SRC/spstf2.f(3)
π SRC/spstf2.f(3) β Library Functions Manual π
okay bestie, welcome to the SRC/spstf2.f(3) page from the Library Functions Manual β¨ this is the manual for a Fortran subroutine that factors a real symmetric positive semidefinite matrix with complete pivoting, and it is lowkey iconic.
π¦ NAME π¦
SRC/spstf2.f
β¨ SYNOPSIS β¨
π«Ά Functions/Subroutines π«Ά
subroutine spstf2 (uplo, n, a, lda, piv, rank, tol, work, info)β SPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.
πΈ Function/Subroutine Documentation πΈ
subroutine spstf2 (character uplo, integer n, real, dimension( lda, * ) a, integer lda, integer, dimension( n ) piv, integer rank, real tol, real, dimension( 2*n ) work, integer info)
SPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix. Thatβs the main character energy of this whole page, fr fr.
π― Purpose π―
okay so hereβs the tea: SPSTF2 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.
β οΈ Important caveat, bestie: this algorithm does not attempt to check thatAis positive semidefinite. This version of the algorithm callslevel 2 BLAS.
π Parameters π
UPLOβUPLOisCHARACTER*1. It specifies whether the upper or lower triangular part of the symmetric matrixAis stored.= 'U': Upper triangular.= 'L': Lower triangular.NβNisINTEGER. The order of the matrixA.N >= 0.AβAisREALarray, dimension(LDA,N). On entry,Ais the symmetric matrixA. IfUPLO = 'U', the leadingnbynupper triangular part ofAcontains the upper triangular part of the matrixA, and the strictly lower triangular part ofAis not referenced. IfUPLO = 'L', the leadingnbynlower 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 as above.
PIVβPIVisINTEGERarray, dimension(N).PIVis such that the nonzero entries areP( PIV(K), K ) = 1.RANKβRANKisINTEGER. The rank ofAgiven by the number of steps the algorithm completed.TOLβTOLisREAL. User defined tolerance. IfTOL < 0, thenN*U*MAX( A( K,K ) )will be used. The algorithm terminates at the(K-1)st step if thepivot <= TOL.LDAβLDAisINTEGER. The leading dimension of the arrayA.LDA >= max(1,N).WORKβWORKisREALarray, dimension(2*N). Work space.INFOβINFOisINTEGER.< 0: IfINFO = -K, theK-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 Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 140 of file spstf2.f.
π§ Author π§
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