dpotrf(3)

NAME

DPOTRF - compute the Cholesky factorization of a real sym

metric positive definite matrix A

SYNOPSIS

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

PURPOSE

DPOTRF computes the Cholesky factorization of a real sym

metric 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 tri

angular.

This is the block version of the algorithm, calling Level

3 BLAS.

ARGUMENTS

UPLO (input) CHARACTER*1

= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.

N (input) INTEGER

The order of the matrix A. N >= 0.

A (input/output) 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 triangu

lar 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) INTEGER

The leading dimension of the array A. LDA >=

max(1,N).

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -i, the i-th argument had an ille

gal value
> 0: if INFO = i, the leading minor of order i is

not positive definite, and the factorization could not be com

pleted.

LAPACK version 3.0 15 June 2000

DPOTRF(3)