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Diffstat (limited to 'SRC/spbtf2.f')
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1 files changed, 194 insertions, 0 deletions
diff --git a/SRC/spbtf2.f b/SRC/spbtf2.f new file mode 100644 index 00000000..a5c223c3 --- /dev/null +++ b/SRC/spbtf2.f @@ -0,0 +1,194 @@ + SUBROUTINE SPBTF2( 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 .. + REAL AB( LDAB, * ) +* .. +* +* Purpose +* ======= +* +* SPBTF2 computes the Cholesky factorization of a real symmetric +* positive definite band matrix A. +* +* The factorization has the form +* A = U' * U , if UPLO = 'U', or +* A = L * L', if UPLO = 'L', +* where U is an upper triangular matrix, U' is the transpose of U, and +* L is lower triangular. +* +* This is the unblocked version of the algorithm, calling Level 2 BLAS. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* Specifies whether the upper or lower triangular part of the +* symmetric matrix A is stored: +* = 'U': Upper triangular +* = 'L': Lower triangular +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* KD (input) 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 (input/output) 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 triangular factor U or L from the +* Cholesky factorization A = U'*U or A = L*L' 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 = -k, the k-th argument had an illegal value +* > 0: if INFO = k, the leading minor of order k 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. +* +* ===================================================================== +* +* .. Parameters .. + REAL ONE, ZERO + PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) +* .. +* .. Local Scalars .. + LOGICAL UPPER + INTEGER J, KLD, KN + REAL AJJ +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL SSCAL, SSYR, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX, MIN, SQRT +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + UPPER = LSAME( UPLO, 'U' ) + IF( .NOT.UPPER .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( 'SPBTF2', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 ) + $ RETURN +* + KLD = MAX( 1, LDAB-1 ) +* + IF( UPPER ) THEN +* +* Compute the Cholesky factorization A = U'*U. +* + DO 10 J = 1, N +* +* Compute U(J,J) and test for non-positive-definiteness. +* + AJJ = AB( KD+1, J ) + IF( AJJ.LE.ZERO ) + $ GO TO 30 + AJJ = SQRT( AJJ ) + AB( KD+1, J ) = AJJ +* +* Compute elements J+1:J+KN of row J and update the +* trailing submatrix within the band. +* + KN = MIN( KD, N-J ) + IF( KN.GT.0 ) THEN + CALL SSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD ) + CALL SSYR( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD, + $ AB( KD+1, J+1 ), KLD ) + END IF + 10 CONTINUE + ELSE +* +* Compute the Cholesky factorization A = L*L'. +* + DO 20 J = 1, N +* +* Compute L(J,J) and test for non-positive-definiteness. +* + AJJ = AB( 1, J ) + IF( AJJ.LE.ZERO ) + $ GO TO 30 + AJJ = SQRT( AJJ ) + AB( 1, J ) = AJJ +* +* Compute elements J+1:J+KN of column J and update the +* trailing submatrix within the band. +* + KN = MIN( KD, N-J ) + IF( KN.GT.0 ) THEN + CALL SSCAL( KN, ONE / AJJ, AB( 2, J ), 1 ) + CALL SSYR( 'Lower', KN, -ONE, AB( 2, J ), 1, + $ AB( 1, J+1 ), KLD ) + END IF + 20 CONTINUE + END IF + RETURN +* + 30 CONTINUE + INFO = J + RETURN +* +* End of SPBTF2 +* + END |