SYNOPSIS

SUBROUTINE DPOTF2(

UPLO, N, A, LDA, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, LDA, N

    

DOUBLE PRECISION A( LDA, * )

PURPOSE

DPOTF2 computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form

   A = U' * U ,  if UPLO = 'U', or

   A = L  * L',  if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular. This is the unblocked version of the algorithm, calling Level 2 BLAS.

ARGUMENTS

UPLO (input) CHARACTER*1

Specifies whether the upper or lower triangular part of the symmetric matrix A is stored. = 'U': Upper triangular
= 'L': Lower triangular

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'*U or A = L*L'.

LDA (input) INTEGER

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

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, the leading minor of order k is not positive definite, and the factorization could not be completed.