dpbsv.f

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*> \brief <b> DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices</b>
*
*  =========== DOCUMENTATION ===========
*
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*
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*
*  Definition:
*  ===========
*
*       SUBROUTINE DPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
*
*       .. Scalar Arguments ..
*       CHARACTER          UPLO
*       INTEGER            INFO, KD, LDAB, LDB, N, NRHS
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   AB( LDAB, * ), B( LDB, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPBSV computes the solution to a real system of linear equations
*>    A * X = B,
*> where A is an N-by-N symmetric positive definite band matrix and X
*> and B are N-by-NRHS matrices.
*>
*> The Cholesky decomposition is used to factor A as
*>    A = U**T * U,  if UPLO = 'U', or
*>    A = L * L**T,  if UPLO = 'L',
*> where U is an upper triangular band matrix, and L is a lower
*> triangular band matrix, with the same number of superdiagonals or
*> subdiagonals as A.  The factored form of A is then used to solve the
*> system of equations A * X = B.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] UPLO
*> \verbatim
*>          UPLO is CHARACTER*1
*>          = 'U':  Upper triangle of A is stored;
*>          = 'L':  Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of linear equations, i.e., the order of the
*>          matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] KD
*> \verbatim
*>          KD is INTEGER
*>          The number of superdiagonals of the matrix A if UPLO = 'U',
*>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*>          NRHS is INTEGER
*>          The number of right hand sides, i.e., the number of columns
*>          of the matrix B.  NRHS >= 0.
*> \endverbatim
*>
*> \param[in,out] AB
*> \verbatim
*>          AB is DOUBLE PRECISION 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,j-KD)<=i<=j;
*>          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(N,j+KD).
*>          See below for further details.
*>
*>          On exit, if INFO = 0, the triangular factor U or L from the
*>          Cholesky factorization A = U**T*U or A = L*L**T of the band
*>          matrix A, in the same storage format as A.
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*>          LDAB is INTEGER
*>          The leading dimension of the array AB.  LDAB >= KD+1.
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
*>          On entry, the N-by-NRHS right hand side matrix B.
*>          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0:  successful exit
*>          < 0:  if INFO = -i, the i-th argument had an illegal value
*>          > 0:  if INFO = i, the leading principal minor of order i
*>                of A is not positive, so the factorization could not
*>                be completed, and the solution has not been computed.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup pbsv
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  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.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE dpbsv( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
*
*  -- LAPACK driver routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, KD, LDAB, LDB, N, NRHS
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   AB( LDAB, * ), B( LDB, * )
*     ..
*
*  =====================================================================
*
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           lsame
*     ..
*     .. External Subroutines ..
      EXTERNAL           dpbtrf, dpbtrs, xerbla
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          max
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      info = 0
      IF( .NOT.lsame( uplo, 'U' ) .AND. .NOT.lsame( uplo, 'L' ) ) THEN
         info = -1
      ELSE IF( n.LT.0 ) THEN
         info = -2
      ELSE IF( kd.LT.0 ) THEN
         info = -3
      ELSE IF( nrhs.LT.0 ) THEN
         info = -4
      ELSE IF( ldab.LT.kd+1 ) THEN
         info = -6
      ELSE IF( ldb.LT.max( 1, n ) ) THEN
         info = -8
      END IF
      IF( info.NE.0 ) THEN
         CALL xerbla( 'DPBSV ', -info )
         RETURN
      END IF
*
*     Compute the Cholesky factorization A = U**T*U or A = L*L**T.
*
      CALL dpbtrf( uplo, n, kd, ab, ldab, info )
      IF( info.EQ.0 ) THEN
*
*        Solve the system A*X = B, overwriting B with X.
*
         CALL dpbtrs( uplo, n, kd, nrhs, ab, ldab, b, ldb, info )
*
      END IF
      RETURN
*
*     End of DPBSV
*
      END