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1.8 bertrand 1: *> \brief \b DPBTRF
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.14 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.14 bertrand 9: *> Download DPBTRF + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpbtrf.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpbtrf.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpbtrf.f">
1.8 bertrand 15: *> [TXT]</a>
1.14 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DPBTRF( UPLO, N, KD, AB, LDAB, INFO )
1.14 bertrand 22: *
1.8 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, KD, LDAB, N
26: * ..
27: * .. Array Arguments ..
28: * DOUBLE PRECISION AB( LDAB, * )
29: * ..
1.14 bertrand 30: *
1.8 bertrand 31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> DPBTRF computes the Cholesky factorization of a real symmetric
38: *> positive definite band matrix A.
39: *>
40: *> The factorization has the form
41: *> A = U**T * U, if UPLO = 'U', or
42: *> A = L * L**T, if UPLO = 'L',
43: *> where U is an upper triangular matrix and L is lower triangular.
44: *> \endverbatim
45: *
46: * Arguments:
47: * ==========
48: *
49: *> \param[in] UPLO
50: *> \verbatim
51: *> UPLO is CHARACTER*1
52: *> = 'U': Upper triangle of A is stored;
53: *> = 'L': Lower triangle of A is stored.
54: *> \endverbatim
55: *>
56: *> \param[in] N
57: *> \verbatim
58: *> N is INTEGER
59: *> The order of the matrix A. N >= 0.
60: *> \endverbatim
61: *>
62: *> \param[in] KD
63: *> \verbatim
64: *> KD is INTEGER
65: *> The number of superdiagonals of the matrix A if UPLO = 'U',
66: *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
67: *> \endverbatim
68: *>
69: *> \param[in,out] AB
70: *> \verbatim
71: *> AB is DOUBLE PRECISION array, dimension (LDAB,N)
72: *> On entry, the upper or lower triangle of the symmetric band
73: *> matrix A, stored in the first KD+1 rows of the array. The
74: *> j-th column of A is stored in the j-th column of the array AB
75: *> as follows:
76: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
77: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
78: *>
79: *> On exit, if INFO = 0, the triangular factor U or L from the
80: *> Cholesky factorization A = U**T*U or A = L*L**T of the band
81: *> matrix A, in the same storage format as A.
82: *> \endverbatim
83: *>
84: *> \param[in] LDAB
85: *> \verbatim
86: *> LDAB is INTEGER
87: *> The leading dimension of the array AB. LDAB >= KD+1.
88: *> \endverbatim
89: *>
90: *> \param[out] INFO
91: *> \verbatim
92: *> INFO is INTEGER
93: *> = 0: successful exit
94: *> < 0: if INFO = -i, the i-th argument had an illegal value
95: *> > 0: if INFO = i, the leading minor of order i is not
96: *> positive definite, and the factorization could not be
97: *> completed.
98: *> \endverbatim
99: *
100: * Authors:
101: * ========
102: *
1.14 bertrand 103: *> \author Univ. of Tennessee
104: *> \author Univ. of California Berkeley
105: *> \author Univ. of Colorado Denver
106: *> \author NAG Ltd.
1.8 bertrand 107: *
108: *> \ingroup doubleOTHERcomputational
109: *
110: *> \par Further Details:
111: * =====================
112: *>
113: *> \verbatim
114: *>
115: *> The band storage scheme is illustrated by the following example, when
116: *> N = 6, KD = 2, and UPLO = 'U':
117: *>
118: *> On entry: On exit:
119: *>
120: *> * * a13 a24 a35 a46 * * u13 u24 u35 u46
121: *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
122: *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
123: *>
124: *> Similarly, if UPLO = 'L' the format of A is as follows:
125: *>
126: *> On entry: On exit:
127: *>
128: *> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
129: *> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
130: *> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
131: *>
132: *> Array elements marked * are not used by the routine.
133: *> \endverbatim
134: *
135: *> \par Contributors:
136: * ==================
137: *>
138: *> Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
139: *
140: * =====================================================================
1.1 bertrand 141: SUBROUTINE DPBTRF( UPLO, N, KD, AB, LDAB, INFO )
142: *
1.17 ! bertrand 143: * -- LAPACK computational routine --
1.1 bertrand 144: * -- LAPACK is a software package provided by Univ. of Tennessee, --
145: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
146: *
147: * .. Scalar Arguments ..
148: CHARACTER UPLO
149: INTEGER INFO, KD, LDAB, N
150: * ..
151: * .. Array Arguments ..
152: DOUBLE PRECISION AB( LDAB, * )
153: * ..
154: *
155: * =====================================================================
156: *
157: * .. Parameters ..
158: DOUBLE PRECISION ONE, ZERO
159: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
160: INTEGER NBMAX, LDWORK
161: PARAMETER ( NBMAX = 32, LDWORK = NBMAX+1 )
162: * ..
163: * .. Local Scalars ..
164: INTEGER I, I2, I3, IB, II, J, JJ, NB
165: * ..
166: * .. Local Arrays ..
167: DOUBLE PRECISION WORK( LDWORK, NBMAX )
168: * ..
169: * .. External Functions ..
170: LOGICAL LSAME
171: INTEGER ILAENV
172: EXTERNAL LSAME, ILAENV
173: * ..
174: * .. External Subroutines ..
175: EXTERNAL DGEMM, DPBTF2, DPOTF2, DSYRK, DTRSM, XERBLA
176: * ..
177: * .. Intrinsic Functions ..
178: INTRINSIC MIN
179: * ..
180: * .. Executable Statements ..
181: *
182: * Test the input parameters.
183: *
184: INFO = 0
185: IF( ( .NOT.LSAME( UPLO, 'U' ) ) .AND.
186: $ ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN
187: INFO = -1
188: ELSE IF( N.LT.0 ) THEN
189: INFO = -2
190: ELSE IF( KD.LT.0 ) THEN
191: INFO = -3
192: ELSE IF( LDAB.LT.KD+1 ) THEN
193: INFO = -5
194: END IF
195: IF( INFO.NE.0 ) THEN
196: CALL XERBLA( 'DPBTRF', -INFO )
197: RETURN
198: END IF
199: *
200: * Quick return if possible
201: *
202: IF( N.EQ.0 )
203: $ RETURN
204: *
205: * Determine the block size for this environment
206: *
207: NB = ILAENV( 1, 'DPBTRF', UPLO, N, KD, -1, -1 )
208: *
209: * The block size must not exceed the semi-bandwidth KD, and must not
210: * exceed the limit set by the size of the local array WORK.
211: *
212: NB = MIN( NB, NBMAX )
213: *
214: IF( NB.LE.1 .OR. NB.GT.KD ) THEN
215: *
216: * Use unblocked code
217: *
218: CALL DPBTF2( UPLO, N, KD, AB, LDAB, INFO )
219: ELSE
220: *
221: * Use blocked code
222: *
223: IF( LSAME( UPLO, 'U' ) ) THEN
224: *
225: * Compute the Cholesky factorization of a symmetric band
226: * matrix, given the upper triangle of the matrix in band
227: * storage.
228: *
229: * Zero the upper triangle of the work array.
230: *
231: DO 20 J = 1, NB
232: DO 10 I = 1, J - 1
233: WORK( I, J ) = ZERO
234: 10 CONTINUE
235: 20 CONTINUE
236: *
237: * Process the band matrix one diagonal block at a time.
238: *
239: DO 70 I = 1, N, NB
240: IB = MIN( NB, N-I+1 )
241: *
242: * Factorize the diagonal block
243: *
244: CALL DPOTF2( UPLO, IB, AB( KD+1, I ), LDAB-1, II )
245: IF( II.NE.0 ) THEN
246: INFO = I + II - 1
247: GO TO 150
248: END IF
249: IF( I+IB.LE.N ) THEN
250: *
251: * Update the relevant part of the trailing submatrix.
252: * If A11 denotes the diagonal block which has just been
253: * factorized, then we need to update the remaining
254: * blocks in the diagram:
255: *
256: * A11 A12 A13
257: * A22 A23
258: * A33
259: *
260: * The numbers of rows and columns in the partitioning
261: * are IB, I2, I3 respectively. The blocks A12, A22 and
262: * A23 are empty if IB = KD. The upper triangle of A13
263: * lies outside the band.
264: *
265: I2 = MIN( KD-IB, N-I-IB+1 )
266: I3 = MIN( IB, N-I-KD+1 )
267: *
268: IF( I2.GT.0 ) THEN
269: *
270: * Update A12
271: *
272: CALL DTRSM( 'Left', 'Upper', 'Transpose',
273: $ 'Non-unit', IB, I2, ONE, AB( KD+1, I ),
274: $ LDAB-1, AB( KD+1-IB, I+IB ), LDAB-1 )
275: *
276: * Update A22
277: *
278: CALL DSYRK( 'Upper', 'Transpose', I2, IB, -ONE,
279: $ AB( KD+1-IB, I+IB ), LDAB-1, ONE,
280: $ AB( KD+1, I+IB ), LDAB-1 )
281: END IF
282: *
283: IF( I3.GT.0 ) THEN
284: *
285: * Copy the lower triangle of A13 into the work array.
286: *
287: DO 40 JJ = 1, I3
288: DO 30 II = JJ, IB
289: WORK( II, JJ ) = AB( II-JJ+1, JJ+I+KD-1 )
290: 30 CONTINUE
291: 40 CONTINUE
292: *
293: * Update A13 (in the work array).
294: *
295: CALL DTRSM( 'Left', 'Upper', 'Transpose',
296: $ 'Non-unit', IB, I3, ONE, AB( KD+1, I ),
297: $ LDAB-1, WORK, LDWORK )
298: *
299: * Update A23
300: *
301: IF( I2.GT.0 )
302: $ CALL DGEMM( 'Transpose', 'No Transpose', I2, I3,
303: $ IB, -ONE, AB( KD+1-IB, I+IB ),
304: $ LDAB-1, WORK, LDWORK, ONE,
305: $ AB( 1+IB, I+KD ), LDAB-1 )
306: *
307: * Update A33
308: *
309: CALL DSYRK( 'Upper', 'Transpose', I3, IB, -ONE,
310: $ WORK, LDWORK, ONE, AB( KD+1, I+KD ),
311: $ LDAB-1 )
312: *
313: * Copy the lower triangle of A13 back into place.
314: *
315: DO 60 JJ = 1, I3
316: DO 50 II = JJ, IB
317: AB( II-JJ+1, JJ+I+KD-1 ) = WORK( II, JJ )
318: 50 CONTINUE
319: 60 CONTINUE
320: END IF
321: END IF
322: 70 CONTINUE
323: ELSE
324: *
325: * Compute the Cholesky factorization of a symmetric band
326: * matrix, given the lower triangle of the matrix in band
327: * storage.
328: *
329: * Zero the lower triangle of the work array.
330: *
331: DO 90 J = 1, NB
332: DO 80 I = J + 1, NB
333: WORK( I, J ) = ZERO
334: 80 CONTINUE
335: 90 CONTINUE
336: *
337: * Process the band matrix one diagonal block at a time.
338: *
339: DO 140 I = 1, N, NB
340: IB = MIN( NB, N-I+1 )
341: *
342: * Factorize the diagonal block
343: *
344: CALL DPOTF2( UPLO, IB, AB( 1, I ), LDAB-1, II )
345: IF( II.NE.0 ) THEN
346: INFO = I + II - 1
347: GO TO 150
348: END IF
349: IF( I+IB.LE.N ) THEN
350: *
351: * Update the relevant part of the trailing submatrix.
352: * If A11 denotes the diagonal block which has just been
353: * factorized, then we need to update the remaining
354: * blocks in the diagram:
355: *
356: * A11
357: * A21 A22
358: * A31 A32 A33
359: *
360: * The numbers of rows and columns in the partitioning
361: * are IB, I2, I3 respectively. The blocks A21, A22 and
362: * A32 are empty if IB = KD. The lower triangle of A31
363: * lies outside the band.
364: *
365: I2 = MIN( KD-IB, N-I-IB+1 )
366: I3 = MIN( IB, N-I-KD+1 )
367: *
368: IF( I2.GT.0 ) THEN
369: *
370: * Update A21
371: *
372: CALL DTRSM( 'Right', 'Lower', 'Transpose',
373: $ 'Non-unit', I2, IB, ONE, AB( 1, I ),
374: $ LDAB-1, AB( 1+IB, I ), LDAB-1 )
375: *
376: * Update A22
377: *
378: CALL DSYRK( 'Lower', 'No Transpose', I2, IB, -ONE,
379: $ AB( 1+IB, I ), LDAB-1, ONE,
380: $ AB( 1, I+IB ), LDAB-1 )
381: END IF
382: *
383: IF( I3.GT.0 ) THEN
384: *
385: * Copy the upper triangle of A31 into the work array.
386: *
387: DO 110 JJ = 1, IB
388: DO 100 II = 1, MIN( JJ, I3 )
389: WORK( II, JJ ) = AB( KD+1-JJ+II, JJ+I-1 )
390: 100 CONTINUE
391: 110 CONTINUE
392: *
393: * Update A31 (in the work array).
394: *
395: CALL DTRSM( 'Right', 'Lower', 'Transpose',
396: $ 'Non-unit', I3, IB, ONE, AB( 1, I ),
397: $ LDAB-1, WORK, LDWORK )
398: *
399: * Update A32
400: *
401: IF( I2.GT.0 )
402: $ CALL DGEMM( 'No transpose', 'Transpose', I3, I2,
403: $ IB, -ONE, WORK, LDWORK,
404: $ AB( 1+IB, I ), LDAB-1, ONE,
405: $ AB( 1+KD-IB, I+IB ), LDAB-1 )
406: *
407: * Update A33
408: *
409: CALL DSYRK( 'Lower', 'No Transpose', I3, IB, -ONE,
410: $ WORK, LDWORK, ONE, AB( 1, I+KD ),
411: $ LDAB-1 )
412: *
413: * Copy the upper triangle of A31 back into place.
414: *
415: DO 130 JJ = 1, IB
416: DO 120 II = 1, MIN( JJ, I3 )
417: AB( KD+1-JJ+II, JJ+I-1 ) = WORK( II, JJ )
418: 120 CONTINUE
419: 130 CONTINUE
420: END IF
421: END IF
422: 140 CONTINUE
423: END IF
424: END IF
425: RETURN
426: *
427: 150 CONTINUE
428: RETURN
429: *
430: * End of DPBTRF
431: *
432: END