Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

?potrf

Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix.

Syntax

call spotrf
(
uplo
,
n
,
a
,
lda
,
info
)
call dpotrf
(
uplo
,
n
,
a
,
lda
,
info
)
call cpotrf
(
uplo
,
n
,
a
,
lda
,
info
)
call zpotrf
(
uplo
,
n
,
a
,
lda
,
info
)
call potrf
(
a
[
,
uplo
]
[
,
info
]
)
Include Files
  • mkl.fi
    ,
    lapack.f90
Description
The routine forms the Cholesky factorization of a symmetric positive-definite or, for complex data, Hermitian positive-definite matrix
A
:
A
=
U
T
*
U
for real data,
A
=
U
H
*
U
for complex data
if
uplo
='U'
A
=
L
*
L
T
for real data,
A
=
L
*
L
H
for complex data
if
uplo
='L'
where
L
is a lower triangular matrix and
U
is upper triangular.
This routine supports the Progress Routine feature. See Progress Function for details.
Input Parameters
uplo
CHARACTER*1.
Must be
'U'
or
'L'
.
Indicates whether the upper or lower triangular part of
A
is stored and how
A
is factored:
If
uplo
=
'U'
, the array
a
stores the upper triangular part of the matrix
A
, and the strictly lower triangular part of the matrix is not referenced.
If
uplo
=
'L'
, the array
a
stores the lower triangular part of the matrix
A
, and the strictly upper triangular part of the matrix is not referenced.
n
INTEGER.
Specifies the order of the matrix
A
. The value of
n
must be at least zero.
a
REAL
for
spotrf
DOUBLE PRECISION
for
dpotrf
COMPLEX
for
cpotrf
DOUBLE COMPLEX
for
zpotrf
.
Array, size (
lda
,*). The array
a
contains either the upper or the lower triangular part of the matrix
A
(see
uplo
). The second dimension of
a
must be at least
max(1,
n
)
.
lda
INTEGER
. The leading dimension of
a
.
Output Parameters
a
The upper or lower triangular part of
a