DPSTRF(1) LAPACK routine (version 3.2) DPSTRF(1)[top]NAMEDPSTRF - computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix ASYNOPSISSUBROUTINE DPSTRF( UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO ) DOUBLE PRECISION TOL INTEGER INFO, LDA, N, RANK CHARACTER UPLO DOUBLE PRECISION A( LDA, * ), WORK( 2*N ) INTEGER PIV( N )PURPOSEDPSTRF computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix A. The factorization has the form P' * A * P = U' * U , if UPLO = 'U', P' * A * P = L * L', if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular, and P is stored as vector PIV. This algorithm does not attempt to check that A is positive semidefi‐ nite. This version of the algorithm calls level 3 BLAS.ARGUMENTSUPLO (input) CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored. = 'U': Upper triangular = 'L': Lower triangular N (input) INTEGER The order of the matrix A. N >= 0. 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 as above. PIV (output) INTEGER array, dimension (N) PIV is such that the nonzero entries are P( PIV(K), K ) = 1. RANK (output) INTEGER The rank of A given by the number of steps the algorithm com‐ pleted. TOL (input) DOUBLE PRECISION 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. LDA (input) INTEGER The leading dimension of the array A. LDA >= max(1,N). WORK DOUBLE PRECISION array, dimension (2*N) Work space. INFO (output) INTEGER < 0: If INFO =, 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 indefinite. See Section 7 of LAPACK Working Note #161 for further information. LAPACK routine (version 3.2) November 2008 DPSTRF(1)-K

List of man pages available for

Copyright (c) for man pages and the logo by the respective OS vendor.

For those who want to learn more, the polarhome community provides shell access and support.

[legal] [privacy] [GNU] [policy] [cookies] [netiquette] [sponsors] [FAQ]

Polar

Member of Polar

Based on Fawad Halim's script.

....................................................................

Vote for polarhome |