227 lines
		
	
	
		
			6.7 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			227 lines
		
	
	
		
			6.7 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \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 principal minor of order i
 | |
| *>                of A is not positive, 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.
 | |
| *
 | |
| *> \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 --
 | |
| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
 | |
| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
 | |
| *
 | |
| *     .. 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
 |