table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/spstf2.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/spstf2.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/spstf2.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine SPSTF2 (uplo, n, a, lda, piv, rank, tol, work,
info)
SPSTF2 computes the Cholesky factorization with complete pivoting of a
real symmetric positive semidefinite matrix.
Function/Subroutine Documentation¶
subroutine SPSTF2 (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)¶
SPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.
Purpose:
!> !> SPSTF2 computes the Cholesky factorization with complete !> pivoting of a real symmetric positive semidefinite matrix A. !> !> 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. !> !> This algorithm does not attempt to check that A is positive !> semidefinite. This version of the algorithm calls level 2 BLAS. !>
Parameters
UPLO
!> UPLO 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
!> N is INTEGER !> The order of the matrix A. N >= 0. !>
A
!> A 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. !>
PIV
!> PIV is INTEGER array, dimension (N) !> PIV is such that the nonzero entries are P( PIV(K), K ) = 1. !>
RANK
!> RANK is INTEGER !> The rank of A given by the number of steps the algorithm !> completed. !>
TOL
!> TOL 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. !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,N). !>
WORK
!> WORK is REAL array, dimension (2*N) !> Work space. !>
INFO
!> INFO 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. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 140 of file spstf2.f.
Author¶
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