DPSTF2(3)
π NAME π
Bestie, welcome to DPSTF2(3) from the Library Functions Manual! The header path is /home/abui...RC/dpstf2.f(3) β yes, it's giving "my full legal name is a file path" π. Anyway, here's the actual NAME entry, and we respect it:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dpstf2.f
β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine DPSTF2 (uplo, n, a, lda, piv, rank, tol, work, info)
DPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix. That's the official one-liner, and it ate. π₯
π Function/Subroutine Documentation π
πΈ The full signature πΈ
subroutine DPSTF2 (character uplo, integer n, double precision, dimension(
lda, * ) a, integer lda, integer, dimension( n ) piv, integer rank,
double precision tol, double precision, dimension( 2*n ) work, integer
info)
DPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix. π
β¨ Purpose: β¨
Here's the exact purpose block, bestie β no cap, I'm not paraphrasing the math:
!>
!> DPSTF2 computes the Cholesky factorization with complete
!> pivoting of a real symmetric positive semidefinite matrix A.
!>
!> The factorization has the form
!> P**T * A * P = U**T * U , if UPLO = 'U',
!> P**T * A * P = L * L**T, if UPLO = 'L',
!> where U is an upper triangular matrix and L is lower triangular, and
!> P is stored as vector PIV.
!>
!> This algorithm does not attempt to check that A is positive
!> semidefinite. This version of the algorithm calls level 2 BLAS.
!>
β οΈ Important vibe check: this algorithm does not attempt to check that A is positive semidefinite. It's giving "trust me bestie" energy, so don't make it responsible for that validation. π
π Parameters π
UPLOβCHARACTER*1. Tells us whether the upper or lower triangular part of the symmetric matrixAis stored.= 'U': Upper triangular;= 'L': Lower triangular. πNβINTEGER. The order of the matrixA.N >= 0. β¨AβDOUBLE PRECISION array, dimension (LDA,N). On entry, this is the symmetric matrixA. IfUPLO = 'U', the leadingn by nupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. IfUPLO = 'L', the leadingn by nlower triangular part ofAcontains the lower triangular part of the matrixA, and the strictly upper triangular part ofAis not referenced. On exit, ifINFO = 0, it holds the factorUorLfrom the Cholesky factorization as above. π«ΆPIVβINTEGER array, dimension (N).PIVis such that the nonzero entries areP( PIV(K), K ) = 1. πRANKβINTEGER. The rank ofAgiven by the number of steps the algorithm completed. π―TOLβDOUBLE PRECISION. User defined tolerance. IfTOL < 0, thenN*U*MAX( A( K,K ) )will be used. The algorithm terminates at the(K-1)ststep if the pivot<= TOL. π―LDAβINTEGER. The leading dimension of the arrayA.LDA >= max(1,N). π¦WORKβDOUBLE PRECISION array, dimension (2*N). Work space. That's the whole description, bestie. π§INFOβINTEGER. The status tea:< 0: IfINFO = -K, the K-th argument had an illegal value,= 0: algorithm completed successfully, and> 0: the matrixAis either rank deficient with computed rank as returned inRANK, or is not positive semidefinite. See Section 7 of LAPACK Working Note #161 for further information. π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 140 of file dpstf2.f. π
π§ Author π§
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