NAG FL Interface
f07hdf (dpbtrf)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{uplo}$ – Character(1) Input

On entry: specifies whether the upper or lower triangular part of $A$ is stored and how $A$ is to be factorized.

$\mathbf{uplo}=\text{'U'}$

The upper triangular part of $A$ is stored and $A$ is factorized as $U^{\mathrm{T}}U$, where $U$ is upper triangular.

$\mathbf{uplo}=\text{'L'}$

The lower triangular part of $A$ is stored and $A$ is factorized as $L{L}^{\mathrm{T}}$, where $L$ is lower triangular.

Constraint: $\mathbf{uplo}=\text{'U'}$ or $\text{'L'}$.

2: $\mathbf{n}$ – Integer Input

On entry: $n$, the order of the matrix $A$.

Constraint: $\mathbf{n}\ge 0$.

3: $\mathbf{kd}$ – Integer Input

On entry: $k_d$, the number of superdiagonals or subdiagonals of the matrix $A$.

Constraint: $\mathbf{kd}\ge 0$.

4: $\mathbf{ab}(\mathbf{ldab},*)$ – Real (Kind=nag_wp) array Input/Output

Note: the second dimension of the array ab must be at least $\max (1,\mathbf{n})$.

On entry: the $n\times n$ symmetric positive definite band matrix $A$.

The matrix is stored in rows $1$ to $k_d+1$, more precisely,

• if $\mathbf{uplo}=\text{'U'}$, the elements of the upper triangle of $A$ within the band must be stored with element $A_{ij}$ in $\mathbf{ab}(k_d+1+i-j,j)\text{ for }\max (1,j-k_d)\le i\le j$;
• if $\mathbf{uplo}=\text{'L'}$, the elements of the lower triangle of $A$ within the band must be stored with element $A_{ij}$ in $\mathbf{ab}(1+i-j,j)\text{ for }j\le i\le \min (n,j+k_d)\text{.}$

On exit: the upper or lower triangle of $A$ is overwritten by the Cholesky factor $U$ or $L$ as specified by uplo, using the same storage format as described above.

5: $\mathbf{ldab}$ – Integer Input

On entry: the first dimension of the array ab as declared in the (sub)program from which f07hdf is called.

Constraint: $\mathbf{ldab}\ge \mathbf{kd}+1$.

6: $\mathbf{info}$ – Integer Output

On exit: $\mathbf{info}=0$ unless the routine detects an error (see Section 6).

6 Error Indicators and Warnings

$\mathbf{info}<0$

If $\mathbf{info}=-i$, argument $i$ had an illegal value.

If $\mathbf{info}=-999$, dynamic memory allocation failed. See Section 9 in the Introduction to the NAG Library FL Interface for further information. An explanatory message is output, and execution of the program is terminated.

$\mathbf{info}>0$

The leading minor of order $⟨\mathit{\text{value}}⟩$ is not positive definite and the factorization could not be completed. Hence $A$ itself is not positive definite. This may indicate an error in forming the matrix $A$. There is no routine specifically designed to factorize a symmetric band matrix which is not positive definite; the matrix must be treated either as a nonsymmetric band matrix, by calling f07bdf or as a full symmetric matrix, by calling f07mdf.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results