Provided by: liblapack-doc_3.3.1-1_all

**NAME**

LAPACK-3 - computes the Cholesky factorization of a real symmetric positive definite matrix A

**SYNOPSIS**

SUBROUTINE DPFTRF( TRANSR, UPLO, N, A, INFO ) CHARACTER TRANSR, UPLO INTEGER N, INFO DOUBLE PRECISION A( 0: * )

**PURPOSE**

DPFTRF 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**

TRANSR (input) CHARACTER*1 = 'N': The Normal TRANSR of RFP A is stored; = 'T': The Transpose TRANSR of RFP A is stored. UPLO (input) CHARACTER*1 = 'U': Upper triangle of RFP A is stored; = 'L': Lower triangle of RFP A is stored. N (input) INTEGER The order of the matrix A. N >= 0. A (input/output) DOUBLE PRECISION 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 (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.

**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 LAPACK routine (version 3.3.1) April 2011 DPFTRF(3lapack)