NULAPACK
NUmerical Linear Algebra PACKage
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Functions
Cholesky.h File Reference
#include "types.h"
#include "mangling.h"
Include dependency graph for Cholesky.h:

Go to the source code of this file.

Functions

void API_cpoctrf (fortran_int *N, fortran_complex *A, fortran_complex *L, fortran_int *LDA, fortran_int *INFO)
 
void API_dpoctrf (fortran_int *N, fortran_double *A, fortran_double *L, fortran_int *LDA, fortran_int *INFO)
 
void API_spoctrf (fortran_int *N, fortran_real *A, fortran_real *L, fortran_int *LDA, fortran_int *INFO)
 
void API_zpoctrf (fortran_int *N, fortran_double_complex *A, fortran_double_complex *L, fortran_int *LDA, fortran_int *INFO)
 
void cholesky (fortran_int *N, fortran_real *A, fortran_real *L, fortran_int *LDA, fortran_int *INFO)
 Cholesky factorization of a symmetric positive-definite matrix: A = L * L^T.
 
void cholesky (fortran_int *N, fortran_double *A, fortran_double *L, fortran_int *LDA, fortran_int *INFO)
 Cholesky factorization (double-precision).
 
void cholesky (fortran_int *N, fortran_complex *A, fortran_complex *L, fortran_int *LDA, fortran_int *INFO)
 Cholesky factorization (single-precision complex).
 
void cholesky (fortran_int *N, fortran_double_complex *A, fortran_double_complex *L, fortran_int *LDA, fortran_int *INFO)
 Cholesky factorization (double-precision complex).
 

Function Documentation

◆ API_cpoctrf()

void API_cpoctrf ( fortran_int N,
fortran_complex A,
fortran_complex L,
fortran_int LDA,
fortran_int INFO 
)

◆ API_dpoctrf()

void API_dpoctrf ( fortran_int N,
fortran_double A,
fortran_double L,
fortran_int LDA,
fortran_int INFO 
)

◆ API_spoctrf()

void API_spoctrf ( fortran_int N,
fortran_real A,
fortran_real L,
fortran_int LDA,
fortran_int INFO 
)

◆ API_zpoctrf()

void API_zpoctrf ( fortran_int N,
fortran_double_complex A,
fortran_double_complex L,
fortran_int LDA,
fortran_int INFO 
)

◆ cholesky() [1/4]

void cholesky ( fortran_int N,
fortran_complex A,
fortran_complex L,
fortran_int LDA,
fortran_int INFO 
)

Cholesky factorization (single-precision complex).

This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

Parameters
[in]NPointer to the order of the matrix (N x N).
[in]AFlat row-major input matrix of size LDA*N.
[out]LFlat row-major output lower-triangular matrix of size LDA*N.
[in]LDAPointer to the leading dimension of A (usually N).
[out]INFOPointer to the return code.

Definition at line 102 of file Cholesky.h.

◆ cholesky() [2/4]

void cholesky ( fortran_int N,
fortran_double A,
fortran_double L,
fortran_int LDA,
fortran_int INFO 
)

Cholesky factorization (double-precision).

This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

Parameters
[in]NPointer to the order of the matrix (N x N).
[in]AFlat row-major input matrix of size LDA*N.
[out]LFlat row-major output lower-triangular matrix of size LDA*N.
[in]LDAPointer to the leading dimension of A (usually N).
[out]INFOPointer to the return code.

Definition at line 88 of file Cholesky.h.

◆ cholesky() [3/4]

void cholesky ( fortran_int N,
fortran_double_complex A,
fortran_double_complex L,
fortran_int LDA,
fortran_int INFO 
)

Cholesky factorization (double-precision complex).

This is an overloaded member function, provided for convenience. It differs from the above function only in what argument(s) it accepts.

Parameters
[in]NPointer to the order of the matrix (N x N).
[in]AFlat row-major input matrix of size LDA*N.
[out]LFlat row-major output lower-triangular matrix of size LDA*N.
[in]LDAPointer to the leading dimension of A (usually N).
[out]INFOPointer to the return code.

Definition at line 116 of file Cholesky.h.

◆ cholesky() [4/4]

void cholesky ( fortran_int N,
fortran_real A,
fortran_real L,
fortran_int LDA,
fortran_int INFO 
)

Cholesky factorization of a symmetric positive-definite matrix: A = L * L^T.

Computes the Cholesky factorization of a real symmetric positive-definite matrix A stored in a flat row-major array. The lower-triangular factor L is written to the output array.

Parameters
[in]NPointer to the order of the matrix (N x N).
[in]AFlat row-major input matrix of size LDA*N.
[out]LFlat row-major output lower-triangular matrix of size LDA*N.
[in]LDAPointer to the leading dimension of A (usually N).
[out]INFOPointer to the return code:
  • 0: success
  • < 0: illegal argument
  • > 0: matrix is not positive definite (failure at row INFO)

Definition at line 74 of file Cholesky.h.