SRC/spotrf2.f(3)
π NAME π
SRC/spotrf2.f β that's the page name, bestie. π
This is the Library Functions Manual page for it, and okay so we're about to get into a recursive Cholesky factorization moment. β¨
β¨ SYNOPSIS β¨
π«Ά Functions/Subroutines π«Ά
recursive subroutine spotrf2 (uplo, n, a, lda, info)βSPOTRF2
πΈ Function/Subroutine Documentation πΈ
recursive subroutine spotrf2 (character uplo, integer n, real, dimension(
lda, * ) a, integer lda, integer info)
SPOTRF2
π¦ Purpose π¦
SPOTRF2 computes the Cholesky factorization of a real symmetric positive definite matrix A using the recursive algorithm. π«Ά
The factorization has the form
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 lower triangular. iconic triangular behavior, no cap. π
This is the recursive version of the algorithm. It divides the matrix into four submatrices:
[ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2
A = [ -----|----- ] with n1 = n/2
[ A21 | A22 ] n2 = n-n1
The subroutine calls itself to factor A11. Update and scale A21 or A12, update A22 then call itself to factor A22. recursion ate, fr fr. π₯
π Parameters π
UPLOβ isCHARACTER*1.= 'U': upper triangle ofAis stored;= 'L': lower triangle ofAis stored. πNβ isINTEGER. The order of the matrixA.N >= 0. β¨Aβ isREAL array, dimension (LDA,N). On entry, the symmetric matrixA. IfUPLO = 'U', the leading N-by-N upper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. IfUPLO = 'L', the leading N-by-N lower 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. π¦
LDAβ isINTEGER. The leading dimension of the arrayA.LDA >= max(1,N). π«INFOβ isINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = i, the leading principal minor of orderiis not positive, and the factorization could not be completed. π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 105 of file spotrf2.f.
πΈ Author πΈ
Generated automatically by Doxygen for LAPACK from the source code.
π That's the whole page, bestie β LAPACK Version 3.12.0, page source SRC/spotrf2.f(3), and the footer doesn't print a date, so I'm not inventing one. Mwah! π
π¦ where this page comes from
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