CPBSTF(3)
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πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/cpbstf.f
β¨ SYNOPSIS β¨
Under Functions/Subroutines:
subroutine CPBSTF (uplo, n, kd, ab, ldab, info)
CPBSTF
π§ FUNCTION/SUBROUTINE DOCUMENTATION π§
subroutine CPBSTF (character uplo, integer n, integer kd, complex,
dimension( ldab, * ) ab, integer ldab, integer info)
CPBSTF
π PURPOSE π
Okay so CPBSTF computes a split Cholesky factorization of a complex Hermitian positive definite band matrix A. π
This routine is designed to be used in conjunction with CHBGST. π«Ά
The factorization has the form A = S**H*S, where S is a band matrix of the same bandwidth as A and the following structure:
S = ( U )
( M L )
where U is upper triangular of order m = (n+kd)/2, and L is lower triangular of order n-m. π¦
π PARAMETERS π
UPLOβCHARACTER*1.= 'U': the upper triangle ofAis stored;= 'L': the lower triangle ofAis stored. Pick your triangle, bestie. πNβINTEGER. The order of the matrixA.N >= 0.KDβINTEGER. The number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.ABβCOMPLEX array, dimension (LDAB,N). On entry, the upper or lower triangle of the Hermitian band matrixA, stored in the firstkd+1rows of the array. Thej-th column ofAis stored in thej-th column of the arrayABas follows:- if
UPLO = 'U',AB(kd+1+i-j,j) = A(i,j)formax(1,j-kd)<=i<=j; - if
UPLO = 'L',AB(1+i-j,j) = A(i,j)forj<=i<=min(n,j+kd).
- if
On exit, if INFO = 0, the factor S from the split Cholesky factorization A = S**H*S. See Further Details. β¨
LDABβINTEGER. The leading dimension of the arrayAB.LDAB >= KD+1.INFOβINTEGER.= 0: successful exit;< 0: ifINFO = -i, thei-th argument had an illegal value;> 0: ifINFO = i, the factorization could not be completed, because the updated elementa(i,i)was negative; the matrixAis not positive definite. π
π AUTHOR π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ FURTHER DETAILS π₯
The band storage scheme is illustrated by the following example, when N = 7, KD = 2:
S = ( s11 s12 s13 )
( s22 s23 s24 )
( s33 s34 )
( s44 )
( s53 s54 s55 )
( s64 s65 s66 )
( s75 s76 s77 )
If UPLO = 'U', the array AB holds:
on entry: on exit:
* * a13 a24 a35 a46 a57 * * s13 s24 s53**H s64**H s75**H
* a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54**H s65**H s76**H
a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
If UPLO = 'L', the array AB holds:
on entry: on exit:
a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77
a21 a32 a43 a54 a65 a76 * s12**H s23**H s34**H s54 s65 s76 *
a31 a42 a53 a64 a64 * * s13**H s24**H s53 s64 s75 * *
Array elements marked * are not used by the routine; s12**H denotes conjg(s12); the diagonal elements of S are real. πβ¨
Definition at line 152 of file cpbstf.f.
π AUTHOR π
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