SUBROUTINE DPBSTF( UPLO, N, KD, AB, LDAB, INFO )
*
* -- LAPACK routine (version 3.1) --
* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
* November 2006
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
* ..
* .. Array Arguments ..
DOUBLE PRECISION AB( LDAB, * )
* ..
*
* Purpose
* =======
*
* DPBSTF computes a split Cholesky factorization of a real
* symmetric positive definite band matrix A.
*
* This routine is designed to be used in conjunction with DSBGST.
*
* The factorization has the form A = S**T*S where S is a band matrix
* of the same bandwidth as A and the following structure:
*
* S = ( U )
* ( M L )
*
* where U is upper triangular of order m = (n+kd)/2, and L is lower
* triangular of order n-m.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* = 'U': Upper triangle of A is stored;
* = 'L': Lower triangle of A is stored.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* KD (input) INTEGER
* The number of superdiagonals of the matrix A if UPLO = 'U',
* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
*
* AB (input/output) 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).
*
* On exit, if INFO = 0, the factor S from the split Cholesky
* factorization A = S**T*S. See Further Details.
*
* LDAB (input) INTEGER
* The leading dimension of the array AB. LDAB >= KD+1.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, the factorization could not be completed,
* because the updated element a(i,i) was negative; the
* matrix A is not positive definite.
*
* Further Details
* ===============
*
* The band storage scheme is illustrated by the following example, when
* N = 7, KD = 2:
*
* S = ( s11 s12 s13 )
* ( s22 s23 s24 )
* ( s33 s34 )
* ( s44 )
* ( s53 s54 s55 )
* ( s64 s65 s66 )
* ( s75 s76 s77 )
*
* If UPLO = 'U', the array AB holds:
*
* on entry: on exit:
*
* * * a13 a24 a35 a46 a57 * * s13 s24 s53 s64 s75
* * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54 s65 s76
* a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
*
* If UPLO = 'L', the array AB holds:
*
* on entry: on exit:
*
* a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
* a21 a32 a43 a54 a65 a76 * s12 s23 s34 s54 s65 s76 *
* a31 a42 a53 a64 a64 * * s13 s24 s53 s64 s75 * *
*
* Array elements marked * are not used by the routine.
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER J, KLD, KM, M
DOUBLE PRECISION AJJ
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL DSCAL, DSYR, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
UPPER = LSAME( UPLO, 'U' )
IF( .NOT.UPPER .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( LDAB.LT.KD+1 ) THEN
INFO = -5
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DPBSTF', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
KLD = MAX( 1, LDAB-1 )
*
* Set the splitting point m.
*
M = ( N+KD ) / 2
*
IF( UPPER ) THEN
*
* Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m).
*
DO 10 J = N, M + 1, -1
*
* Compute s(j,j) and test for non-positive-definiteness.
*
AJJ = AB( KD+1, J )
IF( AJJ.LE.ZERO )
$ GO TO 50
AJJ = SQRT( AJJ )
AB( KD+1, J ) = AJJ
KM = MIN( J-1, KD )
*
* Compute elements j-km:j-1 of the j-th column and update the
* the leading submatrix within the band.
*
CALL DSCAL( KM, ONE / AJJ, AB( KD+1-KM, J ), 1 )
CALL DSYR( 'Upper', KM, -ONE, AB( KD+1-KM, J ), 1,
$ AB( KD+1, J-KM ), KLD )
10 CONTINUE
*
* Factorize the updated submatrix A(1:m,1:m) as U**T*U.
*
DO 20 J = 1, M
*
* Compute s(j,j) and test for non-positive-definiteness.
*
AJJ = AB( KD+1, J )
IF( AJJ.LE.ZERO )
$ GO TO 50
AJJ = SQRT( AJJ )
AB( KD+1, J ) = AJJ
KM = MIN( KD, M-J )
*
* Compute elements j+1:j+km of the j-th row and update the
* trailing submatrix within the band.
*
IF( KM.GT.0 ) THEN
CALL DSCAL( KM, ONE / AJJ, AB( KD, J+1 ), KLD )
CALL DSYR( 'Upper', KM, -ONE, AB( KD, J+1 ), KLD,
$ AB( KD+1, J+1 ), KLD )
END IF
20 CONTINUE
ELSE
*
* Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m).
*
DO 30 J = N, M + 1, -1
*
* Compute s(j,j) and test for non-positive-definiteness.
*
AJJ = AB( 1, J )
IF( AJJ.LE.ZERO )
$ GO TO 50
AJJ = SQRT( AJJ )
AB( 1, J ) = AJJ
KM = MIN( J-1, KD )
*
* Compute elements j-km:j-1 of the j-th row and update the
* trailing submatrix within the band.
*
CALL DSCAL( KM, ONE / AJJ, AB( KM+1, J-KM ), KLD )
CALL DSYR( 'Lower', KM, -ONE, AB( KM+1, J-KM ), KLD,
$ AB( 1, J-KM ), KLD )
30 CONTINUE
*
* Factorize the updated submatrix A(1:m,1:m) as U**T*U.
*
DO 40 J = 1, M
*
* Compute s(j,j) and test for non-positive-definiteness.
*
AJJ = AB( 1, J )
IF( AJJ.LE.ZERO )
$ GO TO 50
AJJ = SQRT( AJJ )
AB( 1, J ) = AJJ
KM = MIN( KD, M-J )
*
* Compute elements j+1:j+km of the j-th column and update the
* trailing submatrix within the band.
*
IF( KM.GT.0 ) THEN
CALL DSCAL( KM, ONE / AJJ, AB( 2, J ), 1 )
CALL DSYR( 'Lower', KM, -ONE, AB( 2, J ), 1,
$ AB( 1, J+1 ), KLD )
END IF
40 CONTINUE
END IF
RETURN
*
50 CONTINUE
INFO = J
RETURN
*
* End of DPBSTF
*
END