2( 'Lower', jb, a( j, j ), lda, info )
217 IF( info.NE.0 )
218 \$ GO TO 30
219 IF( j+jb.LE.n ) THEN
220*
221* Compute the current block column.
222*
223 CALL dgemm( 'No transpose', 'Transpose', n-j-jb+1, jb,
224 \$ j-1, -one, a( j+jb, 1 ), lda, a( j, 1 ),
225 \$ lda, one, a( j+jb, j ), lda )
226 CALL dtrsm( 'Right', 'Lower', 'Transpose', 'Non-unit',
227 \$ n-j-jb+1, jb, one, a( j, j ), lda,
228 \$ a( j+jb, j ), lda )
229 END IF
230 20 CONTINUE
231 END IF
232 END IF
233 GO TO 40
234*
235 30 CONTINUE
236 info = info + j - 1
237*
238 40 CONTINUE
239 RETURN
240*
241* End of DPOTRF
242*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
DGEMM
Definition dgemm.f:188
subroutine dsyrk(uplo, trans, n, k, alpha, a, lda, beta, c, ldc)
DSYRK
Definition dsyrk.f:169
integer function ilaenv(ispec, name, opts, n1, n2, n3, n4)
ILAENV
Definition ilaenv.f:162
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
recursive subroutine dpotrf2(uplo, n, a, lda, info)
DPOTRF2
Definition dpotrf2.f:106
subroutine dtrsm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
DTRSM
Definition dtrsm.f:181
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