1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229
|
*> \brief <b> DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices</b>
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DPBSV + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpbsv.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpbsv.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpbsv.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, KD, LDAB, LDB, N, NRHS
* ..
* .. Array Arguments ..
* DOUBLE PRECISION AB( LDAB, * ), B( LDB, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] UPLO
*> \verbatim
*> UPLO is CHARACTER*1
*> = 'U': Upper triangle of A is stored;
*> = 'L': Lower triangle of A is stored.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of linear equations, i.e., the order of the
*> matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in] KD
*> \verbatim
*> KD is INTEGER
*> The number of superdiagonals of the matrix A if UPLO = 'U',
*> or the number of subdiagonals if UPLO = 'L'. KD >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*> NRHS is INTEGER
*> The number of right hand sides, i.e., the number of columns
*> of the matrix B. NRHS >= 0.
*> \endverbatim
*>
*> \param[in,out] AB
*> \verbatim
*> AB is 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.
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*> LDAB is INTEGER
*> The leading dimension of the array AB. LDAB >= KD+1.
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*> B is 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.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*> LDB is INTEGER
*> The leading dimension of the array B. LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is 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.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date December 2016
*
*> \ingroup doubleOTHERsolve
*
*> \par Further Details:
* =====================
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*>
* =====================================================================
SUBROUTINE DPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )
*
* -- LAPACK driver routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, KD, LDAB, LDB, N, NRHS
* ..
* .. Array Arguments ..
DOUBLE PRECISION AB( LDAB, * ), B( LDB, * )
* ..
*
* =====================================================================
*
* .. 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**T*U or A = L*L**T.
*
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
|