dpbtrf.f(3)

NAME
dpbtrf.f -

SYNOPSIS

  Functions/Subroutines
subroutine dpbtrf (UPLO, N, KD, AB, LDAB, INFO)
DPBTRF

Function/Subroutine Documentation

  subroutine dpbtrf (characterUPLO, integerN, integerKD, double precision, dimension( ldab, * )AB, integerLDAB, integerINFO)

DPBTRF

Purpose:

     DPBTRF 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 DOUBLE PRECISION 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:
    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 dpbtrf.f.

Author

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