dpstf2.f(3)

NAME
dpstf2.f -

SYNOPSIS

  Functions/Subroutines
subroutine dpstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
DPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric positive semidefinite matrix.

Function/Subroutine Documentation

  subroutine dpstf2 (characterUPLO, integerN, double precision, dimension( lda, * )A, integerLDA, integer, dimension( n )PIV, integerRANK, double precisionTOL, double precision, dimension( 2*n )WORK, integerINFO)

Purpose:

     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.

Parameters:
    UPLO

              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

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              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

              PIV is INTEGER array, dimension (N)
              PIV is such that the nonzero entries are P( PIV(K), K ) = 1.

    RANK

              RANK is INTEGER
              The rank of A given by the number of steps the algorithm
              completed.

    TOL

              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

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (2*N)
              Work space.

    INFO

              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 not positive semidefinite. See
                   Section 7 of LAPACK Working Note #161 for further
                   information.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2015

Definition at line 142 of file dpstf2.f.

Author

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