DPBSTF(3f)

NAME
DPBSTF - a split Cholesky factorization of a real symmetric positive definite band matrix A

SYNOPSIS

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

CHARACTER
    UPLO

INTEGER
    INFO, KD, LDAB, N

DOUBLE
    PRECISION AB( LDAB, * )

PURPOSE
DPBSTF computes a split Cholesky factorization of a real symmetric positive definite band matrix A. This routine is designed to be used in conjunction with DSBGST. The factorization has the form A = S**T*S where S is a band matrix of the same bandwidth as A and the following structure:
  S = ( U )
      ( M L )
where U is upper triangular of order m = (n+kd)/2, and L is lower triangular of order n-m.

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) 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). On exit, if INFO = 0, the factor S from the split Cholesky factorization A = S**T*S. See Further Details. 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 factorization could not be completed, because the updated element a(i,i) was negative; the matrix A is not positive definite.

FURTHER DETAILS
The band storage scheme is illustrated by the following example, when N = 7, KD = 2:
S = ( s11 s12 s13 )
    ( s22 s23 s24 )
    ( s33 s34 )
    ( s44 )
    ( s53 s54 s55 )
    ( s64 s65 s66 )
    ( s75 s76 s77 )
If UPLO = 'U', the array AB holds:
on entry: on exit:
 * * a13 a24 a35 a46 a57 * * s13 s24 s53 s64 s75
 * a12 a23 a34 a45 a56 a67 * s12 s23 s34 s54 s65 s76 a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77 If UPLO = 'L', the array AB holds:
on entry: on exit:
a11 a22 a33 a44 a55 a66 a77 s11 s22 s33 s44 s55 s66 s77 a21 a32 a43 a54 a65 a76 * s12 s23 s34 s54 s65 s76 * a31 a42 a53 a64 a64 * * s13 s24 s53 s64 s75 * * Array elements marked * are not used by the routine.