dpbsv.f(3)

NAME
dpbsv.f -

SYNOPSIS

  Functions/Subroutines

subroutine dpbsv (UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO)
DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices

Function/Subroutine Documentation

  subroutine dpbsv (characterUPLO, integerN, integerKD, integerNRHS, double precision, dimension( ldab, * )AB, integerLDAB, double precision, dimension( ldb, * )B, integerLDB, integerINFO)

DPBSV computes the solution to system of linear equations A * X = B for OTHER matrices

Purpose:

     DPBSV computes the solution to a real system of linear equations
        A * X = B,
     where A is an N-by-N symmetric positive definite band matrix and X
     and B are N-by-NRHS matrices.

     The Cholesky decomposition is used to factor A as
        A = U**T * U,  if UPLO = 'U', or
        A = L * L**T,  if UPLO = 'L',
     where U is an upper triangular band matrix, and L is a lower
     triangular band matrix, with the same number of superdiagonals or
     subdiagonals as A.  The factored form of A is then used to solve the
     system of equations A * X = B.

Parameters:
    UPLO

              UPLO is CHARACTER*1
              = 'U':  Upper triangle of A is stored;
              = 'L':  Lower triangle of A is stored.

    N

              N is INTEGER
              The number of linear equations, i.e., the order of the
              matrix A.  N >= 0.

    KD

              KD is INTEGER
              The number of superdiagonals of the matrix A if UPLO = 'U',
              or the number of subdiagonals if UPLO = 'L'.  KD >= 0.

    NRHS

              NRHS is INTEGER
              The number of right hand sides, i.e., the number of columns
              of the matrix B.  NRHS >= 0.

    AB

              AB is 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).
              See below for further details.

              On exit, if INFO = 0, the triangular factor U or L from the
              Cholesky factorization A = U**T*U or A = L*L**T of the band
              matrix A, in the same storage format as A.

    LDAB

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

    B

              B is DOUBLE PRECISION array, dimension (LDB,NRHS)
              On entry, the N-by-NRHS right hand side matrix B.
              On exit, if INFO = 0, the N-by-NRHS solution matrix X.

    LDB

              LDB is INTEGER
              The leading dimension of the array B.  LDB >= max(1,N).

    INFO

              INFO is INTEGER
              = 0:  successful exit
              < 0:  if INFO = -i, the i-th argument had an illegal value
              > 0:  if INFO = i, the leading minor of order i of A is not
                    positive definite, so the factorization could not be
                    completed, and the solution has not been computed.

Author:
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Date:
    November 2011

Further Details:

      The band storage scheme is illustrated by the following example, when
      N = 6, KD = 2, and UPLO = 'U':

      On entry:                       On exit:

          *    *   a13  a24  a35  a46      *    *   u13  u24  u35  u46
          *   a12  a23  a34  a45  a56      *   u12  u23  u34  u45  u56
         a11  a22  a33  a44  a55  a66     u11  u22  u33  u44  u55  u66

      Similarly, if UPLO = 'L' the format of A is as follows:

      On entry:                       On exit:

         a11  a22  a33  a44  a55  a66     l11  l22  l33  l44  l55  l66
         a21  a32  a43  a54  a65   *      l21  l32  l43  l54  l65   *
         a31  a42  a53  a64   *    *      l31  l42  l53  l64   *    *

      Array elements marked * are not used by the routine.

Definition at line 165 of file dpbsv.f.

Author

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