SPOTRF(3F) SPOTRF(3F)
SPOTRF - compute the Cholesky factorization of a real symmetric positive
definite matrix A
SUBROUTINE SPOTRF( UPLO, N, A, LDA, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
REAL A( LDA, * )
SPOTRF 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.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading Nby-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.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO (output) 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
Page 1
SPOTRF(3F) SPOTRF(3F)
definite, and the factorization could not be completed.
SPOTRF(3F) SPOTRF(3F)
SPOTRF - compute the Cholesky factorization of a real symmetric positive
definite matrix A
SUBROUTINE SPOTRF( UPLO, N, A, LDA, INFO )
CHARACTER UPLO
INTEGER INFO, LDA, N
REAL A( LDA, * )
SPOTRF 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.
UPLO (input) CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
A (input/output) REAL array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading Nby-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.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO (output) 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
Page 1
SPOTRF(3F) SPOTRF(3F)
definite, and the factorization could not be completed.
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