dpbstf.f (3)  Linux Manuals
NAME
dpbstf.f 
SYNOPSIS
Functions/Subroutines
subroutine dpbstf (UPLO, N, KD, AB, LDAB, INFO)
DPBSTF
Function/Subroutine Documentation
subroutine dpbstf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)
DPBSTF
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 nm.
Parameters:

UPLO
UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.
NN is INTEGER The order of the matrix A. N >= 0.
KDKD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.
ABAB 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 jth column of A is stored in the jth column of the array AB as follows: if UPLO = 'U', AB(kd+1+ij,j) = A(i,j) for max(1,jkd)<=i<=j; if UPLO = 'L', AB(1+ij,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.
LDABLDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.
INFOINFO is INTEGER = 0: successful exit < 0: if INFO = i, the ith 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.
Author:

Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
 November 2011
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.
Definition at line 153 of file dpbstf.f.
Author
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