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zpbtf2.f 7.8 kB

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  1. *> \brief \b ZPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZPBTF2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbtf2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbtf2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbtf2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, KD, LDAB, N
  26. * ..
  27. * .. Array Arguments ..
  28. * COMPLEX*16 AB( LDAB, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> ZPBTF2 computes the Cholesky factorization of a complex Hermitian
  38. *> positive definite band matrix A.
  39. *>
  40. *> The factorization has the form
  41. *> A = U**H * U , if UPLO = 'U', or
  42. *> A = L * L**H, if UPLO = 'L',
  43. *> where U is an upper triangular matrix, U**H is the conjugate transpose
  44. *> of U, and L is lower triangular.
  45. *>
  46. *> This is the unblocked version of the algorithm, calling Level 2 BLAS.
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] UPLO
  53. *> \verbatim
  54. *> UPLO is CHARACTER*1
  55. *> Specifies whether the upper or lower triangular part of the
  56. *> Hermitian matrix A is stored:
  57. *> = 'U': Upper triangular
  58. *> = 'L': Lower triangular
  59. *> \endverbatim
  60. *>
  61. *> \param[in] N
  62. *> \verbatim
  63. *> N is INTEGER
  64. *> The order of the matrix A. N >= 0.
  65. *> \endverbatim
  66. *>
  67. *> \param[in] KD
  68. *> \verbatim
  69. *> KD is INTEGER
  70. *> The number of super-diagonals of the matrix A if UPLO = 'U',
  71. *> or the number of sub-diagonals if UPLO = 'L'. KD >= 0.
  72. *> \endverbatim
  73. *>
  74. *> \param[in,out] AB
  75. *> \verbatim
  76. *> AB is COMPLEX*16 array, dimension (LDAB,N)
  77. *> On entry, the upper or lower triangle of the Hermitian band
  78. *> matrix A, stored in the first KD+1 rows of the array. The
  79. *> j-th column of A is stored in the j-th column of the array AB
  80. *> as follows:
  81. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  82. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  83. *>
  84. *> On exit, if INFO = 0, the triangular factor U or L from the
  85. *> Cholesky factorization A = U**H *U or A = L*L**H of the band
  86. *> matrix A, in the same storage format as A.
  87. *> \endverbatim
  88. *>
  89. *> \param[in] LDAB
  90. *> \verbatim
  91. *> LDAB is INTEGER
  92. *> The leading dimension of the array AB. LDAB >= KD+1.
  93. *> \endverbatim
  94. *>
  95. *> \param[out] INFO
  96. *> \verbatim
  97. *> INFO is INTEGER
  98. *> = 0: successful exit
  99. *> < 0: if INFO = -k, the k-th argument had an illegal value
  100. *> > 0: if INFO = k, the leading minor of order k is not
  101. *> positive definite, and the factorization could not be
  102. *> completed.
  103. *> \endverbatim
  104. *
  105. * Authors:
  106. * ========
  107. *
  108. *> \author Univ. of Tennessee
  109. *> \author Univ. of California Berkeley
  110. *> \author Univ. of Colorado Denver
  111. *> \author NAG Ltd.
  112. *
  113. *> \date December 2016
  114. *
  115. *> \ingroup complex16OTHERcomputational
  116. *
  117. *> \par Further Details:
  118. * =====================
  119. *>
  120. *> \verbatim
  121. *>
  122. *> The band storage scheme is illustrated by the following example, when
  123. *> N = 6, KD = 2, and UPLO = 'U':
  124. *>
  125. *> On entry: On exit:
  126. *>
  127. *> * * a13 a24 a35 a46 * * u13 u24 u35 u46
  128. *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
  129. *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
  130. *>
  131. *> Similarly, if UPLO = 'L' the format of A is as follows:
  132. *>
  133. *> On entry: On exit:
  134. *>
  135. *> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
  136. *> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
  137. *> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
  138. *>
  139. *> Array elements marked * are not used by the routine.
  140. *> \endverbatim
  141. *>
  142. * =====================================================================
  143. SUBROUTINE ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
  144. *
  145. * -- LAPACK computational routine (version 3.7.0) --
  146. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  147. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  148. * December 2016
  149. *
  150. * .. Scalar Arguments ..
  151. CHARACTER UPLO
  152. INTEGER INFO, KD, LDAB, N
  153. * ..
  154. * .. Array Arguments ..
  155. COMPLEX*16 AB( LDAB, * )
  156. * ..
  157. *
  158. * =====================================================================
  159. *
  160. * .. Parameters ..
  161. DOUBLE PRECISION ONE, ZERO
  162. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  163. * ..
  164. * .. Local Scalars ..
  165. LOGICAL UPPER
  166. INTEGER J, KLD, KN
  167. DOUBLE PRECISION AJJ
  168. * ..
  169. * .. External Functions ..
  170. LOGICAL LSAME
  171. EXTERNAL LSAME
  172. * ..
  173. * .. External Subroutines ..
  174. EXTERNAL XERBLA, ZDSCAL, ZHER, ZLACGV
  175. * ..
  176. * .. Intrinsic Functions ..
  177. INTRINSIC DBLE, MAX, MIN, SQRT
  178. * ..
  179. * .. Executable Statements ..
  180. *
  181. * Test the input parameters.
  182. *
  183. INFO = 0
  184. UPPER = LSAME( UPLO, 'U' )
  185. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  186. INFO = -1
  187. ELSE IF( N.LT.0 ) THEN
  188. INFO = -2
  189. ELSE IF( KD.LT.0 ) THEN
  190. INFO = -3
  191. ELSE IF( LDAB.LT.KD+1 ) THEN
  192. INFO = -5
  193. END IF
  194. IF( INFO.NE.0 ) THEN
  195. CALL XERBLA( 'ZPBTF2', -INFO )
  196. RETURN
  197. END IF
  198. *
  199. * Quick return if possible
  200. *
  201. IF( N.EQ.0 )
  202. $ RETURN
  203. *
  204. KLD = MAX( 1, LDAB-1 )
  205. *
  206. IF( UPPER ) THEN
  207. *
  208. * Compute the Cholesky factorization A = U**H * U.
  209. *
  210. DO 10 J = 1, N
  211. *
  212. * Compute U(J,J) and test for non-positive-definiteness.
  213. *
  214. AJJ = DBLE( AB( KD+1, J ) )
  215. IF( AJJ.LE.ZERO ) THEN
  216. AB( KD+1, J ) = AJJ
  217. GO TO 30
  218. END IF
  219. AJJ = SQRT( AJJ )
  220. AB( KD+1, J ) = AJJ
  221. *
  222. * Compute elements J+1:J+KN of row J and update the
  223. * trailing submatrix within the band.
  224. *
  225. KN = MIN( KD, N-J )
  226. IF( KN.GT.0 ) THEN
  227. CALL ZDSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
  228. CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
  229. CALL ZHER( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD,
  230. $ AB( KD+1, J+1 ), KLD )
  231. CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
  232. END IF
  233. 10 CONTINUE
  234. ELSE
  235. *
  236. * Compute the Cholesky factorization A = L*L**H.
  237. *
  238. DO 20 J = 1, N
  239. *
  240. * Compute L(J,J) and test for non-positive-definiteness.
  241. *
  242. AJJ = DBLE( AB( 1, J ) )
  243. IF( AJJ.LE.ZERO ) THEN
  244. AB( 1, J ) = AJJ
  245. GO TO 30
  246. END IF
  247. AJJ = SQRT( AJJ )
  248. AB( 1, J ) = AJJ
  249. *
  250. * Compute elements J+1:J+KN of column J and update the
  251. * trailing submatrix within the band.
  252. *
  253. KN = MIN( KD, N-J )
  254. IF( KN.GT.0 ) THEN
  255. CALL ZDSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
  256. CALL ZHER( 'Lower', KN, -ONE, AB( 2, J ), 1,
  257. $ AB( 1, J+1 ), KLD )
  258. END IF
  259. 20 CONTINUE
  260. END IF
  261. RETURN
  262. *
  263. 30 CONTINUE
  264. INFO = J
  265. RETURN
  266. *
  267. * End of ZPBTF2
  268. *
  269. END