dgbtrf (l) - Linux Manuals

dgbtrf: computes an LU factorization of a real m-by-n band matrix A using partial pivoting with row interchanges

NAME

DGBTRF - computes an LU factorization of a real m-by-n band matrix A using partial pivoting with row interchanges

SYNOPSIS

SUBROUTINE DGBTRF(
M, N, KL, KU, AB, LDAB, IPIV, INFO )

    
INTEGER INFO, KL, KU, LDAB, M, N

    
INTEGER IPIV( * )

    
DOUBLE PRECISION AB( LDAB, * )

PURPOSE

DGBTRF computes an LU factorization of a real m-by-n band matrix A using partial pivoting with row interchanges. This is the blocked version of the algorithm, calling Level 3 BLAS.

ARGUMENTS

M (input) INTEGER
The number of rows of the matrix A. M >= 0.
N (input) INTEGER
The number of columns of the matrix A. N >= 0.
KL (input) INTEGER
The number of subdiagonals within the band of A. KL >= 0.
KU (input) INTEGER
The number of superdiagonals within the band of A. KU >= 0.
AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
On entry, the matrix A in band storage, in rows KL+1 to 2*KL+KU+1; rows 1 to KL of the array need not be set. The j-th column of A is stored in the j-th column of the array AB as follows: AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) On exit, details of the factorization: U is stored as an upper triangular band matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and the multipliers used during the factorization are stored in rows KL+KU+2 to 2*KL+KU+1. See below for further details.
LDAB (input) INTEGER
The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
IPIV (output) INTEGER array, dimension (min(M,N))
The pivot indices; for 1 <= i <= min(M,N), row i of the matrix was interchanged with row IPIV(i).
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = +i, U(i,i) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations.

FURTHER DETAILS

The band storage scheme is illustrated by the following example, when M = N = 6, KL = 2, KU = 1:
On entry: On exit:

                              u14  u25  u36
                           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
a21  a32  a43  a54  a65        m21  m32  m43  m54  m65   *
a31  a42  a53  a64           m31  m42  m53  m64      * Array elements marked * are not used by the routine; elements marked + need not be set on entry, but are required by the routine to store elements of U because of fill-in resulting from the row interchanges.