pbstf - Man Page

pbstf: split Cholesky factor, use with hbgst

Synopsis

Functions

subroutine cpbstf (uplo, n, kd, ab, ldab, info)
CPBSTF
subroutine dpbstf (uplo, n, kd, ab, ldab, info)
DPBSTF
subroutine spbstf (uplo, n, kd, ab, ldab, info)
SPBSTF
subroutine zpbstf (uplo, n, kd, ab, ldab, info)
ZPBSTF

Detailed Description

Function Documentation

subroutine cpbstf (character uplo, integer n, integer kd, complex, dimension( ldab, * ) ab, integer ldab, integer info)

CPBSTF  

Purpose:

 CPBSTF computes a split Cholesky factorization of a complex
 Hermitian positive definite band matrix A.

 This routine is designed to be used in conjunction with CHBGST.

 The factorization has the form  A = S**H*S  where S is a band matrix
 of the same bandwidth as A and the following structure:

   S = ( U    )
       ( M  L )

 where U is upper triangular of order m = (n+kd)/2, and L is lower
 triangular of order n-m.
Parameters

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

AB

          AB is COMPLEX 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 factor S from the split Cholesky
          factorization A = S**H*S. See Further Details.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, the factorization could not be completed,
               because the updated element a(i,i) was negative; the
               matrix A is not positive definite.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The band storage scheme is illustrated by the following example, when
  N = 7, KD = 2:

  S = ( s11  s12  s13                     )
      (      s22  s23  s24                )
      (           s33  s34                )
      (                s44                )
      (           s53  s54  s55           )
      (                s64  s65  s66      )
      (                     s75  s76  s77 )

  If UPLO = 'U', the array AB holds:

  on entry:                          on exit:

   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53**H s64**H s75**H
   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54**H s65**H s76**H
  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55    s66    s77

  If UPLO = 'L', the array AB holds:

  on entry:                          on exit:

  a11  a22  a33  a44  a55  a66  a77  s11    s22    s33    s44  s55  s66  s77
  a21  a32  a43  a54  a65  a76   *   s12**H s23**H s34**H s54  s65  s76   *
  a31  a42  a53  a64  a64   *    *   s13**H s24**H s53    s64  s75   *    *

  Array elements marked * are not used by the routine; s12**H denotes
  conjg(s12); the diagonal elements of S are real.

Definition at line 152 of file cpbstf.f.

subroutine dpbstf (character uplo, integer n, integer kd, double precision, dimension( ldab, * ) ab, integer ldab, integer info)

DPBSTF  

Purpose:

 DPBSTF computes a split Cholesky factorization of a real
 symmetric positive definite band matrix A.

 This routine is designed to be used in conjunction with DSBGST.

 The factorization has the form  A = S**T*S  where S is a band matrix
 of the same bandwidth as A and the following structure:

   S = ( U    )
       ( M  L )

 where U is upper triangular of order m = (n+kd)/2, and L is lower
 triangular of order n-m.
Parameters

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

AB

          AB is DOUBLE PRECISION 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 factor S from the split Cholesky
          factorization A = S**T*S. See Further Details.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, the factorization could not be completed,
               because the updated element a(i,i) was negative; the
               matrix A is not positive definite.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The band storage scheme is illustrated by the following example, when
  N = 7, KD = 2:

  S = ( s11  s12  s13                     )
      (      s22  s23  s24                )
      (           s33  s34                )
      (                s44                )
      (           s53  s54  s55           )
      (                s64  s65  s66      )
      (                     s75  s76  s77 )

  If UPLO = 'U', the array AB holds:

  on entry:                          on exit:

   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75
   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77

  If UPLO = 'L', the array AB holds:

  on entry:                          on exit:

  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
  a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   *
  a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *

  Array elements marked * are not used by the routine.

Definition at line 151 of file dpbstf.f.

subroutine spbstf (character uplo, integer n, integer kd, real, dimension( ldab, * ) ab, integer ldab, integer info)

SPBSTF  

Purpose:

 SPBSTF computes a split Cholesky factorization of a real
 symmetric positive definite band matrix A.

 This routine is designed to be used in conjunction with SSBGST.

 The factorization has the form  A = S**T*S  where S is a band matrix
 of the same bandwidth as A and the following structure:

   S = ( U    )
       ( M  L )

 where U is upper triangular of order m = (n+kd)/2, and L is lower
 triangular of order n-m.
Parameters

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

AB

          AB is 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 factor S from the split Cholesky
          factorization A = S**T*S. See Further Details.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, the factorization could not be completed,
               because the updated element a(i,i) was negative; the
               matrix A is not positive definite.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The band storage scheme is illustrated by the following example, when
  N = 7, KD = 2:

  S = ( s11  s12  s13                     )
      (      s22  s23  s24                )
      (           s33  s34                )
      (                s44                )
      (           s53  s54  s55           )
      (                s64  s65  s66      )
      (                     s75  s76  s77 )

  If UPLO = 'U', the array AB holds:

  on entry:                          on exit:

   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75
   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77

  If UPLO = 'L', the array AB holds:

  on entry:                          on exit:

  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
  a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   *
  a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *

  Array elements marked * are not used by the routine.

Definition at line 151 of file spbstf.f.

subroutine zpbstf (character uplo, integer n, integer kd, complex*16, dimension( ldab, * ) ab, integer ldab, integer info)

ZPBSTF  

Purpose:

 ZPBSTF computes a split Cholesky factorization of a complex
 Hermitian positive definite band matrix A.

 This routine is designed to be used in conjunction with ZHBGST.

 The factorization has the form  A = S**H*S  where S is a band matrix
 of the same bandwidth as A and the following structure:

   S = ( U    )
       ( M  L )

 where U is upper triangular of order m = (n+kd)/2, and L is lower
 triangular of order n-m.
Parameters

UPLO

          UPLO is CHARACTER*1
          = 'U':  Upper triangle of A is stored;
          = 'L':  Lower triangle of A is stored.

N

          N is INTEGER
          The order of the matrix A.  N >= 0.

KD

          KD is INTEGER
          The number of superdiagonals of the matrix A if UPLO = 'U',
          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

AB

          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 factor S from the split Cholesky
          factorization A = S**H*S. See Further Details.

LDAB

          LDAB is INTEGER
          The leading dimension of the array AB.  LDAB >= KD+1.

INFO

          INFO is INTEGER
          = 0: successful exit
          < 0: if INFO = -i, the i-th argument had an illegal value
          > 0: if INFO = i, the factorization could not be completed,
               because the updated element a(i,i) was negative; the
               matrix A is not positive definite.
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Further Details:

  The band storage scheme is illustrated by the following example, when
  N = 7, KD = 2:

  S = ( s11  s12  s13                     )
      (      s22  s23  s24                )
      (           s33  s34                )
      (                s44                )
      (           s53  s54  s55           )
      (                s64  s65  s66      )
      (                     s75  s76  s77 )

  If UPLO = 'U', the array AB holds:

  on entry:                          on exit:

   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53**H s64**H s75**H
   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54**H s65**H s76**H
  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55    s66    s77

  If UPLO = 'L', the array AB holds:

  on entry:                          on exit:

  a11  a22  a33  a44  a55  a66  a77  s11    s22    s33    s44  s55  s66  s77
  a21  a32  a43  a54  a65  a76   *   s12**H s23**H s34**H s54  s65  s76   *
  a31  a42  a53  a64  a64   *    *   s13**H s24**H s53    s64  s75   *    *

  Array elements marked * are not used by the routine; s12**H denotes
  conjg(s12); the diagonal elements of S are real.

Definition at line 152 of file zpbstf.f.

Author

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Tue Nov 28 2023 12:08:43 Version 3.12.0 LAPACK