LAPACK  3.4.2 LAPACK: Linear Algebra PACKage
spbstf.f File Reference

Go to the source code of this file.

## Functions/Subroutines

subroutine spbstf (UPLO, N, KD, AB, LDAB, INFO)
SPBSTF

## Function/Subroutine Documentation

 subroutine spbstf ( character UPLO, integer N, integer KD, real, dimension( ldab, * ) AB, integer LDAB, integer INFO )

SPBSTF

Purpose:
``` SPBSTF computes a split Cholesky factorization of a real
symmetric positive definite band matrix A.

This routine is designed to be used in conjunction with SSBGST.

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.```
Parameters:
 [in] UPLO ``` UPLO is CHARACTER*1 = 'U': Upper triangle of A is stored; = 'L': Lower triangle of A is stored.``` [in] N ``` N is INTEGER The order of the matrix A. N >= 0.``` [in] KD ``` KD is INTEGER The number of superdiagonals of the matrix A if UPLO = 'U', or the number of subdiagonals if UPLO = 'L'. KD >= 0.``` [in,out] AB ``` AB is 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). On exit, if INFO = 0, the factor S from the split Cholesky factorization A = S**T*S. See Further Details.``` [in] LDAB ``` LDAB is INTEGER The leading dimension of the array AB. LDAB >= KD+1.``` [out] INFO ``` INFO is 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.```
Date:
November 2011
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.```

Definition at line 153 of file spbstf.f.

Here is the call graph for this function:

Here is the caller graph for this function: