SRC/spbtf2.f(3)
π NAME π
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π«Ά SYNOPSIS π«Ά
π Functions/Subroutines π
subroutine spbtf2 (uplo, n, kd, ab, ldab, info)
Okay so SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). π
π Function/Subroutine Documentation π
subroutine spbtf2 (character uplo, integer n, integer kd, real, dimension(
ldab, * ) ab, integer ldab, integer info)
SPBTF2 computes the Cholesky factorization of a symmetric/Hermitian positive definite band matrix (unblocked algorithm). No cap, it's literally right there. π
π Purpose: π
Okay so here's the tea: SPBTF2 computes the Cholesky factorization of a real symmetric positive definite band matrix A. π
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. π«Ά
This is the unblocked version of the algorithm, calling Level 2 BLAS. π₯
πΈ Parameters πΈ
UPLOβUPLO is CHARACTER*1. Specifies whether the upper or lower triangular part of the symmetric matrixAis stored:= 'U': Upper triangular= 'L': Lower triangular
NβN is INTEGER. The order of the matrixA.N >= 0.KDβKD is INTEGER. The number of super-diagonals of the matrixAifUPLO = 'U', or the number of sub-diagonals ifUPLO = 'L'.KD >= 0.ABβAB is REAL 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-thcolumn ofAis stored in thej-thcolumn 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).
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. π¦
LDABβLDAB is INTEGER. The leading dimension of the arrayAB.LDAB >= KD+1.INFOβINFO is INTEGER:= 0: successful exit< 0: if INFO = -k, the k-th argument had an illegal value> 0: if INFO = k, the leading principal minor of order k is not positive, and the factorization could not be completed.
πΊ Author πΊ
- 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 = 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. π
Definition at line 141 of file spbtf2.f.
π Author π
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