LINPACK Implementation
Here is the body of the LINPACK routine SPOFA which implements the method:
DO 30 J = 1, N
INFO = J
S = 0.0E0
JM1 = J - 1
IF( JM1.LT.1 ) GO TO 20
DO 10 K = 1, JM1
T = A( K, J ) - SDOT( K-1, A( 1, K ), 1,A( 1, J ), 1 )
T = T / A( K, K )
A( K, J ) = T
S = S + T*T
10 CONTINUE
20 CONTINUE
S = A( J, J ) - S
C ...EXIT
IF( S.LE.0.0E0 ) GO TO 40
A( J, J ) = SQRT( S )
30 CONTINUE
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