LAPACK  3.6.1 LAPACK: Linear Algebra PACKage
spbtf2.f
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1 *> \brief \b SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
22 *
23 * .. Scalar Arguments ..
24 * CHARACTER UPLO
25 * INTEGER INFO, KD, LDAB, N
26 * ..
27 * .. Array Arguments ..
28 * REAL AB( LDAB, * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> SPBTF2 computes the Cholesky factorization of a real symmetric
38 *> positive definite band matrix A.
39 *>
40 *> The factorization has the form
41 *> A = U**T * U , if UPLO = 'U', or
42 *> A = L * L**T, if UPLO = 'L',
43 *> where U is an upper triangular matrix, U**T is the transpose of U, and
44 *> L is lower triangular.
45 *>
46 *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
47 *> \endverbatim
48 *
49 * Arguments:
50 * ==========
51 *
52 *> \param[in] UPLO
53 *> \verbatim
54 *> UPLO is CHARACTER*1
55 *> Specifies whether the upper or lower triangular part of the
56 *> symmetric matrix A is stored:
57 *> = 'U': Upper triangular
58 *> = 'L': Lower triangular
59 *> \endverbatim
60 *>
61 *> \param[in] N
62 *> \verbatim
63 *> N is INTEGER
64 *> The order of the matrix A. N >= 0.
65 *> \endverbatim
66 *>
67 *> \param[in] KD
68 *> \verbatim
69 *> KD is INTEGER
70 *> The number of super-diagonals of the matrix A if UPLO = 'U',
71 *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
72 *> \endverbatim
73 *>
74 *> \param[in,out] AB
75 *> \verbatim
76 *> AB is REAL array, dimension (LDAB,N)
77 *> On entry, the upper or lower triangle of the symmetric band
78 *> matrix A, stored in the first KD+1 rows of the array. The
79 *> j-th column of A is stored in the j-th column of the array AB
80 *> as follows:
81 *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
82 *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
83 *>
84 *> On exit, if INFO = 0, the triangular factor U or L from the
85 *> Cholesky factorization A = U**T*U or A = L*L**T of the band
86 *> matrix A, in the same storage format as A.
87 *> \endverbatim
88 *>
89 *> \param[in] LDAB
90 *> \verbatim
91 *> LDAB is INTEGER
92 *> The leading dimension of the array AB. LDAB >= KD+1.
93 *> \endverbatim
94 *>
95 *> \param[out] INFO
96 *> \verbatim
97 *> INFO is INTEGER
98 *> = 0: successful exit
99 *> < 0: if INFO = -k, the k-th argument had an illegal value
100 *> > 0: if INFO = k, the leading minor of order k is not
101 *> positive definite, and the factorization could not be
102 *> completed.
103 *> \endverbatim
104 *
105 * Authors:
106 * ========
107 *
108 *> \author Univ. of Tennessee
109 *> \author Univ. of California Berkeley
110 *> \author Univ. of Colorado Denver
111 *> \author NAG Ltd.
112 *
113 *> \date September 2012
114 *
115 *> \ingroup realOTHERcomputational
116 *
117 *> \par Further Details:
118 * =====================
119 *>
120 *> \verbatim
121 *>
122 *> The band storage scheme is illustrated by the following example, when
123 *> N = 6, KD = 2, and UPLO = 'U':
124 *>
125 *> On entry: On exit:
126 *>
127 *> * * a13 a24 a35 a46 * * u13 u24 u35 u46
128 *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
129 *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
130 *>
131 *> Similarly, if UPLO = 'L' the format of A is as follows:
132 *>
133 *> On entry: On exit:
134 *>
135 *> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
136 *> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
137 *> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
138 *>
139 *> Array elements marked * are not used by the routine.
140 *> \endverbatim
141 *>
142 * =====================================================================
143  SUBROUTINE spbtf2( UPLO, N, KD, AB, LDAB, INFO )
144 *
145 * -- LAPACK computational routine (version 3.4.2) --
146 * -- LAPACK is a software package provided by Univ. of Tennessee, --
147 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
148 * September 2012
149 *
150 * .. Scalar Arguments ..
151  CHARACTER UPLO
152  INTEGER INFO, KD, LDAB, N
153 * ..
154 * .. Array Arguments ..
155  REAL AB( ldab, * )
156 * ..
157 *
158 * =====================================================================
159 *
160 * .. Parameters ..
161  REAL ONE, ZERO
162  parameter ( one = 1.0e+0, zero = 0.0e+0 )
163 * ..
164 * .. Local Scalars ..
165  LOGICAL UPPER
166  INTEGER J, KLD, KN
167  REAL AJJ
168 * ..
169 * .. External Functions ..
170  LOGICAL LSAME
171  EXTERNAL lsame
172 * ..
173 * .. External Subroutines ..
174  EXTERNAL sscal, ssyr, xerbla
175 * ..
176 * .. Intrinsic Functions ..
177  INTRINSIC max, min, sqrt
178 * ..
179 * .. Executable Statements ..
180 *
181 * Test the input parameters.
182 *
183  info = 0
184  upper = lsame( uplo, 'U' )
185  IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
186  info = -1
187  ELSE IF( n.LT.0 ) THEN
188  info = -2
189  ELSE IF( kd.LT.0 ) THEN
190  info = -3
191  ELSE IF( ldab.LT.kd+1 ) THEN
192  info = -5
193  END IF
194  IF( info.NE.0 ) THEN
195  CALL xerbla( 'SPBTF2', -info )
196  RETURN
197  END IF
198 *
199 * Quick return if possible
200 *
201  IF( n.EQ.0 )
202  \$ RETURN
203 *
204  kld = max( 1, ldab-1 )
205 *
206  IF( upper ) THEN
207 *
208 * Compute the Cholesky factorization A = U**T*U.
209 *
210  DO 10 j = 1, n
211 *
212 * Compute U(J,J) and test for non-positive-definiteness.
213 *
214  ajj = ab( kd+1, j )
215  IF( ajj.LE.zero )
216  \$ GO TO 30
217  ajj = sqrt( ajj )
218  ab( kd+1, j ) = ajj
219 *
220 * Compute elements J+1:J+KN of row J and update the
221 * trailing submatrix within the band.
222 *
223  kn = min( kd, n-j )
224  IF( kn.GT.0 ) THEN
225  CALL sscal( kn, one / ajj, ab( kd, j+1 ), kld )
226  CALL ssyr( 'Upper', kn, -one, ab( kd, j+1 ), kld,
227  \$ ab( kd+1, j+1 ), kld )
228  END IF
229  10 CONTINUE
230  ELSE
231 *
232 * Compute the Cholesky factorization A = L*L**T.
233 *
234  DO 20 j = 1, n
235 *
236 * Compute L(J,J) and test for non-positive-definiteness.
237 *
238  ajj = ab( 1, j )
239  IF( ajj.LE.zero )
240  \$ GO TO 30
241  ajj = sqrt( ajj )
242  ab( 1, j ) = ajj
243 *
244 * Compute elements J+1:J+KN of column J and update the
245 * trailing submatrix within the band.
246 *
247  kn = min( kd, n-j )
248  IF( kn.GT.0 ) THEN
249  CALL sscal( kn, one / ajj, ab( 2, j ), 1 )
250  CALL ssyr( 'Lower', kn, -one, ab( 2, j ), 1,
251  \$ ab( 1, j+1 ), kld )
252  END IF
253  20 CONTINUE
254  END IF
255  RETURN
256 *
257  30 CONTINUE
258  info = j
259  RETURN
260 *
261 * End of SPBTF2
262 *
263  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:62
subroutine spbtf2(UPLO, N, KD, AB, LDAB, INFO)
SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (un...
Definition: spbtf2.f:144
subroutine sscal(N, SA, SX, INCX)
SSCAL
Definition: sscal.f:55
subroutine ssyr(UPLO, N, ALPHA, X, INCX, A, LDA)
SSYR
Definition: ssyr.f:134