?potrf

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

Download PDF

ID 766686

Date 7/13/2023

Version

Public

A newer version of this document is available. Customers should click here to go to the newest version.

Visible to Intel only — GUID: GUID-15A9E907-2600-430B-BF11-DFA0A375711B

View Details

?potrf

Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite matrix.

Syntax

call spotrf( uplo, n, a, lda, info )

call dpotrf( uplo, n, a, lda, info )

call cpotrf( uplo, n, a, lda, info )

call zpotrf( uplo, n, a, lda, info )

call potrf( a [, uplo] [,info] )

Include Files

mkl.fi, lapack.f90

Description

The routine forms the Cholesky factorization of a symmetric positive-definite or, for complex data, Hermitian positive-definite matrix A:

`A = U^T* U` for real data, `A = U^H* U` for complex data	if `uplo='U'`
`A = LL^T` for real data, `A = LL^H` for complex data	if `uplo='L'`

where L is a lower triangular matrix and U is upper triangular.

NOTE:

This routine supports the Progress Routine feature. See Progress Function for details.

Input Parameters

uplo

CHARACTER*1.Must be 'U' or 'L'.

Indicates whether the upper or lower triangular part of A is stored and how A is factored:

If uplo = 'U', the array a stores the upper triangular part of the matrix A, and the strictly lower triangular part of the matrix is not referenced.

If uplo = 'L', the array a stores the lower triangular part of the matrix A, and the strictly upper triangular part of the matrix is not referenced.

n

INTEGER. Specifies the order of the matrix A. The value of n must be at least zero.

a

REAL for spotrf

DOUBLE PRECISION for dpotrf

COMPLEX for cpotrf

DOUBLE COMPLEX for zpotrf.

Array, size (lda,*). The array a contains either the upper or the lower triangular part of the matrix A (see uplo). The second dimension of a must be at least max(1, n).

lda

INTEGER. The leading dimension of a.

Output Parameters

a

The upper or lower triangular part of a is overwritten by the Cholesky factor U or L, as specified by uplo.

info

INTEGER. If info=0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

If info = i, the leading minor of order i (and therefore the matrix A itself) is not positive-definite, and the factorization could not be completed. This may indicate an error in forming the matrix A.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine potrf interface are as follows:

a	Holds the matrix `A` of size (`n`, `n`).
uplo	Must be `'U'` or `'L'`. The default value is `'U'`.

Application Notes

If uplo = 'U', the computed factor U is the exact factor of a perturbed matrix A + E, where

c(n) is a modest linear function of n, and ε is the machine precision.

A similar estimate holds for uplo = 'L'.

The total number of floating-point operations is approximately (1/3)n³ for real flavors or (4/3)n³ for complex flavors.

After calling this routine, you can call the following routines:

?potrs	to solve `A*X = B`
?pocon	to estimate the condition number of `A`
?potri	to compute the inverse of `A`.

Parent topic: Matrix Factorization: LAPACK Computational Routines

Select Your Language

Using Intel.com Search

Quick Links

Recent Searches

Advanced Search

Only search in

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

?potrf

Syntax

Include Files

Description

Input Parameters

Output Parameters

LAPACK 95 Interface Notes

Application Notes

See Also