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
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
|
*> \brief \b ZPBTRF
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download ZPBTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zpbtrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zpbtrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zpbtrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, KD, LDAB, N
* ..
* .. Array Arguments ..
* COMPLEX*16 AB( LDAB, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': Upper triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] KD
*> \verbatim
*> KD is INTEGER
*> The number of superdiagonals of the matrix A if UPLO = 'U',
*> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
*> \endverbatim
*>
*> \param[in,out] AB
*> \verbatim
*> AB is 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.
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*> LDAB is INTEGER
*> The leading dimension of the array AB. LDAB >= KD+1.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is 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.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup complex16OTHERcomputational
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*
*> \par Contributors:
* ==================
*>
*> Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
*
* =====================================================================
SUBROUTINE ZPBTRF( UPLO, N, KD, AB, LDAB, INFO )
*
* -- LAPACK computational routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
* ..
* .. Array Arguments ..
COMPLEX*16 AB( LDAB, * )
* ..
*
* =====================================================================
*
* .. 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
|