LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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spptrf.f File Reference

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subroutine spptrf (UPLO, N, AP, INFO)

Function/Subroutine Documentation

subroutine spptrf ( character  UPLO,
integer  N,
real, dimension( * )  AP,
integer  INFO 


Download SPPTRF + dependencies [TGZ] [ZIP] [TXT]
 SPPTRF computes the Cholesky factorization of a real symmetric
 positive definite matrix A stored in packed format.

 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.
          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.
          N is INTEGER
          The order of the matrix A.  N >= 0.
          AP is REAL array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix
          A, packed columnwise in a linear array.  The j-th column of A
          is stored in the array AP as follows:
          if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j;
          if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.
          See below for further details.

          On exit, if INFO = 0, the triangular factor U or L from the
          Cholesky factorization A = U**T*U or A = L*L**T, in the same
          storage format as A.
          INFO is INTEGER
          = 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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
November 2011
Further Details:
  The packed storage scheme is illustrated by the following example
  when N = 4, UPLO = 'U':

  Two-dimensional storage of the symmetric matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = aji)

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]

Definition at line 120 of file spptrf.f.

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