POTF2 - 5.2 English - 68552

Cholesky factorization of a real symmetric positive definite matrix a.

Purpose:

    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 unblocked version of the algorithm, calling Level 2 BLAS.

Parameters:

• uplo – [in]

  uplo is char*

  uplo specifies output format

  = ‘U’: Output is upper triangular factorization of A

  = ‘L’: Output is lower triangular factorization of A

• n – [in]

  n is integer*

  The order of the matrix a. n >= 0

• a – [inout]

  a is REAL/DOUBLE PRECISION/COMPLEX/COMPLEX*16 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 A = U**T *U or A = L*L**T.

• lda – [in]

  lda is integer*

  The leading dimension of the matrix a, lda >= fla_max(1,n)

• INFO – [out]

  INFO is INTEGER

  = 0: successful exit

  < 0: if INFO = -k, the k-th argument had an illegal value

  > 0: if INFO = k, the leading minor of order k is not positive definite, and the factorization could not be completed.