dpbstf (l) - Linux Man Pages

dpbstf: computes a split Cholesky factorization of a real symmetric positive definite band matrix A

NAME

DPBSTF - computes a split Cholesky factorization of a real symmetric positive definite band matrix A

SYNOPSIS

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

    
CHARACTER UPLO

    
INTEGER INFO, KD, LDAB, N

    
DOUBLE PRECISION AB( LDAB, * )

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:

     )

 )
where U is upper triangular of order m = (n+kd)/2, and L is lower triangular of order n-m.

ARGUMENTS

UPLO (input) CHARACTER*1
= aqUaq: Upper triangle of A is stored;
= aqLaq: Lower triangle of A is stored.
N (input) INTEGER
The order of the matrix A. N >= 0.
KD (input) INTEGER
The number of superdiagonals of the matrix A if UPLO = aqUaq, or the number of subdiagonals if UPLO = aqLaq. KD >= 0.
AB (input/output) 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 = 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 factor S from the split Cholesky factorization A = S**T*S. See Further Details. LDAB (input) INTEGER The leading dimension of the array AB. LDAB >= KD+1.
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th 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.

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 = aqUaq, 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 = aqLaq, 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.