NAG Library Routine Document

F07WDF (DPFTRF)

1  Purpose

2  Specification

3  Description

4  References

5  Parameters

1:     $\mathrm{TRANSR}$ – CHARACTER(1)Input

On entry: specifies whether the RFP representation of $A$ is normal or transposed.

$\mathbf{TRANSR}=\text{'N'}$

The matrix $A$ is stored in normal RFP format.

$\mathbf{TRANSR}=\text{'T'}$

The matrix $A$ is stored in transposed RFP format.

Constraint: $\mathbf{TRANSR}=\text{'N'}$ or $\text{'T'}$.

2:     $\mathrm{UPLO}$ – CHARACTER(1)Input

On entry: specifies whether the upper or lower triangular part of $A$ is stored.

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

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 $\text{'L'}$.

3:     $\mathrm{N}$ – INTEGERInput

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

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

4:     $\mathrm{AR}\left(\mathbf{N}\times \left(\mathbf{N}+1\right)/2\right)$ – REAL (KIND=nag_wp) arrayInput/Output

On entry: the upper or lower triangular part (as specified by UPLO) of the $n$ by $n$ symmetric matrix $A$, in either normal or transposed RFP format (as specified by TRANSR). The storage format is described in detail in Section 3.3.3 in the F07 Chapter Introduction.

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 $A$.

5:     $\mathrm{INFO}$ – INTEGEROutput

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

6  Error Indicators and Warnings

$\mathbf{INFO}<0$

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

$\mathbf{INFO}>0$

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 $A$. There is no routine specifically designed to factorize a symmetric matrix stored in RFP format which is not positive definite; the matrix must be treated as a full symmetric matrix, by calling F07MDF (DSYTRF).

7  Accuracy

8  Parallelism and Performance

9  Further Comments

10  Example

10.1  Program Text

Program Text (f07wdfe.f90)

10.2  Program Data

Program Data (f07wdfe.d)

10.3  Program Results

Program Results (f07wdfe.r)