NAG Library Routine Document

F07GDF (DPPTRF)

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     UPLO – CHARACTER(1)Input

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

$\mathbf{UPLO}=\text{'U'}$

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

$\mathbf{UPLO}=\text{'L'}$

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

Constraint: $\mathbf{UPLO}=\text{'U'}$ or $\text{'L'}$.

2:     N – INTEGERInput

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

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

3:     AP($*$) – REAL (KIND=nag_wp) arrayInput/Output

Note: the dimension of the array AP must be at least $\max \left(1,\mathbf{N}\times \left(\mathbf{N}+1\right)/2\right)$.

On entry: the $n$ by $n$ symmetric matrix $A$, packed by columns.

More precisely,

• if $\mathbf{UPLO}=\text{'U'}$, the upper triangle of $A$ must be stored with element $A_{ij}$ in $\mathbf{AP}\left(i+j\left(j-1\right)/2\right)$ for $i\le j$;
• if $\mathbf{UPLO}=\text{'L'}$, the lower triangle of $A$ must be stored with element $A_{ij}$ in $\mathbf{AP}\left(i+\left(2n-j\right)\left(j-1\right)/2\right)$ for $i\ge j$.

On exit: if $\mathbf{INFO}=\mathbf{0}$, the factor $U$ or $L$ from the Cholesky factorization $A=U^{\mathrm{T}}U$ or $A=L{L}^{\mathrm{T}}$, in the same storage format as $A$.

4:     INFO – INTEGEROutput

On exit: $\mathbf{INFO}=0$ unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

$\mathbf{INFO}<0$

If $\mathbf{INFO}=-i$, the $i$th parameter had an illegal value. An explanatory message is output, and execution of the program is terminated.

$\mathbf{INFO}>0$

If $\mathbf{INFO}=i$, the leading minor of order $i$ 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 matrix which is not positive definite, call F07PDF (DSPTRF) instead.

7  Accuracy

8  Further Comments

9  Example

9.1  Program Text

Program Text (f07gdfe.f90)

9.2  Program Data

Program Data (f07gdfe.d)

9.3  Program Results

Program Results (f07gdfe.r)