version 1.1, 2010/08/07 13:21:06
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version 1.5, 2011/07/22 07:38:10
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* pivoting of a real symmetric positive semidefinite matrix A. |
* pivoting of a real symmetric positive semidefinite matrix A. |
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* |
* The factorization has the form |
* The factorization has the form |
* P' * A * P = U' * U , if UPLO = 'U', |
* P**T * A * P = U**T * U , if UPLO = 'U', |
* P' * A * P = L * L', if UPLO = 'L', |
* P**T * A * P = L * L**T, if UPLO = 'L', |
* where U is an upper triangular matrix and L is lower triangular, and |
* where U is an upper triangular matrix and L is lower triangular, and |
* P is stored as vector PIV. |
* P is stored as vector PIV. |
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* |
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IF( UPPER ) THEN |
IF( UPPER ) THEN |
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* Compute the Cholesky factorization P' * A * P = U' * U |
* Compute the Cholesky factorization P**T * A * P = U**T * U |
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* |
DO 130 J = 1, N |
DO 130 J = 1, N |
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ELSE |
ELSE |
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* |
* Compute the Cholesky factorization P' * A * P = L * L' |
* Compute the Cholesky factorization P**T * A * P = L * L**T |
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* |
DO 150 J = 1, N |
DO 150 J = 1, N |
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* |