spotf2()

subroutine spotf2	(	character	uplo,
		integer	n,
		real, dimension( lda, * )	a,
		integer	lda,
		integer	info )

SPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).

Download SPOTF2 + dependencies [TGZ] [ZIP] [TXT]

Purpose:

!>
!> SPOTF2 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 unblocked version of the algorithm, calling Level 2 BLAS.
!> 

Parameters

[in]	UPLO	!> UPLO is CHARACTER*1 !> Specifies whether the upper or lower triangular part of the !> symmetric matrix A is stored. !> = 'U': Upper triangular !> = 'L': Lower triangular !>
[in]	N	!> N is INTEGER !> The order of the matrix A. N >= 0. !>
[in,out]	A	!> A is REAL 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 = -k, the k-th argument had an illegal value !> > 0: if INFO = k, the leading principal minor of order k !> is not positive, and the factorization could not be !> completed. !>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.