NAG CL Interface
f03bfc (real_​sym)

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: $\mathbf{n}$ – Integer Input

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

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

3: $\mathbf{a}\left[\mathit{dim}\right]$ – const double Input

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

the $(i,j)$th element of the Cholesky factorization of the matrix $A$ is stored in

• $\mathbf{a}\left[(j-1)\times \mathbf{pda}+i-1\right]$ when $\mathbf{order}=\mathrm{Nag\_ColMajor}$;
• $\mathbf{a}\left[(i-1)\times \mathbf{pda}+j-1\right]$ when $\mathbf{order}=\mathrm{Nag\_RowMajor}$.

On entry: the lower or upper triangle of the Cholesky factorized form of the $n\times n$ positive definite symmetric matrix $A$. Only the diagonal elements are referenced.

4: $\mathbf{pda}$ – Integer Input

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

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

5: $\mathbf{d}$ – double * Output

6: $\mathbf{id}$ – Integer * Output

On exit: the determinant of $A$ is given by $\mathbf{d}\times {2.0}^{\mathbf{id}}$. It is given in this form to avoid overflow or underflow.

7: $\mathbf{fail}$ – 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: $\mathbf{n}>0$.

NE_INT_2

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

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_MAT_NOT_POS_DEF

The matrix $A$ is not positive definite.

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.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results