SRC/dpotrf2.f(3)

NAME
SRC/dpotrf2.f

SYNOPSIS

  Functions/Subroutines
recursive subroutine dpotrf2 (uplo, n, a, lda, info)
DPOTRF2

Function/Subroutine Documentation

  recursive subroutine dpotrf2 (character uplo, integer n, double precision, dimension( lda, * ) a, integer lda, integer info)

DPOTRF2

Purpose:

    !>
    !> DPOTRF2 computes the Cholesky factorization of a real symmetric
    !> positive definite matrix A using the recursive algorithm.
    !>
    !> 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 recursive version of the algorithm. It divides
    !> the matrix into four submatrices:
    !>
    !>        [  A11 | A12  ]  where A11 is n1 by n1 and A22 is n2 by n2
    !>    A = [ -----|----- ]  with n1 = n/2
    !>        [  A21 | A22  ]       n2 = n-n1
    !>
    !> The subroutine calls itself to factor A11. Update and scale A21
    !> or A12, update A22 then calls itself to factor A22.
    !>
    !>

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.
    !>

    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.
    !>

    LDA

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

    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.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 105 of file dpotrf2.f.

Author

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