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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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+ SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, KD, LDAB, N
+* ..
+* .. Array Arguments ..
+ COMPLEX*16 AB( LDAB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZPBTRF computes the Cholesky factorization of a complex Hermitian
+* positive definite band matrix A.
+*
+* The factorization has the form
+* A = U**H * U, if UPLO = 'U', or
+* A = L * L**H, if UPLO = 'L',
+* where U is an upper triangular matrix and L is lower triangular.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* KD (input) INTEGER
+* The number of superdiagonals of the matrix A if UPLO = 'U',
+* or the number of subdiagonals if UPLO = 'L'. KD >= 0.
+*
+* AB (input/output) COMPLEX*16 array, dimension (LDAB,N)
+* On entry, the upper or lower triangle of the Hermitian 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**H*U or A = L*L**H of the band
+* matrix A, in the same storage format as A.
+*
+* LDAB (input) INTEGER
+* The leading dimension of the array AB. LDAB >= KD+1.
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, the leading minor of order i is not
+* positive definite, and the factorization could not be
+* completed.
+*
+* 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.
+*
+* Contributed by
+* Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+ COMPLEX*16 CONE
+ PARAMETER ( CONE = ( 1.0D+0, 0.0D+0 ) )
+ INTEGER NBMAX, LDWORK
+ PARAMETER ( NBMAX = 32, LDWORK = NBMAX+1 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, I2, I3, IB, II, J, JJ, NB
+* ..
+* .. Local Arrays ..
+ COMPLEX*16 WORK( LDWORK, NBMAX )
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ EXTERNAL LSAME, ILAENV
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA, ZGEMM, ZHERK, ZPBTF2, ZPOTF2, ZTRSM
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( ( .NOT.LSAME( UPLO, 'U' ) ) .AND.
+ $ ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( KD.LT.0 ) THEN
+ INFO = -3
+ ELSE IF( LDAB.LT.KD+1 ) THEN
+ INFO = -5
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'ZPBTRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Determine the block size for this environment
+*
+ NB = ILAENV( 1, 'ZPBTRF', UPLO, N, KD, -1, -1 )
+*
+* The block size must not exceed the semi-bandwidth KD, and must not
+* exceed the limit set by the size of the local array WORK.
+*
+ NB = MIN( NB, NBMAX )
+*
+ IF( NB.LE.1 .OR. NB.GT.KD ) THEN
+*
+* Use unblocked code
+*
+ CALL ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
+ ELSE
+*
+* Use blocked code
+*
+ IF( LSAME( UPLO, 'U' ) ) THEN
+*
+* Compute the Cholesky factorization of a Hermitian band
+* matrix, given the upper triangle of the matrix in band
+* storage.
+*
+* Zero the upper triangle of the work array.
+*
+ DO 20 J = 1, NB
+ DO 10 I = 1, J - 1
+ WORK( I, J ) = ZERO
+ 10 CONTINUE
+ 20 CONTINUE
+*
+* Process the band matrix one diagonal block at a time.
+*
+ DO 70 I = 1, N, NB
+ IB = MIN( NB, N-I+1 )
+*
+* Factorize the diagonal block
+*
+ CALL ZPOTF2( UPLO, IB, AB( KD+1, I ), LDAB-1, II )
+ IF( II.NE.0 ) THEN
+ INFO = I + II - 1
+ GO TO 150
+ END IF
+ IF( I+IB.LE.N ) THEN
+*
+* Update the relevant part of the trailing submatrix.
+* If A11 denotes the diagonal block which has just been
+* factorized, then we need to update the remaining
+* blocks in the diagram:
+*
+* A11 A12 A13
+* A22 A23
+* A33
+*
+* The numbers of rows and columns in the partitioning
+* are IB, I2, I3 respectively. The blocks A12, A22 and
+* A23 are empty if IB = KD. The upper triangle of A13
+* lies outside the band.
+*
+ I2 = MIN( KD-IB, N-I-IB+1 )
+ I3 = MIN( IB, N-I-KD+1 )
+*
+ IF( I2.GT.0 ) THEN
+*
+* Update A12
+*
+ CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
+ $ 'Non-unit', IB, I2, CONE,
+ $ AB( KD+1, I ), LDAB-1,
+ $ AB( KD+1-IB, I+IB ), LDAB-1 )
+*
+* Update A22
+*
+ CALL ZHERK( 'Upper', 'Conjugate transpose', I2, IB,
+ $ -ONE, AB( KD+1-IB, I+IB ), LDAB-1, ONE,
+ $ AB( KD+1, I+IB ), LDAB-1 )
+ END IF
+*
+ IF( I3.GT.0 ) THEN
+*
+* Copy the lower triangle of A13 into the work array.
+*
+ DO 40 JJ = 1, I3
+ DO 30 II = JJ, IB
+ WORK( II, JJ ) = AB( II-JJ+1, JJ+I+KD-1 )
+ 30 CONTINUE
+ 40 CONTINUE
+*
+* Update A13 (in the work array).
+*
+ CALL ZTRSM( 'Left', 'Upper', 'Conjugate transpose',
+ $ 'Non-unit', IB, I3, CONE,
+ $ AB( KD+1, I ), LDAB-1, WORK, LDWORK )
+*
+* Update A23
+*
+ IF( I2.GT.0 )
+ $ CALL ZGEMM( 'Conjugate transpose',
+ $ 'No transpose', I2, I3, IB, -CONE,
+ $ AB( KD+1-IB, I+IB ), LDAB-1, WORK,
+ $ LDWORK, CONE, AB( 1+IB, I+KD ),
+ $ LDAB-1 )
+*
+* Update A33
+*
+ CALL ZHERK( 'Upper', 'Conjugate transpose', I3, IB,
+ $ -ONE, WORK, LDWORK, ONE,
+ $ AB( KD+1, I+KD ), LDAB-1 )
+*
+* Copy the lower triangle of A13 back into place.
+*
+ DO 60 JJ = 1, I3
+ DO 50 II = JJ, IB
+ AB( II-JJ+1, JJ+I+KD-1 ) = WORK( II, JJ )
+ 50 CONTINUE
+ 60 CONTINUE
+ END IF
+ END IF
+ 70 CONTINUE
+ ELSE
+*
+* Compute the Cholesky factorization of a Hermitian band
+* matrix, given the lower triangle of the matrix in band
+* storage.
+*
+* Zero the lower triangle of the work array.
+*
+ DO 90 J = 1, NB
+ DO 80 I = J + 1, NB
+ WORK( I, J ) = ZERO
+ 80 CONTINUE
+ 90 CONTINUE
+*
+* Process the band matrix one diagonal block at a time.
+*
+ DO 140 I = 1, N, NB
+ IB = MIN( NB, N-I+1 )
+*
+* Factorize the diagonal block
+*
+ CALL ZPOTF2( UPLO, IB, AB( 1, I ), LDAB-1, II )
+ IF( II.NE.0 ) THEN
+ INFO = I + II - 1
+ GO TO 150
+ END IF
+ IF( I+IB.LE.N ) THEN
+*
+* Update the relevant part of the trailing submatrix.
+* If A11 denotes the diagonal block which has just been
+* factorized, then we need to update the remaining
+* blocks in the diagram:
+*
+* A11
+* A21 A22
+* A31 A32 A33
+*
+* The numbers of rows and columns in the partitioning
+* are IB, I2, I3 respectively. The blocks A21, A22 and
+* A32 are empty if IB = KD. The lower triangle of A31
+* lies outside the band.
+*
+ I2 = MIN( KD-IB, N-I-IB+1 )
+ I3 = MIN( IB, N-I-KD+1 )
+*
+ IF( I2.GT.0 ) THEN
+*
+* Update A21
+*
+ CALL ZTRSM( 'Right', 'Lower',
+ $ 'Conjugate transpose', 'Non-unit', I2,
+ $ IB, CONE, AB( 1, I ), LDAB-1,
+ $ AB( 1+IB, I ), LDAB-1 )
+*
+* Update A22
+*
+ CALL ZHERK( 'Lower', 'No transpose', I2, IB, -ONE,
+ $ AB( 1+IB, I ), LDAB-1, ONE,
+ $ AB( 1, I+IB ), LDAB-1 )
+ END IF
+*
+ IF( I3.GT.0 ) THEN
+*
+* Copy the upper triangle of A31 into the work array.
+*
+ DO 110 JJ = 1, IB
+ DO 100 II = 1, MIN( JJ, I3 )
+ WORK( II, JJ ) = AB( KD+1-JJ+II, JJ+I-1 )
+ 100 CONTINUE
+ 110 CONTINUE
+*
+* Update A31 (in the work array).
+*
+ CALL ZTRSM( 'Right', 'Lower',
+ $ 'Conjugate transpose', 'Non-unit', I3,
+ $ IB, CONE, AB( 1, I ), LDAB-1, WORK,
+ $ LDWORK )
+*
+* Update A32
+*
+ IF( I2.GT.0 )
+ $ CALL ZGEMM( 'No transpose',
+ $ 'Conjugate transpose', I3, I2, IB,
+ $ -CONE, WORK, LDWORK, AB( 1+IB, I ),
+ $ LDAB-1, CONE, AB( 1+KD-IB, I+IB ),
+ $ LDAB-1 )
+*
+* Update A33
+*
+ CALL ZHERK( 'Lower', 'No transpose', I3, IB, -ONE,
+ $ WORK, LDWORK, ONE, AB( 1, I+KD ),
+ $ LDAB-1 )
+*
+* Copy the upper triangle of A31 back into place.
+*
+ DO 130 JJ = 1, IB
+ DO 120 II = 1, MIN( JJ, I3 )
+ AB( KD+1-JJ+II, JJ+I-1 ) = WORK( II, JJ )
+ 120 CONTINUE
+ 130 CONTINUE
+ END IF
+ END IF
+ 140 CONTINUE
+ END IF
+ END IF
+ RETURN
+*
+ 150 CONTINUE
+ RETURN
+*
+* End of ZPBTRF
+*
+ END