PBSTF - 5.2 English - 68552

AOCL API Guide (68552)

Document ID
68552
Release Date
2025-12-29
Version
5.2 English
template<typename T>
void pbstf(char *uplo, integer *n, integer *kb, T *bb, integer *ldbb, integer *info)#

PBSTF computes a split Cholesky factorization of a real symmetric

positive definite band matrix.

Purpose:

    PBSTF computes a split Cholesky factorization of a real
    symmetric positive definite band matrix A.

    This routine is designed to be used in conjunction with SSBGST.

    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.
Parameters:
  • UPLO[in]

    UPLO is CHARACTER*1

    = ‘U’: Upper triangle of A is stored;

    = ‘L’: Lower triangle of A is stored.
  • N[in]

    N is INTEGER

    The order of the matrix A. N >= 0.

  • KD[in]

    KD is INTEGER

    The number of superdiagonals of the matrix A if UPLO = ‘U’, or the number of subdiagonals if UPLO = ‘L’. KD >= 0.

  • AB[inout]

    AB is 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 fla_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[in]

    LDAB is INTEGER

    The leading dimension of the array AB. LDAB >= KD+1.

  • INFO[out]

    INFO is 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.