nwtc_lapack::lapack_pptrf Interface Reference

Compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format. More...

Public Member Functions
subroutine	lapack_dpptrf (UPLO, N, AP, ErrStat, ErrMsg)
	Compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format. More...
subroutine	lapack_spptrf (UPLO, N, AP, ErrStat, ErrMsg)
	Compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format. More...

Detailed Description

Compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format.

Member Function/Subroutine Documentation

lapack_dpptrf()

subroutine nwtc_lapack::lapack_pptrf::lapack_dpptrf	(	character(1), intent(in)	UPLO,
		integer, intent(in)	N,
		real(r8ki), dimension( : ), intent(inout)	AP,
		integer(intki), intent(out)	ErrStat,
		character(*), intent(out)	ErrMsg
	)

Compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format.

use LAPACK_PPTRF (nwtc_lapack::lapack_pptrf) instead of this specific function.

Parameters

[in]	n	The order of the matrix A. N >= 0.
[in,out]	ap	AP is REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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.

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 ]

Parameters

[out]	errstat	Error level
[out]	errmsg	Message describing error
[in]	uplo	'U': Upper triangle of A is stored; 'L': Lower triangle of A is stored.

lapack_spptrf()

subroutine nwtc_lapack::lapack_pptrf::lapack_spptrf	(	character(1), intent(in)	UPLO,
		integer, intent(in)	N,
		real(siki), dimension( : ), intent(inout)	AP,
		integer(intki), intent(out)	ErrStat,
		character(*), intent(out)	ErrMsg
	)

Compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format.

use LAPACK_PPTRF (nwtc_lapack::lapack_pptrf) instead of this specific function.

Parameters

[in]	n	The order of the matrix A. N >= 0.
[in,out]	ap	AP is REAL array, dimension (N*(N+1)/2) On entry, the upper or lower triangle of the symmetric 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 LAPACK_DPPTRF 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.
[out]	errstat	Error level
[out]	errmsg	Message describing error
[in]	uplo	'U': Upper triangle of A is stored; 'L': Lower triangle of A is stored.

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The documentation for this interface was generated from the following file:

• NWTC_LAPACK.f90