DOUBLE PRECISION routines for symmetric or Hermitian positive definite band matrix

dpbcon

USAGE:
  rcond, info = NumRu::Lapack.dpbcon( uplo, kd, ab, anorm, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBCON( UPLO, N, KD, AB, LDAB, ANORM, RCOND, WORK, IWORK, INFO )

*  Purpose
*  =======
*
*  DPBCON estimates the reciprocal of the condition number (in the
*  1-norm) of a real symmetric positive definite band matrix using the
*  Cholesky factorization A = U**T*U or A = L*L**T computed by DPBTRF.
*
*  An estimate is obtained for norm(inv(A)), and the reciprocal of the
*  condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))).
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangular factor stored in AB;
*          = 'L':  Lower triangular factor stored in AB.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
*          The triangular factor U or L from the Cholesky factorization
*          A = U**T*U or A = L*L**T of the band matrix A, stored in the
*          first KD+1 rows of the array.  The j-th column of U or L is
*          stored in the j-th column of the array AB as follows:
*          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
*          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  ANORM   (input) DOUBLE PRECISION
*          The 1-norm (or infinity-norm) of the symmetric band matrix A.
*
*  RCOND   (output) DOUBLE PRECISION
*          The reciprocal of the condition number of the matrix A,
*          computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an
*          estimate of the 1-norm of inv(A) computed in this routine.
*
*  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
*
*  IWORK   (workspace) INTEGER array, dimension (N)
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*

*  =====================================================================
*


    
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dpbequ

USAGE:
  s, scond, amax, info = NumRu::Lapack.dpbequ( uplo, kd, ab, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBEQU( UPLO, N, KD, AB, LDAB, S, SCOND, AMAX, INFO )

*  Purpose
*  =======
*
*  DPBEQU computes row and column scalings intended to equilibrate a
*  symmetric positive definite band matrix A and reduce its condition
*  number (with respect to the two-norm).  S contains the scale factors,
*  S(i) = 1/sqrt(A(i,i)), chosen so that the scaled matrix B with
*  elements B(i,j) = S(i)*A(i,j)*S(j) has ones on the diagonal.  This
*  choice of S puts the condition number of B within a factor N of the
*  smallest possible condition number over all possible diagonal
*  scalings.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangular of A is stored;
*          = 'L':  Lower triangular of A is stored.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
*          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).
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array A.  LDAB >= KD+1.
*
*  S       (output) DOUBLE PRECISION array, dimension (N)
*          If INFO = 0, S contains the scale factors for A.
*
*  SCOND   (output) DOUBLE PRECISION
*          If INFO = 0, S contains the ratio of the smallest S(i) to
*          the largest S(i).  If SCOND >= 0.1 and AMAX is neither too
*          large nor too small, it is not worth scaling by S.
*
*  AMAX    (output) DOUBLE PRECISION
*          Absolute value of largest matrix element.  If AMAX is very
*          close to overflow or very close to underflow, the matrix
*          should be scaled.
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value.
*          > 0:  if INFO = i, the i-th diagonal element is nonpositive.
*

*  =====================================================================
*


    
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dpbrfs

USAGE:
  ferr, berr, info, x = NumRu::Lapack.dpbrfs( uplo, kd, ab, afb, b, x, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBRFS( UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO )

*  Purpose
*  =======
*
*  DPBRFS improves the computed solution to a system of linear
*  equations when the coefficient matrix is symmetric positive definite
*  and banded, and provides error bounds and backward error estimates
*  for the solution.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  NRHS    (input) INTEGER
*          The number of right hand sides, i.e., the number of columns
*          of the matrices B and X.  NRHS >= 0.
*
*  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
*          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).
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  AFB     (input) DOUBLE PRECISION array, dimension (LDAFB,N)
*          The triangular factor U or L from the Cholesky factorization
*          A = U**T*U or A = L*L**T of the band matrix A as computed by
*          DPBTRF, in the same storage format as A (see AB).
*
*  LDAFB   (input) INTEGER
*          The leading dimension of the array AFB.  LDAFB >= KD+1.
*
*  B       (input) DOUBLE PRECISION array, dimension (LDB,NRHS)
*          The right hand side matrix B.
*
*  LDB     (input) INTEGER
*          The leading dimension of the array B.  LDB >= max(1,N).
*
*  X       (input/output) DOUBLE PRECISION array, dimension (LDX,NRHS)
*          On entry, the solution matrix X, as computed by DPBTRS.
*          On exit, the improved solution matrix X.
*
*  LDX     (input) INTEGER
*          The leading dimension of the array X.  LDX >= max(1,N).
*
*  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
*          The estimated forward error bound for each solution vector
*          X(j) (the j-th column of the solution matrix X).
*          If XTRUE is the true solution corresponding to X(j), FERR(j)
*          is an estimated upper bound for the magnitude of the largest
*          element in (X(j) - XTRUE) divided by the magnitude of the
*          largest element in X(j).  The estimate is as reliable as
*          the estimate for RCOND, and is almost always a slight
*          overestimate of the true error.
*
*  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
*          The componentwise relative backward error of each solution
*          vector X(j) (i.e., the smallest relative change in
*          any element of A or B that makes X(j) an exact solution).
*
*  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
*
*  IWORK   (workspace) INTEGER array, dimension (N)
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*
*  Internal Parameters
*  ===================
*
*  ITMAX is the maximum number of steps of iterative refinement.
*

*  =====================================================================
*


    
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dpbstf

USAGE:
  info, ab = NumRu::Lapack.dpbstf( uplo, kd, ab, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBSTF( UPLO, N, KD, AB, LDAB, INFO )

*  Purpose
*  =======
*
*  DPBSTF computes a split Cholesky factorization of a real
*  symmetric positive definite band matrix A.
*
*  This routine is designed to be used in conjunction with DSBGST.
*
*  The factorization has the form  A = S**T*S  where S is a band matrix
*  of the same bandwidth as A and the following structure:
*
*    S = ( U    )
*        ( M  L )
*
*  where U is upper triangular of order m = (n+kd)/2, and L is lower
*  triangular of order n-m.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  AB      (input/output) 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).
*
*          On exit, if INFO = 0, the factor S from the split Cholesky
*          factorization A = S**T*S. See Further Details.
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  INFO    (output) INTEGER
*          = 0: successful exit
*          < 0: if INFO = -i, the i-th argument had an illegal value
*          > 0: if INFO = i, the factorization could not be completed,
*               because the updated element a(i,i) was negative; the
*               matrix A is not positive definite.
*

*  Further Details
*  ===============
*
*  The band storage scheme is illustrated by the following example, when
*  N = 7, KD = 2:
*
*  S = ( s11  s12  s13                     )
*      (      s22  s23  s24                )
*      (           s33  s34                )
*      (                s44                )
*      (           s53  s54  s55           )
*      (                s64  s65  s66      )
*      (                     s75  s76  s77 )
*
*  If UPLO = 'U', the array AB holds:
*
*  on entry:                          on exit:
*
*   *    *   a13  a24  a35  a46  a57   *    *   s13  s24  s53  s64  s75
*   *   a12  a23  a34  a45  a56  a67   *   s12  s23  s34  s54  s65  s76
*  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
*
*  If UPLO = 'L', the array AB holds:
*
*  on entry:                          on exit:
*
*  a11  a22  a33  a44  a55  a66  a77  s11  s22  s33  s44  s55  s66  s77
*  a21  a32  a43  a54  a65  a76   *   s12  s23  s34  s54  s65  s76   *
*  a31  a42  a53  a64  a64   *    *   s13  s24  s53  s64  s75   *    *
*
*  Array elements marked * are not used by the routine.
*
*  =====================================================================
*


    
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dpbsv

USAGE:
  info, ab, b = NumRu::Lapack.dpbsv( uplo, kd, ab, b, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBSV( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )

*  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.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The number of linear equations, i.e., the order of the
*          matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  NRHS    (input) INTEGER
*          The number of right hand sides, i.e., the number of columns
*          of the matrix B.  NRHS >= 0.
*
*  AB      (input/output) 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    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  B       (input/output) 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     (input) INTEGER
*          The leading dimension of the array B.  LDB >= max(1,N).
*
*  INFO    (output) 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.
*

*  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.
*
*  =====================================================================
*
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           DPBTRF, DPBTRS, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX
*     ..


    
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dpbsvx

USAGE:
  x, rcond, ferr, berr, info, ab, afb, equed, s, b = NumRu::Lapack.dpbsvx( fact, uplo, kd, ab, afb, equed, s, b, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBSVX( FACT, UPLO, N, KD, NRHS, AB, LDAB, AFB, LDAFB, EQUED, S, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )

*  Purpose
*  =======
*
*  DPBSVX uses the Cholesky factorization A = U**T*U or A = L*L**T to
*  compute 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.
*
*  Error bounds on the solution and a condition estimate are also
*  provided.
*
*  Description
*  ===========
*
*  The following steps are performed:
*
*  1. If FACT = 'E', real scaling factors are computed to equilibrate
*     the system:
*        diag(S) * A * diag(S) * inv(diag(S)) * X = diag(S) * B
*     Whether or not the system will be equilibrated depends on the
*     scaling of the matrix A, but if equilibration is used, A is
*     overwritten by diag(S)*A*diag(S) and B by diag(S)*B.
*
*  2. If FACT = 'N' or 'E', the Cholesky decomposition is used to
*     factor the matrix A (after equilibration if FACT = 'E') 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.
*
*  3. If the leading i-by-i principal minor is not positive definite,
*     then the routine returns with INFO = i. Otherwise, the factored
*     form of A is used to estimate the condition number of the matrix
*     A.  If the reciprocal of the condition number is less than machine
*     precision, INFO = N+1 is returned as a warning, but the routine
*     still goes on to solve for X and compute error bounds as
*     described below.
*
*  4. The system of equations is solved for X using the factored form
*     of A.
*
*  5. Iterative refinement is applied to improve the computed solution
*     matrix and calculate error bounds and backward error estimates
*     for it.
*
*  6. If equilibration was used, the matrix X is premultiplied by
*     diag(S) so that it solves the original system before
*     equilibration.
*

*  Arguments
*  =========
*
*  FACT    (input) CHARACTER*1
*          Specifies whether or not the factored form of the matrix A is
*          supplied on entry, and if not, whether the matrix A should be
*          equilibrated before it is factored.
*          = 'F':  On entry, AFB contains the factored form of A.
*                  If EQUED = 'Y', the matrix A has been equilibrated
*                  with scaling factors given by S.  AB and AFB will not
*                  be modified.
*          = 'N':  The matrix A will be copied to AFB and factored.
*          = 'E':  The matrix A will be equilibrated if necessary, then
*                  copied to AFB and factored.
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The number of linear equations, i.e., the order of the
*          matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  NRHS    (input) INTEGER
*          The number of right-hand sides, i.e., the number of columns
*          of the matrices B and X.  NRHS >= 0.
*
*  AB      (input/output) 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, except
*          if FACT = 'F' and EQUED = 'Y', then A must contain the
*          equilibrated matrix diag(S)*A*diag(S).  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 FACT = 'E' and EQUED = 'Y', A is overwritten by
*          diag(S)*A*diag(S).
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array A.  LDAB >= KD+1.
*
*  AFB     (input or output) DOUBLE PRECISION array, dimension (LDAFB,N)
*          If FACT = 'F', then AFB is an input argument and on entry
*          contains 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 (see AB).  If EQUED = 'Y',
*          then AFB is the factored form of the equilibrated matrix A.
*
*          If FACT = 'N', then AFB is an output argument and on exit
*          returns the triangular factor U or L from the Cholesky
*          factorization A = U**T*U or A = L*L**T.
*
*          If FACT = 'E', then AFB is an output argument and on exit
*          returns the triangular factor U or L from the Cholesky
*          factorization A = U**T*U or A = L*L**T of the equilibrated
*          matrix A (see the description of A for the form of the
*          equilibrated matrix).
*
*  LDAFB   (input) INTEGER
*          The leading dimension of the array AFB.  LDAFB >= KD+1.
*
*  EQUED   (input or output) CHARACTER*1
*          Specifies the form of equilibration that was done.
*          = 'N':  No equilibration (always true if FACT = 'N').
*          = 'Y':  Equilibration was done, i.e., A has been replaced by
*                  diag(S) * A * diag(S).
*          EQUED is an input argument if FACT = 'F'; otherwise, it is an
*          output argument.
*
*  S       (input or output) DOUBLE PRECISION array, dimension (N)
*          The scale factors for A; not accessed if EQUED = 'N'.  S is
*          an input argument if FACT = 'F'; otherwise, S is an output
*          argument.  If FACT = 'F' and EQUED = 'Y', each element of S
*          must be positive.
*
*  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
*          On entry, the N-by-NRHS right hand side matrix B.
*          On exit, if EQUED = 'N', B is not modified; if EQUED = 'Y',
*          B is overwritten by diag(S) * B.
*
*  LDB     (input) INTEGER
*          The leading dimension of the array B.  LDB >= max(1,N).
*
*  X       (output) DOUBLE PRECISION array, dimension (LDX,NRHS)
*          If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X to
*          the original system of equations.  Note that if EQUED = 'Y',
*          A and B are modified on exit, and the solution to the
*          equilibrated system is inv(diag(S))*X.
*
*  LDX     (input) INTEGER
*          The leading dimension of the array X.  LDX >= max(1,N).
*
*  RCOND   (output) DOUBLE PRECISION
*          The estimate of the reciprocal condition number of the matrix
*          A after equilibration (if done).  If RCOND is less than the
*          machine precision (in particular, if RCOND = 0), the matrix
*          is singular to working precision.  This condition is
*          indicated by a return code of INFO > 0.
*
*  FERR    (output) DOUBLE PRECISION array, dimension (NRHS)
*          The estimated forward error bound for each solution vector
*          X(j) (the j-th column of the solution matrix X).
*          If XTRUE is the true solution corresponding to X(j), FERR(j)
*          is an estimated upper bound for the magnitude of the largest
*          element in (X(j) - XTRUE) divided by the magnitude of the
*          largest element in X(j).  The estimate is as reliable as
*          the estimate for RCOND, and is almost always a slight
*          overestimate of the true error.
*
*  BERR    (output) DOUBLE PRECISION array, dimension (NRHS)
*          The componentwise relative backward error of each solution
*          vector X(j) (i.e., the smallest relative change in
*          any element of A or B that makes X(j) an exact solution).
*
*  WORK    (workspace) DOUBLE PRECISION array, dimension (3*N)
*
*  IWORK   (workspace) INTEGER array, dimension (N)
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*          > 0:  if INFO = i, and i is
*                <= N:  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. RCOND = 0 is returned.
*                = N+1: U is nonsingular, but RCOND is less than machine
*                       precision, meaning that the matrix is singular
*                       to working precision.  Nevertheless, the
*                       solution and error bounds are computed because
*                       there are a number of situations where the
*                       computed solution can be more accurate than the
*                       value of RCOND would suggest.
*

*  Further Details
*  ===============
*
*  The band storage scheme is illustrated by the following example, when
*  N = 6, KD = 2, and UPLO = 'U':
*
*  Two-dimensional storage of the symmetric matrix A:
*
*     a11  a12  a13
*          a22  a23  a24
*               a33  a34  a35
*                    a44  a45  a46
*                         a55  a56
*     (aij=conjg(aji))         a66
*
*  Band storage of the upper triangle of A:
*
*      *    *   a13  a24  a35  a46
*      *   a12  a23  a34  a45  a56
*     a11  a22  a33  a44  a55  a66
*
*  Similarly, if UPLO = 'L' the format of A is as follows:
*
*     a11  a22  a33  a44  a55  a66
*     a21  a32  a43  a54  a65   *
*     a31  a42  a53  a64   *    *
*
*  Array elements marked * are not used by the routine.
*
*  =====================================================================
*


    
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dpbtf2

USAGE:
  info, ab = NumRu::Lapack.dpbtf2( uplo, kd, ab, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBTF2( UPLO, N, KD, AB, LDAB, INFO )

*  Purpose
*  =======
*
*  DPBTF2 computes the Cholesky factorization of a real symmetric
*  positive definite band matrix A.
*
*  The factorization has the form
*     A = U' * U ,  if UPLO = 'U', or
*     A = L  * L',  if UPLO = 'L',
*  where U is an upper triangular matrix, U' is the transpose of U, and
*  L is lower triangular.
*
*  This is the unblocked version of the algorithm, calling Level 2 BLAS.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          Specifies whether the upper or lower triangular part of the
*          symmetric matrix A is stored:
*          = 'U':  Upper triangular
*          = 'L':  Lower triangular
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of super-diagonals of the matrix A if UPLO = 'U',
*          or the number of sub-diagonals if UPLO = 'L'.  KD >= 0.
*
*  AB      (input/output) 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).
*
*          On exit, if INFO = 0, the triangular factor U or L from the
*          Cholesky factorization A = U'*U or A = L*L' of the band
*          matrix A, in the same storage format as A.
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  INFO    (output) INTEGER
*          = 0: successful exit
*          < 0: if INFO = -k, the k-th argument had an illegal value
*          > 0: if INFO = k, the leading minor of order k is not
*               positive definite, and the factorization could not be
*               completed.
*

*  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.
*
*  =====================================================================
*


    
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dpbtrf

USAGE:
  info, ab = NumRu::Lapack.dpbtrf( uplo, kd, ab, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBTRF( UPLO, N, KD, AB, LDAB, INFO )

*  Purpose
*  =======
*
*  DPBTRF computes the Cholesky factorization of a real symmetric
*  positive definite band matrix A.
*
*  The factorization has the form
*     A = U**T * U,  if UPLO = 'U', or
*     A = L  * L**T,  if UPLO = 'L',
*  where U is an upper triangular matrix and L is lower triangular.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangle of A is stored;
*          = 'L':  Lower triangle of A is stored.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  AB      (input/output) 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).
*
*          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    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  INFO    (output) 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 is not
*                positive definite, and the factorization could not be
*                completed.
*

*  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.
*
*  Contributed by
*  Peter Mayes and Giuseppe Radicati, IBM ECSEC, Rome, March 23, 1989
*
*  =====================================================================
*


    
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dpbtrs

USAGE:
  info, b = NumRu::Lapack.dpbtrs( uplo, kd, ab, b, [:usage => usage, :help => help])


FORTRAN MANUAL
      SUBROUTINE DPBTRS( UPLO, N, KD, NRHS, AB, LDAB, B, LDB, INFO )

*  Purpose
*  =======
*
*  DPBTRS solves a system of linear equations A*X = B with a symmetric
*  positive definite band matrix A using the Cholesky factorization
*  A = U**T*U or A = L*L**T computed by DPBTRF.
*

*  Arguments
*  =========
*
*  UPLO    (input) CHARACTER*1
*          = 'U':  Upper triangular factor stored in AB;
*          = 'L':  Lower triangular factor stored in AB.
*
*  N       (input) INTEGER
*          The order of the matrix A.  N >= 0.
*
*  KD      (input) INTEGER
*          The number of superdiagonals of the matrix A if UPLO = 'U',
*          or the number of subdiagonals if UPLO = 'L'.  KD >= 0.
*
*  NRHS    (input) INTEGER
*          The number of right hand sides, i.e., the number of columns
*          of the matrix B.  NRHS >= 0.
*
*  AB      (input) DOUBLE PRECISION array, dimension (LDAB,N)
*          The triangular factor U or L from the Cholesky factorization
*          A = U**T*U or A = L*L**T of the band matrix A, stored in the
*          first KD+1 rows of the array.  The j-th column of U or L is
*          stored in the j-th column of the array AB as follows:
*          if UPLO ='U', AB(kd+1+i-j,j) = U(i,j) for max(1,j-kd)<=i<=j;
*          if UPLO ='L', AB(1+i-j,j)    = L(i,j) for j<=i<=min(n,j+kd).
*
*  LDAB    (input) INTEGER
*          The leading dimension of the array AB.  LDAB >= KD+1.
*
*  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
*          On entry, the right hand side matrix B.
*          On exit, the solution matrix X.
*
*  LDB     (input) INTEGER
*          The leading dimension of the array B.  LDB >= max(1,N).
*
*  INFO    (output) INTEGER
*          = 0:  successful exit
*          < 0:  if INFO = -i, the i-th argument had an illegal value
*

*  =====================================================================
*
*     .. Local Scalars ..
      LOGICAL            UPPER
      INTEGER            J
*     ..
*     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
*     ..
*     .. External Subroutines ..
      EXTERNAL           DTBSV, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX
*     ..


    
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