calc_bdw_cholesky Subroutine

private subroutine calc_bdw_cholesky(mob, bdw, ierr)

Calculates B.dW using Cholesky decomposition.

Arguments

Type IntentOptional AttributesName
real(kind=rp), intent(inout), dimension(:,:):: mob

(sizm,sizm) symmetric positive definite matrix. On entry, contains the mobility matrix. On return, the upper triangular part is overwritten with the result of Cholesky decomposition. The strictly lower triangular part is left intact.

real(kind=rp), intent(inout), dimension(:,:):: bdw

(sizm,s) matrix. On entry, contains s column vectors drawn from standard normal distribution. On return, the s columns are overwritten with the result of B.dW.

integer, intent(out) :: ierr

Error flag.


Calls

proc~~calc_bdw_cholesky~~CallsGraph proc~calc_bdw_cholesky calc_bdw_cholesky dpotrf dpotrf proc~calc_bdw_cholesky->dpotrf dtrmm dtrmm proc~calc_bdw_cholesky->dtrmm

Called by

proc~~calc_bdw_cholesky~~CalledByGraph proc~calc_bdw_cholesky calc_bdw_cholesky proc~brn_calc_bdw brn_calc_bdw proc~brn_calc_bdw->proc~calc_bdw_cholesky proc~calc_diffusion calc_diffusion proc~calc_diffusion->proc~brn_calc_bdw proc~integrate_em integrate_em proc~integrate_em->proc~calc_diffusion proc~integrate_se integrate_se proc~integrate_se->proc~calc_diffusion proc~bds_run bds_run proc~bds_run->proc~integrate_em proc~bds_run->proc~integrate_se proc~run run proc~run->proc~bds_run program~main main program~main->proc~run

Contents

None