NAME

dpotrf - compute the Cholesky factorization of a real symmetric positive definite matrix A

SYNOPSIS

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

  SUBROUTINE DPOTRF_64( UPLO, N, A, LDA, INFO)
  CHARACTER * 1 UPLO
  INTEGER*8 N, LDA, INFO
  DOUBLE PRECISION A(LDA,*)

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

  SUBROUTINE POTRF_64( UPLO, [N], A, [LDA], [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER(8) :: N, LDA, INFO
  REAL(8), DIMENSION(:,:) :: A

#include <sunperf.h>

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

void dpotrf_64(char uplo, long n, double *a, long lda, long *info);

dpotrf 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 block version of the algorithm, calling Level 3 BLAS.

UPLO (input)

 = 'U':  Upper triangle of A is stored;

 = 'L':  Lower triangle of A is stored.

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**T*U or A = L*L**T.
LDA (input)
The leading dimension of the array A. LDA > = max(1,N).

INFO (output)

 = 0:  successful exit

 < 0:  if INFO  = -i, the i-th argument had an illegal value

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