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1.8 bertrand 1: *> \brief \b ZPBTRF
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download ZPBTRF + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbtrf.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbtrf.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbtrf.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
22: *
23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, KD, LDAB, N
26: * ..
27: * .. Array Arguments ..
28: * COMPLEX*16 AB( LDAB, * )
29: * ..
30: *
31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> ZPBTRF 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 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 COMPLEX*16 array, dimension (LDAB,N)
72: *> On entry, the upper or lower triangle of the Hermitian 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**H*U or A = L*L**H 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: *
103: *> \author Univ. of Tennessee
104: *> \author Univ. of California Berkeley
105: *> \author Univ. of Colorado Denver
106: *> \author NAG Ltd.
107: *
108: *> \date November 2011
109: *
110: *> \ingroup complex16OTHERcomputational
111: *
112: *> \par Further Details:
113: * =====================
114: *>
115: *> \verbatim
116: *>
117: *> The band storage scheme is illustrated by the following example, when
118: *> N = 6, KD = 2, and UPLO = 'U':
119: *>
120: *> On entry: On exit:
121: *>
122: *> * * a13 a24 a35 a46 * * u13 u24 u35 u46
123: *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
124: *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
125: *>
126: *> Similarly, if UPLO = 'L' the format of A is as follows:
127: *>
128: *> On entry: On exit:
129: *>
130: *> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
131: *> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
132: *> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
133: *>
134: *> Array elements marked * are not used by the routine.
135: *> \endverbatim
136: *
137: *> \par Contributors:
138: * ==================
139: *>
140: *> Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
141: *
142: * =====================================================================
1.1 bertrand 143: SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
144: *
1.8 bertrand 145: * -- LAPACK computational routine (version 3.4.0) --
1.1 bertrand 146: * -- LAPACK is a software package provided by Univ. of Tennessee, --
147: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.8 bertrand 148: * November 2011
1.1 bertrand 149: *
150: * .. Scalar Arguments ..
151: CHARACTER UPLO
152: INTEGER INFO, KD, LDAB, N
153: * ..
154: * .. Array Arguments ..
155: COMPLEX*16 AB( LDAB, * )
156: * ..
157: *
158: * =====================================================================
159: *
160: * .. Parameters ..
161: DOUBLE PRECISION ONE, ZERO
162: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
163: COMPLEX*16 CONE
164: PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
165: INTEGER NBMAX, LDWORK
166: PARAMETER ( NBMAX = 32, LDWORK = NBMAX+1 )
167: * ..
168: * .. Local Scalars ..
169: INTEGER I, I2, I3, IB, II, J, JJ, NB
170: * ..
171: * .. Local Arrays ..
172: COMPLEX*16 WORK( LDWORK, NBMAX )
173: * ..
174: * .. External Functions ..
175: LOGICAL LSAME
176: INTEGER ILAENV
177: EXTERNAL LSAME, ILAENV
178: * ..
179: * .. External Subroutines ..
180: EXTERNAL XERBLA, ZGEMM, ZHERK, ZPBTF2, ZPOTF2, ZTRSM
181: * ..
182: * .. Intrinsic Functions ..
183: INTRINSIC MIN
184: * ..
185: * .. Executable Statements ..
186: *
187: * Test the input parameters.
188: *
189: INFO = 0
190: IF( ( .NOT.LSAME( UPLO, 'U' ) ) .AND.
191: $ ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN
192: INFO = -1
193: ELSE IF( N.LT.0 ) THEN
194: INFO = -2
195: ELSE IF( KD.LT.0 ) THEN
196: INFO = -3
197: ELSE IF( LDAB.LT.KD+1 ) THEN
198: INFO = -5
199: END IF
200: IF( INFO.NE.0 ) THEN
201: CALL XERBLA( 'ZPBTRF', -INFO )
202: RETURN
203: END IF
204: *
205: * Quick return if possible
206: *
207: IF( N.EQ.0 )
208: $ RETURN
209: *
210: * Determine the block size for this environment
211: *
212: NB = ILAENV( 1, 'ZPBTRF', UPLO, N, KD, -1, -1 )
213: *
214: * The block size must not exceed the semi-bandwidth KD, and must not
215: * exceed the limit set by the size of the local array WORK.
216: *
217: NB = MIN( NB, NBMAX )
218: *
219: IF( NB.LE.1 .OR. NB.GT.KD ) THEN
220: *
221: * Use unblocked code
222: *
223: CALL ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
224: ELSE
225: *
226: * Use blocked code
227: *
228: IF( LSAME( UPLO, 'U' ) ) THEN
229: *
230: * Compute the Cholesky factorization of a Hermitian band
231: * matrix, given the upper triangle of the matrix in band
232: * storage.
233: *
234: * Zero the upper triangle of the work array.
235: *
236: DO 20 J = 1, NB
237: DO 10 I = 1, J - 1
238: WORK( I, J ) = ZERO
239: 10 CONTINUE
240: 20 CONTINUE
241: *
242: * Process the band matrix one diagonal block at a time.
243: *
244: DO 70 I = 1, N, NB
245: IB = MIN( NB, N-I+1 )
246: *
247: * Factorize the diagonal block
248: *
249: CALL ZPOTF2( UPLO, IB, AB( KD+1, I ), LDAB-1, II )
250: IF( II.NE.0 ) THEN
251: INFO = I + II - 1
252: GO TO 150
253: END IF
254: IF( I+IB.LE.N ) THEN
255: *
256: * Update the relevant part of the trailing submatrix.
257: * If A11 denotes the diagonal block which has just been
258: * factorized, then we need to update the remaining
259: * blocks in the diagram:
260: *
261: * A11 A12 A13
262: * A22 A23
263: * A33
264: *
265: * The numbers of rows and columns in the partitioning
266: * are IB, I2, I3 respectively. The blocks A12, A22 and
267: * A23 are empty if IB = KD. The upper triangle of A13
268: * lies outside the band.
269: *
270: I2 = MIN( KD-IB, N-I-IB+1 )
271: I3 = MIN( IB, N-I-KD+1 )
272: *
273: IF( I2.GT.0 ) THEN
274: *
275: * Update A12
276: *
277: CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
278: $ 'Non-unit', IB, I2, CONE,
279: $ AB( KD+1, I ), LDAB-1,
280: $ AB( KD+1-IB, I+IB ), LDAB-1 )
281: *
282: * Update A22
283: *
284: CALL ZHERK( 'Upper', 'Conjugate transpose', I2, IB,
285: $ -ONE, AB( KD+1-IB, I+IB ), LDAB-1, ONE,
286: $ AB( KD+1, I+IB ), LDAB-1 )
287: END IF
288: *
289: IF( I3.GT.0 ) THEN
290: *
291: * Copy the lower triangle of A13 into the work array.
292: *
293: DO 40 JJ = 1, I3
294: DO 30 II = JJ, IB
295: WORK( II, JJ ) = AB( II-JJ+1, JJ+I+KD-1 )
296: 30 CONTINUE
297: 40 CONTINUE
298: *
299: * Update A13 (in the work array).
300: *
301: CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
302: $ 'Non-unit', IB, I3, CONE,
303: $ AB( KD+1, I ), LDAB-1, WORK, LDWORK )
304: *
305: * Update A23
306: *
307: IF( I2.GT.0 )
308: $ CALL ZGEMM( 'Conjugate transpose',
309: $ 'No transpose', I2, I3, IB, -CONE,
310: $ AB( KD+1-IB, I+IB ), LDAB-1, WORK,
311: $ LDWORK, CONE, AB( 1+IB, I+KD ),
312: $ LDAB-1 )
313: *
314: * Update A33
315: *
316: CALL ZHERK( 'Upper', 'Conjugate transpose', I3, IB,
317: $ -ONE, WORK, LDWORK, ONE,
318: $ AB( KD+1, I+KD ), LDAB-1 )
319: *
320: * Copy the lower triangle of A13 back into place.
321: *
322: DO 60 JJ = 1, I3
323: DO 50 II = JJ, IB
324: AB( II-JJ+1, JJ+I+KD-1 ) = WORK( II, JJ )
325: 50 CONTINUE
326: 60 CONTINUE
327: END IF
328: END IF
329: 70 CONTINUE
330: ELSE
331: *
332: * Compute the Cholesky factorization of a Hermitian band
333: * matrix, given the lower triangle of the matrix in band
334: * storage.
335: *
336: * Zero the lower triangle of the work array.
337: *
338: DO 90 J = 1, NB
339: DO 80 I = J + 1, NB
340: WORK( I, J ) = ZERO
341: 80 CONTINUE
342: 90 CONTINUE
343: *
344: * Process the band matrix one diagonal block at a time.
345: *
346: DO 140 I = 1, N, NB
347: IB = MIN( NB, N-I+1 )
348: *
349: * Factorize the diagonal block
350: *
351: CALL ZPOTF2( UPLO, IB, AB( 1, I ), LDAB-1, II )
352: IF( II.NE.0 ) THEN
353: INFO = I + II - 1
354: GO TO 150
355: END IF
356: IF( I+IB.LE.N ) THEN
357: *
358: * Update the relevant part of the trailing submatrix.
359: * If A11 denotes the diagonal block which has just been
360: * factorized, then we need to update the remaining
361: * blocks in the diagram:
362: *
363: * A11
364: * A21 A22
365: * A31 A32 A33
366: *
367: * The numbers of rows and columns in the partitioning
368: * are IB, I2, I3 respectively. The blocks A21, A22 and
369: * A32 are empty if IB = KD. The lower triangle of A31
370: * lies outside the band.
371: *
372: I2 = MIN( KD-IB, N-I-IB+1 )
373: I3 = MIN( IB, N-I-KD+1 )
374: *
375: IF( I2.GT.0 ) THEN
376: *
377: * Update A21
378: *
379: CALL ZTRSM( 'Right', 'Lower',
380: $ 'Conjugate transpose', 'Non-unit', I2,
381: $ IB, CONE, AB( 1, I ), LDAB-1,
382: $ AB( 1+IB, I ), LDAB-1 )
383: *
384: * Update A22
385: *
386: CALL ZHERK( 'Lower', 'No transpose', I2, IB, -ONE,
387: $ AB( 1+IB, I ), LDAB-1, ONE,
388: $ AB( 1, I+IB ), LDAB-1 )
389: END IF
390: *
391: IF( I3.GT.0 ) THEN
392: *
393: * Copy the upper triangle of A31 into the work array.
394: *
395: DO 110 JJ = 1, IB
396: DO 100 II = 1, MIN( JJ, I3 )
397: WORK( II, JJ ) = AB( KD+1-JJ+II, JJ+I-1 )
398: 100 CONTINUE
399: 110 CONTINUE
400: *
401: * Update A31 (in the work array).
402: *
403: CALL ZTRSM( 'Right', 'Lower',
404: $ 'Conjugate transpose', 'Non-unit', I3,
405: $ IB, CONE, AB( 1, I ), LDAB-1, WORK,
406: $ LDWORK )
407: *
408: * Update A32
409: *
410: IF( I2.GT.0 )
411: $ CALL ZGEMM( 'No transpose',
412: $ 'Conjugate transpose', I3, I2, IB,
413: $ -CONE, WORK, LDWORK, AB( 1+IB, I ),
414: $ LDAB-1, CONE, AB( 1+KD-IB, I+IB ),
415: $ LDAB-1 )
416: *
417: * Update A33
418: *
419: CALL ZHERK( 'Lower', 'No transpose', I3, IB, -ONE,
420: $ WORK, LDWORK, ONE, AB( 1, I+KD ),
421: $ LDAB-1 )
422: *
423: * Copy the upper triangle of A31 back into place.
424: *
425: DO 130 JJ = 1, IB
426: DO 120 II = 1, MIN( JJ, I3 )
427: AB( KD+1-JJ+II, JJ+I-1 ) = WORK( II, JJ )
428: 120 CONTINUE
429: 130 CONTINUE
430: END IF
431: END IF
432: 140 CONTINUE
433: END IF
434: END IF
435: RETURN
436: *
437: 150 CONTINUE
438: RETURN
439: *
440: * End of ZPBTRF
441: *
442: END