SRC/dpbsv.f(3)
π SRC/dpbsv.f(3) β Library Functions Manual π
β¨ NAME β¨
SRC/dpbsv.f β bestie, this is the manual page for the dpbsv routine.
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine dpbsv (uplo, n, kd, nrhs, ab, ldab, b, ldb, info)
DPBSV computes the solution to system of linear equations A * X = B
for OTHER matrices
π Function/Subroutine Documentation π
subroutine dpbsv (character uplo, integer n, integer kd, integer nrhs,
double precision, dimension( ldab, * ) ab, integer ldab, double
precision, dimension( ldb, * ) b, integer ldb, integer info)
The one-liner is literally: DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices β¨
Purpose
Okay so DPBSV computes the solution to a real system of linear equations A * X = B, where A is an N-by-N symmetric positive definite band matrix and X and B are N-by-NRHS matrices. π
The Cholesky decomposition is used to factor A as
A = U**T * U, if UPLO = 'U', or
A = L * L**T, if UPLO = 'L',
where U is an upper triangular band matrix, and L is a lower triangular band matrix, with the same number of superdiagonals or subdiagonals as A. The factored form of A is then used to solve the system of equations A * X = B. π«Ά
Parameters
UPLOβUPLOisCHARACTER*1= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
NβNisINTEGER. The number of linear equations, i.e., the order of the matrixA.N >= 0.KDβKDisINTEGER. The number of superdiagonals of the matrixAifUPLO = 'U', or the number of subdiagonals ifUPLO = 'L'.KD >= 0.NRHSβNRHSisINTEGER. The number of right hand sides, i.e., the number of columns of the matrixB.NRHS >= 0.ABβABisDOUBLE PRECISION array, dimension (LDAB,N). On entry, the upper or lower triangle of the symmetric 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) 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).
See below for further details.
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.
LDABβLDABisINTEGER. The leading dimension of the arrayAB.LDAB >= KD+1.BβBisDOUBLE PRECISION array, dimension (LDB,NRHS). On entry, theN-by-NRHSright hand side matrixB. On exit, ifINFO = 0, theN-by-NRHSsolution matrixX.LDBβLDBisINTEGER. The leading dimension of the arrayB.LDB >= max(1,N).INFOβINFOisINTEGER= 0: successful exit< 0: if INFO = -i, the i-th argument had an illegal value> 0: if INFO = i, the leading principal minor of order i of A is not positive, so the factorization could not be completed, and the solution has not been computed.
π¨ If INFO > 0, the factorization could not be completed and the solution has not been computed. That caveat is not a vibe, it's for real.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details
The band storage scheme is illustrated by the following example, when N = 6, KD = 2, and UPLO = 'U': π
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. π
Definition at line 163 of file dpbsv.f.
Author
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