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author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/zpbtrf.f | |
download | lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.gz lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.tar.bz2 lapack-baba851215b44ac3b60b9248eb02bcce7eb76247.zip |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/zpbtrf.f')
-rw-r--r-- | SRC/zpbtrf.f | 371 |
1 files changed, 371 insertions, 0 deletions
diff --git a/SRC/zpbtrf.f b/SRC/zpbtrf.f new file mode 100644 index 00000000..18abd23b --- /dev/null +++ b/SRC/zpbtrf.f @@ -0,0 +1,371 @@ + 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 |