spbstf (3) - Linux Manuals

NAME

spbstf.f -

SYNOPSIS

Functions/Subroutines

subroutine spbstf (UPLO, N, KD, AB, LDAB, INFO)
SPBSTF

Function/Subroutine Documentation

subroutine spbstf (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO)

SPBSTF

Purpose:

 SPBSTF computes a split Cholesky factorization of a real
 symmetric positive definite band matrix A.

 This routine is designed to be used in conjunction with SSBGST.

 The factorization has the form  A = S**T*S  where S is a band matrix
 of the same bandwidth as A and the following structure:

   S = ( U    )
       ( M  L )

 where U is upper triangular of order m = (n+kd)/2, and L is lower
 triangular of order n-m.

 

Parameters:

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

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

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

AB

          AB is REAL 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 factor S from the split Cholesky
          factorization A = S**T*S. See Further Details.

LDAB

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

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, the factorization could not be completed,
               because the updated element a(i,i) was negative; the
               matrix A is not positive definite.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Further Details:

  The band storage scheme is illustrated by the following example, when
  N = 7, KD = 2:

  S = ( s11  s12  s13                     )
      (      s22  s23  s24                )
      (           s33  s34                )
      (                s44                )
      (           s53  s54  s55           )
      (                s64  s65  s66      )
      (                     s75  s76  s77 )

  If UPLO = 'U', the array AB holds:

  on entry:                          on exit:

   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75
   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77

  If UPLO = 'L', the array AB holds:

  on entry:                          on exit:

  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
  a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   *
  a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *

  Array elements marked * are not used by the routine.

 

Definition at line 153 of file spbstf.f.

Author

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