Algorithm 646: PDFIND: a routine to find a positive definite linear combination of two real symmetric matrices

Authors:
Charles R. Crawford
Affiliations:
York University, 39 MacPherson A.ve., Toronto, Ontario, Canada M5R 1W7
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1986

Citing 1
Cited 1

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Abstract

PDFIND is a FORTRAN-77 implementation of an algorithm that finds a positive definite linear combination of two symmetric matrices, or determines that such a combination does not exist. The algorithm is designed to be independent of the data structures used to store the matrices. The user must provide a subroutine, CHLSKY, which acts as an interface between PDFIND and the matrix data structures. CHLSKY also provides the user control over the number of iterations of the algorithm. Implementations of CHLSKY are included which call LINPAC routines for full matrices as well as symmetric banded matrices.