1SPBTF2(1) LAPACK routine (version 3.1) SPBTF2(1)
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6 SPBTF2 - the Cholesky factorization of a real symmetric positive defi‐
7 nite band matrix A
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10 SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
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12 CHARACTER UPLO
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14 INTEGER INFO, KD, LDAB, N
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16 REAL AB( LDAB, * )
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19 SPBTF2 computes the Cholesky factorization of a real symmetric positive
20 definite band matrix A.
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22 The factorization has the form
23 A = U' * U , if UPLO = 'U', or
24 A = L * L', if UPLO = 'L',
25 where U is an upper triangular matrix, U' is the transpose of U, and L
26 is lower triangular.
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28 This is the unblocked version of the algorithm, calling Level 2 BLAS.
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32 UPLO (input) CHARACTER*1
33 Specifies whether the upper or lower triangular part of the
34 symmetric matrix A is stored:
35 = 'U': Upper triangular
36 = 'L': Lower triangular
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38 N (input) INTEGER
39 The order of the matrix A. N >= 0.
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41 KD (input) INTEGER
42 The number of super-diagonals of the matrix A if UPLO = 'U', or
43 the number of sub-diagonals if UPLO = 'L'. KD >= 0.
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45 AB (input/output) REAL array, dimension (LDAB,N)
46 On entry, the upper or lower triangle of the symmetric band
47 matrix A, stored in the first KD+1 rows of the array. The j-th
48 column of A is stored in the j-th column of the array AB as
49 follows: if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-
50 kd)<=i<=j; if UPLO = 'L', AB(1+i-j,j) = A(i,j) for
51 j<=i<=min(n,j+kd).
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53 On exit, if INFO = 0, the triangular factor U or L from the
54 Cholesky factorization A = U'*U or A = L*L' of the band matrix
55 A, in the same storage format as A.
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57 LDAB (input) INTEGER
58 The leading dimension of the array AB. LDAB >= KD+1.
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60 INFO (output) INTEGER
61 = 0: successful exit
62 < 0: if INFO = -k, the k-th argument had an illegal value
63 > 0: if INFO = k, the leading minor of order k is not positive
64 definite, and the factorization could not be completed.
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67 The band storage scheme is illustrated by the following example, when N
68 = 6, KD = 2, and UPLO = 'U':
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70 On entry: On exit:
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72 * * a13 a24 a35 a46 * * u13 u24 u35 u46
73 * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
74 a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
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76 Similarly, if UPLO = 'L' the format of A is as follows:
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78 On entry: On exit:
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80 a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
81 a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
82 a31 a42 a53 a64 * * l31 l42 l53 l64 * *
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84 Array elements marked * are not used by the routine.
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89 LAPACK routine (version 3.1) November 2006 SPBTF2(1)