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SUBROUTINE SPBTF2( UPLO, N, KD, AB, LDAB, INFO )
*
* -- LAPACK routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* February 29, 1992
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, KD, LDAB, N
* ..
* .. Array Arguments ..
REAL AB( LDAB, * )
* ..
*
* Purpose
* =======
*
* SPBTF2 computes the Cholesky factorization of a real symmetric
* 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 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
* symmetric 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) 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 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.
*
* =====================================================================
*
* .. Parameters ..
REAL ONE, ZERO
PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER J, KLD, KN
REAL AJJ
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL SSCAL, SSYR, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX, MIN, SQRT
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
UPPER = LSAME( UPLO, 'U' )
IF( .NOT.UPPER .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( LDAB.LT.KD+1 ) THEN
INFO = -5
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'SPBTF2', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
KLD = MAX( 1, LDAB-1 )
*
IF( UPPER ) THEN
*
* Compute the Cholesky factorization A = U'*U.
*
DO 10 J = 1, N
*
* Compute U(J,J) and test for non-positive-definiteness.
*
AJJ = AB( KD+1, J )
IF( AJJ.LE.ZERO )
$ GO TO 30
AJJ = SQRT( AJJ )
AB( KD+1, J ) = AJJ
*
* Compute elements J+1:J+KN of row J and update the
* trailing submatrix within the band.
*
KN = MIN( KD, N-J )
IF( KN.GT.0 ) THEN
CALL SSCAL( KN, ONE / AJJ, AB( KD, J+1 ), KLD )
CALL SSYR( 'Upper', KN, -ONE, AB( KD, J+1 ), KLD,
$ AB( KD+1, J+1 ), KLD )
END IF
10 CONTINUE
ELSE
*
* Compute the Cholesky factorization A = L*L'.
*
DO 20 J = 1, N
*
* Compute L(J,J) and test for non-positive-definiteness.
*
AJJ = AB( 1, J )
IF( AJJ.LE.ZERO )
$ GO TO 30
AJJ = SQRT( AJJ )
AB( 1, J ) = AJJ
*
* Compute elements J+1:J+KN of column J and update the
* trailing submatrix within the band.
*
KN = MIN( KD, N-J )
IF( KN.GT.0 ) THEN
CALL SSCAL( KN, ONE / AJJ, AB( 2, J ), 1 )
CALL SSYR( 'Lower', KN, -ONE, AB( 2, J ), 1,
$ AB( 1, J+1 ), KLD )
END IF
20 CONTINUE
END IF
RETURN
*
30 CONTINUE
INFO = J
RETURN
*
* End of SPBTF2
*
END
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