dpptrf.f(3)

NAME
dpptrf.f -

SYNOPSIS

  Functions/Subroutines

subroutine dpptrf (UPLO, N, AP, INFO)
DPPTRF

Function/Subroutine Documentation

  subroutine dpptrf (characterUPLO, integerN, double precision, dimension( * )AP, integerINFO)

DPPTRF

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:
    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    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.

    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.

Author

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