NAME
spofa - compute a Cholesky factorization of a symmetric
positive definite matrix A. It is typical to follow a call
to xPOFA with a call to xPOSL to solve Ax = b or to xPODI to
compute the determinant and inverse of A.
SYNOPSIS
SUBROUTINE DPOFA (DA, LDA, N, INFO)
SUBROUTINE SPOFA (SA, LDA, N, INFO)
SUBROUTINE ZPOFA (ZA, LDA, N, INFO)
SUBROUTINE CPOFA (CA, LDA, N, INFO)
#include <sunperf.h>
void dpofa(double *da, int lda, int n, int *info) ;
void spofa(float *sa, int lda, int n, int *info) ;
void cpofa(complex *ca, int lda, int n, int *info) ;
void zpofa(doublecomplex *za, int lda, int n, int *info) ;
ARGUMENTS
xA On entry, the upper triangle of the matrix A. On
exit, a Cholesky factorization of the matrix A.
The strict lower triangle of A is not referenced.
LDA Leading dimension of the array A as specified in a
dimension or type statement. LDA >= max(1,N).
N Order of the matrix A. N >= 0.
INFO On exit:
INFO = 0 Subroutine completed normally.
INFO > 0 Returns a value k if the leading minor
of order k is not positive definite.
SAMPLE PROGRAM
PROGRAM TEST
IMPLICIT NONE
C
INTEGER LDA, N
PARAMETER (N = 5)
PARAMETER (LDA = N)
C
DOUBLE PRECISION A(LDA,N), B(N)
INTEGER ICOL, INFO, IROW
C
EXTERNAL DPOFA, DPOSL
C
C Initialize the array A to store in symmetric storage mode the
C matrix A shown below. Initialize the array B to store the vector
C B shown below.
C
C 5 4 3 2 1 120
C 4 5 4 3 2 60
C A = 3 4 5 4 3 b = 40
C 2 3 4 5 4 60
C 1 2 3 4 5 120
C
DATA A / 5.0D0, 4*8D8, 4.0D0, 5.0D0, 3*8D8, 3.0D0, 4.0D0, 5.0D0,
$ 2*8D8, 2.0D0, 3.0D0, 4.0D0, 5.0D0, 1*8D8, 1.0D0, 2.0D0,
$ 3.0D0, 4.0D0, 5.0D0 /
DATA B / 1.2D2, 6.0D1, 4.0D1, 6.0D1, 1.2D2 /
C
PRINT 1000
DO 100, IROW = 1, N
PRINT 1010, (A(ICOL,IROW), ICOL = 1, IROW),
$ (A(IROW,ICOL), ICOL = IROW + 1, N)
100 CONTINUE
PRINT 1020
PRINT 1010, ((A(IROW,ICOL), ICOL = 1, N), IROW = 1, N)
PRINT 1030
PRINT 1040, B
CALL DPOFA (A, LDA, N, INFO)
IF (INFO .EQ. 0) THEN
CALL DPOSL (A, LDA, N, B)
PRINT 1050
PRINT 1040, B
ELSE
PRINT 1060
END IF
C
1000 FORMAT (1X, 'A in full form:')
1010 FORMAT (5(3X, F7.3))
1020 FORMAT (/1X, 'A in symmetric form: (* in unused entries)')
1030 FORMAT (/1X, 'b:')
1040 FORMAT (3X, F7.3)
1050 FORMAT (/1X, 'A**(-1) * b:')
1060 FORMAT (/1X, 'A is not positive definite.')
C
END
SAMPLE OUTPUT
A in full form:
5.000 4.000 3.000 2.000 1.000
4.000 5.000 4.000 3.000 2.000
3.000 4.000 5.000 4.000 3.000
2.000 3.000 4.000 5.000 4.000
1.000 2.000 3.000 4.000 5.000
A in symmetric form: (* in unused entries)
5.000 4.000 3.000 2.000 1.000
******* 5.000 4.000 3.000 2.000
******* ******* 5.000 4.000 3.000
******* ******* ******* 5.000 4.000
******* ******* ******* ******* 5.000
b:
120.000
60.000
40.000
60.000
120.000
A**(-1) * b:
50.000
-20.000
-20.000
-20.000
50.000
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