SRC/dposv.f(3)

NAME
SRC/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 (character uplo, integer n, integer nrhs, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, integer info)

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 principal minor of order i
                    of A is not positive, 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.

Definition at line 129 of file dposv.f.

Author

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