SYNOPSIS

SUBROUTINE SPBTRF(

UPLO, N, KD, AB, LDAB, INFO )

    

CHARACTER UPLO

    

INTEGER INFO, KD, LDAB, N

    

REAL AB( LDAB, * )

PURPOSE

SPBTRF computes the Cholesky factorization of a real symmetric 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 triangular.

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 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**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 illegal 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, March 23, 1989