GNU/Linux |
CentOS 4.8 |
i386 |
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cpptrf(l) |
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CPPTRF - compute the Cholesky factorization of a complex Hermitian positive definite matrix A stored in packed format
SUBROUTINE CPPTRF( |
UPLO, N, AP, INFO ) |
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CHARACTER |
UPLO |
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INTEGER |
INFO, N |
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COMPLEX |
AP( * ) |
CPPTRF computes
the Cholesky factorization of a complex Hermitian positive
definite matrix A stored in packed format. The factorization
has the form
A = U**H * U, if UPLO = ’U’, or
A = L * L**H, if UPLO = ’L’,
where U is an upper triangular matrix and L is lower
triangular.
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.
AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
On entry, the upper or lower triangle of the Hermitian 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**H*U or A = L*L**H, in the same storage format as A.
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.
The packed storage scheme is illustrated by the following example when N = 4, UPLO = ’U’:
Two-dimensional storage of the Hermitian matrix A:
a11 a12 a13 a14
a22 a23 a24
a33 a34 (aij = conjg(aji))
a44
Packed storage of the upper triangle of A:
AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]
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cpptrf(l) | ![]() |