1       SUBROUTINE DPBTRF( UPLO, N, KD, AB, LDAB, INFO )
  2 *
  3 *  -- LAPACK routine (version 3.2) --
  4 *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  5 *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  6 *     November 2006
  7 *
  8 *     .. Scalar Arguments ..
  9       CHARACTER          UPLO
 10       INTEGER            INFO, KD, LDAB, N
 11 *     ..
 12 *     .. Array Arguments ..
 13       DOUBLE PRECISION   AB( LDAB, * )
 14 *     ..
 15 *
 16 *  Purpose
 17 *  =======
 18 *
 19 *  DPBTRF computes the Cholesky factorization of a real symmetric
 20 *  positive definite band matrix A.
 21 *
 22 *  The factorization has the form
 23 *     A = U**T * U,  if UPLO = 'U', or
 24 *     A = L  * L**T,  if UPLO = 'L',
 25 *  where U is an upper triangular matrix and L is lower triangular.
 26 *
 27 *  Arguments
 28 *  =========
 29 *
 30 *  UPLO    (input) CHARACTER*1
 31 *          = 'U':  Upper triangle of A is stored;
 32 *          = 'L':  Lower triangle of A is stored.
 33 *
 34 *  N       (input) INTEGER
 35 *          The order of the matrix A.  N >= 0.
 36 *
 37 *  KD      (input) INTEGER
 38 *          The number of superdiagonals of the matrix A if UPLO = 'U',
 39 *          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
 40 *
 41 *  AB      (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
 42 *          On entry, the upper or lower triangle of the symmetric band
 43 *          matrix A, stored in the first KD+1 rows of the array.  The
 44 *          j-th column of A is stored in the j-th column of the array AB
 45 *          as follows:
 46 *          if UPLO = 'U', AB(kd+1+i-j,j) = A(i,j) for max(1,j-kd)<=i<=j;
 47 *          if UPLO = 'L', AB(1+i-j,j)    = A(i,j) for j<=i<=min(n,j+kd).
 48 *
 49 *          On exit, if INFO = 0, the triangular factor U or L from the
 50 *          Cholesky factorization A = U**T*U or A = L*L**T of the band
 51 *          matrix A, in the same storage format as A.
 52 *
 53 *  LDAB    (input) INTEGER
 54 *          The leading dimension of the array AB.  LDAB >= KD+1.
 55 *
 56 *  INFO    (output) INTEGER
 57 *          = 0:  successful exit
 58 *          < 0:  if INFO = -i, the i-th argument had an illegal value
 59 *          > 0:  if INFO = i, the leading minor of order i is not
 60 *                positive definite, and the factorization could not be
 61 *                completed.
 62 *
 63 *  Further Details
 64 *  ===============
 65 *
 66 *  The band storage scheme is illustrated by the following example, when
 67 *  N = 6, KD = 2, and UPLO = 'U':
 68 *
 69 *  On entry:                       On exit:
 70 *
 71 *      *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46
 72 *      *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
 73 *     a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66
 74 *
 75 *  Similarly, if UPLO = 'L' the format of A is as follows:
 76 *
 77 *  On entry:                       On exit:
 78 *
 79 *     a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66
 80 *     a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   *
 81 *     a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    *
 82 *
 83 *  Array elements marked * are not used by the routine.
 84 *
 85 *  Contributed by
 86 *  Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
 87 *
 88 *  =====================================================================
 89 *
 90 *     .. Parameters ..
 91       DOUBLE PRECISION   ONE, ZERO
 92       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
 93       INTEGER            NBMAX, LDWORK
 94       PARAMETER          ( NBMAX = 32, LDWORK = NBMAX+1 )
 95 *     ..
 96 *     .. Local Scalars ..
 97       INTEGER            I, I2, I3, IB, II, J, JJ, NB
 98 *     ..
 99 *     .. Local Arrays ..
100       DOUBLE PRECISION   WORK( LDWORK, NBMAX )
101 *     ..
102 *     .. External Functions ..
103       LOGICAL            LSAME
104       INTEGER            ILAENV
105       EXTERNAL           LSAME, ILAENV
106 *     ..
107 *     .. External Subroutines ..
108       EXTERNAL           DGEMM, DPBTF2, DPOTF2, DSYRK, DTRSM, XERBLA
109 *     ..
110 *     .. Intrinsic Functions ..
111       INTRINSIC          MIN
112 *     ..
113 *     .. Executable Statements ..
114 *
115 *     Test the input parameters.
116 *
117       INFO = 0
118       IF( ( .NOT.LSAME( UPLO, 'U' ) ) .AND.
119      $    ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN
120          INFO = -1
121       ELSE IF( N.LT.0 ) THEN
122          INFO = -2
123       ELSE IF( KD.LT.0 ) THEN
124          INFO = -3
125       ELSE IF( LDAB.LT.KD+1 ) THEN
126          INFO = -5
127       END IF
128       IF( INFO.NE.0 ) THEN
129          CALL XERBLA( 'DPBTRF'-INFO )
130          RETURN
131       END IF
132 *
133 *     Quick return if possible
134 *
135       IF( N.EQ.0 )
136      $   RETURN
137 *
138 *     Determine the block size for this environment
139 *
140       NB = ILAENV( 1'DPBTRF', UPLO, N, KD, -1-1 )
141 *
142 *     The block size must not exceed the semi-bandwidth KD, and must not
143 *     exceed the limit set by the size of the local array WORK.
144 *
145       NB = MIN( NB, NBMAX )
146 *
147       IF( NB.LE.1 .OR. NB.GT.KD ) THEN
148 *
149 *        Use unblocked code
150 *
151          CALL DPBTF2( UPLO, N, KD, AB, LDAB, INFO )
152       ELSE
153 *
154 *        Use blocked code
155 *
156          IF( LSAME( UPLO, 'U' ) ) THEN
157 *
158 *           Compute the Cholesky factorization of a symmetric band
159 *           matrix, given the upper triangle of the matrix in band
160 *           storage.
161 *
162 *           Zero the upper triangle of the work array.
163 *
164             DO 20 J = 1, NB
165                DO 10 I = 1, J - 1
166                   WORK( I, J ) = ZERO
167    10          CONTINUE
168    20       CONTINUE
169 *
170 *           Process the band matrix one diagonal block at a time.
171 *
172             DO 70 I = 1, N, NB
173                IB = MIN( NB, N-I+1 )
174 *
175 *              Factorize the diagonal block
176 *
177                CALL DPOTF2( UPLO, IB, AB( KD+1, I ), LDAB-1, II )
178                IF( II.NE.0 ) THEN
179                   INFO = I + II - 1
180                   GO TO 150
181                END IF
182                IF( I+IB.LE.N ) THEN
183 *
184 *                 Update the relevant part of the trailing submatrix.
185 *                 If A11 denotes the diagonal block which has just been
186 *                 factorized, then we need to update the remaining
187 *                 blocks in the diagram:
188 *
189 *                    A11   A12   A13
190 *                          A22   A23
191 *                                A33
192 *
193 *                 The numbers of rows and columns in the partitioning
194 *                 are IB, I2, I3 respectively. The blocks A12, A22 and
195 *                 A23 are empty if IB = KD. The upper triangle of A13
196 *                 lies outside the band.
197 *
198                   I2 = MIN( KD-IB, N-I-IB+1 )
199                   I3 = MIN( IB, N-I-KD+1 )
200 *
201                   IF( I2.GT.0 ) THEN
202 *
203 *                    Update A12
204 *
205                      CALL DTRSM( 'Left''Upper''Transpose',
206      $                           'Non-unit', IB, I2, ONE, AB( KD+1, I ),
207      $                           LDAB-1, AB( KD+1-IB, I+IB ), LDAB-1 )
208 *
209 *                    Update A22
210 *
211                      CALL DSYRK( 'Upper''Transpose', I2, IB, -ONE,
212      $                           AB( KD+1-IB, I+IB ), LDAB-1, ONE,
213      $                           AB( KD+1, I+IB ), LDAB-1 )
214                   END IF
215 *
216                   IF( I3.GT.0 ) THEN
217 *
218 *                    Copy the lower triangle of A13 into the work array.
219 *
220                      DO 40 JJ = 1, I3
221                         DO 30 II = JJ, IB
222                            WORK( II, JJ ) = AB( II-JJ+1, JJ+I+KD-1 )
223    30                   CONTINUE
224    40                CONTINUE
225 *
226 *                    Update A13 (in the work array).
227 *
228                      CALL DTRSM( 'Left''Upper''Transpose',
229      $                           'Non-unit', IB, I3, ONE, AB( KD+1, I ),
230      $                           LDAB-1, WORK, LDWORK )
231 *
232 *                    Update A23
233 *
234                      IF( I2.GT.0 )
235      $                  CALL DGEMM( 'Transpose''No Transpose', I2, I3,
236      $                              IB, -ONE, AB( KD+1-IB, I+IB ),
237      $                              LDAB-1, WORK, LDWORK, ONE,
238      $                              AB( 1+IB, I+KD ), LDAB-1 )
239 *
240 *                    Update A33
241 *
242                      CALL DSYRK( 'Upper''Transpose', I3, IB, -ONE,
243      $                           WORK, LDWORK, ONE, AB( KD+1, I+KD ),
244      $                           LDAB-1 )
245 *
246 *                    Copy the lower triangle of A13 back into place.
247 *
248                      DO 60 JJ = 1, I3
249                         DO 50 II = JJ, IB
250                            AB( II-JJ+1, JJ+I+KD-1 ) = WORK( II, JJ )
251    50                   CONTINUE
252    60                CONTINUE
253                   END IF
254                END IF
255    70       CONTINUE
256          ELSE
257 *
258 *           Compute the Cholesky factorization of a symmetric band
259 *           matrix, given the lower triangle of the matrix in band
260 *           storage.
261 *
262 *           Zero the lower triangle of the work array.
263 *
264             DO 90 J = 1, NB
265                DO 80 I = J + 1, NB
266                   WORK( I, J ) = ZERO
267    80          CONTINUE
268    90       CONTINUE
269 *
270 *           Process the band matrix one diagonal block at a time.
271 *
272             DO 140 I = 1, N, NB
273                IB = MIN( NB, N-I+1 )
274 *
275 *              Factorize the diagonal block
276 *
277                CALL DPOTF2( UPLO, IB, AB( 1, I ), LDAB-1, II )
278                IF( II.NE.0 ) THEN
279                   INFO = I + II - 1
280                   GO TO 150
281                END IF
282                IF( I+IB.LE.N ) THEN
283 *
284 *                 Update the relevant part of the trailing submatrix.
285 *                 If A11 denotes the diagonal block which has just been
286 *                 factorized, then we need to update the remaining
287 *                 blocks in the diagram:
288 *
289 *                    A11
290 *                    A21   A22
291 *                    A31   A32   A33
292 *
293 *                 The numbers of rows and columns in the partitioning
294 *                 are IB, I2, I3 respectively. The blocks A21, A22 and
295 *                 A32 are empty if IB = KD. The lower triangle of A31
296 *                 lies outside the band.
297 *
298                   I2 = MIN( KD-IB, N-I-IB+1 )
299                   I3 = MIN( IB, N-I-KD+1 )
300 *
301                   IF( I2.GT.0 ) THEN
302 *
303 *                    Update A21
304 *
305                      CALL DTRSM( 'Right''Lower''Transpose',
306      $                           'Non-unit', I2, IB, ONE, AB( 1, I ),
307      $                           LDAB-1, AB( 1+IB, I ), LDAB-1 )
308 *
309 *                    Update A22
310 *
311                      CALL DSYRK( 'Lower''No Transpose', I2, IB, -ONE,
312      $                           AB( 1+IB, I ), LDAB-1, ONE,
313      $                           AB( 1, I+IB ), LDAB-1 )
314                   END IF
315 *
316                   IF( I3.GT.0 ) THEN
317 *
318 *                    Copy the upper triangle of A31 into the work array.
319 *
320                      DO 110 JJ = 1, IB
321                         DO 100 II = 1MIN( JJ, I3 )
322                            WORK( II, JJ ) = AB( KD+1-JJ+II, JJ+I-1 )
323   100                   CONTINUE
324   110                CONTINUE
325 *
326 *                    Update A31 (in the work array).
327 *
328                      CALL DTRSM( 'Right''Lower''Transpose',
329      $                           'Non-unit', I3, IB, ONE, AB( 1, I ),
330      $                           LDAB-1, WORK, LDWORK )
331 *
332 *                    Update A32
333 *
334                      IF( I2.GT.0 )
335      $                  CALL DGEMM( 'No transpose''Transpose', I3, I2,
336      $                              IB, -ONE, WORK, LDWORK,
337      $                              AB( 1+IB, I ), LDAB-1, ONE,
338      $                              AB( 1+KD-IB, I+IB ), LDAB-1 )
339 *
340 *                    Update A33
341 *
342                      CALL DSYRK( 'Lower''No Transpose', I3, IB, -ONE,
343      $                           WORK, LDWORK, ONE, AB( 1, I+KD ),
344      $                           LDAB-1 )
345 *
346 *                    Copy the upper triangle of A31 back into place.
347 *
348                      DO 130 JJ = 1, IB
349                         DO 120 II = 1MIN( JJ, I3 )
350                            AB( KD+1-JJ+II, JJ+I-1 ) = WORK( II, JJ )
351   120                   CONTINUE
352   130                CONTINUE
353                   END IF
354                END IF
355   140       CONTINUE
356          END IF
357       END IF
358       RETURN
359 *
360   150 CONTINUE
361       RETURN
362 *
363 *     End of DPBTRF
364 *
365       END