SRC/spbstf.f(3)

🌸 NAME

SRC/spbstf.f(3) β€” hey bestie πŸ‘‹ this is the SPBSTF page from the Library Functions Manual, and it’s giving split Cholesky factorization realness ✨

✨ SYNOPSIS

🧚 Functions/Subroutines

subroutine spbstf (uplo, n, kd, ab, ldab, info)
           SPBSTF

🫢 Function/Subroutine Documentation

πŸ’… subroutine spbstf (character uplo, integer n, integer kd, real, dimension(

subroutine spbstf (character uplo, integer n, integer kd, real, dimension(
       ldab, * ) ab, integer ldab, integer info)

SPBSTF πŸ’«

πŸŽ€ Purpose

okay so SPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. iconic behavior, no cap πŸ’…

This routine is designed to be used in conjunction with SSBGST β€” they’re literally a duo 🫢

The factorization has the form A = S**T*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. periodt ✨

πŸ’– Parameters

  • UPLO β€” UPLO is CHARACTER*1
    • = 'U': Upper triangle of A is stored;
    • = 'L': Lower triangle of A is stored.
  • N β€” N is INTEGER
    • The order of the matrix A. N >= 0.
  • KD β€” 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 β€” AB is REAL 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 factor S from the split Cholesky factorization A = S**T*S. See Further Details. πŸ¦‹
  • LDAB β€” LDAB is INTEGER
    • The leading dimension of the array AB. LDAB >= KD+1.
  • INFO β€” INFO is INTEGER
    • = 0: successful exit;
    • < 0: if INFO = -i, the i-th argument had an illegal value;
    • > 0: if INFO = i, the factorization could not be completed, because the updated element a(i,i) was negative; the matrix A is not positive definite. 😭

πŸ‘‘ 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 = 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  s64  s75
 *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
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  s23  s34  s54  s65  s76   *
a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *

Array elements marked * are not used by the routine. 🫧

πŸ“Œ Definition

Definition at line 151 of file spbstf.f. πŸ’–

🧚 Author

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LAPACK Β· Version 3.12.0 Β· SRC/spbstf.f(3) β€” the footer has no separate date line, so that’s the whole sign-off, bestie. go factor some bands and slay πŸ’…βœ¨

πŸ“¦ where this page comes from