SUBROUTINE DPBSV( 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 .. DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * Purpose * ======= * * DPBSV 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) 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). * 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) DOUBLE PRECISION 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 DPBTRF, DPBTRS, 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( 'DPBSV ', -INFO ) RETURN END IF * * Compute the Cholesky factorization A = U'*U or A = L*L'. * CALL DPBTRF( UPLO, N, KD, AB, LDAB, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO ) * END IF RETURN * * End of DPBSV * END