NAG CL Interface
f07kdc (dpstrf)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{order}$ – Nag_OrderType Input

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 3.1.3 in the Introduction to the NAG Library CL Interface 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_UploType Input

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: $\mathbf{n}$ – Integer Input

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

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

4: $\mathbf{a}\left[\mathit{dim}\right]$ – double Input/Output

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

On entry: the $n\times n$ symmetric positive semidefinite matrix $A$.

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

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

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: if $\mathbf{uplo}=\mathrm{Nag\_Upper}$, the first rank rows of the upper triangle of $A$ are overwritten with the nonzero elements of the Cholesky factor $U$, and the remaining rows of the triangle are destroyed.

If $\mathbf{uplo}=\mathrm{Nag\_Lower}$, the first rank columns of the lower triangle of $A$ are overwritten with the nonzero elements of the Cholesky factor $L$, and the remaining columns of the triangle are destroyed.

5: $\mathbf{pda}$ – Integer Input

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

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

6: $\mathbf{piv}\left[\mathbf{n}\right]$ – Integer Output

On exit: piv is such that the nonzero entries of $P$ are $P(\mathbf{piv}\left[\mathit{k}-1\right],\mathit{k})=1$, for $\mathit{k}=1,2,\dots ,n$.

7: $\mathbf{rank}$ – Integer * Output

On exit: the computed rank of $A$ given by the number of steps the algorithm completed.

8: $\mathbf{tol}$ – double Input

On entry: user defined tolerance. If $\mathbf{tol}<0$, $n\times {\displaystyle \underset{k=1,n}{\text{max}}}\left|A_{kk}\right|\times \mathit{machine precision}$ will be used. The algorithm terminates at the $r$th step if the $(r+1)$th step pivot $<\mathbf{tol}$.

9: $\mathbf{fail}$ – NagError * Input/Output

The NAG error argument (see Section 7 in the Introduction to the NAG Library CL Interface).

6 Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 3.1.2 in the Introduction to the NAG Library CL Interface 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: $\mathbf{n}\ge 0$.

NE_INT_2

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

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 7.5 in the Introduction to the NAG Library CL Interface for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library CL Interface for further information.

NW_NOT_POS_DEF

The matrix $A$ is not positive definite. It is either positive semidefinite with computed rank as returned in rank and less than $n$, or it may be indefinite, see Section 9.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results