dpstrf.f - Online Linux Manual PageSection : 3
Updated : Tue Nov 14 2017
Source : Version 3.8.0
Note : LAPACK

NAMEdpstrf.f

SYNOPSIS

Functions/Subroutinessubroutine 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​.

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