linalg 1.7.2
A linear algebra library that provides a user-friendly interface to several BLAS and LAPACK routines.
|
Computes the Cholesky factorization of a symmetric, positive definite matrix. More...
Computes the Cholesky factorization of a symmetric, positive definite matrix.
[in,out] | a | On input, the N-by-N matrix to factor. On output, the factored matrix is returned in either the upper or lower triangular portion of the matrix, dependent upon the value of upper . |
[in] | upper | An optional input that, if specified, provides control over whether the factorization is computed as \( A = U^T U \) (set to true), or as \( A = L L^T \) (set to false). The default value is true such that \( A = U^T U \). |
[in,out] | err | An optional errors-based object that if provided can be used to retrieve information relating to any errors encountered during execution. If not provided, a default implementation of the errors class is used internally to provide error handling. Possible errors and warning messages that may be encountered are as follows.
|
Definition at line 1571 of file linalg.f90.