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dpptrf (3)
  • >> dpptrf (3) ( Solaris man: Библиотечные вызовы )
  • 
    NAME
         dpptrf - compute the Cholesky factorization of a  real  sym-
         metric positive definite matrix A stored in packed format
    
    SYNOPSIS
         SUBROUTINE DPPTRF( UPLO, N, AP, INFO )
    
         CHARACTER UPLO
    
         INTEGER INFO, N
    
         DOUBLE PRECISION AP( * )
    
    
    
         #include <sunperf.h>
    
         void dpptrf(char uplo, int n, double *dap, int *info);
    
    PURPOSE
         DPPTRF computes the Cholesky factorization of  a  real  sym-
         metric positive definite matrix A stored in packed format.
    
         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  tri-
         angular.
    
    
    ARGUMENTS
         UPLO      (input) CHARACTER*1
                   = 'U':  Upper triangle of A is stored;
                   = 'L':  Lower triangle of A is stored.
    
         N         (input) INTEGER
                   The order of the matrix A.  N >= 0.
    
         AP        (input/output) DOUBLE PRECISION  array,  dimension
                   (N*(N+1)/2)
                   On entry, the upper or lower triangle of the  sym-
                   metric  matrix  A,  packed  columnwise in a linear
                   array.  The j-th column of  A  is  stored  in  the
                   array  AP  as  follows:  if UPLO = 'U', AP(i + (j-
                   1)*j/2) = A(i,j) for 1<=i<=j; if UPLO = 'L',  AP(i
                   + (j-1)*(2n-j)/2) = A(i,j) for j<=i<=n.  See below
                   for further details.
    
                   On exit, if INFO = 0, the triangular factor U or L
                   from  the Cholesky factorization A = U**T*U or A =
                   L*L**T, in the same storage format as A.
    
         INFO      (output) INTEGER
                   = 0:  successful exit
                   < 0:  if INFO = -i, the i-th argument had an ille-
                   gal value
                   > 0:  if INFO = i, the leading minor of order i is
                   not positive definite, and the factorization could
                   not be completed.
    
    FURTHER DETAILS
         The packed storage scheme is illustrated  by  the  following
         example when N = 4, UPLO = 'U':
    
         Two-dimensional storage of the symmetric matrix A:
    
            a11 a12 a13 a14
                a22 a23 a24
                    a33 a34     (aij = aji)
                        a44
    
         Packed storage of the upper triangle of A:
    
         AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
    
    
    
    


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