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Mon Nov 21 20:43:18 2011 UTC (12 years, 5 months ago) by bertrand
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Mise à jour de Lapack.

    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: *  =====================================================================
  143:       SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
  144: *
  145: *  -- LAPACK computational routine (version 3.4.0) --
  146: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  147: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  148: *     November 2011
  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

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