Library Functions Manual

NAME¶

pbtrf - pbtrf: triangular factor

SYNOPSIS¶

Functions¶

subroutine CPBTRF (uplo, n, kd, ab, ldab, info)
CPBTRF subroutine DPBTRF (uplo, n, kd, ab, ldab, info)
DPBTRF subroutine SPBTRF (uplo, n, kd, ab, ldab, info)
SPBTRF subroutine ZPBTRF (uplo, n, kd, ab, ldab, info)
ZPBTRF

Detailed Description¶

Function Documentation¶

subroutine CPBTRF (character uplo, integer n, integer kd, complex, dimension( ldab, * ) ab, integer ldab, integer info)¶

CPBTRF

Purpose:

!>
!> CPBTRF 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 and L is lower triangular.
!>

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>

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

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!>

!>          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 = -i, the i-th argument had an illegal value
!>          > 0:  if INFO = i, the leading principal minor of order i
!>                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.
!>

Contributors:

Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989

Definition at line 141 of file cpbtrf.f.

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

DPBTRF

Purpose:

!>
!> DPBTRF 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 and L is lower triangular.
!>

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>

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

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!>

!>          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 = -i, the i-th argument had an illegal value
!>          > 0:  if INFO = i, the leading principal minor of order i
!>                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.
!>

Contributors:

Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989

Definition at line 141 of file dpbtrf.f.

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

SPBTRF

Purpose:

!>
!> SPBTRF 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 and L is lower triangular.
!>

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>

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

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!>

!>          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 = -i, the i-th argument had an illegal value
!>          > 0:  if INFO = i, the leading principal minor of order i
!>                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.
!>

Contributors:

Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989

Definition at line 141 of file spbtrf.f.

subroutine ZPBTRF (character uplo, integer n, integer kd, complex16, dimension( ldab, ) ab, integer ldab, integer info)¶

ZPBTRF

Purpose:

!>
!> ZPBTRF 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 and L is lower triangular.
!>

Parameters

UPLO

!>          UPLO is CHARACTER*1
!>          = 'U':  Upper triangle of A is stored;
!>          = 'L':  Lower triangle of A is stored.
!>

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

!>          KD is INTEGER
!>          The number of superdiagonals of the matrix A if UPLO = 'U',
!>          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
!>

!>          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 = -i, the i-th argument had an illegal value
!>          > 0:  if INFO = i, the leading principal minor of order i
!>                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.
!>

Contributors:

Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989

Definition at line 141 of file zpbtrf.f.

Author¶

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NAME¶

SYNOPSIS¶

Functions¶

Detailed Description¶

Function Documentation¶

subroutine CPBTRF (character uplo, integer n, integer kd, complex, dimension( ldab, * ) ab, integer ldab, integer info)¶

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

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

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

Author¶

subroutine ZPBTRF (character uplo, integer n, integer kd, complex16, dimension( ldab, ) ab, integer ldab, integer info)¶