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Diffstat (limited to 'SRC/spbtrs.f')
-rw-r--r-- | SRC/spbtrs.f | 145 |
1 files changed, 145 insertions, 0 deletions
diff --git a/SRC/spbtrs.f b/SRC/spbtrs.f new file mode 100644 index 00000000..22384772 --- /dev/null +++ b/SRC/spbtrs.f @@ -0,0 +1,145 @@ + SUBROUTINE SPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, 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, LDB, N, NRHS +* .. +* .. Array Arguments .. + REAL AB( LDAB, * ), B( LDB, * ) +* .. +* +* Purpose +* ======= +* +* SPBTRS solves a system of linear equations A*X = B with a symmetric +* positive definite band matrix A using the Cholesky factorization +* A = U**T*U or A = L*L**T computed by SPBTRF. +* +* Arguments +* ========= +* +* UPLO (input) CHARACTER*1 +* = 'U': Upper triangular factor stored in AB; +* = 'L': Lower triangular factor stored in AB. +* +* 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. +* +* NRHS (input) INTEGER +* The number of right hand sides, i.e., the number of columns +* of the matrix B. NRHS >= 0. +* +* AB (input) REAL array, dimension (LDAB,N) +* The triangular factor U or L from the Cholesky factorization +* A = U**T*U or A = L*L**T of the band matrix A, stored in the +* first KD+1 rows of the array. The j-th column of U or L is +* stored in the j-th column of the array AB as follows: +* if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j; +* if UPLO ='L', AB(1+i-j,j) = L(i,j) for j<=i<=min(n,j+kd). +* +* LDAB (input) INTEGER +* The leading dimension of the array AB. LDAB >= KD+1. +* +* B (input/output) REAL array, dimension (LDB,NRHS) +* On entry, the right hand side matrix B. +* On exit, the solution matrix X. +* +* LDB (input) INTEGER +* The leading dimension of the array B. LDB >= max(1,N). +* +* INFO (output) INTEGER +* = 0: successful exit +* < 0: if INFO = -i, the i-th argument had an illegal value +* +* ===================================================================== +* +* .. Local Scalars .. + LOGICAL UPPER + INTEGER J +* .. +* .. External Functions .. + LOGICAL LSAME + EXTERNAL LSAME +* .. +* .. External Subroutines .. + EXTERNAL STBSV, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. 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( NRHS.LT.0 ) THEN + INFO = -4 + ELSE IF( LDAB.LT.KD+1 ) THEN + INFO = -6 + ELSE IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -8 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'SPBTRS', -INFO ) + RETURN + END IF +* +* Quick return if possible +* + IF( N.EQ.0 .OR. NRHS.EQ.0 ) + $ RETURN +* + IF( UPPER ) THEN +* +* Solve A*X = B where A = U'*U. +* + DO 10 J = 1, NRHS +* +* Solve U'*X = B, overwriting B with X. +* + CALL STBSV( 'Upper', 'Transpose', 'Non-unit', N, KD, AB, + $ LDAB, B( 1, J ), 1 ) +* +* Solve U*X = B, overwriting B with X. +* + CALL STBSV( 'Upper', 'No transpose', 'Non-unit', N, KD, AB, + $ LDAB, B( 1, J ), 1 ) + 10 CONTINUE + ELSE +* +* Solve A*X = B where A = L*L'. +* + DO 20 J = 1, NRHS +* +* Solve L*X = B, overwriting B with X. +* + CALL STBSV( 'Lower', 'No transpose', 'Non-unit', N, KD, AB, + $ LDAB, B( 1, J ), 1 ) +* +* Solve L'*X = B, overwriting B with X. +* + CALL STBSV( 'Lower', 'Transpose', 'Non-unit', N, KD, AB, + $ LDAB, B( 1, J ), 1 ) + 20 CONTINUE + END IF +* + RETURN +* +* End of SPBTRS +* + END |