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dpstrf.f(3) LAPACK dpstrf.f(3)

NAME

dpstrf.f

SYNOPSIS

Functions/Subroutines


subroutine dpstrf (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.

Function/Subroutine Documentation

subroutine dpstrf (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer, dimension( n ) PIV, integer RANK, double precision TOL, double precision, dimension( 2*n ) WORK, integer INFO)

DPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.

Purpose:


DPSTRF computes the Cholesky factorization with complete
pivoting of a real symmetric positive semidefinite matrix A.
The factorization has the form
P**T * A * P = U**T * U , if UPLO = 'U',
P**T * A * P = L * L**T, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular, and
P is stored as vector PIV.
This algorithm does not attempt to check that A is positive
semidefinite. This version of the algorithm calls level 3 BLAS.

Parameters:

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

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 as above.

LDA


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

PIV


PIV is INTEGER array, dimension (N)
PIV is such that the nonzero entries are P( PIV(K), K ) = 1.

RANK


RANK is INTEGER
The rank of A given by the number of steps the algorithm
completed.

TOL


TOL is DOUBLE PRECISION
User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) )
will be used. The algorithm terminates at the (K-1)st step
if the pivot <= TOL.

WORK


WORK is DOUBLE PRECISION array, dimension (2*N)
Work space.

INFO


INFO is INTEGER
< 0: If INFO = -K, the K-th argument had an illegal value,
= 0: algorithm completed successfully, and
> 0: the matrix A is either rank deficient with computed rank
as returned in RANK, or is not positive semidefinite. See
Section 7 of LAPACK Working Note #161 for further
information.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

December 2016

Definition at line 144 of file dpstrf.f.

Author

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