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NAG[f08utc] NAG[nag_zpbstf] - Computes a split Cholesky factorization of complex Hermitian positive-definite band matrix
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Calling Sequence
f08utc(uplo, kb, bb, 'n'=n, 'fail'=fail)
nag_zpbstf(. . .)
Parameters
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uplo - String;
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On entry: indicates whether the upper or lower triangular part of is stored.
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The upper triangular part of is stored.
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The lower triangular part of is stored.
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Constraint: "Nag_Upper" or "Nag_Lower". .
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kb - integer;
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Constraint: . .
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bb - Matrix(1..dim1, 1..dim2, datatype=complex[8], order=order);
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Note: this array may be supplied in Fortran_order or C_order , as specified by order. All array parameters must use a consistent order.
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On exit: is overwritten by the elements of its split Cholesky factor .
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'n'=n - integer; (optional)
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Default value: the dimension of the array bb.
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On entry: , the order of the matrix .
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Constraint: . .
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'fail'=fail - table; (optional)
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The NAG error argument, see the documentation for NagError.
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Description
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Purpose
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nag_zpbstf (f08utc) computes a split Cholesky factorization of a complex Hermitian positive-definite band matrix.
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Error Indicators and Warnings
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"NE_BAD_PARAM"
On entry, argument had an illegal value.
"NE_CONVERGENCE"
The factorization could not be completed, because updated element would be the square root of a negative number. Hence is not positive-definite. This may indicate an error in forming the matrix .
"NE_INT"
On entry, . Constraint: .
On entry, . Constraint: .
"NE_INTERNAL_ERROR"
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please consult NAG for assistance.
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Further Comments
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The total number of floating-point operations is approximately , assuming .
A call to nag_zpbstf (f08utc) may be followed by a call to f08usc (nag_zhbgst) to solve the generalized eigenproblem , where and are banded and is positive-definite.
The real analogue of this function is f08ufc (nag_dpbstf).
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Examples
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>
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uplo := "Nag_Lower":
n := 4:
kb := 1:
bb := Matrix([[0 +0*I , 9.890000000000001 +0*I , 1.08 +1.73*I , 1.69 +0*I ], [-0.04 -0.29*I , 2.65 +0*I , -0.33 -2.24*I , 2.17 +0*I ]], datatype=complex[8], order='C_order'):
NAG:-f08utc(uplo, kb, bb, 'n' = n):
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