Argument Definitions (+ indicates altered content)
Description .................................................................. subroutine sinv purpose invert a given symmetric positive definite matrix usage call sinv(a,n,eps,ier) description of parameters a - upper triangular part of the given symmetric positive definite n by n coefficient matrix. on return a contains the resultant upper triangular matrix. n - the number of rows (columns) in given matrix. eps - an input constant which is used as relative tolerance for test on loss of significance. ier - resulting error parameter coded as follows ier=0 - no error ier=-1 - no result because of wrong input parame- ter n or because some radicand is non- positive (matrix a is not positive definite, possibly due to loss of signi- ficance) ier=k - warning which indicates loss of signifi- cance. the radicand formed at factoriza- tion step k+1 was still positive but no longer greater than abs(eps*a(k+1,k+1)). remarks the upper triangular part of given matrix is assumed to be stored columnwise in n*(n+1)/2 successive storage locations. in the same storage locations the resulting upper triangu- lar matrix is stored columnwise too. the procedure gives results if n is greater than 0 and all calculated radicands are positive. subroutines and function subprograms required mfsd method solution is done using the factorization by subroutine mfsd. ..................................................................
Source file: sinv.f
External Functions and Subroutines Called
Local Variables (+ indicates altered content)