1       SUBROUTINE ZPBTRF( 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       COMPLEX*16         AB( LDAB, * )
 14 *     ..
 15 *
 16 *  Purpose
 17 *  =======
 18 *
 19 *  ZPBTRF computes the Cholesky factorization of a complex Hermitian
 20 *  positive definite band matrix A.
 21 *
 22 *  The factorization has the form
 23 *     A = U**H * U,  if UPLO = 'U', or
 24 *     A = L  * L**H,  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) COMPLEX*16 array, dimension (LDAB,N)
 42 *          On entry, the upper or lower triangle of the Hermitian 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**H*U or A = L*L**H 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       COMPLEX*16         CONE
 94       PARAMETER          ( CONE = ( 1.0D+00.0D+0 ) )
 95       INTEGER            NBMAX, LDWORK
 96       PARAMETER          ( NBMAX = 32, LDWORK = NBMAX+1 )
 97 *     ..
 98 *     .. Local Scalars ..
 99       INTEGER            I, I2, I3, IB, II, J, JJ, NB
100 *     ..
101 *     .. Local Arrays ..
102       COMPLEX*16         WORK( LDWORK, NBMAX )
103 *     ..
104 *     .. External Functions ..
105       LOGICAL            LSAME
106       INTEGER            ILAENV
107       EXTERNAL           LSAME, ILAENV
108 *     ..
109 *     .. External Subroutines ..
110       EXTERNAL           XERBLA, ZGEMM, ZHERK, ZPBTF2, ZPOTF2, ZTRSM
111 *     ..
112 *     .. Intrinsic Functions ..
113       INTRINSIC          MIN
114 *     ..
115 *     .. Executable Statements ..
116 *
117 *     Test the input parameters.
118 *
119       INFO = 0
120       IF( ( .NOT.LSAME( UPLO, 'U' ) ) .AND.
121      $    ( .NOT.LSAME( UPLO, 'L' ) ) ) THEN
122          INFO = -1
123       ELSE IF( N.LT.0 ) THEN
124          INFO = -2
125       ELSE IF( KD.LT.0 ) THEN
126          INFO = -3
127       ELSE IF( LDAB.LT.KD+1 ) THEN
128          INFO = -5
129       END IF
130       IF( INFO.NE.0 ) THEN
131          CALL XERBLA( 'ZPBTRF'-INFO )
132          RETURN
133       END IF
134 *
135 *     Quick return if possible
136 *
137       IF( N.EQ.0 )
138      $   RETURN
139 *
140 *     Determine the block size for this environment
141 *
142       NB = ILAENV( 1'ZPBTRF', UPLO, N, KD, -1-1 )
143 *
144 *     The block size must not exceed the semi-bandwidth KD, and must not
145 *     exceed the limit set by the size of the local array WORK.
146 *
147       NB = MIN( NB, NBMAX )
148 *
149       IF( NB.LE.1 .OR. NB.GT.KD ) THEN
150 *
151 *        Use unblocked code
152 *
153          CALL ZPBTF2( UPLO, N, KD, AB, LDAB, INFO )
154       ELSE
155 *
156 *        Use blocked code
157 *
158          IF( LSAME( UPLO, 'U' ) ) THEN
159 *
160 *           Compute the Cholesky factorization of a Hermitian band
161 *           matrix, given the upper triangle of the matrix in band
162 *           storage.
163 *
164 *           Zero the upper triangle of the work array.
165 *
166             DO 20 J = 1, NB
167                DO 10 I = 1, J - 1
168                   WORK( I, J ) = ZERO
169    10          CONTINUE
170    20       CONTINUE
171 *
172 *           Process the band matrix one diagonal block at a time.
173 *
174             DO 70 I = 1, N, NB
175                IB = MIN( NB, N-I+1 )
176 *
177 *              Factorize the diagonal block
178 *
179                CALL ZPOTF2( UPLO, IB, AB( KD+1, I ), LDAB-1, II )
180                IF( II.NE.0 ) THEN
181                   INFO = I + II - 1
182                   GO TO 150
183                END IF
184                IF( I+IB.LE.N ) THEN
185 *
186 *                 Update the relevant part of the trailing submatrix.
187 *                 If A11 denotes the diagonal block which has just been
188 *                 factorized, then we need to update the remaining
189 *                 blocks in the diagram:
190 *
191 *                    A11   A12   A13
192 *                          A22   A23
193 *                                A33
194 *
195 *                 The numbers of rows and columns in the partitioning
196 *                 are IB, I2, I3 respectively. The blocks A12, A22 and
197 *                 A23 are empty if IB = KD. The upper triangle of A13
198 *                 lies outside the band.
199 *
200                   I2 = MIN( KD-IB, N-I-IB+1 )
201                   I3 = MIN( IB, N-I-KD+1 )
202 *
203                   IF( I2.GT.0 ) THEN
204 *
205 *                    Update A12
206 *
207                      CALL ZTRSM( 'Left''Upper''Conjugate transpose',
208      $                           'Non-unit', IB, I2, CONE,
209      $                           AB( KD+1, I ), LDAB-1,
210      $                           AB( KD+1-IB, I+IB ), LDAB-1 )
211 *
212 *                    Update A22
213 *
214                      CALL ZHERK( 'Upper''Conjugate transpose', I2, IB,
215      $                           -ONE, AB( KD+1-IB, I+IB ), LDAB-1, ONE,
216      $                           AB( KD+1, I+IB ), LDAB-1 )
217                   END IF
218 *
219                   IF( I3.GT.0 ) THEN
220 *
221 *                    Copy the lower triangle of A13 into the work array.
222 *
223                      DO 40 JJ = 1, I3
224                         DO 30 II = JJ, IB
225                            WORK( II, JJ ) = AB( II-JJ+1, JJ+I+KD-1 )
226    30                   CONTINUE
227    40                CONTINUE
228 *
229 *                    Update A13 (in the work array).
230 *
231                      CALL ZTRSM( 'Left''Upper''Conjugate transpose',
232      $                           'Non-unit', IB, I3, CONE,
233      $                           AB( KD+1, I ), LDAB-1, WORK, LDWORK )
234 *
235 *                    Update A23
236 *
237                      IF( I2.GT.0 )
238      $                  CALL ZGEMM( 'Conjugate transpose',
239      $                              'No transpose', I2, I3, IB, -CONE,
240      $                              AB( KD+1-IB, I+IB ), LDAB-1, WORK,
241      $                              LDWORK, CONE, AB( 1+IB, I+KD ),
242      $                              LDAB-1 )
243 *
244 *                    Update A33
245 *
246                      CALL ZHERK( 'Upper''Conjugate transpose', I3, IB,
247      $                           -ONE, WORK, LDWORK, ONE,
248      $                           AB( KD+1, I+KD ), LDAB-1 )
249 *
250 *                    Copy the lower triangle of A13 back into place.
251 *
252                      DO 60 JJ = 1, I3
253                         DO 50 II = JJ, IB
254                            AB( II-JJ+1, JJ+I+KD-1 ) = WORK( II, JJ )
255    50                   CONTINUE
256    60                CONTINUE
257                   END IF
258                END IF
259    70       CONTINUE
260          ELSE
261 *
262 *           Compute the Cholesky factorization of a Hermitian band
263 *           matrix, given the lower triangle of the matrix in band
264 *           storage.
265 *
266 *           Zero the lower triangle of the work array.
267 *
268             DO 90 J = 1, NB
269                DO 80 I = J + 1, NB
270                   WORK( I, J ) = ZERO
271    80          CONTINUE
272    90       CONTINUE
273 *
274 *           Process the band matrix one diagonal block at a time.
275 *
276             DO 140 I = 1, N, NB
277                IB = MIN( NB, N-I+1 )
278 *
279 *              Factorize the diagonal block
280 *
281                CALL ZPOTF2( UPLO, IB, AB( 1, I ), LDAB-1, II )
282                IF( II.NE.0 ) THEN
283                   INFO = I + II - 1
284                   GO TO 150
285                END IF
286                IF( I+IB.LE.N ) THEN
287 *
288 *                 Update the relevant part of the trailing submatrix.
289 *                 If A11 denotes the diagonal block which has just been
290 *                 factorized, then we need to update the remaining
291 *                 blocks in the diagram:
292 *
293 *                    A11
294 *                    A21   A22
295 *                    A31   A32   A33
296 *
297 *                 The numbers of rows and columns in the partitioning
298 *                 are IB, I2, I3 respectively. The blocks A21, A22 and
299 *                 A32 are empty if IB = KD. The lower triangle of A31
300 *                 lies outside the band.
301 *
302                   I2 = MIN( KD-IB, N-I-IB+1 )
303                   I3 = MIN( IB, N-I-KD+1 )
304 *
305                   IF( I2.GT.0 ) THEN
306 *
307 *                    Update A21
308 *
309                      CALL ZTRSM( 'Right''Lower',
310      $                           'Conjugate transpose''Non-unit', I2,
311      $                           IB, CONE, AB( 1, I ), LDAB-1,
312      $                           AB( 1+IB, I ), LDAB-1 )
313 *
314 *                    Update A22
315 *
316                      CALL ZHERK( 'Lower''No transpose', I2, IB, -ONE,
317      $                           AB( 1+IB, I ), LDAB-1, ONE,
318      $                           AB( 1, I+IB ), LDAB-1 )
319                   END IF
320 *
321                   IF( I3.GT.0 ) THEN
322 *
323 *                    Copy the upper triangle of A31 into the work array.
324 *
325                      DO 110 JJ = 1, IB
326                         DO 100 II = 1MIN( JJ, I3 )
327                            WORK( II, JJ ) = AB( KD+1-JJ+II, JJ+I-1 )
328   100                   CONTINUE
329   110                CONTINUE
330 *
331 *                    Update A31 (in the work array).
332 *
333                      CALL ZTRSM( 'Right''Lower',
334      $                           'Conjugate transpose''Non-unit', I3,
335      $                           IB, CONE, AB( 1, I ), LDAB-1, WORK,
336      $                           LDWORK )
337 *
338 *                    Update A32
339 *
340                      IF( I2.GT.0 )
341      $                  CALL ZGEMM( 'No transpose',
342      $                              'Conjugate transpose', I3, I2, IB,
343      $                              -CONE, WORK, LDWORK, AB( 1+IB, I ),
344      $                              LDAB-1, CONE, AB( 1+KD-IB, I+IB ),
345      $                              LDAB-1 )
346 *
347 *                    Update A33
348 *
349                      CALL ZHERK( 'Lower''No transpose', I3, IB, -ONE,
350      $                           WORK, LDWORK, ONE, AB( 1, I+KD ),
351      $                           LDAB-1 )
352 *
353 *                    Copy the upper triangle of A31 back into place.
354 *
355                      DO 130 JJ = 1, IB
356                         DO 120 II = 1MIN( JJ, I3 )
357                            AB( KD+1-JJ+II, JJ+I-1 ) = WORK( II, JJ )
358   120                   CONTINUE
359   130                CONTINUE
360                   END IF
361                END IF
362   140       CONTINUE
363          END IF
364       END IF
365       RETURN
366 *
367   150 CONTINUE
368       RETURN
369 *
370 *     End of ZPBTRF
371 *
372       END