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260 lines
7.3 KiB
260 lines
7.3 KiB
*> \brief \b DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DPBTF2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpbtf2.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpbtf2.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpbtf2.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DPBTF2( UPLO, N, KD, AB, LDAB, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER INFO, KD, LDAB, N
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION AB( LDAB, * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DPBTF2 computes the Cholesky factorization of a real symmetric
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*> positive definite band matrix A.
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*>
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*> The factorization has the form
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*> A = U**T * U , if UPLO = 'U', or
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*> A = L * L**T, if UPLO = 'L',
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*> where U is an upper triangular matrix, U**T is the transpose of U, and
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*> L is lower triangular.
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*>
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*> This is the unblocked version of the algorithm, calling Level 2 BLAS.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> Specifies whether the upper or lower triangular part of the
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*> symmetric matrix A is stored:
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*> = 'U': Upper triangular
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*> = 'L': Lower triangular
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in] KD
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*> \verbatim
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*> KD is INTEGER
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*> The number of super-diagonals of the matrix A if UPLO = 'U',
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*> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] AB
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*> \verbatim
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*> AB is DOUBLE PRECISION array, dimension (LDAB,N)
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*> On entry, the upper or lower triangle of the symmetric band
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*> matrix A, stored in the first KD+1 rows of the array. The
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*> j-th column of A is stored in the j-th column of the array AB
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*> as follows:
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*> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
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*> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
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*>
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*> On exit, if INFO = 0, the triangular factor U or L from the
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*> Cholesky factorization A = U**T*U or A = L*L**T of the band
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*> matrix A, in the same storage format as A.
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*> \endverbatim
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*>
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*> \param[in] LDAB
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*> \verbatim
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*> LDAB is INTEGER
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*> The leading dimension of the array AB. LDAB >= KD+1.
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -k, the k-th argument had an illegal value
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*> > 0: if INFO = k, the leading principal minor of order k
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*> is not positive, and the factorization could not be
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*> completed.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup doubleOTHERcomputational
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*
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*> \par Further Details:
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* =====================
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*>
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*> \verbatim
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*>
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*> The band storage scheme is illustrated by the following example, when
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*> N = 6, KD = 2, and UPLO = 'U':
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*>
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*> On entry: On exit:
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*>
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*> * * a13 a24 a35 a46 * * u13 u24 u35 u46
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*> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
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*> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
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*>
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*> Similarly, if UPLO = 'L' the format of A is as follows:
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*>
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*> On entry: On exit:
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*>
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*> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
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*> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
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*> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
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*>
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*> Array elements marked * are not used by the routine.
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*> \endverbatim
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*>
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* =====================================================================
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SUBROUTINE DPBTF2( UPLO, N, KD, AB, LDAB, INFO )
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*
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* -- LAPACK computational routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, KD, LDAB, N
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION AB( LDAB, * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ONE, ZERO
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PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL UPPER
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INTEGER J, KLD, KN
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DOUBLE PRECISION AJJ
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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EXTERNAL LSAME
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* ..
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* .. External Subroutines ..
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EXTERNAL DSCAL, DSYR, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX, MIN, SQRT
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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UPPER = LSAME( UPLO, 'U' )
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IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -1
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ELSE IF( N.LT.0 ) THEN
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INFO = -2
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ELSE IF( KD.LT.0 ) THEN
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INFO = -3
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ELSE IF( LDAB.LT.KD+1 ) THEN
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INFO = -5
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DPBTF2', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 )
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$ RETURN
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*
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KLD = MAX( 1, LDAB-1 )
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*
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IF( UPPER ) THEN
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*
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* Compute the Cholesky factorization A = U**T*U.
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*
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DO 10 J = 1, N
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*
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* Compute U(J,J) and test for non-positive-definiteness.
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*
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AJJ = AB( KD+1, J )
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IF( AJJ.LE.ZERO )
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$ GO TO 30
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AJJ = SQRT( AJJ )
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AB( KD+1, J ) = AJJ
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*
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* Compute elements J+1:J+KN of row J and update the
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* trailing submatrix within the band.
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*
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KN = MIN( KD, N-J )
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IF( KN.GT.0 ) THEN
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CALL DSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
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CALL DSYR( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD,
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$ AB( KD+1, J+1 ), KLD )
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END IF
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10 CONTINUE
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ELSE
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*
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* Compute the Cholesky factorization A = L*L**T.
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*
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DO 20 J = 1, N
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*
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* Compute L(J,J) and test for non-positive-definiteness.
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*
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AJJ = AB( 1, J )
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IF( AJJ.LE.ZERO )
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$ GO TO 30
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AJJ = SQRT( AJJ )
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AB( 1, J ) = AJJ
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*
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* Compute elements J+1:J+KN of column J and update the
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* trailing submatrix within the band.
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*
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KN = MIN( KD, N-J )
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IF( KN.GT.0 ) THEN
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CALL DSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
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CALL DSYR( 'Lower', KN, -ONE, AB( 2, J ), 1,
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$ AB( 1, J+1 ), KLD )
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END IF
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20 CONTINUE
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END IF
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RETURN
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*
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30 CONTINUE
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INFO = J
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RETURN
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*
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* End of DPBTF2
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*
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END
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