table of contents
zpbtrf.f(3) | LAPACK | zpbtrf.f(3) |
NAME¶
zpbtrf.f -
SYNOPSIS¶
Functions/Subroutines¶
subroutine zpbtrf (UPLO, N, KD, AB, LDAB, INFO)
ZPBTRF
Function/Subroutine Documentation¶
subroutine zpbtrf (characterUPLO, integerN, integerKD, complex*16, dimension( ldab, * )AB, integerLDAB, integerINFO)¶
ZPBTRF
Purpose:
ZPBTRF computes the Cholesky factorization of a complex Hermitian
positive definite band matrix A.
The factorization has the form
A = U**H * U, if UPLO = 'U', or
A = L * L**H, if UPLO = 'L',
where U is an upper triangular matrix and L is lower triangular.
Parameters:
UPLO
UPLO is CHARACTER*1
= 'U': Upper triangle of A is stored;
= 'L': Lower triangle of A is stored.
N
N is INTEGER
The order of the matrix A. N >= 0.
KD
KD is INTEGER
The number of superdiagonals of the matrix A if UPLO = 'U',
or the number of subdiagonals if UPLO = 'L'. KD >= 0.
AB
AB is COMPLEX*16 array, dimension (LDAB,N)
On entry, the upper or lower triangle of the Hermitian 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 triangular factor U or L from the
Cholesky factorization A = U**H*U or A = L*L**H of the band
matrix A, in the same storage format as A.
LDAB
LDAB is INTEGER
The leading dimension of the array AB. LDAB >= KD+1.
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, the leading minor of order i is not
positive definite, and the factorization could not be
completed.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Further Details:
The band storage scheme is illustrated by the following example, when
N = 6, KD = 2, and UPLO = 'U':
On entry: On exit:
* * a13 a24 a35 a46 * * 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
Similarly, if UPLO = 'L' the format of A is as follows:
On entry: On exit:
a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
a31 a42 a53 a64 * * l31 l42 l53 l64 * *
Array elements marked * are not used by the routine.
Contributors:
Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March
23, 1989
Definition at line 143 of file zpbtrf.f.
Author¶
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Tue Sep 25 2012 | Version 3.4.2 |