dlapack.h File Reference

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Functions
void	dpotri_ (const char *UPLO, const int *N, double *A, const int *LDA, int *INFO)
	DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. More...
void	dpotrf_ (const char *UPLO, const int *N, double *A, const int *LDA, int *INFO)
	DPOTRF computes the Cholesky factorization of a real symmetric positive definite matrix A. More...
void	dpotrs_ (const char *UPLO, const int *N, const int *NRHS, const double *A, const int *LDA, double *B, const int *LDB, int *INFO)
	DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF. More...

Function Documentation

void dpotrf_	(	const char *	UPLO,
		const int *	N,
		double *	A,
		const int *	LDA,
		int *	INFO
	)

DPOTRF computes the 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 block version of the algorithm, calling Level 3 BLAS.

Parameters

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.
A	(input/output) 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 A = U**T*U or A = L*L**T.
LDA	(input) INTEGER, The leading dimension of the array A. LDA >= max(1,N).
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.

void dpotri_	(	const char *	UPLO,
		const int *	N,
		double *	A,
		const int *	LDA,
		int *	INFO
	)

DPOTRI computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters

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.
A	(input/output) DOUBLE PRECISION array, dimension (LDA,N), On entry, the triangular factor U or L from the Cholesky factorization A = U**T*U or A = L*L**T, as computed by DPOTRF. On exit, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L.
LDA	(input) INTEGER, The leading dimension of the array A. LDA >= max(1,N).
INFO	(output) INTEGER, = 0: successful exit, < 0: if INFO = -i, the i-th argument had an illegal value, 0: if INFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.

void dpotrs_	(	const char *	UPLO,
		const int *	N,
		const int *	NRHS,
		const double *	A,
		const int *	LDA,
		double *	B,
		const int *	LDB,
		int *	INFO
	)

DPOTRS solves a system of linear equations A*X = B with a symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters

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.
NRHS	(input) INTEGER, The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
A	(input) DOUBLE PRECISION array, dimension (LDA,N), The triangular factor U or L from the Cholesky factorization, A = U**T*U or A = L*L**T, as computed by DPOTRF.
LDA	(input) INTEGER, The leading dimension of the array A. LDA >= max(1,N).
B	(input/output) DOUBLE PRECISION array, dimension (LDB,NRHS), On entry, the right hand side matrix B. On exit, the solution matrix X.
LDB	(input) INTEGER, The leading dimension of the array B. LDB >= max(1,N).
INFO	(output) INTEGER, = 0: successful exit, < 0: if INFO = -i, the i-th argument had an illegal value