spftrf.f(3)

NAME
spftrf.f -

SYNOPSIS

  Functions/Subroutines
subroutine spftrf (TRANSR, UPLO, N, A, INFO)
SPFTRF

Function/Subroutine Documentation

  subroutine spftrf (characterTRANSR, characterUPLO, integerN, real, dimension( 0: * )A, integerINFO)

SPFTRF

Purpose:

     SPFTRF 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:
    TRANSR

              TRANSR is CHARACTER*1
              = 'N':  The Normal TRANSR of RFP A is stored;
              = 'T':  The Transpose TRANSR of RFP A is stored.

    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of RFP A is stored;
              = 'L':  Lower triangle of RFP A is stored.

    N

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

    A

              A is REAL array, dimension ( N*(N+1)/2 );
              On entry, the symmetric matrix A in RFP format. RFP format is
              described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
              then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
              (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'T' then RFP is
              the transpose of RFP A as defined when
              TRANSR = 'N'. The contents of RFP A are defined by UPLO as
              follows: If UPLO = 'U' the RFP A contains the NT elements of
              upper packed A. If UPLO = 'L' the RFP A contains the elements
              of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
              'T'. When TRANSR is 'N' the LDA is N+1 when N is even and N
              is odd. See the Note below for more details.
              On exit, if INFO = 0, the factor U or L from the Cholesky
              factorization RFP A = U**T*U or RFP A = L*L**T.

    INFO

              INFO is 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.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2011

Further Details:

      We first consider Rectangular Full Packed (RFP) Format when N is
      even. We give an example where N = 6.
          AP is Upper             AP is Lower
       00 01 02 03 04 05       00
          11 12 13 14 15       10 11
             22 23 24 25       20 21 22
                33 34 35       30 31 32 33
                   44 45       40 41 42 43 44
                      55       50 51 52 53 54 55
      Let TRANSR = 'N'. RFP holds AP as follows:
      For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
      three columns of AP upper. The lower triangle A(4:6,0:2) consists of
      the transpose of the first three columns of AP upper.
      For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
      three columns of AP lower. The upper triangle A(0:2,0:2) consists of
      the transpose of the last three columns of AP lower.
      This covers the case N even and TRANSR = 'N'.
             RFP A                   RFP A
            03 04 05                33 43 53
            13 14 15                00 44 54
            23 24 25                10 11 55
            33 34 35                20 21 22
            00 44 45                30 31 32
            01 11 55                40 41 42
            02 12 22                50 51 52
      Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
      transpose of RFP A above. One therefore gets:
               RFP A                   RFP A
         03 13 23 33 00 01 02    33 00 10 20 30 40 50
         04 14 24 34 44 11 12    43 44 11 21 31 41 51
         05 15 25 35 45 55 22    53 54 55 22 32 42 52
      We then consider Rectangular Full Packed (RFP) Format when N is
      odd. We give an example where N = 5.
         AP is Upper                 AP is Lower
       00 01 02 03 04              00
          11 12 13 14              10 11
             22 23 24              20 21 22
                33 34              30 31 32 33
                   44              40 41 42 43 44
      Let TRANSR = 'N'. RFP holds AP as follows:
      For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
      three columns of AP upper. The lower triangle A(3:4,0:1) consists of
      the transpose of the first two columns of AP upper.
      For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
      three columns of AP lower. The upper triangle A(0:1,1:2) consists of
      the transpose of the last two columns of AP lower.
      This covers the case N odd and TRANSR = 'N'.
             RFP A                   RFP A
            02 03 04                00 33 43
            12 13 14                10 11 44
            22 23 24                20 21 22
            00 33 34                30 31 32
            01 11 44                40 41 42
      Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
      transpose of RFP A above. One therefore gets:
               RFP A                   RFP A
         02 12 22 00 01             00 10 20 30 40 50
         03 13 23 33 11             33 11 21 31 41 51
         04 14 24 34 44             43 44 22 32 42 52

Definition at line 199 of file spftrf.f.

Author

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