Annotation of rpl/lapack/lapack/zpbstf.f, revision 1.3
1.1 bertrand 1: SUBROUTINE ZPBSTF( UPLO, N, KD, AB, LDAB, INFO )
2: *
3: * -- LAPACK routine (version 3.2) --
4: * -- LAPACK is a software package provided by Univ. of Tennessee, --
5: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6: * November 2006
7: *
8: * .. Scalar Arguments ..
9: CHARACTER UPLO
10: INTEGER INFO, KD, LDAB, N
11: * ..
12: * .. Array Arguments ..
13: COMPLEX*16 AB( LDAB, * )
14: * ..
15: *
16: * Purpose
17: * =======
18: *
19: * ZPBSTF computes a split Cholesky factorization of a complex
20: * Hermitian positive definite band matrix A.
21: *
22: * This routine is designed to be used in conjunction with ZHBGST.
23: *
24: * The factorization has the form A = S**H*S where S is a band matrix
25: * of the same bandwidth as A and the following structure:
26: *
27: * S = ( U )
28: * ( M L )
29: *
30: * where U is upper triangular of order m = (n+kd)/2, and L is lower
31: * triangular of order n-m.
32: *
33: * Arguments
34: * =========
35: *
36: * UPLO (input) CHARACTER*1
37: * = 'U': Upper triangle of A is stored;
38: * = 'L': Lower triangle of A is stored.
39: *
40: * N (input) INTEGER
41: * The order of the matrix A. N >= 0.
42: *
43: * KD (input) INTEGER
44: * The number of superdiagonals of the matrix A if UPLO = 'U',
45: * or the number of subdiagonals if UPLO = 'L'. KD >= 0.
46: *
47: * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
48: * On entry, the upper or lower triangle of the Hermitian band
49: * matrix A, stored in the first kd+1 rows of the array. The
50: * j-th column of A is stored in the j-th column of the array AB
51: * as follows:
52: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
53: * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
54: *
55: * On exit, if INFO = 0, the factor S from the split Cholesky
56: * factorization A = S**H*S. See Further Details.
57: *
58: * LDAB (input) INTEGER
59: * The leading dimension of the array AB. LDAB >= KD+1.
60: *
61: * INFO (output) INTEGER
62: * = 0: successful exit
63: * < 0: if INFO = -i, the i-th argument had an illegal value
64: * > 0: if INFO = i, the factorization could not be completed,
65: * because the updated element a(i,i) was negative; the
66: * matrix A is not positive definite.
67: *
68: * Further Details
69: * ===============
70: *
71: * The band storage scheme is illustrated by the following example, when
72: * N = 7, KD = 2:
73: *
74: * S = ( s11 s12 s13 )
75: * ( s22 s23 s24 )
76: * ( s33 s34 )
77: * ( s44 )
78: * ( s53 s54 s55 )
79: * ( s64 s65 s66 )
80: * ( s75 s76 s77 )
81: *
82: * If UPLO = 'U', the array AB holds:
83: *
84: * on entry: on exit:
85: *
86: * * * a13 a24 a35 a46 a57 * * s13 s24 s53' s64' s75'
87: * * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54' s65' s76'
88: * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
89: *
90: * If UPLO = 'L', the array AB holds:
91: *
92: * on entry: on exit:
93: *
94: * a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
95: * a21 a32 a43 a54 a65 a76 * s12' s23' s34' s54 s65 s76 *
96: * a31 a42 a53 a64 a64 * * s13' s24' s53 s64 s75 * *
97: *
98: * Array elements marked * are not used by the routine; s12' denotes
99: * conjg(s12); the diagonal elements of S are real.
100: *
101: * =====================================================================
102: *
103: * .. Parameters ..
104: DOUBLE PRECISION ONE, ZERO
105: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
106: * ..
107: * .. Local Scalars ..
108: LOGICAL UPPER
109: INTEGER J, KLD, KM, M
110: DOUBLE PRECISION AJJ
111: * ..
112: * .. External Functions ..
113: LOGICAL LSAME
114: EXTERNAL LSAME
115: * ..
116: * .. External Subroutines ..
117: EXTERNAL XERBLA, ZDSCAL, ZHER, ZLACGV
118: * ..
119: * .. Intrinsic Functions ..
120: INTRINSIC DBLE, MAX, MIN, SQRT
121: * ..
122: * .. Executable Statements ..
123: *
124: * Test the input parameters.
125: *
126: INFO = 0
127: UPPER = LSAME( UPLO, 'U' )
128: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
129: INFO = -1
130: ELSE IF( N.LT.0 ) THEN
131: INFO = -2
132: ELSE IF( KD.LT.0 ) THEN
133: INFO = -3
134: ELSE IF( LDAB.LT.KD+1 ) THEN
135: INFO = -5
136: END IF
137: IF( INFO.NE.0 ) THEN
138: CALL XERBLA( 'ZPBSTF', -INFO )
139: RETURN
140: END IF
141: *
142: * Quick return if possible
143: *
144: IF( N.EQ.0 )
145: $ RETURN
146: *
147: KLD = MAX( 1, LDAB-1 )
148: *
149: * Set the splitting point m.
150: *
151: M = ( N+KD ) / 2
152: *
153: IF( UPPER ) THEN
154: *
155: * Factorize A(m+1:n,m+1:n) as L**H*L, and update A(1:m,1:m).
156: *
157: DO 10 J = N, M + 1, -1
158: *
159: * Compute s(j,j) and test for non-positive-definiteness.
160: *
161: AJJ = DBLE( AB( KD+1, J ) )
162: IF( AJJ.LE.ZERO ) THEN
163: AB( KD+1, J ) = AJJ
164: GO TO 50
165: END IF
166: AJJ = SQRT( AJJ )
167: AB( KD+1, J ) = AJJ
168: KM = MIN( J-1, KD )
169: *
170: * Compute elements j-km:j-1 of the j-th column and update the
171: * the leading submatrix within the band.
172: *
173: CALL ZDSCAL( KM, ONE / AJJ, AB( KD+1-KM, J ), 1 )
174: CALL ZHER( 'Upper', KM, -ONE, AB( KD+1-KM, J ), 1,
175: $ AB( KD+1, J-KM ), KLD )
176: 10 CONTINUE
177: *
178: * Factorize the updated submatrix A(1:m,1:m) as U**H*U.
179: *
180: DO 20 J = 1, M
181: *
182: * Compute s(j,j) and test for non-positive-definiteness.
183: *
184: AJJ = DBLE( AB( KD+1, J ) )
185: IF( AJJ.LE.ZERO ) THEN
186: AB( KD+1, J ) = AJJ
187: GO TO 50
188: END IF
189: AJJ = SQRT( AJJ )
190: AB( KD+1, J ) = AJJ
191: KM = MIN( KD, M-J )
192: *
193: * Compute elements j+1:j+km of the j-th row and update the
194: * trailing submatrix within the band.
195: *
196: IF( KM.GT.0 ) THEN
197: CALL ZDSCAL( KM, ONE / AJJ, AB( KD, J+1 ), KLD )
198: CALL ZLACGV( KM, AB( KD, J+1 ), KLD )
199: CALL ZHER( 'Upper', KM, -ONE, AB( KD, J+1 ), KLD,
200: $ AB( KD+1, J+1 ), KLD )
201: CALL ZLACGV( KM, AB( KD, J+1 ), KLD )
202: END IF
203: 20 CONTINUE
204: ELSE
205: *
206: * Factorize A(m+1:n,m+1:n) as L**H*L, and update A(1:m,1:m).
207: *
208: DO 30 J = N, M + 1, -1
209: *
210: * Compute s(j,j) and test for non-positive-definiteness.
211: *
212: AJJ = DBLE( AB( 1, J ) )
213: IF( AJJ.LE.ZERO ) THEN
214: AB( 1, J ) = AJJ
215: GO TO 50
216: END IF
217: AJJ = SQRT( AJJ )
218: AB( 1, J ) = AJJ
219: KM = MIN( J-1, KD )
220: *
221: * Compute elements j-km:j-1 of the j-th row and update the
222: * trailing submatrix within the band.
223: *
224: CALL ZDSCAL( KM, ONE / AJJ, AB( KM+1, J-KM ), KLD )
225: CALL ZLACGV( KM, AB( KM+1, J-KM ), KLD )
226: CALL ZHER( 'Lower', KM, -ONE, AB( KM+1, J-KM ), KLD,
227: $ AB( 1, J-KM ), KLD )
228: CALL ZLACGV( KM, AB( KM+1, J-KM ), KLD )
229: 30 CONTINUE
230: *
231: * Factorize the updated submatrix A(1:m,1:m) as U**H*U.
232: *
233: DO 40 J = 1, M
234: *
235: * Compute s(j,j) and test for non-positive-definiteness.
236: *
237: AJJ = DBLE( AB( 1, J ) )
238: IF( AJJ.LE.ZERO ) THEN
239: AB( 1, J ) = AJJ
240: GO TO 50
241: END IF
242: AJJ = SQRT( AJJ )
243: AB( 1, J ) = AJJ
244: KM = MIN( KD, M-J )
245: *
246: * Compute elements j+1:j+km of the j-th column and update the
247: * trailing submatrix within the band.
248: *
249: IF( KM.GT.0 ) THEN
250: CALL ZDSCAL( KM, ONE / AJJ, AB( 2, J ), 1 )
251: CALL ZHER( 'Lower', KM, -ONE, AB( 2, J ), 1,
252: $ AB( 1, J+1 ), KLD )
253: END IF
254: 40 CONTINUE
255: END IF
256: RETURN
257: *
258: 50 CONTINUE
259: INFO = J
260: RETURN
261: *
262: * End of ZPBSTF
263: *
264: END
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