DPPTRF (3lapack)

compute the Cholesky factorization of a real symmetric positive definite matrix A stored in packed format

SYNOPSIS

  SUBROUTINE DPPTRF( UPLO, N, AP, INFO )

      CHARACTER      UPLO

      INTEGER        INFO, N

      DOUBLE         PRECISION AP( * )

PURPOSE

  DPPTRF computes the Cholesky factorization of a real symmetric positive
  definite matrix A stored in packed format.

  The factorization has the form
     A = U**T * U,  if UPLO = 'U', or
     A = L  * L**T,  if UPLO = 'L',
  where U is an upper triangular matrix and L is lower triangular.

ARGUMENTS

  UPLO    (input) CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

  N       (input) INTEGER
          The order of the matrix A.  N >= 0.

  AP      (input/output) DOUBLE PRECISION array, dimension (N*(N+1)/2)
          On entry, the upper or lower triangle of the symmetric matrix A,
          packed columnwise in a linear array.  The j-th column of A is
          stored in the array AP as follows: if UPLO = 'U', AP(i + (j-1)*j/2)
          = A(i,j) for 1<=i<=j; if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) =
          A(i,j) for j<=i<=n.  See below for further details.

          On exit, if INFO = 0, the triangular factor U or L from the
          Cholesky factorization A = U**T*U or A = L*L**T, in the same
          storage format as A.

  INFO    (output) INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value
          > 0:  if INFO = i, the leading minor of order i is not positive
          definite, and the factorization could not be completed.

FURTHER DETAILS

  The packed storage scheme is illustrated by the following example when N =
  4, UPLO = 'U':

  Two-dimensional storage of the symmetric matrix A:

     a11 a12 a13 a14
         a22 a23 a24
             a33 a34     (aij = aji)
                 a44

  Packed storage of the upper triangle of A:

  AP = [ a11, a12, a22, a13, a23, a33, a14, a24, a34, a44 ]