/* dpbstf.f -- translated by f2c (version 20061008). You must link the resulting object file with libf2c: on Microsoft Windows system, link with libf2c.lib; on Linux or Unix systems, link with .../path/to/libf2c.a -lm or, if you install libf2c.a in a standard place, with -lf2c -lm -- in that order, at the end of the command line, as in cc *.o -lf2c -lm Source for libf2c is in /netlib/f2c/libf2c.zip, e.g., http://www.netlib.org/f2c/libf2c.zip */ #include "f2c.h" #include "blaswrap.h" /* Table of constant values */ static integer c__1 = 1; static doublereal c_b9 = -1.; /* Subroutine */ int dpbstf_(char *uplo, integer *n, integer *kd, doublereal * ab, integer *ldab, integer *info) { /* System generated locals */ integer ab_dim1, ab_offset, i__1, i__2, i__3; doublereal d__1; /* Builtin functions */ double sqrt(doublereal); /* Local variables */ integer j, m, km; doublereal ajj; integer kld; extern /* Subroutine */ int dsyr_(char *, integer *, doublereal *, doublereal *, integer *, doublereal *, integer *), dscal_( integer *, doublereal *, doublereal *, integer *); extern logical lsame_(char *, char *); logical upper; extern /* Subroutine */ int xerbla_(char *, integer *); /* -- LAPACK routine (version 3.2) -- */ /* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */ /* November 2006 */ /* .. Scalar Arguments .. */ /* .. */ /* .. Array Arguments .. */ /* .. */ /* 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 .. */ /* .. */ /* .. Local Scalars .. */ /* .. */ /* .. External Functions .. */ /* .. */ /* .. External Subroutines .. */ /* .. */ /* .. Intrinsic Functions .. */ /* .. */ /* .. Executable Statements .. */ /* Test the input parameters. */ /* Parameter adjustments */ ab_dim1 = *ldab; ab_offset = 1 + ab_dim1; ab -= ab_offset; /* Function Body */ *info = 0; upper = lsame_(uplo, "U"); if (! upper && ! lsame_(uplo, "L")) { *info = -1; } else if (*n < 0) { *info = -2; } else if (*kd < 0) { *info = -3; } else if (*ldab < *kd + 1) { *info = -5; } if (*info != 0) { i__1 = -(*info); xerbla_("DPBSTF", &i__1); return 0; } /* Quick return if possible */ if (*n == 0) { return 0; } /* Computing MAX */ i__1 = 1, i__2 = *ldab - 1; kld = max(i__1,i__2); /* Set the splitting point m. */ m = (*n + *kd) / 2; if (upper) { /* Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m). */ i__1 = m + 1; for (j = *n; j >= i__1; --j) { /* Compute s(j,j) and test for non-positive-definiteness. */ ajj = ab[*kd + 1 + j * ab_dim1]; if (ajj <= 0.) { goto L50; } ajj = sqrt(ajj); ab[*kd + 1 + j * ab_dim1] = ajj; /* Computing MIN */ i__2 = j - 1; km = min(i__2,*kd); /* Compute elements j-km:j-1 of the j-th column and update the */ /* the leading submatrix within the band. */ d__1 = 1. / ajj; dscal_(&km, &d__1, &ab[*kd + 1 - km + j * ab_dim1], &c__1); dsyr_("Upper", &km, &c_b9, &ab[*kd + 1 - km + j * ab_dim1], &c__1, &ab[*kd + 1 + (j - km) * ab_dim1], &kld); /* L10: */ } /* Factorize the updated submatrix A(1:m,1:m) as U**T*U. */ i__1 = m; for (j = 1; j <= i__1; ++j) { /* Compute s(j,j) and test for non-positive-definiteness. */ ajj = ab[*kd + 1 + j * ab_dim1]; if (ajj <= 0.) { goto L50; } ajj = sqrt(ajj); ab[*kd + 1 + j * ab_dim1] = ajj; /* Computing MIN */ i__2 = *kd, i__3 = m - j; km = min(i__2,i__3); /* Compute elements j+1:j+km of the j-th row and update the */ /* trailing submatrix within the band. */ if (km > 0) { d__1 = 1. / ajj; dscal_(&km, &d__1, &ab[*kd + (j + 1) * ab_dim1], &kld); dsyr_("Upper", &km, &c_b9, &ab[*kd + (j + 1) * ab_dim1], &kld, &ab[*kd + 1 + (j + 1) * ab_dim1], &kld); } /* L20: */ } } else { /* Factorize A(m+1:n,m+1:n) as L**T*L, and update A(1:m,1:m). */ i__1 = m + 1; for (j = *n; j >= i__1; --j) { /* Compute s(j,j) and test for non-positive-definiteness. */ ajj = ab[j * ab_dim1 + 1]; if (ajj <= 0.) { goto L50; } ajj = sqrt(ajj); ab[j * ab_dim1 + 1] = ajj; /* Computing MIN */ i__2 = j - 1; km = min(i__2,*kd); /* Compute elements j-km:j-1 of the j-th row and update the */ /* trailing submatrix within the band. */ d__1 = 1. / ajj; dscal_(&km, &d__1, &ab[km + 1 + (j - km) * ab_dim1], &kld); dsyr_("Lower", &km, &c_b9, &ab[km + 1 + (j - km) * ab_dim1], &kld, &ab[(j - km) * ab_dim1 + 1], &kld); /* L30: */ } /* Factorize the updated submatrix A(1:m,1:m) as U**T*U. */ i__1 = m; for (j = 1; j <= i__1; ++j) { /* Compute s(j,j) and test for non-positive-definiteness. */ ajj = ab[j * ab_dim1 + 1]; if (ajj <= 0.) { goto L50; } ajj = sqrt(ajj); ab[j * ab_dim1 + 1] = ajj; /* Computing MIN */ i__2 = *kd, i__3 = m - j; km = min(i__2,i__3); /* Compute elements j+1:j+km of the j-th column and update the */ /* trailing submatrix within the band. */ if (km > 0) { d__1 = 1. / ajj; dscal_(&km, &d__1, &ab[j * ab_dim1 + 2], &c__1); dsyr_("Lower", &km, &c_b9, &ab[j * ab_dim1 + 2], &c__1, &ab[( j + 1) * ab_dim1 + 1], &kld); } /* L40: */ } } return 0; L50: *info = j; return 0; /* End of DPBSTF */ } /* dpbstf_ */