Function

NumCosmoMathlapack_dpotrf

Declaration [src]

gint
ncm_lapack_dpotrf (
  gchar uplo,
  gint n,
  gdouble* a,
  gint lda
)

Description [src]

This function computes the Cholesky factorization of a real symmetric positive definite matrix a.

The factorization has the form $A = U^T * U$, if uplo = ‘U’, or $A = L * L^T$, if uplo = ‘L’, where A = a, $U$ is an upper triangular matrix and $L$ is lower triangular.

Parameters

uplo

Type: gchar

‘U’ upper triangle of a is stored; ‘L’ lower triangle of a is stored.

n

Type: gint

The order of the matrix a, n >= 0.

a

Type: gdouble*

Array of doubles with dimension (n, lda).

The data is owned by the caller of the function.

lda

Type: gint

The leading dimension of the array a, lda >= max (1,n).

Return value

Type: gint

I = 0: successful exit

     < 0:  -i, the i-th argument had an illegal value

     > 0:   i, the leading minor of order i is not
           positive definite, and the factorization could not be
           completed.