dpotrf

Compute the Cholesky factorization of a real symmetric positive definite matrix A

Information

This information is part of the Modelica Standard Library maintained by the Modelica Association.

Lapack documentation
    Purpose
    =======

    DPOTRF computes the Cholesky factorization of a real symmetric
    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 triangular.

    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
            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     (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 illegal value
            > 0:  if INFO = i, the leading minor of order i is not
                  positive definite, and the factorization could not be
                  completed.

Syntax

(Acholesky, info) = dpotrf(A, upper)

Inputs (2)

A

Type: Real[:,size(A, 1)]

Description: Real symmetric positive definite matrix A

upper

Default Value: true

Type: Boolean

Description: = true, if the upper triangle of A is provided

Outputs (2)

Acholesky

Default Value: A

Type: Real[size(A, 1),size(A, 1)]

Description: Cholesky factor

info

Type: Integer