Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?potf2
Computes the Cholesky factorization of a symmetric/Hermitian positive-definite matrix (unblocked algorithm).
Syntax
call spotf2(uplo, n, a, lda, info)
call dpotf2(uplo, n, a, lda, info)
call cpotf2(uplo, n, a, lda, info)
call zpotf2(uplo, n, a, lda, info)
Include Files
mkl.fi
Description
The routine ?potf2 computes the Cholesky factorization of a real symmetric or complex Hermitian positive definite matrix A . The factorization has the form
A = U^{T}*U for real flavors, A = U^{H}*U for complex flavors if uplo = 'U' , or
A = L*L^{T} for real flavors, A = L*L^{H} for complex flavors if uplo = 'L' ,
where U is an upper triangular matrix, and L is lower triangular.
This is the unblocked version of the algorithm, calling BLAS Level 2 Routines
Input Parameters
- uplo
-
CHARACTER*1 . Specifies whether the upper or lower triangular part of the symmetric/Hermitian matrix A is stored. = ‘U’ : upper triangular = ‘L’ : lower triangular
- n
-
INTEGER. Specifies the order of the matrix A. The value of n must be at least zero.
- a
-
REAL for spotf2 DOUBLE PRECISION or dpotf2 COMPLEX for cpotf2 DOUBLE COMPLEX for zpotf2 . Array, DIMENSION ( lda , n ). On entry, the symmetric/Hermitian 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.
- lda
-
INTEGER . The leading dimension of the array a . lda≥ max(1,n) .
Output Parameters
- a
-
On exit, If info = 0 , the factor U or L from the Cholesky factorization A=U^{T}*U ( A=U^{H}*U ), or A= L*L^{T} ( A = L*L^{H} ).
info
INTEGER .
= 0: successful exit
< 0: if info = -k , the k -th argument had an illegal value
> 0: if info = k , the leading minor of order k is not positive definite, and the factorization could not be completed.