Annotation of rpl/lapack/lapack/zpbtf2.f, revision 1.19
1.12 bertrand 1: *> \brief \b ZPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
1.9 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.16 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.9 bertrand 7: *
8: *> \htmlonly
1.16 bertrand 9: *> Download ZPBTF2 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbtf2.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbtf2.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbtf2.f">
1.9 bertrand 15: *> [TXT]</a>
1.16 bertrand 16: *> \endhtmlonly
1.9 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
1.16 bertrand 22: *
1.9 bertrand 23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, KD, LDAB, N
26: * ..
27: * .. Array Arguments ..
28: * COMPLEX*16 AB( LDAB, * )
29: * ..
1.16 bertrand 30: *
1.9 bertrand 31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> ZPBTF2 computes the Cholesky factorization of a complex Hermitian
38: *> positive definite band matrix A.
39: *>
40: *> The factorization has the form
41: *> A = U**H * U , if UPLO = 'U', or
42: *> A = L * L**H, if UPLO = 'L',
43: *> where U is an upper triangular matrix, U**H is the conjugate transpose
44: *> of U, and L is lower triangular.
45: *>
46: *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
47: *> \endverbatim
48: *
49: * Arguments:
50: * ==========
51: *
52: *> \param[in] UPLO
53: *> \verbatim
54: *> UPLO is CHARACTER*1
55: *> Specifies whether the upper or lower triangular part of the
56: *> Hermitian matrix A is stored:
57: *> = 'U': Upper triangular
58: *> = 'L': Lower triangular
59: *> \endverbatim
60: *>
61: *> \param[in] N
62: *> \verbatim
63: *> N is INTEGER
64: *> The order of the matrix A. N >= 0.
65: *> \endverbatim
66: *>
67: *> \param[in] KD
68: *> \verbatim
69: *> KD is INTEGER
70: *> The number of super-diagonals of the matrix A if UPLO = 'U',
71: *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
72: *> \endverbatim
73: *>
74: *> \param[in,out] AB
75: *> \verbatim
76: *> AB is COMPLEX*16 array, dimension (LDAB,N)
77: *> On entry, the upper or lower triangle of the Hermitian band
78: *> matrix A, stored in the first KD+1 rows of the array. The
79: *> j-th column of A is stored in the j-th column of the array AB
80: *> as follows:
81: *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
82: *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
83: *>
84: *> On exit, if INFO = 0, the triangular factor U or L from the
85: *> Cholesky factorization A = U**H *U or A = L*L**H of the band
86: *> matrix A, in the same storage format as A.
87: *> \endverbatim
88: *>
89: *> \param[in] LDAB
90: *> \verbatim
91: *> LDAB is INTEGER
92: *> The leading dimension of the array AB. LDAB >= KD+1.
93: *> \endverbatim
94: *>
95: *> \param[out] INFO
96: *> \verbatim
97: *> INFO is INTEGER
98: *> = 0: successful exit
99: *> < 0: if INFO = -k, the k-th argument had an illegal value
100: *> > 0: if INFO = k, the leading minor of order k is not
101: *> positive definite, and the factorization could not be
102: *> completed.
103: *> \endverbatim
104: *
105: * Authors:
106: * ========
107: *
1.16 bertrand 108: *> \author Univ. of Tennessee
109: *> \author Univ. of California Berkeley
110: *> \author Univ. of Colorado Denver
111: *> \author NAG Ltd.
1.9 bertrand 112: *
113: *> \ingroup complex16OTHERcomputational
114: *
115: *> \par Further Details:
116: * =====================
117: *>
118: *> \verbatim
119: *>
120: *> The band storage scheme is illustrated by the following example, when
121: *> N = 6, KD = 2, and UPLO = 'U':
122: *>
123: *> On entry: On exit:
124: *>
125: *> * * a13 a24 a35 a46 * * u13 u24 u35 u46
126: *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
127: *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
128: *>
129: *> Similarly, if UPLO = 'L' the format of A is as follows:
130: *>
131: *> On entry: On exit:
132: *>
133: *> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
134: *> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
135: *> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
136: *>
137: *> Array elements marked * are not used by the routine.
138: *> \endverbatim
139: *>
140: * =====================================================================
1.1 bertrand 141: SUBROUTINE ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
142: *
1.19 ! 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: COMPLEX*16 AB( LDAB, * )
153: * ..
154: *
155: * =====================================================================
156: *
157: * .. Parameters ..
158: DOUBLE PRECISION ONE, ZERO
159: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
160: * ..
161: * .. Local Scalars ..
162: LOGICAL UPPER
163: INTEGER J, KLD, KN
164: DOUBLE PRECISION AJJ
165: * ..
166: * .. External Functions ..
167: LOGICAL LSAME
168: EXTERNAL LSAME
169: * ..
170: * .. External Subroutines ..
171: EXTERNAL XERBLA, ZDSCAL, ZHER, ZLACGV
172: * ..
173: * .. Intrinsic Functions ..
174: INTRINSIC DBLE, MAX, MIN, SQRT
175: * ..
176: * .. Executable Statements ..
177: *
178: * Test the input parameters.
179: *
180: INFO = 0
181: UPPER = LSAME( UPLO, 'U' )
182: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
183: INFO = -1
184: ELSE IF( N.LT.0 ) THEN
185: INFO = -2
186: ELSE IF( KD.LT.0 ) THEN
187: INFO = -3
188: ELSE IF( LDAB.LT.KD+1 ) THEN
189: INFO = -5
190: END IF
191: IF( INFO.NE.0 ) THEN
192: CALL XERBLA( 'ZPBTF2', -INFO )
193: RETURN
194: END IF
195: *
196: * Quick return if possible
197: *
198: IF( N.EQ.0 )
199: $ RETURN
200: *
201: KLD = MAX( 1, LDAB-1 )
202: *
203: IF( UPPER ) THEN
204: *
1.8 bertrand 205: * Compute the Cholesky factorization A = U**H * U.
1.1 bertrand 206: *
207: DO 10 J = 1, N
208: *
209: * Compute U(J,J) and test for non-positive-definiteness.
210: *
211: AJJ = DBLE( AB( KD+1, J ) )
212: IF( AJJ.LE.ZERO ) THEN
213: AB( KD+1, J ) = AJJ
214: GO TO 30
215: END IF
216: AJJ = SQRT( AJJ )
217: AB( KD+1, J ) = AJJ
218: *
219: * Compute elements J+1:J+KN of row J and update the
220: * trailing submatrix within the band.
221: *
222: KN = MIN( KD, N-J )
223: IF( KN.GT.0 ) THEN
224: CALL ZDSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
225: CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
226: CALL ZHER( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD,
227: $ AB( KD+1, J+1 ), KLD )
228: CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
229: END IF
230: 10 CONTINUE
231: ELSE
232: *
1.8 bertrand 233: * Compute the Cholesky factorization A = L*L**H.
1.1 bertrand 234: *
235: DO 20 J = 1, N
236: *
237: * Compute L(J,J) and test for non-positive-definiteness.
238: *
239: AJJ = DBLE( AB( 1, J ) )
240: IF( AJJ.LE.ZERO ) THEN
241: AB( 1, J ) = AJJ
242: GO TO 30
243: END IF
244: AJJ = SQRT( AJJ )
245: AB( 1, J ) = AJJ
246: *
247: * Compute elements J+1:J+KN of column J and update the
248: * trailing submatrix within the band.
249: *
250: KN = MIN( KD, N-J )
251: IF( KN.GT.0 ) THEN
252: CALL ZDSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
253: CALL ZHER( 'Lower', KN, -ONE, AB( 2, J ), 1,
254: $ AB( 1, J+1 ), KLD )
255: END IF
256: 20 CONTINUE
257: END IF
258: RETURN
259: *
260: 30 CONTINUE
261: INFO = J
262: RETURN
263: *
264: * End of ZPBTF2
265: *
266: END
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