Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 7/13/2023
Public

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?pbtrf

Computes the Cholesky factorization of a symmetric (Hermitian) positive-definite band matrix.

Syntax

call spbtrf( uplo, n, kd, ab, ldab, info )

call dpbtrf( uplo, n, kd, ab, ldab, info )

call cpbtrf( uplo, n, kd, ab, ldab, info )

call zpbtrf( uplo, n, kd, ab, ldab, info )

call pbtrf( ab [, uplo] [,info] )

Include Files

  • mkl.fi, lapack.f90

Description

The routine forms the Cholesky factorization of a symmetric positive-definite or, for complex data, Hermitian positive-definite band matrix A:

A = UT*U for real data, A = UH*U for complex data if uplo='U'
A = L*LT for real data, A = L*LH for complex data if uplo='L'

where L is a lower triangular matrix and U is upper triangular.

NOTE:

This routine supports the Progress Routine feature. See Progress Function for details.

Input Parameters

uplo

CHARACTER*1. Must be 'U' or 'L'.

Indicates whether the upper or lower triangular part of A is stored in the array ab, and how A is factored:

If uplo = 'U', the upper triangle of A is stored.

If uplo = 'L', the lower triangle of A is stored.

n

INTEGER. The order of matrix A; n 0.

kd

INTEGER. The number of superdiagonals or subdiagonals in the matrix A; kd 0.

ab

REAL for spbtrf

DOUBLE PRECISION for dpbtrf

COMPLEX for cpbtrf

DOUBLE COMPLEX for zpbtrf.

Array, size (ldab,*). The array ab contains either the upper or the lower triangular part of the matrix A (as specified by uplo) in band storage (see Matrix Storage Schemes). The second dimension of ab must be at least max(1, n).

ldab

INTEGER. The leading dimension of the array ab. (ldabkd + 1)

Output Parameters

ab

The upper or lower triangular part of A (in band storage) is overwritten by the Cholesky factor U or L, as specified by uplo.

info

INTEGER. If info=0, the execution is successful.

If info = -i, the i-th parameter had an illegal value.

If info = i, the leading minor of order i (and therefore the matrix A itself) is not positive-definite, and the factorization could not be completed. This may indicate an error in forming the matrix A.

LAPACK 95 Interface Notes

Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible arguments, see LAPACK 95 Interface Conventions.

Specific details for the routine pbtrf interface are as follows:

ab

Holds the array A of size (kd+1,n).

uplo

Must be 'U' or 'L'. The default value is 'U'.

Application Notes

If uplo = 'U', the computed factor U is the exact factor of a perturbed matrix A + E, where


Equation

c(n) is a modest linear function of n, and ε is the machine precision.

A similar estimate holds for uplo = 'L'.

The total number of floating-point operations for real flavors is approximately n(kd+1)2. The number of operations for complex flavors is 4 times greater. All these estimates assume that kd is much less than n.

After calling this routine, you can call the following routines:

?pbtrs

to solve A*X = B

?pbcon

to estimate the condition number of A.