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NAME
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SYNOPSIS β¨
Functions/Subroutines
subroutine DPOSV (uplo, n, nrhs, a, lda, b, ldb, info)β DPOSV computes the solution to system of linear equationsA * X = Bfor PO matrices π¦
Function/Subroutine Documentation πΈ
Here's the full signature, exactly as it's written:
subroutine DPOSV (character uplo, integer n, integer nrhs, double precision,
dimension( lda, * ) a, integer lda, double precision, dimension( ldb, *
) b, integer ldb, integer info)
DPOSV computes the solution to system of linear equations A * X = B for PO matrices. Periodt. π«
Purpose
Okay so here's the whole vibe: DPOSV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N symmetric positive definite matrix and X and B are N-by-NRHS matrices. No cap.
The Cholesky decomposition is used to factor A as
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 a lower triangular matrix. Then the factored form of A is used to solve the system of equations A * X = B. Obsessed with a clean factorization. π
Parameters
UPLO
UPLO is CHARACTER*1
= 'U':Upper triangle ofAis stored;= 'L':Lower triangle ofAis stored.
N
N is INTEGER
The number of linear equations, i.e., the order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 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).
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0:successful exit< 0:ifINFO = -i, thei-th argument had an illegal value> 0:ifINFO = i, the leading principal minor of orderiofAis not positive, so the factorization could not be completed, and the solution has not been computed.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 129 of file dposv.f.
Author π
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