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pbtf2(3) Library Functions Manual pbtf2(3)

NAME

pbtf2 - pbtf2: triangular factor panel, level 2

SYNOPSIS

Functions


subroutine CPBTF2 (uplo, n, kd, ab, ldab, info)
CPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). subroutine DPBTF2 (uplo, n, kd, ab, ldab, info)
DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). subroutine SPBTF2 (uplo, n, kd, ab, ldab, info)
SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). subroutine ZPBTF2 (uplo, n, kd, ab, ldab, info)
ZPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Detailed Description

Function Documentation

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).

Purpose:

!>
!> 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.
!>

Parameters

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
!>

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 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
!>          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**H *U or A = L*L**H 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 principal minor of order k
!>               is not positive, and the factorization could not be
!>               completed.
!>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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 141 of file cpbtf2.f.

subroutine DPBTF2 (character uplo, integer n, integer kd, double precision, dimension( ldab, * ) ab, integer ldab, integer info)

DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Purpose:

!>
!> DPBTF2 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 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 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 principal minor of order k
!>               is not positive, and the factorization could not be
!>               completed.
!>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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 141 of file dpbtf2.f.

subroutine SPBTF2 (character uplo, integer n, integer kd, real, dimension( ldab, * ) ab, integer ldab, integer info)

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 principal minor of order k
!>               is not positive, and the factorization could not be
!>               completed.
!>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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 141 of file spbtf2.f.

subroutine ZPBTF2 (character uplo, integer n, integer kd, complex*16, dimension( ldab, * ) ab, integer ldab, integer info)

ZPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Purpose:

!>
!> ZPBTF2 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.
!>

Parameters

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
!>

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 COMPLEX*16 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
!>          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**H *U or A = L*L**H 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 principal minor of order k
!>               is not positive, and the factorization could not be
!>               completed.
!>

Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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 141 of file zpbtf2.f.

Author

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