cpbtf2 (l) - Linux Man Pages

cpbtf2: computes the Cholesky factorization of a complex Hermitian positive definite band matrix A

NAME

CPBTF2 - computes the Cholesky factorization of a complex Hermitian positive definite band matrix A

SYNOPSIS

SUBROUTINE CPBTF2(
UPLO, N, KD, AB, LDAB, INFO )

    
CHARACTER UPLO

    
INTEGER INFO, KD, LDAB, N

    
COMPLEX AB( LDAB, * )

PURPOSE

CPBTF2 computes the Cholesky factorization of a complex Hermitian positive definite band matrix A. The factorization has the form

Uaq U ,  if UPLO aqUaq, or

 Laq,  if UPLO aqLaq,
where U is an upper triangular matrix, Uaq is the conjugate transpose of U, and L is lower triangular.
This is the unblocked version of the algorithm, calling Level 2 BLAS.

ARGUMENTS

UPLO (input) CHARACTER*1
Specifies whether the upper or lower triangular part of the Hermitian matrix A is stored:
= aqUaq: Upper triangular
= aqLaq: Lower triangular
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of super-diagonals of the matrix A if UPLO = aqUaq, or the number of sub-diagonals if UPLO = aqLaq. KD >= 0.
AB (input/output) 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 = aqUaq, AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j; if UPLO = aqLaq, 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 = Uaq*U or A = L*Laq of the band matrix A, in the same storage format as A.
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO (output) 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.

FURTHER DETAILS

The band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = aqUaq:
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 = aqLaq 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.