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NAG[f07fjc] NAG[nag_dpotri] - Inverse of real symmetric positive-definite matrix, matrix already factorized by f07fdc (nag_dpotrf)
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Calling Sequence
f07fjc(uplo, a, 'n'=n, 'fail'=fail)
nag_dpotri(. . .)
Parameters
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uplo - String;
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Constraint: "Nag_Upper" or "Nag_Lower". .
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a - Matrix(1..dim1, 1..dim2, datatype=float[8], order=order);
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Note: this array may be supplied in Fortran_order or C_order , as specified by order. All array parameters must use a consistent order.
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'n'=n - integer; (optional)
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Default value: the dimension of the array a.
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On entry: , the order of the matrix .
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Constraint: . .
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'fail'=fail - table; (optional)
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The NAG error argument, see the documentation for NagError.
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Description
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Purpose
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nag_dpotri (f07fjc) computes the inverse of a real symmetric positive-definite matrix , where has been factorized by f07fdc (nag_dpotrf).
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Error Indicators and Warnings
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"NE_BAD_PARAM"
On entry, argument had an illegal value.
"NE_INT"
On entry, . Constraint: .
"NE_INTERNAL_ERROR"
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please consult NAG for assistance.
"NE_SINGULAR"
Diagonal element of the Cholesky factor is zero; the Cholesky factor is singular and the inverse of cannot be computed.
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Further Comments
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The total number of floating-point operations is approximately .
The complex analogue of this function is f07fwc (nag_zpotri).
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Examples
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>
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uplo := "Nag_Lower":
n := 4:
a := Matrix([[2.039607805437114, 0, 0, 0], [-1.529705854077835, 1.640121946685673, 0, 0], [0.2745625891934577, -0.2499814119483738, 0.7887488055748053, 0], [-0.04902903378454601, 0.6737303907389101, 0.6616575633742563, 0.5346894269298686]], datatype=float[8], order='C_order'):
NAG:-f07fjc(uplo, a, 'n' = n):
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