SRC/sposv.f(3)
π SRC/sposv.f π
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π NAME π
SRC/sposv.f
β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine sposv (uplo, n, nrhs, a, lda, b, ldb, info)
SPOSV computes the solution to system of linear equations A * X = B
for PO matrices
π¦ Function/Subroutine Documentation π¦
subroutine sposv (character uplo, integer n, integer nrhs, real, dimension(
lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb,
integer info)
SPOSV computes the solution to system of linear equations A * X = B for PO matrices. slay.
πΈ Purpose πΈ
okay so SPOSV 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. π
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. periodt. β¨
π Parameters π
UPLOβ isCHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
Nβ isINTEGER; the number of linear equations, i.e., the order of the matrixA.N >= 0.NRHSβ isINTEGER; the number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.Aβ isREAL array, dimension (LDA,N). On entry, 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, if INFO = 0, the factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T.
LDAβ isINTEGER; the leading dimension of the arrayA.LDA >= max(1,N).Bβ isREAL array, dimension (LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, theN-by-NRHSsolution matrixX.LDBβ isINTEGER; the leading dimension of the arrayB.LDB >= max(1,N).INFOβ isINTEGER= 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.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 129 of file sposv.f.
π Author π
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