NAME spofa - compute a Cholesky factorization of a symmetric positive definite matrix A. It is typical to follow a call to xPOFA with a call to xPOSL to solve Ax = b or to xPODI to compute the determinant and inverse of A. SYNOPSIS SUBROUTINE DPOFA (DA, LDA, N, INFO) SUBROUTINE SPOFA (SA, LDA, N, INFO) SUBROUTINE ZPOFA (ZA, LDA, N, INFO) SUBROUTINE CPOFA (CA, LDA, N, INFO) #include <sunperf.h> void dpofa(double *da, int lda, int n, int *info) ; void spofa(float *sa, int lda, int n, int *info) ; void cpofa(complex *ca, int lda, int n, int *info) ; void zpofa(doublecomplex *za, int lda, int n, int *info) ; ARGUMENTS xA On entry, the upper triangle of the matrix A. On exit, a Cholesky factorization of the matrix A. The strict lower triangle of A is not referenced. LDA Leading dimension of the array A as specified in a dimension or type statement. LDA >= max(1,N). N Order of the matrix A. N >= 0. INFO On exit: INFO = 0 Subroutine completed normally. INFO > 0 Returns a value k if the leading minor of order k is not positive definite. SAMPLE PROGRAM PROGRAM TEST IMPLICIT NONE C INTEGER LDA, N PARAMETER (N = 5) PARAMETER (LDA = N) C DOUBLE PRECISION A(LDA,N), B(N) INTEGER ICOL, INFO, IROW C EXTERNAL DPOFA, DPOSL C C Initialize the array A to store in symmetric storage mode the C matrix A shown below. Initialize the array B to store the vector C B shown below. C C 5 4 3 2 1 120 C 4 5 4 3 2 60 C A = 3 4 5 4 3 b = 40 C 2 3 4 5 4 60 C 1 2 3 4 5 120 C DATA A / 5.0D0, 4*8D8, 4.0D0, 5.0D0, 3*8D8, 3.0D0, 4.0D0, 5.0D0, $ 2*8D8, 2.0D0, 3.0D0, 4.0D0, 5.0D0, 1*8D8, 1.0D0, 2.0D0, $ 3.0D0, 4.0D0, 5.0D0 / DATA B / 1.2D2, 6.0D1, 4.0D1, 6.0D1, 1.2D2 / C PRINT 1000 DO 100, IROW = 1, N PRINT 1010, (A(ICOL,IROW), ICOL = 1, IROW), $ (A(IROW,ICOL), ICOL = IROW + 1, N) 100 CONTINUE PRINT 1020 PRINT 1010, ((A(IROW,ICOL), ICOL = 1, N), IROW = 1, N) PRINT 1030 PRINT 1040, B CALL DPOFA (A, LDA, N, INFO) IF (INFO .EQ. 0) THEN CALL DPOSL (A, LDA, N, B) PRINT 1050 PRINT 1040, B ELSE PRINT 1060 END IF C 1000 FORMAT (1X, 'A in full form:') 1010 FORMAT (5(3X, F7.3)) 1020 FORMAT (/1X, 'A in symmetric form: (* in unused entries)') 1030 FORMAT (/1X, 'b:') 1040 FORMAT (3X, F7.3) 1050 FORMAT (/1X, 'A**(-1) * b:') 1060 FORMAT (/1X, 'A is not positive definite.') C END SAMPLE OUTPUT A in full form: 5.000 4.000 3.000 2.000 1.000 4.000 5.000 4.000 3.000 2.000 3.000 4.000 5.000 4.000 3.000 2.000 3.000 4.000 5.000 4.000 1.000 2.000 3.000 4.000 5.000 A in symmetric form: (* in unused entries) 5.000 4.000 3.000 2.000 1.000 ******* 5.000 4.000 3.000 2.000 ******* ******* 5.000 4.000 3.000 ******* ******* ******* 5.000 4.000 ******* ******* ******* ******* 5.000 b: 120.000 60.000 40.000 60.000 120.000 A**(-1) * b: 50.000 -20.000 -20.000 -20.000 50.000
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