diff libcruft/lapack/dpbtf2.f @ 5164:57077d0ddc8e

[project @ 2005-02-25 19:55:24 by jwe]
author jwe
date Fri, 25 Feb 2005 19:55:28 +0000
parents
children 68db500cb558
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/dpbtf2.f	Fri Feb 25 19:55:28 2005 +0000
@@ -0,0 +1,195 @@
+      SUBROUTINE DPBTF2( UPLO, N, KD, AB, LDAB, INFO )
+*
+*  -- LAPACK routine (version 3.0) --
+*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+*     Courant Institute, Argonne National Lab, and Rice University
+*     February 29, 1992
+*
+*     .. Scalar Arguments ..
+      CHARACTER          UPLO
+      INTEGER            INFO, KD, LDAB, N
+*     ..
+*     .. Array Arguments ..
+      DOUBLE PRECISION   AB( LDAB, * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DPBTF2 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) 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 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 ..
+      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           DSCAL, DSYR, 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( 'DPBTF2', -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 DSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
+               CALL DSYR( '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 DSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
+               CALL DSYR( '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 DPBTF2
+*
+      END