NAME

dpotf2 - compute the Cholesky factorization of a real symmetric 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,*)

  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

#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);

dpotf2 computes the Cholesky factorization of a real symmetric 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 triangular.

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

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 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'*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 illegal value

 > 0: if INFO  = k, the leading minor of order k is not
positive definite, and the factorization could not be
completed.