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spstf2.f -

SYNOPSIS

Functions/Subroutines

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.

Function/Subroutine Documentation

subroutine spstf2 (characterUPLO, integerN, real, dimension( lda, * )A, integerLDA, integer, dimension( n )PIV, integerRANK, realTOL, real, dimension( 2*n )WORK, integerINFO)

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
NAG Ltd.
Date:
September 2012
Definition at line 141 of file spstf2.f.

Author

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