solve_lower_chol Interface
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- experimental
- 50 statements
- Source File
public interface solve_lower_chol
Solves the linear system for the unknown vector from a symmetric positive definite matrix using pre-computed LOWER Cholesky factor . (Specification)
Summary
Subroutine interface for solving a linear system using pre-computed lower Cholesky factor.
Description
This interface solves a linear system using a pre-computed lower triangular Cholesky
factor where . The input matrix must come from a prior
call to cholesky with lower=.true..
Supported data types include real and complex.
Subroutines
private pure module subroutine stdlib_linalg_c_solve_lower_chol_many(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| complex(kind=sp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| complex(kind=sp), | intent(in) | :: | b(:,:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| complex(kind=sp), | intent(inout), | contiguous, target | :: | x(:,:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_one(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| complex(kind=sp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| complex(kind=sp), | intent(in) | :: | b(:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| complex(kind=sp), | intent(inout), | contiguous, target | :: | x(:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_many(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=dp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| real(kind=dp), | intent(in) | :: | b(:,:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| real(kind=dp), | intent(inout), | contiguous, target | :: | x(:,:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_one(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=dp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| real(kind=dp), | intent(in) | :: | b(:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| real(kind=dp), | intent(inout), | contiguous, target | :: | x(:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_many(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=sp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| real(kind=sp), | intent(in) | :: | b(:,:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| real(kind=sp), | intent(inout), | contiguous, target | :: | x(:,:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_one(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| real(kind=sp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| real(kind=sp), | intent(in) | :: | b(:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| real(kind=sp), | intent(inout), | contiguous, target | :: | x(:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_many(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| complex(kind=dp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| complex(kind=dp), | intent(in) | :: | b(:,:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| complex(kind=dp), | intent(inout), | contiguous, target | :: | x(:,:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| 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_solve_lower_chol_one(l, b, x, err)
Arguments
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| complex(kind=dp), | intent(in) | :: | l(:,:) |
Input matrix l[n,n] containing lower Cholesky factor L from cholesky(...,lower=.true.) |
||
| complex(kind=dp), | intent(in) | :: | b(:) |
Right hand side vector or array, b[n] or b[n,nrhs] |
||
| complex(kind=dp), | intent(inout), | contiguous, target | :: | x(:) |
Result array/matrix x[n] or x[n,nrhs] |
|
| type(linalg_state_type), | intent(out), | optional | :: | err |
[optional] state return flag. On error if not requested, the code will stop |