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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dpbstf.f
Move LAPACK trunk into position.
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+ SUBROUTINE DPBSTF( UPLO, N, KD, AB, LDAB, 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, N
+* ..
+* .. Array Arguments ..
+ DOUBLE PRECISION AB( LDAB, * )
+* ..
+*
+* 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.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* 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.
+*
+* 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 factor S from the split Cholesky
+* factorization A = S**T*S. See Further Details.
+*
+* LDAB (input) INTEGER
+* The leading dimension of the array AB. LDAB >= KD+1.
+*
+* INFO (output) 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.
+*
+* 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.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE, ZERO
+ PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER J, KLD, KM, M
+ 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( 'DPBSTF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ KLD = MAX( 1, LDAB-1 )
+*
+* Set the splitting point m.
+*
+ M = ( N+KD ) / 2
+*
+ IF( UPPER ) THEN
+*
+* Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m).
+*
+ DO 10 J = N, M + 1, -1
+*
+* Compute s(j,j) and test for non-positive-definiteness.
+*
+ AJJ = AB( KD+1, J )
+ IF( AJJ.LE.ZERO )
+ $ GO TO 50
+ AJJ = SQRT( AJJ )
+ AB( KD+1, J ) = AJJ
+ KM = MIN( J-1, KD )
+*
+* Compute elements j-km:j-1 of the j-th column and update the
+* the leading submatrix within the band.
+*
+ CALL DSCAL( KM, ONE / AJJ, AB( KD+1-KM, J ), 1 )
+ CALL DSYR( 'Upper', KM, -ONE, AB( KD+1-KM, J ), 1,
+ $ AB( KD+1, J-KM ), KLD )
+ 10 CONTINUE
+*
+* Factorize the updated submatrix A(1:m,1:m) as U**T*U.
+*
+ DO 20 J = 1, M
+*
+* Compute s(j,j) and test for non-positive-definiteness.
+*
+ AJJ = AB( KD+1, J )
+ IF( AJJ.LE.ZERO )
+ $ GO TO 50
+ AJJ = SQRT( AJJ )
+ AB( KD+1, J ) = AJJ
+ KM = MIN( KD, M-J )
+*
+* Compute elements j+1:j+km of the j-th row and update the
+* trailing submatrix within the band.
+*
+ IF( KM.GT.0 ) THEN
+ CALL DSCAL( KM, ONE / AJJ, AB( KD, J+1 ), KLD )
+ CALL DSYR( 'Upper', KM, -ONE, AB( KD, J+1 ), KLD,
+ $ AB( KD+1, J+1 ), KLD )
+ END IF
+ 20 CONTINUE
+ ELSE
+*
+* Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m).
+*
+ DO 30 J = N, M + 1, -1
+*
+* Compute s(j,j) and test for non-positive-definiteness.
+*
+ AJJ = AB( 1, J )
+ IF( AJJ.LE.ZERO )
+ $ GO TO 50
+ AJJ = SQRT( AJJ )
+ AB( 1, J ) = AJJ
+ KM = MIN( J-1, KD )
+*
+* Compute elements j-km:j-1 of the j-th row and update the
+* trailing submatrix within the band.
+*
+ CALL DSCAL( KM, ONE / AJJ, AB( KM+1, J-KM ), KLD )
+ CALL DSYR( 'Lower', KM, -ONE, AB( KM+1, J-KM ), KLD,
+ $ AB( 1, J-KM ), KLD )
+ 30 CONTINUE
+*
+* Factorize the updated submatrix A(1:m,1:m) as U**T*U.
+*
+ DO 40 J = 1, M
+*
+* Compute s(j,j) and test for non-positive-definiteness.
+*
+ AJJ = AB( 1, J )
+ IF( AJJ.LE.ZERO )
+ $ GO TO 50
+ AJJ = SQRT( AJJ )
+ AB( 1, J ) = AJJ
+ KM = MIN( KD, M-J )
+*
+* Compute elements j+1:j+km of the j-th column and update the
+* trailing submatrix within the band.
+*
+ IF( KM.GT.0 ) THEN
+ CALL DSCAL( KM, ONE / AJJ, AB( 2, J ), 1 )
+ CALL DSYR( 'Lower', KM, -ONE, AB( 2, J ), 1,
+ $ AB( 1, J+1 ), KLD )
+ END IF
+ 40 CONTINUE
+ END IF
+ RETURN
+*
+ 50 CONTINUE
+ INFO = J
+ RETURN
+*
+* End of DPBSTF
+*
+ END