table of contents
spbtrf.f(3) | LAPACK | spbtrf.f(3) |
NAME¶
spbtrf.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine spbtrf (UPLO, N, KD, AB, LDAB, INFO)
SPBTRF
Function/Subroutine Documentation¶
subroutine spbtrf (character UPLO, integer N, integer KD, real, dimension( ldab, * ) AB, integer LDAB, integer INFO)¶
SPBTRF
Purpose:
SPBTRF computes the Cholesky factorization of a real symmetric
positive definite band matrix A.
The factorization has the form
A = U**T * U, if UPLO = 'U', or
A = L * L**T, 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 REAL 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 = '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**T*U or A = L*L**T 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:
December 2016
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 144 of file spbtrf.f.
Author¶
Generated automatically by Doxygen for LAPACK from the source code.
Tue Nov 14 2017 | Version 3.8.0 |