f03bff computes the determinant of a real
symmetric positive definite matrix
.
f07fdf must be called first to supply the symmetric matrix
in Cholesky factorized form. The storage (upper or lower triangular) used by
f07fdf is not relevant to
f03bff since only the diagonal elements of the factorized
are referenced.
f03bff computes the determinant of a real
symmetric positive definite matrix
that has been factorized as
, where
is upper triangular, or
, where
is lower triangular. The determinant is the product of the squares of the diagonal elements of
or
. The Cholesky factorized form of the matrix must be supplied; this is returned by a call to
f07fdf.
If on entry
or
, explanatory error messages are output on the current error message unit (as defined by
x04aaf).
The accuracy of the determinant depends on the conditioning of the original matrix. For a detailed error analysis see page 25 of
Wilkinson and Reinsch (1971).
Background information to multithreading can be found in the
Multithreading documentation.
This example computes a Cholesky factorization and calculates the determinant of the real symmetric positive definite matrix