SPBTF2(3F) SPBTF2(3F)
SPBTF2 - compute the Cholesky factorization of a real symmetric positive
definite band matrix A
SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
REAL AB( LDAB, * )
SPBTF2 computes the Cholesky factorization of a real symmetric positive
definite band matrix A.
The factorization has the form
A = U' * U , if UPLO = 'U', or
A = L * L', if UPLO = 'L',
where U is an upper triangular matrix, U' is the transpose of U, and L is
lower triangular.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
UPLO (input) CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of super-diagonals of the matrix A if UPLO = 'U', or
the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB (input/output) REAL array, dimension (LDAB,N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The j-th
column of A is stored in the j-th column of the array AB as
follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,jkd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
j<=i<=min(n,j+kd).
On exit, if INFO = 0, the triangular factor U or L from the
Cholesky factorization A = U'*U or A = L*L' of the band matrix A,
in the same storage format as A.
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SPBTF2(3F) SPBTF2(3F)
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, the leading minor of order k is not positive
definite, and the factorization could not be completed.
FURTHER DETAILS
The band storage scheme is illustrated by the following example, when N =
6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * u13 u24 u35 u46
* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
SPBTF2(3F) SPBTF2(3F)
SPBTF2 - compute the Cholesky factorization of a real symmetric positive
definite band matrix A
SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
REAL AB( LDAB, * )
SPBTF2 computes the Cholesky factorization of a real symmetric positive
definite band matrix A.
The factorization has the form
A = U' * U , if UPLO = 'U', or
A = L * L', if UPLO = 'L',
where U is an upper triangular matrix, U' is the transpose of U, and L is
lower triangular.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
UPLO (input) CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U': Upper triangular
= 'L': Lower triangular
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of super-diagonals of the matrix A if UPLO = 'U', or
the number of sub-diagonals if UPLO = 'L'. KD >= 0.
AB (input/output) REAL array, dimension (LDAB,N)
On entry, the upper or lower triangle of the symmetric band
matrix A, stored in the first KD+1 rows of the array. The j-th
column of A is stored in the j-th column of the array AB as
follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,jkd)<=i<=j;
if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
j<=i<=min(n,j+kd).
On exit, if INFO = 0, the triangular factor U or L from the
Cholesky factorization A = U'*U or A = L*L' of the band matrix A,
in the same storage format as A.
Page 1
SPBTF2(3F) SPBTF2(3F)
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th argument had an illegal value
> 0: if INFO = k, the leading minor of order k is not positive
definite, and the factorization could not be completed.
FURTHER DETAILS
The band storage scheme is illustrated by the following example, when N =
6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * u13 u24 u35 u46
* a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
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