SRC/dposv.f(3)
π NAME π
SRC/dposv.f β bestie, welcome to SRC/dposv.f(3) from the Library Functions Manual β¨ this is the page and we're gonna get into it.
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine dposv (uplo, n, nrhs, a, lda, b, ldb, info)βDPOSV computes the solution to system of linear equations A * X = B for PO matricesπ
π Function/Subroutine Documentation π
dposv π
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 π«Ά
Purpose
Okay so here's the plot, no cap: 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. β¨
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. The factored form of A is then used to solve the system of equations A * X = B. πΈ
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. π
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. π¦
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. π
On exit, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T. π
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,N). π
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. π
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). β
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
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 129 of file dposv.f. π
π Author π
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