SLATEC Routines --- DCHDC ---

*DECK DCHDC
      SUBROUTINE DCHDC (A, LDA, P, WORK, JPVT, JOB, INFO)
C***BEGIN PROLOGUE  DCHDC
C***PURPOSE  Compute the Cholesky decomposition of a positive definite
C            matrix.  A pivoting option allows the user to estimate the
C            condition number of a positive definite matrix or determine
C            the rank of a positive semidefinite matrix.
C***LIBRARY   SLATEC (LINPACK)
C***CATEGORY  D2B1B
C***TYPE      DOUBLE PRECISION (SCHDC-S, DCHDC-D, CCHDC-C)
C***KEYWORDS  CHOLESKY DECOMPOSITION, LINEAR ALGEBRA, LINPACK, MATRIX,
C             POSITIVE DEFINITE
C***AUTHOR  Dongarra, J., (ANL)
C           Stewart, G. W., (U. of Maryland)
C***DESCRIPTION
C
C     DCHDC computes the Cholesky decomposition of a positive definite
C     matrix.  A pivoting option allows the user to estimate the
C     condition of a positive definite matrix or determine the rank
C     of a positive semidefinite matrix.
C
C     On Entry
C
C         A      DOUBLE PRECISION(LDA,P).
C                A contains the matrix whose decomposition is to
C                be computed.  Only the upper half of A need be stored.
C                The lower part of the array A is not referenced.
C
C         LDA    INTEGER.
C                LDA is the leading dimension of the array A.
C
C         P      INTEGER.
C                P is the order of the matrix.
C
C         WORK   DOUBLE PRECISION.
C                WORK is a work array.
C
C         JPVT   INTEGER(P).
C                JPVT contains integers that control the selection
C                of the pivot elements, if pivoting has been requested.
C                Each diagonal element A(K,K)
C                is placed in one of three classes according to the
C                value of JPVT(K).
C
C                   If JPVT(K) .GT. 0, then X(K) is an initial
C                                      element.
C
C                   If JPVT(K) .EQ. 0, then X(K) is a free element.
C
C                   If JPVT(K) .LT. 0, then X(K) is a final element.
C
C                Before the decomposition is computed, initial elements
C                are moved by symmetric row and column interchanges to
C                the beginning of the array A and final
C                elements to the end.  Both initial and final elements
C                are frozen in place during the computation and only
C                free elements are moved.  At the K-th stage of the
C                reduction, if A(K,K) is occupied by a free element
C                it is interchanged with the largest free element
C                A(L,L) with L .GE. K.  JPVT is not referenced if
C                JOB .EQ. 0.
C
C        JOB     INTEGER.
C                JOB is an integer that initiates column pivoting.
C                If JOB .EQ. 0, no pivoting is done.
C                If JOB .NE. 0, pivoting is done.
C
C     On Return
C
C         A      A contains in its upper half the Cholesky factor
C                of the matrix A as it has been permuted by pivoting.
C
C         JPVT   JPVT(J) contains the index of the diagonal element
C                of a that was moved into the J-th position,
C                provided pivoting was requested.
C
C         INFO   contains the index of the last positive diagonal
C                element of the Cholesky factor.
C
C     For positive definite matrices INFO = P is the normal return.
C     For pivoting with positive semidefinite matrices INFO will
C     in general be less than P.  However, INFO may be greater than
C     the rank of A, since rounding error can cause an otherwise zero
C     element to be positive.  Indefinite systems will always cause
C     INFO to be less than P.
C
C***REFERENCES  J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
C                 Stewart, LINPACK Users' Guide, SIAM, 1979.
C***ROUTINES CALLED  DAXPY, DSWAP
C***REVISION HISTORY  (YYMMDD)
C   790319  DATE WRITTEN
C   890531  Changed all specific intrinsics to generic.  (WRB)
C   890831  Modified array declarations.  (WRB)
C   890831  REVISION DATE from Version 3.2
C   891214  Prologue converted to Version 4.0 format.  (BAB)
C   900326  Removed duplicate information from DESCRIPTION section.
C           (WRB)
C   920501  Reformatted the REFERENCES section.  (WRB)
C***END PROLOGUE  DCHDC