DPOFA(3)

SYNOPSIS
SUBROUTINE DPOFA (A, LDA, N, INFO)

NAME
dpofa - Factor a real symmetric positive definite matrix.

LIBRARY
SLATEC (LINPACK)

CATEGORY
D2B1B

TYPE
DOUBLE PRECISION (SPOFA-S, DPOFA-D, CPOFA-C)

KEYWORDS
LINEAR ALGEBRA, LINPACK, MATRIX FACTORIZATION, POSITIVE DEFINITE

AUTHOR
Moler, C. B., (U. of New Mexico)

DESCRIPTION
DPOFA factors a double precision symmetric positive definite matrix. DPOFA is usually called by DPOCO, but it can be called directly with a saving in time if RCOND is not needed. (time for DPOCO) = (1 + 18/N)*(time for DPOFA) . On Entry A DOUBLE PRECISION(LDA, N) the symmetric matrix to be factored. Only the diagonal and upper triangle are used. LDA INTEGER the leading dimension of the array A . N INTEGER the order of the matrix A . On Return A an upper triangular matrix R so that A = TRANS(R)*R where TRANS(R) is the transpose. The strict lower triangle is unaltered. If INFO .NE. 0 , the factorization is not complete. INFO INTEGER = 0 for normal return. = K signals an error condition. The leading minor of order K is not positive definite.

REFERENCES
J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W. Stewart, LINPACK Users' Guide, SIAM, 1979.

ROUTINES CALLED
DDOT

REVISION HISTORY (YYMMDD)
780814 DATE WRITTEN
890531 Changed all specific intrinsics to generic. (WRB)
890831 Modified array declarations. (WRB)
890831 REVISION DATE from Version 3.2
891214 Prologue converted to Version 4.0 format. (BAB)
900326 Removed duplicate information from DESCRIPTION section. (WRB)
920501 Reformatted the REFERENCES section. (WRB)