NAG Library Function Document

nag_dpotrf (f07fdc)

1  Purpose

2  Specification

3  Description

4  References

5  Arguments

1:     order – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 3.2.1.3 in the Essential Introduction for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.

2:     uplo – Nag_UploTypeInput

On entry: specifies whether the upper or lower triangular part of $A$ is stored and how $A$ is to be factorized.

$\mathbf{uplo}=\mathrm{Nag\_Upper}$

The upper triangular part of $A$ is stored and $A$ is factorized as $U^{\mathrm{T}}U$, where $U$ is upper triangular.

$\mathbf{uplo}=\mathrm{Nag\_Lower}$

The lower triangular part of $A$ is stored and $A$ is factorized as $L{L}^{\mathrm{T}}$, where $L$ is lower triangular.

Constraint: $\mathbf{uplo}=\mathrm{Nag\_Upper}$ or $\mathrm{Nag\_Lower}$.

3:     n – IntegerInput

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

4:     a[$\mathit{dim}$] – doubleInput/Output

Note: the dimension, dim, of the array a must be at least $\max \left(1,\mathbf{pda}\times \mathbf{n}\right)$.

On entry: the $n$ by $n$ symmetric positive definite matrix $A$.

If $\mathbf{order}=\mathrm{Nag\_ColMajor}$, $A_{ij}$ is stored in $\mathbf{a}\left[\left(j-1\right)\times \mathbf{pda}+i-1\right]$.

If $\mathbf{order}=\mathrm{Nag\_RowMajor}$, $A_{ij}$ is stored in $\mathbf{a}\left[\left(i-1\right)\times \mathbf{pda}+j-1\right]$.

If $\mathbf{uplo}=\mathrm{Nag\_Upper}$, the upper triangular part of $A$ must be stored and the elements of the array below the diagonal are not referenced.

If $\mathbf{uplo}=\mathrm{Nag\_Lower}$, the lower triangular part of $A$ must be stored and the elements of the array above the diagonal are not referenced.

On exit: the upper or lower triangle of $A$ is overwritten by the Cholesky factor $U$ or $L$ as specified by uplo.

5:     pda – IntegerInput

On entry: the stride separating row or column elements (depending on the value of order) of the matrix $A$ in the array a.

Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

6:     fail – NagError *Input/Output

The NAG error argument (see Section 3.6 in the Essential Introduction).

6  Error Indicators and Warnings

NE_BAD_PARAM

On entry, argument $⟨\mathit{\text{value}}⟩$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{n}\ge 0$.

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}>0$.

NE_INT_2

On entry, $\mathbf{pda}=⟨\mathit{\text{value}}⟩$ and $\mathbf{n}=⟨\mathit{\text{value}}⟩$.
Constraint: $\mathbf{pda}\ge \max \left(1,\mathbf{n}\right)$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.

NE_POS_DEF

The leading minor of order $⟨\mathit{\text{value}}⟩$ is not positive definite and the factorization could not be completed. Hence $A$ itself is not positive definite. This may indicate an error in forming the matrix $A$. To factorize a symmetric matrix which is not positive definite, call nag_dsytrf (f07mdc) instead.

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f07fdce.c)

10.2  Program Data

Program Data (f07fdce.d)

10.3  Program Results

Program Results (f07fdce.r)