
NAMEspstf2.f SYNOPSISFunctions/Subroutinessubroutine spstf2 (UPLO, N, A, LDA, PIV, RANK, TOL, WORK, INFO) Function/Subroutine Documentationsubroutine 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 semidefinite 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. UPLO
Author:
UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the symmetric matrix A is stored. = 'U': Upper triangular = 'L': Lower triangularN 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 (K1)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 Kth 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. Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Definition at line 141 of file spstf2.f.
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