spbtf2.f man page

spbtf2.f —

Synopsis

Functions/Subroutines

subroutine spbtf2 (UPLO, N, KD, AB, LDAB, INFO)
SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Function/Subroutine Documentation

subroutine spbtf2 (characterUPLO, integerN, integerKD, real, dimension( ldab, * )AB, integerLDAB, integerINFO)

SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Purpose:

SPBTF2 computes the Cholesky factorization of a real symmetric
positive definite band matrix A.

The factorization has the form
   A = U**T * U ,  if UPLO = 'U', or
   A = L  * L**T,  if UPLO = 'L',
where U is an upper triangular matrix, U**T is the transpose of U, and
L is lower triangular.

This is the unblocked version of the algorithm, calling Level 2 BLAS.

Parameters:

UPLO

UPLO is CHARACTER*1
Specifies whether the upper or lower triangular part of the
symmetric matrix A is stored:
= 'U':  Upper triangular
= 'L':  Lower triangular

N

N is INTEGER
The order of the matrix A.  N >= 0.

KD

KD is INTEGER
The number of super-diagonals of the matrix A if UPLO = 'U',
or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.

AB

AB is REAL 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 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.

LDAB

LDAB is INTEGER
The leading dimension of the array AB.  LDAB >= KD+1.

INFO

INFO is INTEGER
= 0: successful exit
< 0: if INFO = -k, the k-th 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.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Further Details:

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 spbtf2.f.

Author

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Referenced By

spbtf2(3) is an alias of spbtf2.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK