CHOLDC
Syntax | Arguments | Keywords | Examples | Version History | See Also
Given a positive-definite symmetric n by n array A, the CHOLDC procedure constructs its Cholesky decomposition A = LLT , where L is a lower triangular array and LT is the transpose of L.
CHOLDC is based on the routine choldc described in section 2.9 of Numerical Recipes in C: The Art of Scientific Computing (Second Edition), published by Cambridge University Press, and is used by permission.
Note
If you are working with complex inputs, use the LA_CHOLDC procedure instead.
Syntax
CHOLDC, A, P [, /DOUBLE]
Arguments
A
An n by n array. On input, only the upper triangle of A need be given. On output, L is returned in the lower triangle of A, except for the diagonal elements, which are returned in the vector P.
Note
If CHOLDC is complex then only the real part is used for the computation.
P
An n-element vector containing the diagonal elements of L.
Keywords
DOUBLE
Set this keyword to force the computation to be done in double-precision arithmetic.
Examples
See CHOLSOL.
Version History
