spotf2(3)

NAME

SPOTF2 - compute the Cholesky factorization of a real sym

metric positive definite matrix A

SYNOPSIS

SUBROUTINE SPOTF2( UPLO, N, A, LDA, INFO )
    CHARACTER      UPLO
    INTEGER        INFO, LDA, N
    REAL           A( LDA, * )

PURPOSE

SPOTF2 computes the Cholesky factorization of a real sym

metric positive definite matrix A. The factorization has the

form

A = U' * U , if UPLO = 'U', or
A = L * L', if UPLO = 'L',

where U is an upper triangular matrix and L is lower tri

angular.

This is the unblocked version of the algorithm, calling

Level 2 BLAS.

ARGUMENTS

UPLO (input) CHARACTER*1

Specifies whether the upper or lower triangular

part of the symmetric matrix A is stored. = 'U': Upper triangu

lar
= 'L': Lower triangular

N (input) INTEGER

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

A (input/output) REAL 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'*U or A = L*L'.

LDA (input) INTEGER

The leading dimension of the array A. LDA >=

max(1,N).

INFO (output) INTEGER

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

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

not positive definite, and the factorization could not be com

pleted.

LAPACK version 3.0 15 June 2000

SPOTF2(3)