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## cposv()

subroutine cposv | ( | character | uplo,
|  | integer | n,
|  | integer | nrhs,
|  | complex, dimension( lda, * ) | a,
|  | integer | lda,
|  | complex, dimension( ldb, * ) | b,
|  | integer | ldb,
|  | integer | info )

CPOSV computes the solution to system of linear equations A * X = B for PO matrices

Download CPOSV + dependencies [TGZ] [ZIP] [TXT]

Purpose:

      !>
      !> CPOSV computes the solution to a complex system of linear equations
      !>    A * X = B,
      !> where A is an N-by-N Hermitian positive definite matrix and X and B
      !> are N-by-NRHS matrices.
      !>
      !> The Cholesky decomposition is used to factor A as
      !>    A = U**H* U,  if UPLO = 'U', or
      !>    A = L * L**H,  if UPLO = 'L',
      !> where U is an upper triangular matrix and  L is a lower triangular
      !> matrix.  The factored form of A is then used to solve the system of
      !> equations A * X = B.
      !>

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 number of linear equations, i.e., the order of the
      !>          matrix A.  N >= 0.
      !>

  [in]

  NRHS

      !>          NRHS is INTEGER
      !>          The number of right hand sides, i.e., the number of columns
      !>          of the matrix B.  NRHS >= 0.
      !>

  [in,out]

  A

      !>          A is COMPLEX array, dimension (LDA,N)
      !>          On entry, the Hermitian 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**H*U or A = L*L**H.
      !>

  [in]

  LDA

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

  [in,out]

  B

      !>          B is COMPLEX array, dimension (LDB,NRHS)
      !>          On entry, the N-by-NRHS right hand side matrix B.
      !>          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
      !>

  [in]

  LDB

      !>          LDB is INTEGER
      !>          The leading dimension of the array B.  LDB >= 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
      !>                of A is not positive, so the factorization could not
      !>                be completed, and the solution has not been computed.
      !>

Author
  Univ. of Tennessee
  Univ. of California Berkeley
  Univ. of Colorado Denver
  NAG Ltd.