SRC/spstrf.f(3)

πŸŽ€ NAME πŸŽ€

SRC/spstrf.f β€” that’s the file, bestie πŸ’…

✨ SYNOPSIS ✨

πŸ¦‹ Functions/Subroutines πŸ¦‹

subroutine spstrf (uplo, n, a, lda, piv, rank, tol, work, info)

SPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix. Periodt. πŸ”₯

πŸ’– Function/Subroutine Documentation πŸ’–

subroutine spstrf (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)

SPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix. Yup, that’s the whole vibe πŸ‘‘

🌸 Purpose

Okay so SPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix A. No cap.

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. Iconic linear algebra behavior, honestly ✨

🚨 Real talk, bestie: this algorithm does not attempt to check that A is positive semidefinite. This version of the algorithm calls level 3 BLAS. πŸ’€

🧚 Parameters

  • UPLO β€” is CHARACTER*1. Specifies whether the upper or lower triangular part of the symmetric matrix A is stored.
    • = 'U': Upper triangular
    • = 'L': Lower triangular
  • N β€” is INTEGER. The order of the matrix A. N >= 0.
  • A β€” is REAL 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.
    • On exit, if INFO = 0, the factor U or L from the Cholesky factorization as above.
  • LDA β€” is INTEGER. The leading dimension of the array A. LDA >= max(1,N).
  • PIV β€” is INTEGER array, dimension (N). PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
  • RANK β€” is INTEGER. The rank of A given by the number of steps the algorithm completed.
  • TOL β€” is REAL. User defined tolerance. If TOL < 0, then N*U*MAX( A(K,K) ) will be used. The algorithm terminates at the (K-1)st step if the pivot <= TOL.
  • WORK β€” is REAL array, dimension (2*N). Work space.
  • INFO β€” is INTEGER.
    • < 0: If INFO = -K, the K-th argument had an illegal value,
    • = 0: algorithm completed successfully, and
    • > 0: the matrix A is either rank deficient with computed rank as returned in RANK, or is not positive semidefinite. See Section 7 of LAPACK Working Note #161 for further information.

πŸ‘‘ Author

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 140 of file spstrf.f.

🌈 Author 🌈

Generated automatically by Doxygen for LAPACK from the source code. Slay, documentation generator πŸ’…βœ¨


That’s the whole page, bestie β€” footer energy is LAPACK, Version 3.12.0, SRC/spstrf.f(3) πŸ«ΆπŸŽ€

πŸ“¦ where this page comes from