DPOTRF (3lapack)

compute the Cholesky factorization of a real symmetric positive definite matrix A

SYNOPSIS

  SUBROUTINE DPOTRF( UPLO, N, A, LDA, INFO )

      CHARACTER      UPLO

      INTEGER        INFO, LDA, N

      DOUBLE         PRECISION A( LDA, * )

PURPOSE

  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.

ARGUMENTS

  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.