/home/abui...RC/dposv.f(3)

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NAME

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SYNOPSIS ✨

Functions/Subroutines

  • subroutine DPOSV (uplo, n, nrhs, a, lda, b, ldb, info) β€” DPOSV computes the solution to system of linear equations A * X = B for PO matrices πŸ¦‹

Function/Subroutine Documentation 🌸

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. πŸ’«

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. πŸŽ€

Parameters

UPLO

UPLO is CHARACTER*1

  • = 'U': Upper triangle of A is stored;
  • = 'L': Lower triangle of A is 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: if INFO = -i, the i-th argument had an illegal value
  • > 0: if INFO = i, the leading principal minor of order i of A is not positive, so the factorization could not be completed, and the solution has not been computed.

Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 129 of file dposv.f.

Author πŸ’–

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