Annotation of rpl/lapack/lapack/zpbtf2.f, revision 1.7
1.1 bertrand 1: SUBROUTINE ZPBTF2( 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: * ZPBTF2 computes the Cholesky factorization of a complex Hermitian
20: * positive definite band matrix A.
21: *
22: * The factorization has the form
23: * A = U' * U , if UPLO = 'U', or
24: * A = L * L', if UPLO = 'L',
25: * where U is an upper triangular matrix, U' is the conjugate transpose
26: * of U, and L is lower triangular.
27: *
28: * This is the unblocked version of the algorithm, calling Level 2 BLAS.
29: *
30: * Arguments
31: * =========
32: *
33: * UPLO (input) CHARACTER*1
34: * Specifies whether the upper or lower triangular part of the
35: * Hermitian matrix A is stored:
36: * = 'U': Upper triangular
37: * = 'L': Lower triangular
38: *
39: * N (input) INTEGER
40: * The order of the matrix A. N >= 0.
41: *
42: * KD (input) INTEGER
43: * The number of super-diagonals of the matrix A if UPLO = 'U',
44: * or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
45: *
46: * AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
47: * On entry, the upper or lower triangle of the Hermitian band
48: * matrix A, stored in the first KD+1 rows of the array. The
49: * j-th column of A is stored in the j-th column of the array AB
50: * as follows:
51: * if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
52: * if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
53: *
54: * On exit, if INFO = 0, the triangular factor U or L from the
55: * Cholesky factorization A = U'*U or A = L*L' of the band
56: * matrix A, in the same storage format as A.
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 = -k, the k-th argument had an illegal value
64: * > 0: if INFO = k, the leading minor of order k is not
65: * positive definite, and the factorization could not be
66: * completed.
67: *
68: * Further Details
69: * ===============
70: *
71: * The band storage scheme is illustrated by the following example, when
72: * N = 6, KD = 2, and UPLO = 'U':
73: *
74: * On entry: On exit:
75: *
76: * * * a13 a24 a35 a46 * * u13 u24 u35 u46
77: * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
78: * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
79: *
80: * Similarly, if UPLO = 'L' the format of A is as follows:
81: *
82: * On entry: On exit:
83: *
84: * a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
85: * a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
86: * a31 a42 a53 a64 * * l31 l42 l53 l64 * *
87: *
88: * Array elements marked * are not used by the routine.
89: *
90: * =====================================================================
91: *
92: * .. Parameters ..
93: DOUBLE PRECISION ONE, ZERO
94: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
95: * ..
96: * .. Local Scalars ..
97: LOGICAL UPPER
98: INTEGER J, KLD, KN
99: DOUBLE PRECISION AJJ
100: * ..
101: * .. External Functions ..
102: LOGICAL LSAME
103: EXTERNAL LSAME
104: * ..
105: * .. External Subroutines ..
106: EXTERNAL XERBLA, ZDSCAL, ZHER, ZLACGV
107: * ..
108: * .. Intrinsic Functions ..
109: INTRINSIC DBLE, MAX, MIN, SQRT
110: * ..
111: * .. Executable Statements ..
112: *
113: * Test the input parameters.
114: *
115: INFO = 0
116: UPPER = LSAME( UPLO, 'U' )
117: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
118: INFO = -1
119: ELSE IF( N.LT.0 ) THEN
120: INFO = -2
121: ELSE IF( KD.LT.0 ) THEN
122: INFO = -3
123: ELSE IF( LDAB.LT.KD+1 ) THEN
124: INFO = -5
125: END IF
126: IF( INFO.NE.0 ) THEN
127: CALL XERBLA( 'ZPBTF2', -INFO )
128: RETURN
129: END IF
130: *
131: * Quick return if possible
132: *
133: IF( N.EQ.0 )
134: $ RETURN
135: *
136: KLD = MAX( 1, LDAB-1 )
137: *
138: IF( UPPER ) THEN
139: *
140: * Compute the Cholesky factorization A = U'*U.
141: *
142: DO 10 J = 1, N
143: *
144: * Compute U(J,J) and test for non-positive-definiteness.
145: *
146: AJJ = DBLE( AB( KD+1, J ) )
147: IF( AJJ.LE.ZERO ) THEN
148: AB( KD+1, J ) = AJJ
149: GO TO 30
150: END IF
151: AJJ = SQRT( AJJ )
152: AB( KD+1, J ) = AJJ
153: *
154: * Compute elements J+1:J+KN of row J and update the
155: * trailing submatrix within the band.
156: *
157: KN = MIN( KD, N-J )
158: IF( KN.GT.0 ) THEN
159: CALL ZDSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
160: CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
161: CALL ZHER( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD,
162: $ AB( KD+1, J+1 ), KLD )
163: CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
164: END IF
165: 10 CONTINUE
166: ELSE
167: *
168: * Compute the Cholesky factorization A = L*L'.
169: *
170: DO 20 J = 1, N
171: *
172: * Compute L(J,J) and test for non-positive-definiteness.
173: *
174: AJJ = DBLE( AB( 1, J ) )
175: IF( AJJ.LE.ZERO ) THEN
176: AB( 1, J ) = AJJ
177: GO TO 30
178: END IF
179: AJJ = SQRT( AJJ )
180: AB( 1, J ) = AJJ
181: *
182: * Compute elements J+1:J+KN of column J and update the
183: * trailing submatrix within the band.
184: *
185: KN = MIN( KD, N-J )
186: IF( KN.GT.0 ) THEN
187: CALL ZDSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
188: CALL ZHER( 'Lower', KN, -ONE, AB( 2, J ), 1,
189: $ AB( 1, J+1 ), KLD )
190: END IF
191: 20 CONTINUE
192: END IF
193: RETURN
194: *
195: 30 CONTINUE
196: INFO = J
197: RETURN
198: *
199: * End of ZPBTF2
200: *
201: END
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