F07WDF (DPFTRF) computes the Cholesky factorization of a real symmetric positive definite matrix stored in Rectangular Full Packed (RFP) format.
The RFP storage format is described in
Section 3.3.3 in the F07 Chapter Introduction.
F07WDF (DPFTRF) forms the Cholesky factorization of a real symmetric positive definite matrix A either as A=UTU if UPLO='U' or A=LLT if UPLO='L', where U is an upper triangular matrix and L is a lower triangular, stored in RFP format.
Demmel J W (1989) On floating-point errors in Cholesky
LAPACK Working Note No. 14 University of Tennessee, Knoxville
Gustavson F G, Waśniewski J, Dongarra J J and Langou J (2010) Rectangular full packed format for Cholesky's algorithm: factorization, solution, and inversion
ACM Trans. Math. Software 37, 2 If
UPLO='U', the computed factor
U is the exact factor of a perturbed matrix
A+E, where
cn is a modest linear function of
n, and
ε is the
machine precision.
A call to F07WDF (DPFTRF) may be followed by calls to the routines:
The complex analogue of this routine is
F07WRF (ZPFTRF).
This example computes the Cholesky factorization of the matrix
A, where
and is stored using RFP format.