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zpbtf2.f(3) LAPACK zpbtf2.f(3)

NAME

zpbtf2.f -

SYNOPSIS

Functions/Subroutines


subroutine zpbtf2 (UPLO, N, KD, AB, LDAB, INFO)
 
ZPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).

Function/Subroutine Documentation

subroutine zpbtf2 (characterUPLO, integerN, integerKD, complex*16, dimension( ldab, * )AB, integerLDAB, integerINFO)

ZPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
Purpose:
 ZPBTF2 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, U**H is the conjugate transpose of U, and L is lower triangular.
This is the unblocked version of the algorithm, calling Level 2 BLAS.
Parameters:
UPLO
          UPLO is CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          Hermitian matrix A is stored:
          = 'U':  Upper triangular
          = 'L':  Lower triangular
N
          N is INTEGER
          The order of the matrix A.  N >= 0.
KD
          KD is INTEGER
          The number of super-diagonals of the matrix A if UPLO = 'U',
          or the number of sub-diagonals 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 = -k, the k-th argument had an illegal value
          > 0: if INFO = k, the leading minor of order k 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:
September 2012
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.
Definition at line 143 of file zpbtf2.f.

Author

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