![]() |
LAPACK
3.7.0
LAPACK: Linear Algebra PACKage
|
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
Download DPOSV + dependencies [TGZ] [ZIP] [TXT]
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.
[in] | UPLO | UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored. |
[in] | N | N is INTEGER The number of linear equations, i.e., the order of the matrix A. N >= 0. |
[in] | NRHS | NRHS is INTEGER The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0. |
[in,out] | 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. |
[in] | LDA | LDA is INTEGER The leading dimension of the array A. LDA >= max(1,N). |
[in,out] | 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. |
[in] | LDB | LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). |
[out] | 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 minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed. |
Definition at line 132 of file dposv.f.