Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?pftrf
Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix using the Rectangular Full Packed (RFP) format .
Syntax
call spftrf ( transr , uplo , n , a , info )
call dpftrf ( transr , uplo , n , a , info )
call cpftrf ( transr , uplo , n , a , info )
call zpftrf ( transr , uplo , n , a , info )
Include Files
mkl.fi , mkl_lapack.f90
Description
spftrf dpftrf cpftrf zpftrf
The routine forms the Cholesky factorization of a symmetric positive-definite or, for complex data, a Hermitian positive-definite matrix A :
\(A = U^{T}*U\) for real data, \(A = U^{H}*U\) for complex data |
if uplo='U' |
\(A = L*L^{T}\) for real data, \(A = L*L^{H}\) for complex data |
if uplo='L' |
where \(L\) is a lower triangular matrix and \(U\) is upper triangular.
The matrix \(A\) is in the Rectangular Full Packed (RFP) format. For the description of the RFP format, see Matrix Storage Schemes .
This is the block version of the algorithm, calling Level 3 BLAS.
Input Parameters
transr
CHARACTER*1 . Must be ‘N’ , ‘T’ (for real data) or ‘C’ (for complex data).
If transr = ‘N’ , the Normal transr of RFP A is stored.
If transr = ‘T’ , the Transpose transr of RFP A is stored.
If transr = ‘C’ , the Conjugate-Transpose transr of RFP A is stored.
uplo
CHARACTER*1 . Must be ‘U’ or ‘L’ .
Indicates whether the upper or lower triangular part of A is stored:
If uplo = ‘U’ , the array a stores the upper triangular part of the matrix A .
If uplo = ‘L’ , the array a stores the lower triangular part of the matrix A .
n
INTEGER . The order of the matrix A ; n ≥ 0.
a
REAL for spftrf
DOUBLE PRECISION for dpftrf
COMPLEX for cpftrf
DOUBLE COMPLEX for zpftrf .
Array, size (n*(n+1)/2) . The array a contains the matrix A in the RFP format.
Output Parameters
a
a is overwritten by the Cholesky factor U or L , as specified by uplo and trans .
info
INTEGER .
If info=0 , the execution is successful.
If info = -i , the i -th parameter had an illegal value.
If info = i , the leading minor of order i (and therefore the matrix A itself) is not positive-definite, and the factorization could not be completed. This may indicate an error in forming the matrix A .
Return Values
No return value, info is an Output Parameter.