diff --git a/ext/f2c_lapack/Makefile.in b/ext/f2c_lapack/Makefile.in
index 1a3d00461..16c2f1a14 100755
--- a/ext/f2c_lapack/Makefile.in
+++ b/ext/f2c_lapack/Makefile.in
@@ -100,6 +100,7 @@ dormbr.o \
 dorml2.o \
 dormlq.o \
 dormqr.o \
+dpotf2.o \
 dpotrf.o \
 dpotrs.o \
 drscl.o \
diff --git a/ext/f2c_lapack/dpotf2.c b/ext/f2c_lapack/dpotf2.c
new file mode 100644
index 000000000..4ceff060e
--- /dev/null
+++ b/ext/f2c_lapack/dpotf2.c
@@ -0,0 +1,224 @@
+/* dpotf2.f -- translated by f2c (version 20031025).
+   You must link the resulting object file with libf2c:
+	on Microsoft Windows system, link with libf2c.lib;
+	on Linux or Unix systems, link with .../path/to/libf2c.a -lm
+	or, if you install libf2c.a in a standard place, with -lf2c -lm
+	-- in that order, at the end of the command line, as in
+		cc *.o -lf2c -lm
+	Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
+
+		http://www.netlib.org/f2c/libf2c.zip
+*/
+
+#include "f2c.h"
+
+/* Table of constant values */
+
+static integer c__1 = 1;
+static doublereal c_b10 = -1.;
+static doublereal c_b12 = 1.;
+
+/* Subroutine */ int dpotf2_(char *uplo, integer *n, doublereal *a, integer *
+	lda, integer *info, ftnlen uplo_len)
+{
+    /* System generated locals */
+    integer a_dim1, a_offset, i__1, i__2, i__3;
+    doublereal d__1;
+
+    /* Builtin functions */
+    double sqrt(doublereal);
+
+    /* Local variables */
+    static integer j;
+    static doublereal ajj;
+    extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *, 
+	    integer *);
+    extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *, 
+	    integer *);
+    extern logical lsame_(char *, char *, ftnlen, ftnlen);
+    extern /* Subroutine */ int dgemv_(char *, integer *, integer *, 
+	    doublereal *, doublereal *, integer *, doublereal *, integer *, 
+	    doublereal *, doublereal *, integer *, ftnlen);
+    static logical upper;
+    extern /* Subroutine */ int xerbla_(char *, integer *, ftnlen);
+
+
+/*  -- LAPACK routine (version 3.0) -- */
+/*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., */
+/*     Courant Institute, Argonne National Lab, and Rice University */
+/*     February 29, 1992 */
+
+/*     .. Scalar Arguments .. */
+/*     .. */
+/*     .. Array Arguments .. */
+/*     .. */
+
+/*  Purpose */
+/*  ======= */
+
+/*  DPOTF2 computes the Cholesky factorization of a real symmetric */
+/*  positive definite matrix A. */
+
+/*  The factorization has the form */
+/*     A = U' * U ,  if UPLO = 'U', or */
+/*     A = L  * L',  if UPLO = 'L', */
+/*  where U is an upper triangular matrix and L is lower triangular. */
+
+/*  This is the unblocked version of the algorithm, calling Level 2 BLAS. */
+
+/*  Arguments */
+/*  ========= */
+
+/*  UPLO    (input) CHARACTER*1 */
+/*          Specifies whether the upper or lower triangular part of the */
+/*          symmetric matrix A is stored. */
+/*          = 'U':  Upper triangular */
+/*          = 'L':  Lower triangular */
+
+/*  N       (input) INTEGER */
+/*          The order of the matrix A.  N >= 0. */
+
+/*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
+/*          On entry, the symmetric matrix A.  If UPLO = 'U', the leading */
+/*          n by n upper triangular part of A contains the upper */
+/*          triangular part of the matrix A, and the strictly lower */
+/*          triangular part of A is not referenced.  If UPLO = 'L', the */
+/*          leading n by n lower triangular part of A contains the lower */
+/*          triangular part of the matrix A, and the strictly upper */
+/*          triangular part of A is not referenced. */
+
+/*          On exit, if INFO = 0, the factor U or L from the Cholesky */
+/*          factorization A = U'*U  or A = L*L'. */
+
+/*  LDA     (input) INTEGER */
+/*          The leading dimension of the array A.  LDA >= max(1,N). */
+
+/*  INFO    (output) INTEGER */
+/*          = 0: successful exit */
+/*          < 0: if INFO = -k, the k-th argument had an illegal value */
+/*          > 0: if INFO = k, the leading minor of order k is not */
+/*               positive definite, and the factorization could not be */
+/*               completed. */
+
+/*  ===================================================================== */
+
+/*     .. Parameters .. */
+/*     .. */
+/*     .. Local Scalars .. */
+/*     .. */
+/*     .. External Functions .. */
+/*     .. */
+/*     .. External Subroutines .. */
+/*     .. */
+/*     .. Intrinsic Functions .. */
+/*     .. */
+/*     .. Executable Statements .. */
+
+/*     Test the input parameters. */
+
+    /* Parameter adjustments */
+    a_dim1 = *lda;
+    a_offset = 1 + a_dim1;
+    a -= a_offset;
+
+    /* Function Body */
+    *info = 0;
+    upper = lsame_(uplo, "U", (ftnlen)1, (ftnlen)1);
+    if (! upper && ! lsame_(uplo, "L", (ftnlen)1, (ftnlen)1)) {
+	*info = -1;
+    } else if (*n < 0) {
+	*info = -2;
+    } else if (*lda < max(1,*n)) {
+	*info = -4;
+    }
+    if (*info != 0) {
+	i__1 = -(*info);
+	xerbla_("DPOTF2", &i__1, (ftnlen)6);
+	return 0;
+    }
+
+/*     Quick return if possible */
+
+    if (*n == 0) {
+	return 0;
+    }
+
+    if (upper) {
+
+/*        Compute the Cholesky factorization A = U'*U. */
+
+	i__1 = *n;
+	for (j = 1; j <= i__1; ++j) {
+
+/*           Compute U(J,J) and test for non-positive-definiteness. */
+
+	    i__2 = j - 1;
+	    ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j * a_dim1 + 1], &c__1, 
+		    &a[j * a_dim1 + 1], &c__1);
+	    if (ajj <= 0.) {
+		a[j + j * a_dim1] = ajj;
+		goto L30;
+	    }
+	    ajj = sqrt(ajj);
+	    a[j + j * a_dim1] = ajj;
+
+/*           Compute elements J+1:N of row J. */
+
+	    if (j < *n) {
+		i__2 = j - 1;
+		i__3 = *n - j;
+		dgemv_("Transpose", &i__2, &i__3, &c_b10, &a[(j + 1) * a_dim1 
+			+ 1], lda, &a[j * a_dim1 + 1], &c__1, &c_b12, &a[j + (
+			j + 1) * a_dim1], lda, (ftnlen)9);
+		i__2 = *n - j;
+		d__1 = 1. / ajj;
+		dscal_(&i__2, &d__1, &a[j + (j + 1) * a_dim1], lda);
+	    }
+/* L10: */
+	}
+    } else {
+
+/*        Compute the Cholesky factorization A = L*L'. */
+
+	i__1 = *n;
+	for (j = 1; j <= i__1; ++j) {
+
+/*           Compute L(J,J) and test for non-positive-definiteness. */
+
+	    i__2 = j - 1;
+	    ajj = a[j + j * a_dim1] - ddot_(&i__2, &a[j + a_dim1], lda, &a[j 
+		    + a_dim1], lda);
+	    if (ajj <= 0.) {
+		a[j + j * a_dim1] = ajj;
+		goto L30;
+	    }
+	    ajj = sqrt(ajj);
+	    a[j + j * a_dim1] = ajj;
+
+/*           Compute elements J+1:N of column J. */
+
+	    if (j < *n) {
+		i__2 = *n - j;
+		i__3 = j - 1;
+		dgemv_("No transpose", &i__2, &i__3, &c_b10, &a[j + 1 + 
+			a_dim1], lda, &a[j + a_dim1], lda, &c_b12, &a[j + 1 + 
+			j * a_dim1], &c__1, (ftnlen)12);
+		i__2 = *n - j;
+		d__1 = 1. / ajj;
+		dscal_(&i__2, &d__1, &a[j + 1 + j * a_dim1], &c__1);
+	    }
+/* L20: */
+	}
+    }
+    goto L40;
+
+L30:
+    *info = j;
+
+L40:
+    return 0;
+
+/*     End of DPOTF2 */
+
+} /* dpotf2_ */
+
diff --git a/ext/lapack/Makefile.in b/ext/lapack/Makefile.in
index ca09a36b4..e0f242113 100755
--- a/ext/lapack/Makefile.in
+++ b/ext/lapack/Makefile.in
@@ -71,6 +71,7 @@ dormlq.o \
 dormqr.o \
 dpotrf.o \
 dpotrs.o \
+dpotf2.o \
 drscl.o \
 dtrcon.o \
 dtrtrs.o \
diff --git a/ext/lapack/dpotf2.f b/ext/lapack/dpotf2.f
new file mode 100644
index 000000000..f9e0de06e
--- /dev/null
+++ b/ext/lapack/dpotf2.f
@@ -0,0 +1,168 @@
+      SUBROUTINE DPOTF2( UPLO, N, A, LDA, INFO )
+*
+*  -- LAPACK routine (version 3.0) --
+*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+*     Courant Institute, Argonne National Lab, and Rice University
+*     February 29, 1992
+*
+*     .. Scalar Arguments ..
+      CHARACTER          UPLO
+      INTEGER            INFO, LDA, N
+*     ..
+*     .. Array Arguments ..
+      DOUBLE PRECISION   A( LDA, * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DPOTF2 computes the Cholesky factorization of a real symmetric
+*  positive definite matrix A.
+*
+*  The factorization has the form
+*     A = U' * U ,  if UPLO = 'U', or
+*     A = L  * L',  if UPLO = 'L',
+*  where U is an upper triangular matrix and L is lower triangular.
+*
+*  This is the unblocked version of the algorithm, calling Level 2 BLAS.
+*
+*  Arguments
+*  =========
+*
+*  UPLO    (input) CHARACTER*1
+*          Specifies whether the upper or lower triangular part of the
+*          symmetric matrix A is stored.
+*          = 'U':  Upper triangular
+*          = 'L':  Lower triangular
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+*          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
+*          n by n upper triangular part of A contains the upper
+*          triangular part of the matrix A, and the strictly lower
+*          triangular part of A is not referenced.  If UPLO = 'L', the
+*          leading n by n lower triangular part of A contains the lower
+*          triangular part of the matrix A, and the strictly upper
+*          triangular part of A is not referenced.
+*
+*          On exit, if INFO = 0, the factor U or L from the Cholesky
+*          factorization A = U'*U  or A = L*L'.
+*
+*  LDA     (input) INTEGER
+*          The leading dimension of the array A.  LDA >= max(1,N).
+*
+*  INFO    (output) INTEGER
+*          = 0: successful exit
+*          < 0: if INFO = -k, the k-th argument had an illegal value
+*          > 0: if INFO = k, the leading minor of order k is not
+*               positive definite, and the factorization could not be
+*               completed.
+*
+*  =====================================================================
+*
+*     .. Parameters ..
+      DOUBLE PRECISION   ONE, ZERO
+      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+*     ..
+*     .. Local Scalars ..
+      LOGICAL            UPPER
+      INTEGER            J
+      DOUBLE PRECISION   AJJ
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      DOUBLE PRECISION   DDOT
+      EXTERNAL           LSAME, DDOT
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           DGEMV, DSCAL, XERBLA
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          MAX, SQRT
+*     ..
+*     .. Executable Statements ..
+*
+*     Test the input parameters.
+*
+      INFO = 0
+      UPPER = LSAME( UPLO, 'U' )
+      IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+         INFO = -1
+      ELSE IF( N.LT.0 ) THEN
+         INFO = -2
+      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+         INFO = -4
+      END IF
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'DPOTF2', -INFO )
+         RETURN
+      END IF
+*
+*     Quick return if possible
+*
+      IF( N.EQ.0 )
+     $   RETURN
+*
+      IF( UPPER ) THEN
+*
+*        Compute the Cholesky factorization A = U'*U.
+*
+         DO 10 J = 1, N
+*
+*           Compute U(J,J) and test for non-positive-definiteness.
+*
+            AJJ = A( J, J ) - DDOT( J-1, A( 1, J ), 1, A( 1, J ), 1 )
+            IF( AJJ.LE.ZERO ) THEN
+               A( J, J ) = AJJ
+               GO TO 30
+            END IF
+            AJJ = SQRT( AJJ )
+            A( J, J ) = AJJ
+*
+*           Compute elements J+1:N of row J.
+*
+            IF( J.LT.N ) THEN
+               CALL DGEMV( 'Transpose', J-1, N-J, -ONE, A( 1, J+1 ),
+     $                     LDA, A( 1, J ), 1, ONE, A( J, J+1 ), LDA )
+               CALL DSCAL( N-J, ONE / AJJ, A( J, J+1 ), LDA )
+            END IF
+   10    CONTINUE
+      ELSE
+*
+*        Compute the Cholesky factorization A = L*L'.
+*
+         DO 20 J = 1, N
+*
+*           Compute L(J,J) and test for non-positive-definiteness.
+*
+            AJJ = A( J, J ) - DDOT( J-1, A( J, 1 ), LDA, A( J, 1 ),
+     $            LDA )
+            IF( AJJ.LE.ZERO ) THEN
+               A( J, J ) = AJJ
+               GO TO 30
+            END IF
+            AJJ = SQRT( AJJ )
+            A( J, J ) = AJJ
+*
+*           Compute elements J+1:N of column J.
+*
+            IF( J.LT.N ) THEN
+               CALL DGEMV( 'No transpose', N-J, J-1, -ONE, A( J+1, 1 ),
+     $                     LDA, A( J, 1 ), LDA, ONE, A( J+1, J ), 1 )
+               CALL DSCAL( N-J, ONE / AJJ, A( J+1, J ), 1 )
+            END IF
+   20    CONTINUE
+      END IF
+      GO TO 40
+*
+   30 CONTINUE
+      INFO = J
+*
+   40 CONTINUE
+      RETURN
+*
+*     End of DPOTF2
+*
+      END