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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/spbsv.f
Move LAPACK trunk into position.
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+ SUBROUTINE SPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, KD, LDAB, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ REAL AB( LDAB, * ), B( LDB, * )
+* ..
+*
+* Purpose
+* =======
+*
+* SPBSV computes the solution to a real system of linear equations
+* A * X = B,
+* where A is an N-by-N symmetric positive definite band matrix and X
+* and B are N-by-NRHS matrices.
+*
+* The Cholesky decomposition is used to factor A as
+* A = U**T * U, if UPLO = 'U', or
+* A = L * L**T, if UPLO = 'L',
+* where U is an upper triangular band matrix, and L is a lower
+* triangular band matrix, with the same number of superdiagonals or
+* subdiagonals as A. The factored form of A is then used to solve the
+* system of equations A * X = B.
+*
+* Arguments
+* =========
+*
+* UPLO (input) CHARACTER*1
+* = 'U': Upper triangle of A is stored;
+* = 'L': Lower triangle of A is stored.
+*
+* N (input) INTEGER
+* The number of linear equations, i.e., 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.
+*
+* NRHS (input) INTEGER
+* The number of right hand sides, i.e., the number of columns
+* of the matrix B. NRHS >= 0.
+*
+* AB (input/output) 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).
+* See below for further details.
+*
+* On exit, if INFO = 0, the triangular factor U or L from the
+* Cholesky factorization A = U**T*U or A = L*L**T 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.
+*
+* B (input/output) REAL array, dimension (LDB,NRHS)
+* On entry, the N-by-NRHS right hand side matrix B.
+* On exit, if INFO = 0, the N-by-NRHS solution matrix X.
+*
+* LDB (input) INTEGER
+* The leading dimension of the array B. LDB >= max(1,N).
+*
+* INFO (output) 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 of A is not
+* positive definite, so the factorization could not be
+* completed, and the solution has not been computed.
+*
+* 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.
+*
+* =====================================================================
+*
+* .. External Functions ..
+ LOGICAL LSAME
+ EXTERNAL LSAME
+* ..
+* .. External Subroutines ..
+ EXTERNAL SPBTRF, SPBTRS, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX
+* ..
+* .. 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( NRHS.LT.0 ) THEN
+ INFO = -4
+ ELSE IF( LDAB.LT.KD+1 ) THEN
+ INFO = -6
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -8
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'SPBSV ', -INFO )
+ RETURN
+ END IF
+*
+* Compute the Cholesky factorization A = U'*U or A = L*L'.
+*
+ CALL SPBTRF( UPLO, N, KD, AB, LDAB, INFO )
+ IF( INFO.EQ.0 ) THEN
+*
+* Solve the system A*X = B, overwriting B with X.
+*
+ CALL SPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
+*
+ END IF
+ RETURN
+*
+* End of SPBSV
+*
+ END