diff options
author | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
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committer | jason <jason@8a072113-8704-0410-8d35-dd094bca7971> | 2008-10-28 01:38:50 +0000 |
commit | baba851215b44ac3b60b9248eb02bcce7eb76247 (patch) | |
tree | 8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dpbstf.f |
Move LAPACK trunk into position.
Diffstat (limited to 'SRC/dpbstf.f')
-rw-r--r-- | SRC/dpbstf.f | 250 |
1 files changed, 250 insertions, 0 deletions
diff --git a/SRC/dpbstf.f b/SRC/dpbstf.f new file mode 100644 index 00000000..b6bf9f38 --- /dev/null +++ b/SRC/dpbstf.f @@ -0,0 +1,250 @@ + 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 |