STD.BLAS.dpotf2( tri,, r, A, clear);
tri | Indicates whether upper or lower triangle is used |
r | Number of rows/columns in the square matrix |
A | The square matrix A |
clear | Clears the unused triangle |
Return: | The triangular matrix requested |
The dpotf2 function computes the Cholesky factorization of a real symmetric positive definite matrix A. The factorization has the form A = U**T*U if the tri parameter is Triangle.Upper, or A = L * L**T if the tri parameter is Triangle.Lower. This is the unblocked version of the algorithm, calling Level 2 BLAS.
Example:
IMPORT STD; STD.BLAS.Types.matrix_t symmetric_pos_def := [4, 6, 8, 6, 13, 18, 8, 18, 29]; Lower_Triangle := BLAS.dpotf2(STD.BLAS.Types.Triangle.lower, 3, symmetric_pos_def);