dpbstf


NAME

dpbstf - compute a split Cholesky factorization of a real symmetric positive definite band matrix A


SYNOPSIS

  SUBROUTINE DPBSTF( UPLO, N, KD, AB, LDAB, INFO)
  CHARACTER * 1 UPLO
  INTEGER N, KD, LDAB, INFO
  DOUBLE PRECISION AB(LDAB,*)
 
  SUBROUTINE DPBSTF_64( UPLO, N, KD, AB, LDAB, INFO)
  CHARACTER * 1 UPLO
  INTEGER*8 N, KD, LDAB, INFO
  DOUBLE PRECISION AB(LDAB,*)
 

F95 INTERFACE

  SUBROUTINE PBSTF( UPLO, [N], KD, AB, [LDAB], [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER :: N, KD, LDAB, INFO
  REAL(8), DIMENSION(:,:) :: AB
 
  SUBROUTINE PBSTF_64( UPLO, [N], KD, AB, [LDAB], [INFO])
  CHARACTER(LEN=1) :: UPLO
  INTEGER(8) :: N, KD, LDAB, INFO
  REAL(8), DIMENSION(:,:) :: AB
 

C INTERFACE

#include <sunperf.h>

void dpbstf(char uplo, int n, int kd, double *ab, int ldab, int *info);

void dpbstf_64(char uplo, long n, long kd, double *ab, long ldab, long *info);


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 SSBGST.

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 n-m.


ARGUMENTS

* UPLO (input)
* N (input)
The order of the matrix A. N >= 0.

* KD (input)
The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.

* AB (input/output)
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 factor S from the split Cholesky factorization A = S**T*S. See Further Details.

* LDAB (input)
The leading dimension of the array AB. LDAB >= KD+1.

* INFO (output)