NAME
cpbfa - compute a Cholesky factorization of a symmetric
positive definite matrix A in banded storage. It is typical
to follow a call to xPBFA with a call to xPBSL to solve Ax =
b or to xPBDI to compute the determinant of A.
SYNOPSIS
SUBROUTINE DPBFA (DA, LDA, N, NDIAG, INFO)
SUBROUTINE SPBFA (SA, LDA, N, NDIAG, INFO)
SUBROUTINE ZPBFA (ZA, LDA, N, NDIAG, INFO)
SUBROUTINE CPBFA (CA, LDA, N, NDIAG, INFO)
#include <sunperf.h>
void dpbfa(double *abd, int lda, int n, int m, int *info) ;
void spbfa(float *abd, int lda, int n, int m, int *info) ;
void zpbfa(doublecomplex *abd, int lda, int n, int m, int
*info) ;
void cpbfa(complex *abd, int lda, int n, int m, int *info) ;
ARGUMENTS
xA On entry, the upper triangle of the matrix A. On
exit, a Cholesky factorization of the matrix A.
LDA Leading dimension of the array A as specified in a
dimension or type statement. LDA >= NDIAG + 1.
N Order of the matrix A. N >= 0.
NDIAG Number of diagonals. N-1 >= NDIAG >= 0 but if N =
0 then NDIAG = 0.
INFO On exit:
INFO = 0 Subroutine completed normally.
INFO * 0 Returns a value of k if the leading
minor of order k is not positive definite.
SAMPLE PROGRAM
PROGRAM TEST
IMPLICIT NONE
C
INTEGER LDA, N, NDIAG
PARAMETER (N = 4)
PARAMETER (NDIAG = 1)
PARAMETER (LDA = NDIAG + 1)
C
DOUBLE PRECISION A(LDA,N), B(N)
INTEGER ICOL, INFO, IROW
C
EXTERNAL DPBFA, DPBSL
C
C Initialize the array A to store in banded storage mode
C the matrix A shown below. Initialize the array B to
C store the vector B shown below.
C
C 2 -1 0 0 60
C A = -1 2 -1 0 b = 60
C 0 -1 2 -1 60
C 0 0 -1 2 60
C
DATA A / 8D8, 2.0D0, -1.0D0, 2.0D0, -1.0D0, 2.0D0, -1.0D0, 2.0D0 /
DATA B / 4*6.0D1 /
C
PRINT 1000
PRINT 1010, A(2,1), A(1,2)
PRINT 1010, A(3,1), A(2,2), A(1,3)
PRINT 1020, A(3,2), A(2,3), A(1,4)
PRINT 1030, A(3,3), A(2,4)
PRINT 1040
PRINT 1010, ((A(IROW,ICOL), ICOL = 1, N), IROW = 1, LDA)
PRINT 1050
PRINT 1060, B
CALL DPBFA (A, LDA, N, NDIAG, INFO)
IF (INFO .EQ. 0) THEN
CALL DPBSL (A, LDA, N, NDIAG, B)
PRINT 1070
PRINT 1060, B
ELSE
PRINT 1080
END IF
C
1000 FORMAT (1X, 'A in full form:')
1010 FORMAT (4(3X, F5.1))
1020 FORMAT (8X, 3(3X, F5.1))
1030 FORMAT (16X, 3(3X, F5.1))
1040 FORMAT (/1X, 'A in banded form: (* in unused entries)')
1050 FORMAT (/1X, 'b:')
1060 FORMAT (3X, F5.1)
1070 FORMAT (/1X, 'A**(-1) * b:')
1080 FORMAT (/1X, 'A is not positive definite.')
C
END
SAMPLE OUTPUT
A in full form:
2.0 -1.0
-1.0 2.0 -1.0
-1.0 2.0 -1.0
-1.0 2.0
A in banded form: (* in unused entries)
***** -1.0 -1.0 -1.0
2.0 2.0 2.0 2.0
b:
60.0
60.0
60.0
60.0
A**(-1) * b:
120.0
180.0
180.0
120.0
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