Processing math: 100%

cholesky_factor Interface

public interface cholesky_factor

Module Procedures

private subroutine cholesky_factor_dbl(a, upper, err)

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

Arguments

Type IntentOptional Attributes Name
real(kind=real64), intent(inout), dimension(:,:) :: a

On input, the N-by-N matrix to factor. On output, the factored matrix is returned in either the upper or lower triangular portion of the matrix, dependent upon the value of upper.

logical, intent(in), optional :: upper

An optional input that, if specified, provides control over whether the factorization is computed as A=UTU (set to true), or as A=LLT (set to false). The default is true such that A=UTU.

class(errors), intent(inout), optional, target :: err

The error object to be updated.

private subroutine cholesky_factor_cmplx(a, upper, err)

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

Arguments

Type IntentOptional Attributes Name
complex(kind=real64), intent(inout), dimension(:,:) :: a

On input, the N-by-N matrix to factor. On output, the factored matrix is returned in either the upper or lower triangular portion of the matrix, dependent upon the value of upper.

logical, intent(in), optional :: upper

An optional input that, if specified, provides control over whether the factorization is computed as A=UHU (set to true), or as A=LLH (set to false). The default is true such that A=UHU.

class(errors), intent(inout), optional, target :: err

The error object to be updated.