cholesky Interface

public interface cholesky

Computes the Cholesky factorization , or . (Specification)

Summary

Pure subroutine interface for computing the Cholesky triangular factors.

Description

This interface provides methods for computing the lower- or upper- triangular matrix from the Cholesky factorization of a real symmetric or complex Hermitian matrix. Supported data types include real and complex.
The factorization is computed in-place if only one matrix argument is present; or returned into a second matrix argument, if present. The lower logical flag allows to select between upper or lower factorization; the other_zeroed optional logical flag allows to choose whether the unused part of the triangular matrix should be filled with zeroes.

Note

The solution is based on LAPACK's *POTRF methods.


Subroutines

private pure module subroutine stdlib_linalg_c_cholesky(a, c, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
complex(kind=sp), intent(in) :: a(:,:)

Input matrix a[n,n]
complex(kind=sp), intent(out) :: c(:,:)

Output matrix with Cholesky factors c[n,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_c_cholesky_inplace(a, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
complex(kind=sp), intent(inout), target :: a(:,:)

Input matrix a[m,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_d_cholesky(a, c, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
real(kind=dp), intent(in) :: a(:,:)

Input matrix a[n,n]
real(kind=dp), intent(out) :: c(:,:)

Output matrix with Cholesky factors c[n,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_d_cholesky_inplace(a, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
real(kind=dp), intent(inout), target :: a(:,:)

Input matrix a[m,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_s_cholesky(a, c, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
real(kind=sp), intent(in) :: a(:,:)

Input matrix a[n,n]
real(kind=sp), intent(out) :: c(:,:)

Output matrix with Cholesky factors c[n,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_s_cholesky_inplace(a, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
real(kind=sp), intent(inout), target :: a(:,:)

Input matrix a[m,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_z_cholesky(a, c, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
complex(kind=dp), intent(in) :: a(:,:)

Input matrix a[n,n]
complex(kind=dp), intent(out) :: c(:,:)

Output matrix with Cholesky factors c[n,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop

private pure module subroutine stdlib_linalg_z_cholesky_inplace(a, lower, other_zeroed, err)

Arguments

Type IntentOptional Attributes Name
complex(kind=dp), intent(inout), target :: a(:,:)

Input matrix a[m,n]
logical(kind=lk), intent(in), optional :: lower

[optional] is the lower or upper triangular factor required? Default = lower
logical(kind=lk), intent(in), optional :: other_zeroed

[optional] should the unused half of the return matrix be zeroed out? Default: yes
type(linalg_state_type), intent(out), optional :: err

[optional] state return flag. On error if not requested, the code will stop