cholesky_factor Interface

public interface cholesky_factor

Module Procedures

private pure function cholesky_factor_dbl(a, upper) result(rst)

Computes the Cholesky factorization of a symmetric, positive definite matrix.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in),		dimension(:,:)	::	a	The N-by-N matrix to factor.
logical,	intent(in),	optional		::	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 is true such that $A = U^T U$ .

Return Value real(kind=real64), allocatable, dimension(:,:)

The factored matrix.

private pure function cholesky_factor_cmplx(a, upper) result(rst)

Computes the Cholesky factorization of a symmetric, positive definite matrix.

Arguments

Type	Intent	Optional	Attributes		Name
complex(kind=real64),	intent(in),		dimension(:,:)	::	a	The N-by-N matrix to factor.
logical,	intent(in),	optional		::	upper	An optional input that, if specified, provides control over whether the factorization is computed as $A = U^H U$ (set to true), or as $A = L L^H$ (set to false). The default is true such that $A = U^H U$ .

Return Value complex(kind=real64), allocatable, dimension(:,:)

The factored matrix.