dposv.f(3)

NAME
dposv.f -

SYNOPSIS

  Functions/Subroutines
subroutine dposv (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
DPOSV computes the solution to system of linear equations A * X = B for PO matrices

Function/Subroutine Documentation

  subroutine dposv (characterUPLO, integerN, integerNRHS, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DPOSV computes the solution to system of linear equations A * X = B for PO matrices

Purpose:

     DPOSV computes the solution to a real system of linear equations
        A * X = B,
     where A is an N-by-N symmetric positive definite matrix and X and B
     are N-by-NRHS matrices.
     The Cholesky decomposition is used to factor A as
        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 a lower triangular
     matrix.  The factored form of A is then used to solve the system of
     equations A * X = B.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The number of linear equations, i.e., the order of the
              matrix A.  N >= 0.

    NRHS

              NRHS is INTEGER
              The number of right hand sides, i.e., the number of columns
              of the matrix B.  NRHS >= 0.

    A

              A is 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

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
              On entry, the N-by-NRHS right hand side matrix B.
              On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    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 of A is not
                    positive definite, so the factorization could not be
                    completed, and the solution has not been computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2011

Definition at line 131 of file dposv.f.

Author

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