Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?pbtf2
Computes the Cholesky factorization of a symmetric/ Hermitian positive-definite band matrix (unblocked algorithm).
Syntax
call spbtf2 ( uplo , n , kd , ab , ldab , info )
call dpbtf2 ( uplo , n , kd , ab , ldab , info )
call cpbtf2 ( uplo , n , kd , ab , ldab , info )
call zpbtf2 ( uplo , n , kd , ab , ldab , info )
Include Files
mkl.fi
Description
The routine computes the Cholesky factorization of a real symmetric or complex Hermitian positive definite band matrix A .
The factorization has the form
A = U^{T}*U for real flavors, A = U^{H}*U for complex flavors if uplo = 'U' , or
A = L*L^{T} for real flavors, A = L*L^{H} for complex flavors if uplo = 'L' ,
where U is an upper triangular matrix, and L is lower triangular. This is the unblocked version of the algorithm, calling BLAS Level 2 Routines .
Input Parameters
- uplo
-
CHARACTER*1 . Specifies whether the upper or lower triangular part of the symmetric/Hermitian matrix A is stored: = ‘U’ : upper triangular = ‘L’ : lower triangular
- n
-
INTEGER . The order of the matrix A . n≥ 0 .
- kd
-
INTEGER . The number of super-diagonals of the matrix A if uplo = 'U' , or the number of sub-diagonals if uplo = 'L' . kd≥ 0 .
- ab
-
REAL for spbtf2 DOUBLE PRECISION for dpbtf2 COMPLEX for cpbtf2 DOUBLE COMPLEX for zpbtf2 . Array, DIMENSION ( ldab , n ). On entry, the upper or lower triangle of the symmetric/ Hermitian 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 ).
- ldab
-
INTEGER . The leading dimension of the array ab . ldab≥kd+1 .
Output Parameters
- ab
-
On exit, If info = 0 , the triangular factor U or L from the Cholesky factorization A=U^{T}*U ( A=U^{H}*U ), or A= L*L^{T} ( A = L*L^{H} ) of the band matrix A , in the same storage format as A .
info
INTEGER .
= 0: successful exit
< 0: if info = -k , the k- th argument had an illegal value
> 0: if info = k , the leading minor of order k is not positive definite, and the factorization could not be completed.