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zpbtrf.f 14 kB

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  1. *> \brief \b ZPBTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZPBTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbtrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbtrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbtrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZPBTRF( 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. *> ZPBTRF 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 and L is lower triangular.
  44. *> \endverbatim
  45. *
  46. * Arguments:
  47. * ==========
  48. *
  49. *> \param[in] UPLO
  50. *> \verbatim
  51. *> UPLO is CHARACTER*1
  52. *> = 'U': Upper triangle of A is stored;
  53. *> = 'L': Lower triangle of A is stored.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The order of the matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] KD
  63. *> \verbatim
  64. *> KD is INTEGER
  65. *> The number of superdiagonals of the matrix A if UPLO = 'U',
  66. *> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] AB
  70. *> \verbatim
  71. *> AB is COMPLEX*16 array, dimension (LDAB,N)
  72. *> On entry, the upper or lower triangle of the Hermitian band
  73. *> matrix A, stored in the first KD+1 rows of the array. The
  74. *> j-th column of A is stored in the j-th column of the array AB
  75. *> as follows:
  76. *> if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
  77. *> if UPLO = 'L', AB(1+i-j,j) = A(i,j) for j<=i<=min(n,j+kd).
  78. *>
  79. *> On exit, if INFO = 0, the triangular factor U or L from the
  80. *> Cholesky factorization A = U**H*U or A = L*L**H of the band
  81. *> matrix A, in the same storage format as A.
  82. *> \endverbatim
  83. *>
  84. *> \param[in] LDAB
  85. *> \verbatim
  86. *> LDAB is INTEGER
  87. *> The leading dimension of the array AB. LDAB >= KD+1.
  88. *> \endverbatim
  89. *>
  90. *> \param[out] INFO
  91. *> \verbatim
  92. *> INFO is INTEGER
  93. *> = 0: successful exit
  94. *> < 0: if INFO = -i, the i-th argument had an illegal value
  95. *> > 0: if INFO = i, the leading principal minor of order i
  96. *> is not positive, and the factorization could not be
  97. *> completed.
  98. *> \endverbatim
  99. *
  100. * Authors:
  101. * ========
  102. *
  103. *> \author Univ. of Tennessee
  104. *> \author Univ. of California Berkeley
  105. *> \author Univ. of Colorado Denver
  106. *> \author NAG Ltd.
  107. *
  108. *> \ingroup complex16OTHERcomputational
  109. *
  110. *> \par Further Details:
  111. * =====================
  112. *>
  113. *> \verbatim
  114. *>
  115. *> The band storage scheme is illustrated by the following example, when
  116. *> N = 6, KD = 2, and UPLO = 'U':
  117. *>
  118. *> On entry: On exit:
  119. *>
  120. *> * * a13 a24 a35 a46 * * u13 u24 u35 u46
  121. *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
  122. *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
  123. *>
  124. *> Similarly, if UPLO = 'L' the format of A is as follows:
  125. *>
  126. *> On entry: On exit:
  127. *>
  128. *> a11 a22 a33 a44 a55 a66 l11 l22 l33 l44 l55 l66
  129. *> a21 a32 a43 a54 a65 * l21 l32 l43 l54 l65 *
  130. *> a31 a42 a53 a64 * * l31 l42 l53 l64 * *
  131. *>
  132. *> Array elements marked * are not used by the routine.
  133. *> \endverbatim
  134. *
  135. *> \par Contributors:
  136. * ==================
  137. *>
  138. *> Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
  139. *
  140. * =====================================================================
  141. SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
  142. *
  143. * -- LAPACK computational routine --
  144. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  145. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  146. *
  147. * .. Scalar Arguments ..
  148. CHARACTER UPLO
  149. INTEGER INFO, KD, LDAB, N
  150. * ..
  151. * .. Array Arguments ..
  152. COMPLEX*16 AB( LDAB, * )
  153. * ..
  154. *
  155. * =====================================================================
  156. *
  157. * .. Parameters ..
  158. DOUBLE PRECISION ONE, ZERO
  159. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  160. COMPLEX*16 CONE
  161. PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
  162. INTEGER NBMAX, LDWORK
  163. PARAMETER ( NBMAX = 32, LDWORK = NBMAX+1 )
  164. * ..
  165. * .. Local Scalars ..
  166. INTEGER I, I2, I3, IB, II, J, JJ, NB
  167. * ..
  168. * .. Local Arrays ..
  169. COMPLEX*16 WORK( LDWORK, NBMAX )
  170. * ..
  171. * .. External Functions ..
  172. LOGICAL LSAME
  173. INTEGER ILAENV
  174. EXTERNAL LSAME, ILAENV
  175. * ..
  176. * .. External Subroutines ..
  177. EXTERNAL XERBLA, ZGEMM, ZHERK, ZPBTF2, ZPOTF2, ZTRSM
  178. * ..
  179. * .. Intrinsic Functions ..
  180. INTRINSIC MIN
  181. * ..
  182. * .. Executable Statements ..
  183. *
  184. * Test the input parameters.
  185. *
  186. INFO = 0
  187. IF( ( .NOT.LSAME( UPLO, 'U' ) ) .AND.
  188. $ ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN
  189. INFO = -1
  190. ELSE IF( N.LT.0 ) THEN
  191. INFO = -2
  192. ELSE IF( KD.LT.0 ) THEN
  193. INFO = -3
  194. ELSE IF( LDAB.LT.KD+1 ) THEN
  195. INFO = -5
  196. END IF
  197. IF( INFO.NE.0 ) THEN
  198. CALL XERBLA( 'ZPBTRF', -INFO )
  199. RETURN
  200. END IF
  201. *
  202. * Quick return if possible
  203. *
  204. IF( N.EQ.0 )
  205. $ RETURN
  206. *
  207. * Determine the block size for this environment
  208. *
  209. NB = ILAENV( 1, 'ZPBTRF', UPLO, N, KD, -1, -1 )
  210. *
  211. * The block size must not exceed the semi-bandwidth KD, and must not
  212. * exceed the limit set by the size of the local array WORK.
  213. *
  214. NB = MIN( NB, NBMAX )
  215. *
  216. IF( NB.LE.1 .OR. NB.GT.KD ) THEN
  217. *
  218. * Use unblocked code
  219. *
  220. CALL ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
  221. ELSE
  222. *
  223. * Use blocked code
  224. *
  225. IF( LSAME( UPLO, 'U' ) ) THEN
  226. *
  227. * Compute the Cholesky factorization of a Hermitian band
  228. * matrix, given the upper triangle of the matrix in band
  229. * storage.
  230. *
  231. * Zero the upper triangle of the work array.
  232. *
  233. DO 20 J = 1, NB
  234. DO 10 I = 1, J - 1
  235. WORK( I, J ) = ZERO
  236. 10 CONTINUE
  237. 20 CONTINUE
  238. *
  239. * Process the band matrix one diagonal block at a time.
  240. *
  241. DO 70 I = 1, N, NB
  242. IB = MIN( NB, N-I+1 )
  243. *
  244. * Factorize the diagonal block
  245. *
  246. CALL ZPOTF2( UPLO, IB, AB( KD+1, I ), LDAB-1, II )
  247. IF( II.NE.0 ) THEN
  248. INFO = I + II - 1
  249. GO TO 150
  250. END IF
  251. IF( I+IB.LE.N ) THEN
  252. *
  253. * Update the relevant part of the trailing submatrix.
  254. * If A11 denotes the diagonal block which has just been
  255. * factorized, then we need to update the remaining
  256. * blocks in the diagram:
  257. *
  258. * A11 A12 A13
  259. * A22 A23
  260. * A33
  261. *
  262. * The numbers of rows and columns in the partitioning
  263. * are IB, I2, I3 respectively. The blocks A12, A22 and
  264. * A23 are empty if IB = KD. The upper triangle of A13
  265. * lies outside the band.
  266. *
  267. I2 = MIN( KD-IB, N-I-IB+1 )
  268. I3 = MIN( IB, N-I-KD+1 )
  269. *
  270. IF( I2.GT.0 ) THEN
  271. *
  272. * Update A12
  273. *
  274. CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
  275. $ 'Non-unit', IB, I2, CONE,
  276. $ AB( KD+1, I ), LDAB-1,
  277. $ AB( KD+1-IB, I+IB ), LDAB-1 )
  278. *
  279. * Update A22
  280. *
  281. CALL ZHERK( 'Upper', 'Conjugate transpose', I2, IB,
  282. $ -ONE, AB( KD+1-IB, I+IB ), LDAB-1, ONE,
  283. $ AB( KD+1, I+IB ), LDAB-1 )
  284. END IF
  285. *
  286. IF( I3.GT.0 ) THEN
  287. *
  288. * Copy the lower triangle of A13 into the work array.
  289. *
  290. DO 40 JJ = 1, I3
  291. DO 30 II = JJ, IB
  292. WORK( II, JJ ) = AB( II-JJ+1, JJ+I+KD-1 )
  293. 30 CONTINUE
  294. 40 CONTINUE
  295. *
  296. * Update A13 (in the work array).
  297. *
  298. CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
  299. $ 'Non-unit', IB, I3, CONE,
  300. $ AB( KD+1, I ), LDAB-1, WORK, LDWORK )
  301. *
  302. * Update A23
  303. *
  304. IF( I2.GT.0 )
  305. $ CALL ZGEMM( 'Conjugate transpose',
  306. $ 'No transpose', I2, I3, IB, -CONE,
  307. $ AB( KD+1-IB, I+IB ), LDAB-1, WORK,
  308. $ LDWORK, CONE, AB( 1+IB, I+KD ),
  309. $ LDAB-1 )
  310. *
  311. * Update A33
  312. *
  313. CALL ZHERK( 'Upper', 'Conjugate transpose', I3, IB,
  314. $ -ONE, WORK, LDWORK, ONE,
  315. $ AB( KD+1, I+KD ), LDAB-1 )
  316. *
  317. * Copy the lower triangle of A13 back into place.
  318. *
  319. DO 60 JJ = 1, I3
  320. DO 50 II = JJ, IB
  321. AB( II-JJ+1, JJ+I+KD-1 ) = WORK( II, JJ )
  322. 50 CONTINUE
  323. 60 CONTINUE
  324. END IF
  325. END IF
  326. 70 CONTINUE
  327. ELSE
  328. *
  329. * Compute the Cholesky factorization of a Hermitian band
  330. * matrix, given the lower triangle of the matrix in band
  331. * storage.
  332. *
  333. * Zero the lower triangle of the work array.
  334. *
  335. DO 90 J = 1, NB
  336. DO 80 I = J + 1, NB
  337. WORK( I, J ) = ZERO
  338. 80 CONTINUE
  339. 90 CONTINUE
  340. *
  341. * Process the band matrix one diagonal block at a time.
  342. *
  343. DO 140 I = 1, N, NB
  344. IB = MIN( NB, N-I+1 )
  345. *
  346. * Factorize the diagonal block
  347. *
  348. CALL ZPOTF2( UPLO, IB, AB( 1, I ), LDAB-1, II )
  349. IF( II.NE.0 ) THEN
  350. INFO = I + II - 1
  351. GO TO 150
  352. END IF
  353. IF( I+IB.LE.N ) THEN
  354. *
  355. * Update the relevant part of the trailing submatrix.
  356. * If A11 denotes the diagonal block which has just been
  357. * factorized, then we need to update the remaining
  358. * blocks in the diagram:
  359. *
  360. * A11
  361. * A21 A22
  362. * A31 A32 A33
  363. *
  364. * The numbers of rows and columns in the partitioning
  365. * are IB, I2, I3 respectively. The blocks A21, A22 and
  366. * A32 are empty if IB = KD. The lower triangle of A31
  367. * lies outside the band.
  368. *
  369. I2 = MIN( KD-IB, N-I-IB+1 )
  370. I3 = MIN( IB, N-I-KD+1 )
  371. *
  372. IF( I2.GT.0 ) THEN
  373. *
  374. * Update A21
  375. *
  376. CALL ZTRSM( 'Right', 'Lower',
  377. $ 'Conjugate transpose', 'Non-unit', I2,
  378. $ IB, CONE, AB( 1, I ), LDAB-1,
  379. $ AB( 1+IB, I ), LDAB-1 )
  380. *
  381. * Update A22
  382. *
  383. CALL ZHERK( 'Lower', 'No transpose', I2, IB, -ONE,
  384. $ AB( 1+IB, I ), LDAB-1, ONE,
  385. $ AB( 1, I+IB ), LDAB-1 )
  386. END IF
  387. *
  388. IF( I3.GT.0 ) THEN
  389. *
  390. * Copy the upper triangle of A31 into the work array.
  391. *
  392. DO 110 JJ = 1, IB
  393. DO 100 II = 1, MIN( JJ, I3 )
  394. WORK( II, JJ ) = AB( KD+1-JJ+II, JJ+I-1 )
  395. 100 CONTINUE
  396. 110 CONTINUE
  397. *
  398. * Update A31 (in the work array).
  399. *
  400. CALL ZTRSM( 'Right', 'Lower',
  401. $ 'Conjugate transpose', 'Non-unit', I3,
  402. $ IB, CONE, AB( 1, I ), LDAB-1, WORK,
  403. $ LDWORK )
  404. *
  405. * Update A32
  406. *
  407. IF( I2.GT.0 )
  408. $ CALL ZGEMM( 'No transpose',
  409. $ 'Conjugate transpose', I3, I2, IB,
  410. $ -CONE, WORK, LDWORK, AB( 1+IB, I ),
  411. $ LDAB-1, CONE, AB( 1+KD-IB, I+IB ),
  412. $ LDAB-1 )
  413. *
  414. * Update A33
  415. *
  416. CALL ZHERK( 'Lower', 'No transpose', I3, IB, -ONE,
  417. $ WORK, LDWORK, ONE, AB( 1, I+KD ),
  418. $ LDAB-1 )
  419. *
  420. * Copy the upper triangle of A31 back into place.
  421. *
  422. DO 130 JJ = 1, IB
  423. DO 120 II = 1, MIN( JJ, I3 )
  424. AB( KD+1-JJ+II, JJ+I-1 ) = WORK( II, JJ )
  425. 120 CONTINUE
  426. 130 CONTINUE
  427. END IF
  428. END IF
  429. 140 CONTINUE
  430. END IF
  431. END IF
  432. RETURN
  433. *
  434. 150 CONTINUE
  435. RETURN
  436. *
  437. * End of ZPBTRF
  438. *
  439. END