dpbstf (l) - Linux Manuals

dpbstf: computes a split Cholesky factorization of a real symmetric positive definite band matrix A

Command to display dpbstf manual in Linux: $ man l dpbstf

NAME

DPBSTF - computes a split Cholesky factorization of a real symmetric positive definite band matrix A

SYNOPSIS

SUBROUTINE DPBSTF(: UPLO, N, KD, AB, LDAB, INFO )
: CHARACTER UPLO
: INTEGER INFO, KD, LDAB, N
: DOUBLE PRECISION AB( LDAB, * )

PURPOSE

DPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with DSBGST. 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.

ARGUMENTS

UPLO (input) CHARACTER*1: = aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.
N (input) INTEGER: The order of the matrix A. N >= 0.
KD (input) INTEGER: The number of superdiagonals of the matrix A if UPLO = aqUaq, or the number of subdiagonals if UPLO = aqLaq. KD >= 0.
AB (input/output) 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 = aqUaq, AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = aqLaq, 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 (input) INTEGER The leading dimension of the array AB. LDAB >= KD+1.
INFO (output) 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.

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 = aqUaq, 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 = aqLaq, 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.