spbsv (l) - Linux Manuals

spbsv: computes the solution to a real system of linear equations A * X = B,

NAME

SPBSV - computes the solution to a real system of linear equations A * X = B,

SYNOPSIS

SUBROUTINE SPBSV(

UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, KD, LDAB, LDB, N, NRHS

    

REAL AB( LDAB, * ), B( LDB, * )

PURPOSE

SPBSV computes the solution to a real system of linear equations
A * X = B, where A is an N-by-N symmetric positive definite band matrix and X and B are N-by-NRHS matrices.
The Cholesky decomposition is used to factor A as

A = U**T * U,  if UPLO = aqUaq, or

A = L * L**T,  if UPLO = aqLaq,
where U is an upper triangular band matrix, and L is a lower triangular band matrix, with the same number of superdiagonals or subdiagonals as A. The factored form of A is then used to solve the system of equations A * X = B.

ARGUMENTS

UPLO (input) CHARACTER*1

= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.

N (input) INTEGER

The number of linear equations, i.e., 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.

NRHS (input) INTEGER

The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.

AB (input/output) 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 = 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). See below for further details. 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 (input) INTEGER

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

B (input/output) REAL array, dimension (LDB,NRHS)

On entry, the N-by-NRHS right hand side matrix B. On exit, if INFO = 0, the N-by-NRHS solution matrix X.

LDB (input) INTEGER

The leading dimension of the array B. LDB >= max(1,N).

INFO (output) INTEGER

= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i of A is not positive definite, so the factorization could not be completed, and the solution has not been computed.

FURTHER DETAILS

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