summaryrefslogtreecommitdiff
path: root/SRC/zpbtf2.f
blob: 93486f9817180ba37f4b3fb341251b9effa783d3 (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
      SUBROUTINE ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
*
*  -- LAPACK routine (version 3.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2006
*
*     .. Scalar Arguments ..
      CHARACTER          UPLO
      INTEGER            INFO, KD, LDAB, N
*     ..
*     .. Array Arguments ..
      COMPLEX*16         AB( LDAB, * )
*     ..
*
*  Purpose
*  =======
*
*  ZPBTF2 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, U**H is the conjugate 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
*          Hermitian 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) 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 = -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 ..
      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            J, KLD, KN
      DOUBLE PRECISION   AJJ
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA, ZDSCAL, ZHER, ZLACGV
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          DBLE, 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( 'ZPBTF2', -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**H * U.
*
         DO 10 J = 1, N
*
*           Compute U(J,J) and test for non-positive-definiteness.
*
            AJJ = DBLE( AB( KD+1, J ) )
            IF( AJJ.LE.ZERO ) THEN
               AB( KD+1, J ) = AJJ
               GO TO 30
            END IF
            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 ZDSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
               CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
               CALL ZHER( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD,
     $                    AB( KD+1, J+1 ), KLD )
               CALL ZLACGV( KN, AB( KD, J+1 ), KLD )
            END IF
   10    CONTINUE
      ELSE
*
*        Compute the Cholesky factorization A = L*L**H.
*
         DO 20 J = 1, N
*
*           Compute L(J,J) and test for non-positive-definiteness.
*
            AJJ = DBLE( AB( 1, J ) )
            IF( AJJ.LE.ZERO ) THEN
               AB( 1, J ) = AJJ
               GO TO 30
            END IF
            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 ZDSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
               CALL ZHER( '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 ZPBTF2
*
      END