cholesky_factor Function

public pure function cholesky_factor(a, upper) result(rst)

Computes the Cholesky factorization of a positive-definite matrix.

Arguments

Type	Intent	Optional	Attributes		Name
real(kind=real64),	intent(in),		dimension(:,:)	::	a	The matrix to factor.
logical,	intent(in),	optional		::	upper	An optional parameter to specifiy if the upper factorization $A = R^{T} R$ should be computed (true); else, false for the lower factorization $A = L L^{T}$. The default is to compute the upper factorization.

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

The factored matrix, either $R$ or $L$.