LAPACK
3.4.2
LAPACK: Linear Algebra PACKage

Go to the source code of this file.
Functions/Subroutines  
subroutine  cpbtf2 (UPLO, N, KD, AB, LDAB, INFO) 
CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). 
subroutine cpbtf2  (  character  UPLO, 
integer  N,  
integer  KD,  
complex, dimension( ldab, * )  AB,  
integer  LDAB,  
integer  INFO  
) 
CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
Download CPBTF2 + dependencies [TGZ] [ZIP] [TXT]CPBTF2 computes the Cholesky factorization of a complex Hermitian positive definite band matrix A. The factorization has the form A = U**H * U , if UPLO = 'U', or A = L * L**H, if UPLO = 'L', where U is an upper triangular matrix, U**H is the conjugate transpose of U, and L is lower triangular. This is the unblocked version of the algorithm, calling Level 2 BLAS.
[in]  UPLO  UPLO is CHARACTER*1 Specifies whether the upper or lower triangular part of the Hermitian matrix A is stored: = 'U': Upper triangular = 'L': Lower triangular 
[in]  N  N is INTEGER The order of the matrix A. N >= 0. 
[in]  KD  KD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0. 
[in,out]  AB  AB is COMPLEX array, dimension (LDAB,N) On entry, the upper or lower triangle of the Hermitian band matrix A, stored in the first KD+1 rows of the array. The jth column of A is stored in the jth column of the array AB as follows: if UPLO = 'U', AB(kd+1+ij,j) = A(i,j) for max(1,jkd)<=i<=j; if UPLO = 'L', AB(1+ij,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**H *U or A = L*L**H of the band matrix A, in the same storage format as A. 
[in]  LDAB  LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1. 
[out]  INFO  INFO is INTEGER = 0: successful exit < 0: if INFO = k, the kth 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. 
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.
Definition at line 143 of file cpbtf2.f.