Contents


NAME

     dpotf2 - compute the Cholesky factorization of a  real  sym-
     metric positive definite matrix A

SYNOPSIS

     SUBROUTINE DPOTF2(UPLO, N, A, LDA, INFO)

     CHARACTER * 1 UPLO
     INTEGER N, LDA, INFO
     DOUBLE PRECISION A(LDA,*)

     SUBROUTINE DPOTF2_64(UPLO, N, A, LDA, INFO)

     CHARACTER * 1 UPLO
     INTEGER*8 N, LDA, INFO
     DOUBLE PRECISION A(LDA,*)

  F95 INTERFACE
     SUBROUTINE POTF2(UPLO, [N], A, [LDA], [INFO])

     CHARACTER(LEN=1) :: UPLO
     INTEGER :: N, LDA, INFO
     REAL(8), DIMENSION(:,:) :: A

     SUBROUTINE POTF2_64(UPLO, [N], A, [LDA], [INFO])

     CHARACTER(LEN=1) :: UPLO
     INTEGER(8) :: N, LDA, INFO
     REAL(8), DIMENSION(:,:) :: A

  C INTERFACE
     #include <sunperf.h>

     void dpotf2(char uplo,  int  n,  double  *a,  int  lda,  int
               *info);

     void dpotf2_64(char uplo, long n, double *a, long lda,  long
               *info);

PURPOSE

     dpotf2 computes the Cholesky factorization of  a  real  sym-
     metric positive definite matrix A.

     The factorization has the form
        A = U' * U ,  if UPLO = 'U', or
        A = L  * L',  if UPLO = 'L',
     where U is an upper triangular matrix and L  is  lower  tri-
     angular.

     This is the unblocked  version  of  the  algorithm,  calling
     Level 2 BLAS.

ARGUMENTS

     UPLO (input)
               Specifies whether the upper  or  lower  triangular
               part  of the symmetric matrix A is stored.  = 'U':
               Upper triangular
               = 'L':  Lower triangular

     N (input) The order of the matrix A.  N >= 0.

     A (input/output)
               On entry, the symmetric matrix A.  If UPLO =  'U',
               the leading n by n upper triangular part of A con-
               tains 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 tri-
               angular 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'*U  or A = L*L'.

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

     INFO (output)
               = 0: successful exit
               < 0: if INFO = -k, the k-th argument had an  ille-
               gal value
               > 0: if INFO = k, the leading minor of order k  is
               not positive definite, and the factorization could
               not be completed.