recursive subroutine dpotrf2 (UPLO, N, A, LDA, INFO)
DPOTRF2
DPOTRF2
Purpose:
DPOTRF2 computes the Cholesky factorization of a real symmetric
positive definite matrix A using the recursive algorithm.
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 recursive version of the algorithm. It divides
the matrix into four submatrices:
[ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2
A = [ -----|----- ] with n1 = n/2
[ A21 | A22 ] n2 = n-n1
The subroutine calls itself to factor A11. Update and scale A21
or A12, update A22 then calls itself to factor A22.
Parameters:
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
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 A = U**T*U or A = L*L**T.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO
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
completed.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Definition at line 108 of file dpotrf2.f.
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