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spstf2.f(3) LAPACK spstf2.f(3)

spstf2.f -


subroutine spstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO)
 
SPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric or complex Hermitian positive semi-definite matrix.

SPSTF2 computes the Cholesky factorization with complete pivoting of a real symmetric or complex Hermitian positive semi-definite matrix.
Purpose:
 SPSTF2 computes the Cholesky factorization with complete
 pivoting of a real symmetric positive semidefinite matrix A.
The factorization has the form P**T * A * P = U**T * U , if UPLO = 'U', P**T * A * P = L * L**T, if UPLO = 'L', where U is an upper triangular matrix and L is lower triangular, and P is stored as vector PIV.
This algorithm does not attempt to check that A is positive semidefinite. This version of the algorithm calls level 2 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored.
          = 'U':  Upper triangular
          = 'L':  Lower triangular
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
A
          A is REAL 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 as above.
PIV
          PIV is INTEGER array, dimension (N)
          PIV is such that the nonzero entries are P( PIV(K), K ) = 1.
RANK
          RANK is INTEGER
          The rank of A given by the number of steps the algorithm
          completed.
TOL
          TOL is REAL
          User defined tolerance. If TOL < 0, then N*U*MAX( A( K,K ) )
          will be used. The algorithm terminates at the (K-1)st step
          if the pivot <= TOL.
LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
WORK
          WORK is REAL array, dimension (2*N)
          Work space.
INFO
          INFO is INTEGER
          < 0: If INFO = -K, the K-th argument had an illegal value,
          = 0: algorithm completed successfully, and
          > 0: the matrix A is either rank deficient with computed rank
               as returned in RANK, or is indefinite.  See Section 7 of
               LAPACK Working Note #161 for further information.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Definition at line 141 of file spstf2.f.

Generated automatically by Doxygen for LAPACK from the source code.
Sat Nov 16 2013 Version 3.4.2

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