DPOTRF(l) ) DPOTRF(l)
DPOTRF - compute the Cholesky factorization of a real symmetric positive definite matrix A
SUBROUTINE DPOTRF( UPLO, N, A, LDA, INFO )
INTEGER INFO, LDA, N
DOUBLE PRECISION A( LDA, * )
DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A.
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 triangular.
This is the block version of the algorithm, calling Level 3 BLAS.
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.
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the symmetric matrix A. If UPLO = 'U', the leading N-by-N upper trian-
gular 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 A = U**T*U
or A = L*L**T.
LDA (input) INTEGER
The leading dimension of the array A. LDA >= max(1,N).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i is not positive definite, and the
factorization could not be completed.
LAPACK version 3.0 15 June 2000 DPOTRF(l)