NAG Library Function Document

nag_dpftrf (f07wdc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{order}$ – Nag_OrderTypeInput

On entry: the order argument specifies the two-dimensional storage scheme being used, i.e., row-major ordering or column-major ordering. C language defined storage is specified by $\mathbf{order}=\mathrm{Nag\_RowMajor}$. See Section 3.3.1.3 in How to Use the NAG Library and its Documentation for a more detailed explanation of the use of this argument.

Constraint: $\mathbf{order}=\mathrm{Nag\_RowMajor}$ or $\mathrm{Nag\_ColMajor}$.

2:    $\mathbf{transr}$ – Nag_RFP_StoreInput

On entry: specifies whether the RFP representation of $A$ is normal or transposed.

$\mathbf{transr}=\mathrm{Nag\_RFP\_Normal}$

The matrix $A$ is stored in normal RFP format.

$\mathbf{transr}=\mathrm{Nag\_RFP\_Trans}$

The matrix $A$ is stored in transposed RFP format.

Constraint: $\mathbf{transr}=\mathrm{Nag\_RFP\_Normal}$ or $\mathrm{Nag\_RFP\_Trans}$.

3:    $\mathbf{uplo}$ – Nag_UploTypeInput

On entry: specifies whether the upper or lower triangular part of $A$ is stored.

$\mathbf{uplo}=\mathrm{Nag\_Upper}$

The upper triangular part of $A$ is stored, and $A$ is factorized as $U^{\mathrm{T}}U$, where $U$ is upper triangular.

$\mathbf{uplo}=\mathrm{Nag\_Lower}$

The lower triangular part of $A$ is stored, and $A$ is factorized as $L{L}^{\mathrm{T}}$, where $L$ is lower triangular.

Constraint: $\mathbf{uplo}=\mathrm{Nag\_Upper}$ or $\mathrm{Nag\_Lower}$.

4:    $\mathbf{n}$ – IntegerInput

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

5:    $\mathbf{ar}\left[\mathbf{n}\times \left(\mathbf{n}+1\right)/2\right]$ – doubleInput/Output

On entry: the upper or lower triangular part (as specified by uplo) of the $n$ by $n$ symmetric matrix $A$, in either normal or transposed RFP format (as specified by transr). The storage format is described in detail in Section 3.3.3 in the f07 Chapter Introduction.

On exit: if $\mathbf{fail}\mathbf{.}\mathbf{code}=$ NE_NOERROR, the factor $U$ or $L$ from the Cholesky factorization $A=U^{\mathrm{T}}U$ or $A=L{L}^{\mathrm{T}}$, in the same storage format as $A$.

6:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_MAT_NOT_POS_DEF

The leading minor of order $〈\mathit{\text{value}}〉$ is not positive definite and the factorization could not be completed. Hence $A$ itself is not positive definite. This may indicate an error in forming the matrix $A$. There is no function specifically designed to factorize a symmetric matrix stored in RFP format which is not positive definite; the matrix must be treated as a full symmetric matrix, by calling nag_dsytrf (f07mdc).

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (f07wdce.c)

10.2

Program Data

Program Data (f07wdce.d)

10.3

Program Results

Program Results (f07wdce.r)