spptrf(3)
NAME
- SPPTRF - compute the Cholesky factorization of a real sym
- metric positive definite matrix A stored in packed format
SYNOPSIS
SUBROUTINE SPPTRF( UPLO, N, AP, INFO )
CHARACTER UPLO
INTEGER INFO, N
REAL AP( * )
PURPOSE
- SPPTRF computes the Cholesky factorization of a real sym
- metric 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 tri
- angular.
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.
- AP (input/output) REAL array, dimension (N*(N+1)/2)
- On entry, the upper or lower triangle of the sym
- metric 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 de
- tails.
- 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 (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.
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
- Packed storage of the upper triangle of A:
- AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
- LAPACK version 3.0 15 June 2000