dpstf2.f(3) LAPACK dpstf2.f(3)
subroutine dpstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
DPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric
or complex Hermitian positive semi-definite matrix.
subroutine dpstf2 (characterUPLO, integerN, double precision, dimension( lda, * )A,
integerLDA, integer, dimension( n )PIV, integerRANK, double precisionTOL, double
precision, dimension( 2*n )WORK, integerINFO)
DPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric or
complex Hermitian positive semi-definite matrix.
DPSTF2 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.
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 is INTEGER
The order of the matrix A. N >= 0.
A is 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 is INTEGER array, dimension (N)
PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
RANK is INTEGER
The rank of A given by the number of steps the algorithm
TOL is 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 is INTEGER
The leading dimension of the array A. LDA >= max(1,N).
WORK is DOUBLE PRECISION array, dimension (2*N)
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 indefinite. See Section 7 of
LAPACK Working Note #161 for further information.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
Definition at line 141 of file dpstf2.f.
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Version 3.4.2 Tue Sep 25 2012 dpstf2.f(3)