CPBTF2 (3lapack)

compute the Cholesky factorization of a complex Hermitian positive definite band matrix A

SYNOPSIS

  SUBROUTINE CPBTF2( UPLO, N, KD, AB, LDAB, INFO )

      CHARACTER      UPLO

      INTEGER        INFO, KD, LDAB, N

      COMPLEX        AB( LDAB, * )

PURPOSE

  CPBTF2 computes the Cholesky factorization of a complex Hermitian positive
  definite band matrix A.

  The factorization has the form
     A = U' * U ,  if UPLO = 'U', or
     A = L  * L',  if UPLO = 'L',
  where U is an upper triangular matrix, U' is the conjugate transpose of U,
  and L is lower triangular.

  This is the unblocked version of the algorithm, calling Level 2 BLAS.

ARGUMENTS

  UPLO    (input) CHARACTER*1
          Specifies whether the upper or lower triangular part of the
          Hermitian matrix A is stored:
          = 'U':  Upper triangular
          = 'L':  Lower triangular

  N       (input) INTEGER
          The order of the matrix A.  N >= 0.

  KD      (input) INTEGER
          The number of super-diagonals of the matrix A if UPLO = 'U', or the
          number of sub-diagonals if UPLO = 'L'.  KD >= 0.

  AB      (input/output) COMPLEX array, dimension (LDAB,N)
          On entry, the upper or lower triangle of the Hermitian 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'*U or A = L*L' 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 = -k, the k-th argument had an illegal value
          > 0: if INFO = k, the leading minor of order k 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.