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spbtrf (3)
  • >> spbtrf (3) ( Solaris man: Библиотечные вызовы )
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    NAME
         spbtrf - compute the Cholesky factorization of a  real  sym-
         metric positive definite band matrix A
    
    SYNOPSIS
         SUBROUTINE SPBTRF( UPLO, N, KD, AB, LDAB, INFO )
    
         CHARACTER UPLO
    
         INTEGER INFO, KD, LDAB, N
    
         REAL AB( LDAB, * )
    
    
    
         #include <sunperf.h>
    
         void spbtrf(char uplo, int n, int kd, float *sab, int  ldab,
                   int *info) ;
    
    PURPOSE
         SPBTRF computes the Cholesky factorization of  a  real  sym-
         metric positive definite band matrix A.
    
         The factorization has the form
            A = U**T * U,  if UPLO = 'U', or
            A = L  * L**T,  if UPLO = 'L',
         where U is an upper triangular matrix and L  is  lower  tri-
         angular.
    
    
    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) REAL array, dimension (LDAB,N)
                   On entry, the upper or lower triangle of the  sym-
                   metric  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 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.
    
         INFO      (output) INTEGER
                   = 0:  successful exit
                   < 0:  if INFO = -i, the i-th argument had an ille-
                   gal value
                   > 0:  if INFO = i, the leading minor of order i is
                   not positive definite, and the factorization could
                   not be completed.
    
    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.
    
         Contributed by
         Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, 27 Jun  23,
         1989
    
    
    
    


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