doublePOcomputational(3)

NAME
doublePOcomputational

SYNOPSIS

  Functions
double precision function dla_porcond (UPLO, N, A, LDA, AF, LDAF, CMODE, C, INFO, WORK, IWORK)
DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.
subroutine dla_porfsx_extended (PREC_TYPE, UPLO, N, NRHS, A, LDA, AF, LDAF, COLEQU, C, B, LDB, Y, LDY, BERR_OUT, N_NORMS, ERR_BNDS_NORM, ERR_BNDS_COMP, RES, AYB, DY, Y_TAIL, RCOND, ITHRESH, RTHRESH, DZ_UB, IGNORE_CWISE, INFO)
DLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.
double precision function dla_porpvgrw (UPLO, NCOLS, A, LDA, AF, LDAF, WORK)
DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.
subroutine dpocon (UPLO, N, A, LDA, ANORM, RCOND, WORK, IWORK, INFO)
DPOCON
subroutine dpoequ (N, A, LDA, S, SCOND, AMAX, INFO)
DPOEQU
subroutine dpoequb (N, A, LDA, S, SCOND, AMAX, INFO)
DPOEQUB
subroutine dporfs (UPLO, N, NRHS, A, LDA, AF, LDAF, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO)
DPORFS
subroutine dporfsx (UPLO, EQUED, N, NRHS, A, LDA, AF, LDAF, S, B, LDB, X, LDX, RCOND, BERR, N_ERR_BNDS, ERR_BNDS_NORM, ERR_BNDS_COMP, NPARAMS, PARAMS, WORK, IWORK, INFO)
DPORFSX
subroutine dpotf2 (UPLO, N, A, LDA, INFO)
DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).
subroutine dpotrf (UPLO, N, A, LDA, INFO)
DPOTRF
recursive subroutine dpotrf2 (UPLO, N, A, LDA, INFO)
DPOTRF2
subroutine dpotri (UPLO, N, A, LDA, INFO)
DPOTRI
subroutine dpotrs (UPLO, N, NRHS, A, LDA, B, LDB, INFO)
DPOTRS

Detailed Description

This is the group of double computational functions for PO matrices

Function Documentation

  double precision function dla_porcond (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, integer CMODE, double precision, dimension( * ) C, integer INFO, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK)

DLA_PORCOND estimates the Skeel condition number for a symmetric positive-definite matrix.

Purpose:

        DLA_PORCOND Estimates the Skeel condition number of  op(A) * op2(C)
        where op2 is determined by CMODE as follows
        CMODE =  1    op2(C) = C
        CMODE =  0    op2(C) = I
        CMODE = -1    op2(C) = inv(C)
        The Skeel condition number  cond(A) = norminf( |inv(A)||A| )
        is computed by computing scaling factors R such that
        diag(R)*A*op2(C) is row equilibrated and computing the standard
        infinity-norm condition number.

Parameters:
    UPLO

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

    N

              N is INTEGER
         The number of linear equations, i.e., the order of the
         matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
         On entry, the N-by-N matrix A.

    LDA

              LDA is INTEGER
         The leading dimension of the array A.  LDA >= max(1,N).

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
         The triangular factor U or L from the Cholesky factorization
         A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
         The leading dimension of the array AF.  LDAF >= max(1,N).

    CMODE

              CMODE is INTEGER
         Determines op2(C) in the formula op(A) * op2(C) as follows:
         CMODE =  1    op2(C) = C
         CMODE =  0    op2(C) = I
         CMODE = -1    op2(C) = inv(C)

    C

              C is DOUBLE PRECISION array, dimension (N)
         The vector C in the formula op(A) * op2(C).

    INFO

              INFO is INTEGER
           = 0:  Successful exit.
         i > 0:  The ith argument is invalid.

    WORK

              WORK is DOUBLE PRECISION array, dimension (3*N).
         Workspace.

    IWORK

              IWORK is INTEGER array, dimension (N).
         Workspace.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 144 of file dla_porcond.f.

  subroutine dla_porfsx_extended (integer PREC_TYPE, character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, logical COLEQU, double precision, dimension( * ) C, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldy, * ) Y, integer LDY, double precision, dimension( * ) BERR_OUT, integer N_NORMS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, double precision, dimension( * ) RES, double precision, dimension(*) AYB, double precision, dimension( * ) DY, double precision, dimension( * ) Y_TAIL, double precision RCOND, integer ITHRESH, double precision RTHRESH, double precision DZ_UB, logical IGNORE_CWISE, integer INFO)

DLA_PORFSX_EXTENDED improves the computed solution to a system of linear equations for symmetric or Hermitian positive-definite matrices by performing extra-precise iterative refinement and provides error bounds and backward error estimates for the solution.

Purpose:

     DLA_PORFSX_EXTENDED improves the computed solution to a system of
     linear equations by performing extra-precise iterative refinement
     and provides error bounds and backward error estimates for the solution.
     This subroutine is called by DPORFSX to perform iterative refinement.
     In addition to normwise error bound, the code provides maximum
     componentwise error bound if possible. See comments for ERR_BNDS_NORM
     and ERR_BNDS_COMP for details of the error bounds. Note that this
     subroutine is only resonsible for setting the second fields of
     ERR_BNDS_NORM and ERR_BNDS_COMP.

Parameters:
    PREC_TYPE

              PREC_TYPE is INTEGER
         Specifies the intermediate precision to be used in refinement.
         The value is defined by ILAPREC(P) where P is a CHARACTER and
         P    = 'S':  Single
              = 'D':  Double
              = 'I':  Indigenous
              = 'X', 'E':  Extra

    UPLO

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

    N

              N is INTEGER
         The number of linear equations, i.e., the order of the
         matrix A.  N >= 0.

    NRHS

              NRHS is INTEGER
         The number of right-hand-sides, i.e., the number of columns of the
         matrix B.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
         On entry, the N-by-N matrix A.

    LDA

              LDA is INTEGER
         The leading dimension of the array A.  LDA >= max(1,N).

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
         The triangular factor U or L from the Cholesky factorization
         A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
         The leading dimension of the array AF.  LDAF >= max(1,N).

    COLEQU

              COLEQU is LOGICAL
         If .TRUE. then column equilibration was done to A before calling
         this routine. This is needed to compute the solution and error
         bounds correctly.

    C

              C is DOUBLE PRECISION array, dimension (N)
         The column scale factors for A. If COLEQU = .FALSE., C
         is not accessed. If C is input, each element of C should be a power
         of the radix to ensure a reliable solution and error estimates.
         Scaling by powers of the radix does not cause rounding errors unless
         the result underflows or overflows. Rounding errors during scaling
         lead to refining with a matrix that is not equivalent to the
         input matrix, producing error estimates that may not be
         reliable.

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
         The right-hand-side matrix B.

    LDB

              LDB is INTEGER
         The leading dimension of the array B.  LDB >= max(1,N).

    Y

              Y is DOUBLE PRECISION array, dimension (LDY,NRHS)
         On entry, the solution matrix X, as computed by DPOTRS.
         On exit, the improved solution matrix Y.

    LDY

              LDY is INTEGER
         The leading dimension of the array Y.  LDY >= max(1,N).

    BERR_OUT

              BERR_OUT is DOUBLE PRECISION array, dimension (NRHS)
         On exit, BERR_OUT(j) contains the componentwise relative backward
         error for right-hand-side j from the formula
             max(i) ( abs(RES(i)) / ( abs(op(A_s))*abs(Y) + abs(B_s) )(i) )
         where abs(Z) is the componentwise absolute value of the matrix
         or vector Z. This is computed by DLA_LIN_BERR.

    N_NORMS

              N_NORMS is INTEGER
         Determines which error bounds to return (see ERR_BNDS_NORM
         and ERR_BNDS_COMP).
         If N_NORMS >= 1 return normwise error bounds.
         If N_NORMS >= 2 return componentwise error bounds.

    ERR_BNDS_NORM

              ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
         For each right-hand side, this array contains information about
         various error bounds and condition numbers corresponding to the
         normwise relative error, which is defined as follows:
         Normwise relative error in the ith solution vector:
                 max_j (abs(XTRUE(j,i) - X(j,i)))
                ------------------------------
                      max_j abs(X(j,i))
         The array is indexed by the type of error information as described
         below. There currently are up to three pieces of information
         returned.
         The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
         right-hand side.
         The second index in ERR_BNDS_NORM(:,err) contains the following
         three fields:
         err = 1 "Trust/don't trust" boolean. Trust the answer if the
                  reciprocal condition number is less than the threshold
                  sqrt(n) * slamch('Epsilon').
         err = 2 "Guaranteed" error bound: The estimated forward error,
                  almost certainly within a factor of 10 of the true error
                  so long as the next entry is greater than the threshold
                  sqrt(n) * slamch('Epsilon'). This error bound should only
                  be trusted if the previous boolean is true.
         err = 3  Reciprocal condition number: Estimated normwise
                  reciprocal condition number.  Compared with the threshold
                  sqrt(n) * slamch('Epsilon') to determine if the error
                  estimate is "guaranteed". These reciprocal condition
                  numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                  appropriately scaled matrix Z.
                  Let Z = S*A, where S scales each row by a power of the
                  radix so all absolute row sums of Z are approximately 1.
         This subroutine is only responsible for setting the second field
         above.
         See Lapack Working Note 165 for further details and extra
         cautions.

    ERR_BNDS_COMP

              ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
         For each right-hand side, this array contains information about
         various error bounds and condition numbers corresponding to the
         componentwise relative error, which is defined as follows:
         Componentwise relative error in the ith solution vector:
                        abs(XTRUE(j,i) - X(j,i))
                 max_j ----------------------
                             abs(X(j,i))
         The array is indexed by the right-hand side i (on which the
         componentwise relative error depends), and the type of error
         information as described below. There currently are up to three
         pieces of information returned for each right-hand side. If
         componentwise accuracy is not requested (PARAMS(3) = 0.0), then
         ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most
         the first (:,N_ERR_BNDS) entries are returned.
         The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
         right-hand side.
         The second index in ERR_BNDS_COMP(:,err) contains the following
         three fields:
         err = 1 "Trust/don't trust" boolean. Trust the answer if the
                  reciprocal condition number is less than the threshold
                  sqrt(n) * slamch('Epsilon').
         err = 2 "Guaranteed" error bound: The estimated forward error,
                  almost certainly within a factor of 10 of the true error
                  so long as the next entry is greater than the threshold
                  sqrt(n) * slamch('Epsilon'). This error bound should only
                  be trusted if the previous boolean is true.
         err = 3  Reciprocal condition number: Estimated componentwise
                  reciprocal condition number.  Compared with the threshold
                  sqrt(n) * slamch('Epsilon') to determine if the error
                  estimate is "guaranteed". These reciprocal condition
                  numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                  appropriately scaled matrix Z.
                  Let Z = S*(A*diag(x)), where x is the solution for the
                  current right-hand side and S scales each row of
                  A*diag(x) by a power of the radix so all absolute row
                  sums of Z are approximately 1.
         This subroutine is only responsible for setting the second field
         above.
         See Lapack Working Note 165 for further details and extra
         cautions.

    RES

              RES is DOUBLE PRECISION array, dimension (N)
         Workspace to hold the intermediate residual.

    AYB

              AYB is DOUBLE PRECISION array, dimension (N)
         Workspace. This can be the same workspace passed for Y_TAIL.

    DY

              DY is DOUBLE PRECISION array, dimension (N)
         Workspace to hold the intermediate solution.

    Y_TAIL

              Y_TAIL is DOUBLE PRECISION array, dimension (N)
         Workspace to hold the trailing bits of the intermediate solution.

    RCOND

              RCOND is DOUBLE PRECISION
         Reciprocal scaled condition number.  This is an estimate of the
         reciprocal Skeel condition number of the matrix A after
         equilibration (if done).  If this is less than the machine
         precision (in particular, if it is zero), the matrix is singular
         to working precision.  Note that the error may still be small even
         if this number is very small and the matrix appears ill-
         conditioned.

    ITHRESH

              ITHRESH is INTEGER
         The maximum number of residual computations allowed for
         refinement. The default is 10. For 'aggressive' set to 100 to
         permit convergence using approximate factorizations or
         factorizations other than LU. If the factorization uses a
         technique other than Gaussian elimination, the guarantees in
         ERR_BNDS_NORM and ERR_BNDS_COMP may no longer be trustworthy.

    RTHRESH

              RTHRESH is DOUBLE PRECISION
         Determines when to stop refinement if the error estimate stops
         decreasing. Refinement will stop when the next solution no longer
         satisfies norm(dx_{i+1}) < RTHRESH * norm(dx_i) where norm(Z) is
         the infinity norm of Z. RTHRESH satisfies 0 < RTHRESH <= 1. The
         default value is 0.5. For 'aggressive' set to 0.9 to permit
         convergence on extremely ill-conditioned matrices. See LAWN 165
         for more details.

    DZ_UB

              DZ_UB is DOUBLE PRECISION
         Determines when to start considering componentwise convergence.
         Componentwise convergence is only considered after each component
         of the solution Y is stable, which we definte as the relative
         change in each component being less than DZ_UB. The default value
         is 0.25, requiring the first bit to be stable. See LAWN 165 for
         more details.

    IGNORE_CWISE

              IGNORE_CWISE is LOGICAL
         If .TRUE. then ignore componentwise convergence. Default value
         is .FALSE..

    INFO

              INFO is INTEGER
           = 0:  Successful exit.
           < 0:  if INFO = -i, the ith argument to DPOTRS had an illegal
                 value

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    June 2017

Definition at line 389 of file dla_porfsx_extended.f.

  double precision function dla_porpvgrw (character*1 UPLO, integer NCOLS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, double precision, dimension( * ) WORK)

DLA_PORPVGRW computes the reciprocal pivot growth factor norm(A)/norm(U) for a symmetric or Hermitian positive-definite matrix.

Purpose:

     DLA_PORPVGRW computes the reciprocal pivot growth factor
     norm(A)/norm(U). The "max absolute element" norm is used. If this is
     much less than 1, the stability of the LU factorization of the
     (equilibrated) matrix A could be poor. This also means that the
     solution X, estimated condition numbers, and error bounds could be
     unreliable.

Parameters:
    UPLO

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

    NCOLS

              NCOLS is INTEGER
         The number of columns of the matrix A. NCOLS >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
         On entry, the N-by-N matrix A.

    LDA

              LDA is INTEGER
         The leading dimension of the array A.  LDA >= max(1,N).

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
         The triangular factor U or L from the Cholesky factorization
         A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
         The leading dimension of the array AF.  LDAF >= max(1,N).

    WORK

              WORK is DOUBLE PRECISION array, dimension (2*N)

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 108 of file dla_porpvgrw.f.

  subroutine dpocon (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision ANORM, double precision RCOND, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DPOCON

Purpose:

     DPOCON estimates the reciprocal of the condition number (in the
     1-norm) of a real symmetric positive definite matrix using the
     Cholesky factorization A = U**T*U or A = L*L**T computed by DPOTRF.
     An estimate is obtained for norm(inv(A)), and the reciprocal of the
     condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              The triangular factor U or L from the Cholesky factorization
              A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    ANORM

              ANORM is DOUBLE PRECISION
              The 1-norm (or infinity-norm) of the symmetric matrix A.

    RCOND

              RCOND is DOUBLE PRECISION
              The reciprocal of the condition number of the matrix A,
              computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
              estimate of the 1-norm of inv(A) computed in this routine.

    WORK

              WORK is DOUBLE PRECISION array, dimension (3*N)

    IWORK

              IWORK is INTEGER array, dimension (N)

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 123 of file dpocon.f.

  subroutine dpoequ (integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)

DPOEQU

Purpose:

     DPOEQU computes row and column scalings intended to equilibrate a
     symmetric positive definite matrix A and reduce its condition number
     (with respect to the two-norm).  S contains the scale factors,
     S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
     elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
     choice of S puts the condition number of B within a factor N of the
     smallest possible condition number over all possible diagonal
     scalings.

Parameters:
    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              The N-by-N symmetric positive definite matrix whose scaling
              factors are to be computed.  Only the diagonal elements of A
              are referenced.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    S

              S is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, S contains the scale factors for A.

    SCOND

              SCOND is DOUBLE PRECISION
              If INFO = 0, S contains the ratio of the smallest S(i) to
              the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
              large nor too small, it is not worth scaling by S.

    AMAX

              AMAX is DOUBLE PRECISION
              Absolute value of largest matrix element.  If AMAX is very
              close to overflow or very close to underflow, the matrix
              should be scaled.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the i-th diagonal element is nonpositive.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 114 of file dpoequ.f.

  subroutine dpoequb (integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( * ) S, double precision SCOND, double precision AMAX, integer INFO)

DPOEQUB

Purpose:

     DPOEQUB computes row and column scalings intended to equilibrate a
     symmetric positive definite matrix A and reduce its condition number
     (with respect to the two-norm).  S contains the scale factors,
     S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
     elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
     choice of S puts the condition number of B within a factor N of the
     smallest possible condition number over all possible diagonal
     scalings.
     This routine differs from DPOEQU by restricting the scaling factors
     to a power of the radix.  Barring over- and underflow, scaling by
     these factors introduces no additional rounding errors.  However, the
     scaled diagonal entries are no longer approximately 1 but lie
     between sqrt(radix) and 1/sqrt(radix).

Parameters:
    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              The N-by-N symmetric positive definite matrix whose scaling
              factors are to be computed.  Only the diagonal elements of A
              are referenced.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    S

              S is DOUBLE PRECISION array, dimension (N)
              If INFO = 0, S contains the scale factors for A.

    SCOND

              SCOND is DOUBLE PRECISION
              If INFO = 0, S contains the ratio of the smallest S(i) to
              the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
              large nor too small, it is not worth scaling by S.

    AMAX

              AMAX is DOUBLE PRECISION
              Absolute value of largest matrix element.  If AMAX is very
              close to overflow or very close to underflow, the matrix
              should be scaled.

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the i-th diagonal element is nonpositive.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 120 of file dpoequb.f.

  subroutine dporfs (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DPORFS

Purpose:

     DPORFS improves the computed solution to a system of linear
     equations when the coefficient matrix is symmetric positive definite,
     and provides error bounds and backward error estimates for the
     solution.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    NRHS

              NRHS is INTEGER
              The number of right hand sides, i.e., the number of columns
              of the matrices B and X.  NRHS >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              The symmetric matrix A.  If UPLO = 'U', the leading N-by-N
              upper triangular part of A contains the upper triangular part
              of the matrix A, and the strictly lower triangular part of A
              is not referenced.  If UPLO = 'L', the leading N-by-N lower
              triangular part of A contains the lower triangular part of
              the matrix A, and the strictly upper triangular part of A is
              not referenced.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
              The triangular factor U or L from the Cholesky factorization
              A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
              The leading dimension of the array AF.  LDAF >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
              The right hand side matrix B.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    X

              X is DOUBLE PRECISION array, dimension (LDX,NRHS)
              On entry, the solution matrix X, as computed by DPOTRS.
              On exit, the improved solution matrix X.

    LDX

              LDX is INTEGER
              The leading dimension of the array X.  LDX >= max(1,N).

    FERR

              FERR is DOUBLE PRECISION array, dimension (NRHS)
              The estimated forward error bound for each solution vector
              X(j) (the j-th column of the solution matrix X).
              If XTRUE is the true solution corresponding to X(j), FERR(j)
              is an estimated upper bound for the magnitude of the largest
              element in (X(j) - XTRUE) divided by the magnitude of the
              largest element in X(j).  The estimate is as reliable as
              the estimate for RCOND, and is almost always a slight
              overestimate of the true error.

    BERR

              BERR is DOUBLE PRECISION array, dimension (NRHS)
              The componentwise relative backward error of each solution
              vector X(j) (i.e., the smallest relative change in
              any element of A or B that makes X(j) an exact solution).

    WORK

              WORK is DOUBLE PRECISION array, dimension (3*N)

    IWORK

              IWORK is INTEGER array, dimension (N)

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value

Internal Parameters:

      ITMAX is the maximum number of steps of iterative refinement.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 185 of file dporfs.f.

  subroutine dporfsx (character UPLO, character EQUED, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldaf, * ) AF, integer LDAF, double precision, dimension( * ) S, double precision, dimension( ldb, * ) B, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision RCOND, double precision, dimension( * ) BERR, integer N_ERR_BNDS, double precision, dimension( nrhs, * ) ERR_BNDS_NORM, double precision, dimension( nrhs, * ) ERR_BNDS_COMP, integer NPARAMS, double precision, dimension( * ) PARAMS, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

DPORFSX

Purpose:

        DPORFSX improves the computed solution to a system of linear
        equations when the coefficient matrix is symmetric positive
        definite, and provides error bounds and backward error estimates
        for the solution.  In addition to normwise error bound, the code
        provides maximum componentwise error bound if possible.  See
        comments for ERR_BNDS_NORM and ERR_BNDS_COMP for details of the
        error bounds.
        The original system of linear equations may have been equilibrated
        before calling this routine, as described by arguments EQUED and S
        below. In this case, the solution and error bounds returned are
        for the original unequilibrated system.

         Some optional parameters are bundled in the PARAMS array.  These
         settings determine how refinement is performed, but often the
         defaults are acceptable.  If the defaults are acceptable, users
         can pass NPARAMS = 0 which prevents the source code from accessing
         the PARAMS argument.

Parameters:
    UPLO

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

    EQUED

              EQUED is CHARACTER*1
         Specifies the form of equilibration that was done to A
         before calling this routine. This is needed to compute
         the solution and error bounds correctly.
           = 'N':  No equilibration
           = 'Y':  Both row and column equilibration, i.e., A has been
                   replaced by diag(S) * A * diag(S).
                   The right hand side B has been changed accordingly.

    N

              N is INTEGER
         The order of the matrix A.  N >= 0.

    NRHS

              NRHS is INTEGER
         The number of right hand sides, i.e., the number of columns
         of the matrices B and X.  NRHS >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
         The symmetric matrix A.  If UPLO = 'U', the leading N-by-N
         upper triangular part of A contains the upper triangular part
         of the matrix A, and the strictly lower triangular part of A
         is not referenced.  If UPLO = 'L', the leading N-by-N lower
         triangular part of A contains the lower triangular part of
         the matrix A, and the strictly upper triangular part of A is
         not referenced.

    LDA

              LDA is INTEGER
         The leading dimension of the array A.  LDA >= max(1,N).

    AF

              AF is DOUBLE PRECISION array, dimension (LDAF,N)
         The triangular factor U or L from the Cholesky factorization
         A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDAF

              LDAF is INTEGER
         The leading dimension of the array AF.  LDAF >= max(1,N).

    S

              S is DOUBLE PRECISION array, dimension (N)
         The row scale factors for A.  If EQUED = 'Y', A is multiplied on
         the left and right by diag(S).  S is an input argument if FACT =
         'F'; otherwise, S is an output argument.  If FACT = 'F' and EQUED
         = 'Y', each element of S must be positive.  If S is output, each
         element of S is a power of the radix. If S is input, each element
         of S should be a power of the radix to ensure a reliable solution
         and error estimates. Scaling by powers of the radix does not cause
         rounding errors unless the result underflows or overflows.
         Rounding errors during scaling lead to refining with a matrix that
         is not equivalent to the input matrix, producing error estimates
         that may not be reliable.

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
         The right hand side matrix B.

    LDB

              LDB is INTEGER
         The leading dimension of the array B.  LDB >= max(1,N).

    X

              X is DOUBLE PRECISION array, dimension (LDX,NRHS)
         On entry, the solution matrix X, as computed by DGETRS.
         On exit, the improved solution matrix X.

    LDX

              LDX is INTEGER
         The leading dimension of the array X.  LDX >= max(1,N).

    RCOND

              RCOND is DOUBLE PRECISION
         Reciprocal scaled condition number.  This is an estimate of the
         reciprocal Skeel condition number of the matrix A after
         equilibration (if done).  If this is less than the machine
         precision (in particular, if it is zero), the matrix is singular
         to working precision.  Note that the error may still be small even
         if this number is very small and the matrix appears ill-
         conditioned.

    BERR

              BERR is DOUBLE PRECISION array, dimension (NRHS)
         Componentwise relative backward error.  This is the
         componentwise relative backward error of each solution vector X(j)
         (i.e., the smallest relative change in any element of A or B that
         makes X(j) an exact solution).

    N_ERR_BNDS

              N_ERR_BNDS is INTEGER
         Number of error bounds to return for each right hand side
         and each type (normwise or componentwise).  See ERR_BNDS_NORM and
         ERR_BNDS_COMP below.

    ERR_BNDS_NORM

              ERR_BNDS_NORM is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
         For each right-hand side, this array contains information about
         various error bounds and condition numbers corresponding to the
         normwise relative error, which is defined as follows:
         Normwise relative error in the ith solution vector:
                 max_j (abs(XTRUE(j,i) - X(j,i)))
                ------------------------------
                      max_j abs(X(j,i))
         The array is indexed by the type of error information as described
         below. There currently are up to three pieces of information
         returned.
         The first index in ERR_BNDS_NORM(i,:) corresponds to the ith
         right-hand side.
         The second index in ERR_BNDS_NORM(:,err) contains the following
         three fields:
         err = 1 "Trust/don't trust" boolean. Trust the answer if the
                  reciprocal condition number is less than the threshold
                  sqrt(n) * dlamch('Epsilon').
         err = 2 "Guaranteed" error bound: The estimated forward error,
                  almost certainly within a factor of 10 of the true error
                  so long as the next entry is greater than the threshold
                  sqrt(n) * dlamch('Epsilon'). This error bound should only
                  be trusted if the previous boolean is true.
         err = 3  Reciprocal condition number: Estimated normwise
                  reciprocal condition number.  Compared with the threshold
                  sqrt(n) * dlamch('Epsilon') to determine if the error
                  estimate is "guaranteed". These reciprocal condition
                  numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                  appropriately scaled matrix Z.
                  Let Z = S*A, where S scales each row by a power of the
                  radix so all absolute row sums of Z are approximately 1.
         See Lapack Working Note 165 for further details and extra
         cautions.

    ERR_BNDS_COMP

              ERR_BNDS_COMP is DOUBLE PRECISION array, dimension (NRHS, N_ERR_BNDS)
         For each right-hand side, this array contains information about
         various error bounds and condition numbers corresponding to the
         componentwise relative error, which is defined as follows:
         Componentwise relative error in the ith solution vector:
                        abs(XTRUE(j,i) - X(j,i))
                 max_j ----------------------
                             abs(X(j,i))
         The array is indexed by the right-hand side i (on which the
         componentwise relative error depends), and the type of error
         information as described below. There currently are up to three
         pieces of information returned for each right-hand side. If
         componentwise accuracy is not requested (PARAMS(3) = 0.0), then
         ERR_BNDS_COMP is not accessed.  If N_ERR_BNDS .LT. 3, then at most
         the first (:,N_ERR_BNDS) entries are returned.
         The first index in ERR_BNDS_COMP(i,:) corresponds to the ith
         right-hand side.
         The second index in ERR_BNDS_COMP(:,err) contains the following
         three fields:
         err = 1 "Trust/don't trust" boolean. Trust the answer if the
                  reciprocal condition number is less than the threshold
                  sqrt(n) * dlamch('Epsilon').
         err = 2 "Guaranteed" error bound: The estimated forward error,
                  almost certainly within a factor of 10 of the true error
                  so long as the next entry is greater than the threshold
                  sqrt(n) * dlamch('Epsilon'). This error bound should only
                  be trusted if the previous boolean is true.
         err = 3  Reciprocal condition number: Estimated componentwise
                  reciprocal condition number.  Compared with the threshold
                  sqrt(n) * dlamch('Epsilon') to determine if the error
                  estimate is "guaranteed". These reciprocal condition
                  numbers are 1 / (norm(Z^{-1},inf) * norm(Z,inf)) for some
                  appropriately scaled matrix Z.
                  Let Z = S*(A*diag(x)), where x is the solution for the
                  current right-hand side and S scales each row of
                  A*diag(x) by a power of the radix so all absolute row
                  sums of Z are approximately 1.
         See Lapack Working Note 165 for further details and extra
         cautions.

    NPARAMS

              NPARAMS is INTEGER
         Specifies the number of parameters set in PARAMS.  If .LE. 0, the
         PARAMS array is never referenced and default values are used.

    PARAMS

              PARAMS is DOUBLE PRECISION array, dimension (NPARAMS)
         Specifies algorithm parameters.  If an entry is .LT. 0.0, then
         that entry will be filled with default value used for that
         parameter.  Only positions up to NPARAMS are accessed; defaults
         are used for higher-numbered parameters.
           PARAMS(LA_LINRX_ITREF_I = 1) : Whether to perform iterative
                refinement or not.
             Default: 1.0D+0
                = 0.0 : No refinement is performed, and no error bounds are
                        computed.
                = 1.0 : Use the double-precision refinement algorithm,
                        possibly with doubled-single computations if the
                        compilation environment does not support DOUBLE
                        PRECISION.
                  (other values are reserved for future use)
           PARAMS(LA_LINRX_ITHRESH_I = 2) : Maximum number of residual
                computations allowed for refinement.
             Default: 10
             Aggressive: Set to 100 to permit convergence using approximate
                         factorizations or factorizations other than LU. If
                         the factorization uses a technique other than
                         Gaussian elimination, the guarantees in
                         err_bnds_norm and err_bnds_comp may no longer be
                         trustworthy.
           PARAMS(LA_LINRX_CWISE_I = 3) : Flag determining if the code
                will attempt to find a solution with small componentwise
                relative error in the double-precision algorithm.  Positive
                is true, 0.0 is false.
             Default: 1.0 (attempt componentwise convergence)

    WORK

              WORK is DOUBLE PRECISION array, dimension (4*N)

    IWORK

              IWORK is INTEGER array, dimension (N)

    INFO

              INFO is INTEGER
           = 0:  Successful exit. The solution to every right-hand side is
             guaranteed.
           < 0:  If INFO = -i, the i-th argument had an illegal value
           > 0 and <= N:  U(INFO,INFO) is exactly zero.  The factorization
             has been completed, but the factor U is exactly singular, so
             the solution and error bounds could not be computed. RCOND = 0
             is returned.
           = N+J: The solution corresponding to the Jth right-hand side is
             not guaranteed. The solutions corresponding to other right-
             hand sides K with K > J may not be guaranteed as well, but
             only the first such right-hand side is reported. If a small
             componentwise error is not requested (PARAMS(3) = 0.0) then
             the Jth right-hand side is the first with a normwise error
             bound that is not guaranteed (the smallest J such
             that ERR_BNDS_NORM(J,1) = 0.0). By default (PARAMS(3) = 1.0)
             the Jth right-hand side is the first with either a normwise or
             componentwise error bound that is not guaranteed (the smallest
             J such that either ERR_BNDS_NORM(J,1) = 0.0 or
             ERR_BNDS_COMP(J,1) = 0.0). See the definition of
             ERR_BNDS_NORM(:,1) and ERR_BNDS_COMP(:,1). To get information
             about all of the right-hand sides check ERR_BNDS_NORM or
             ERR_BNDS_COMP.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    April 2012

Definition at line 396 of file dporfsx.f.

  subroutine dpotf2 (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer INFO)

DPOTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite matrix (unblocked algorithm).

Purpose:

     DPOTF2 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 U is an upper triangular matrix and L is lower triangular.
     This is the unblocked version of the algorithm, calling Level 2 BLAS.

Parameters:
    UPLO

              UPLO is CHARACTER*1
              Specifies whether the upper or lower triangular part of the
              symmetric matrix A is stored.
              = 'U':  Upper triangular
              = 'L':  Lower triangular

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the leading
              n by n upper triangular part of A contains the upper
              triangular part of the matrix A, and the strictly lower
              triangular part of A is not referenced.  If UPLO = 'L', the
              leading n by n lower triangular part of A contains the lower
              triangular part of the matrix A, and the strictly upper
              triangular part of A is not referenced.
              On exit, if INFO = 0, the factor U or L from the Cholesky
              factorization A = U**T *U  or A = L*L**T.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    INFO

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

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 111 of file dpotf2.f.

  subroutine dpotrf (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer INFO)

DPOTRF DPOTRF VARIANT: top-looking block version of the algorithm, calling Level 3 BLAS.

Purpose:

     DPOTRF 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 U is an upper triangular matrix and L is lower triangular.
     This is the block version of the algorithm, calling Level 3 BLAS.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the leading
              N-by-N upper triangular part of A contains the upper
              triangular part of the matrix A, and the strictly lower
              triangular part of A is not referenced.  If UPLO = 'L', the
              leading N-by-N lower triangular part of A contains the lower
              triangular part of the matrix A, and the strictly upper
              triangular part of A is not referenced.
              On exit, if INFO = 0, the factor U or L from the Cholesky
              factorization A = U**T*U or A = L*L**T.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    INFO

              INFO is 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.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Purpose:

 DPOTRF 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 U is an upper triangular matrix and L is lower triangular.
 This is the top-looking block version of the algorithm, calling Level 3 BLAS.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the leading
              N-by-N upper triangular part of A contains the upper
              triangular part of the matrix A, and the strictly lower
              triangular part of A is not referenced.  If UPLO = 'L', the
              leading N-by-N lower triangular part of A contains the lower
              triangular part of the matrix A, and the strictly upper
              triangular part of A is not referenced.

              On exit, if INFO = 0, the factor U or L from the Cholesky
              factorization A = U**T*U or A = L*L**T.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    INFO

              INFO is 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.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 109 of file dpotrf.f.

  recursive subroutine dpotrf2 (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer INFO)

DPOTRF2

Purpose:

     DPOTRF2 computes the Cholesky factorization of a real symmetric
     positive definite matrix A using the recursive algorithm.
     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.
     This is the recursive version of the algorithm. It divides
     the matrix into four submatrices:
            [  A11 | A12  ]  where A11 is n1 by n1 and A22 is n2 by n2
        A = [ -----|----- ]  with n1 = n/2
            [  A21 | A22  ]       n2 = n-n1
     The subroutine calls itself to factor A11. Update and scale A21
     or A12, update A22 then calls itself to factor A22.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the symmetric matrix A.  If UPLO = 'U', the leading
              N-by-N upper triangular part of A contains the upper
              triangular part of the matrix A, and the strictly lower
              triangular part of A is not referenced.  If UPLO = 'L', the
              leading N-by-N lower triangular part of A contains the lower
              triangular part of the matrix A, and the strictly upper
              triangular part of A is not referenced.
              On exit, if INFO = 0, the factor U or L from the Cholesky
              factorization A = U**T*U or A = L*L**T.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    INFO

              INFO is 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.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 108 of file dpotrf2.f.

  subroutine dpotri (character UPLO, integer N, double precision, dimension( lda, * ) A, integer LDA, integer INFO)

DPOTRI

Purpose:

     DPOTRI computes the inverse of a real symmetric positive definite
     matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
     computed by DPOTRF.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              On entry, the triangular factor U or L from the Cholesky
              factorization A = U**T*U or A = L*L**T, as computed by
              DPOTRF.
              On exit, the upper or lower triangle of the (symmetric)
              inverse of A, overwriting the input factor U or L.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the (i,i) element of the factor U or L is
                    zero, and the inverse could not be computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 97 of file dpotri.f.

  subroutine dpotrs (character UPLO, integer N, integer NRHS, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

DPOTRS

Purpose:

     DPOTRS solves a system of linear equations A*X = B with a symmetric
     positive definite matrix A using the Cholesky factorization
     A = U**T*U or A = L*L**T computed by DPOTRF.

Parameters:
    UPLO

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

    N

              N is INTEGER
              The order of the matrix A.  N >= 0.

    NRHS

              NRHS is INTEGER
              The number of right hand sides, i.e., the number of columns
              of the matrix B.  NRHS >= 0.

    A

              A is DOUBLE PRECISION array, dimension (LDA,N)
              The triangular factor U or L from the Cholesky factorization
              A = U**T*U or A = L*L**T, as computed by DPOTRF.

    LDA

              LDA is INTEGER
              The leading dimension of the array A.  LDA >= max(1,N).

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
              On entry, the right hand side matrix B.
              On exit, the solution matrix X.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    December 2016

Definition at line 112 of file dpotrs.f.

Author

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