dpbstf - compute a split Cholesky factorization of a real symmetric positive definite band matrix A
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,*)
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
#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);
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.
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
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.
= 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.
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.