SRC/dpbtf2.f(3)
π NAME π
SRC/dpbtf2.f β okay bestie, this page is from the Library Functions Manual, and itβs all about the dpbtf2 subroutine. β¨
β¨ SYNOPSIS β¨
πΈ Functions/Subroutines
subroutine dpbtf2 (uplo, n, kd, ab, ldab, info)β DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
π Function/Subroutine Documentation π
subroutine dpbtf2 (character uplo, integer n, integer kd, double precision,
dimension( ldab, * ) ab, integer ldab, integer info)
DPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm).
π Purpose
Okay so DPBTF2 computes the Cholesky factorization of a real symmetric positive definite band matrix A. Iconic. 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, U**T is the transpose of U, and L is lower triangular.
This is the unblocked version of the algorithm, calling Level 2 BLAS. Periodt. π«Ά
π Parameters
UPLO
UPLO is CHARACTER*1. It specifies whether the upper or lower triangular part of the symmetric 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 a 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: ifINFO = -k, the k-th argument had an illegal value> 0: ifINFO = k, the leading principal minor of order k is not positive, and the factorization could not be completed. π
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ 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. Not them being literally βwe donβt participateβ πβ¨
Definition at line 141 of file dpbtf2.f.
π Author
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