NAG Library Function Document

nag_dpotrf (f07fdc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{order}$ – 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 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.

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

2:    $\mathbf{uplo}$ – 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:    $\mathbf{n}$ – IntegerInput

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

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

4:    $\mathbf{a}\left[\mathit{dim}\right]$ – 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:    $\mathbf{pda}$ – 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:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

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.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

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)