File: dposv.l

package info (click to toggle)
lapack 3.0.20000531a-28
  • links: PTS
  • area: main
  • in suites: sarge
  • size: 61,920 kB
  • ctags: 46,200
  • sloc: fortran: 584,835; perl: 8,226; makefile: 2,331; awk: 71; sh: 45
file content (80 lines) | stat: -rwxr-xr-x 2,366 bytes parent folder | download | duplicates (4)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
.TH DPOSV l "15 June 2000" "LAPACK version 3.0" ")"
.SH NAME
DPOSV - compute the solution to a real system of linear equations A * X = B,
.SH SYNOPSIS
.TP 18
SUBROUTINE DPOSV(
UPLO, N, NRHS, A, LDA, B, LDB, INFO )
.TP 18
.ti +4
CHARACTER
UPLO
.TP 18
.ti +4
INTEGER
INFO, LDA, LDB, N, NRHS
.TP 18
.ti +4
DOUBLE
PRECISION A( LDA, * ), B( LDB, * )
.SH PURPOSE
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.
.br

The Cholesky decomposition is used to factor A as
.br
   A = U**T* U,  if UPLO = 'U', or
.br
   A = L * L**T,  if UPLO = 'L',
.br
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.
.br

.SH ARGUMENTS
.TP 8
UPLO    (input) CHARACTER*1
= 'U':  Upper triangle of A is stored;
.br
= 'L':  Lower triangle of A is stored.
.TP 8
N       (input) INTEGER
The number of linear equations, i.e., the order of the
matrix A.  N >= 0.
.TP 8
NRHS    (input) INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B.  NRHS >= 0.
.TP 8
A       (input/output) 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.

On exit, if INFO = 0, the factor U or L from the Cholesky
factorization A = U**T*U or A = L*L**T.
.TP 8
LDA     (input) INTEGER
The leading dimension of the array A.  LDA >= max(1,N).
.TP 8
B       (input/output) 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.
.TP 8
LDB     (input) INTEGER
The leading dimension of the array B.  LDB >= max(1,N).
.TP 8
INFO    (output) INTEGER
= 0:  successful exit
.br
< 0:  if INFO = -i, the i-th argument had an illegal value
.br
> 0:  if INFO = i, the leading minor of order i of A is not
positive definite, so the factorization could not be
completed, and the solution has not been computed.