dpbtf2 (3) - Linux Manuals

NAME

dpbtf2.f -

SYNOPSIS

Functions/Subroutines

subroutine dpbtf2 (UPLO, N, KD, AB, LDAB, INFO)
DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Function/Subroutine Documentation

subroutine dpbtf2 (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)

DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Purpose:

 DPBTF2 computes the Cholesky factorization of a real symmetric
 positive definite band matrix A.

 The factorization has the form
    A = U**T * U ,  if UPLO = 'U', or
    A = L  * L**T,  if UPLO = 'L',
 where U is an upper triangular matrix, U**T is the transpose of U, and
 L is lower triangular.

 This is the unblocked version of the algorithm, calling Level 2 BLAS.

 

Parameters:

UPLO

          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          symmetric matrix A is stored:
          = 'U':  Upper triangular
          = 'L':  Lower triangular

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of super-diagonals of the matrix A if UPLO = 'U',
          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.

AB

          AB is DOUBLE PRECISION array, dimension (LDAB,N)
          On entry, the upper or lower triangle of the symmetric band
          matrix A, stored in the first KD+1 rows of the array.  The
          j-th column of A is stored in the j-th column of the array AB
          as follows:
          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).

          On exit, if INFO = 0, the triangular factor U or L from the
          Cholesky factorization A = U**T*U or A = L*L**T of the band
          matrix A, in the same storage format as A.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

INFO

          INFO is 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.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Further Details:

  The band storage scheme is illustrated by the following example, when
  N = 6, KD = 2, and UPLO = 'U':

  On entry:                       On exit:

      *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46
      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66

  Similarly, if UPLO = 'L' the format of A is as follows:

  On entry:                       On exit:

     a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66
     a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   *
     a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    *

  Array elements marked * are not used by the routine.

 

Definition at line 143 of file dpbtf2.f.

Author

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