The R Project SVN R

      subroutine dpbfa(abd,lda,n,m,info)

      integer lda,n,m,info
      double precision abd(lda,n)
c
c     dpbfa factors a double precision symmetric positive definite
c     matrix stored in band form.
c
c     dpbfa is usually called by dpbco, but it can be called
c     directly with a saving in time if  rcond  is not needed.
c
c     on entry
c
c        abd     double precision(lda, n)
c                the matrix to be factored.  the columns of the upper
c                triangle are stored in the columns of abd and the
c                diagonals of the upper triangle are stored in the
c                rows of abd .  see the comments below for details.
c
c        lda     integer
c                the leading dimension of the array  abd .
c                lda must be .ge. m + 1 .
c
c        n       integer
c                the order of the matrix  a .
c
c        m       integer
c                the number of diagonals above the main diagonal.
c                0 .le. m .lt. n .
c
c     on return
c
c        abd     an upper triangular matrix  r , stored in band
c                form, so that  a = trans(r)*r .
c
c        info    integer
c                = 0  for normal return.
c                = k  if the leading minor of order  k  is not
c                     positive definite.
c
c     band storage
c
c           if  a  is a symmetric positive definite band matrix,
c           the following program segment will set up the input.
c
c                   m = (band width above diagonal)
c                   do 20 j = 1, n
c                      i1 = max(1, j-m)
c                      do 10 i = i1, j
c                         k = i-j+m+1
c                         abd(k,j) = a(i,j)
c                10    continue
c                20 continue
c
c     linpack.  this version dated 08/14/78 .
c     cleve moler, university of new mexico, argonne national lab.
c
c     subroutines and functions
c
c     blas ddot
c     fortran max,sqrt
c
c     internal variables
c
      double precision ddot,t
      double precision s
      integer ik,j,jk,k,mu
c     begin block with ...exits to 40
c
c
         do 30 j = 1, n
            info = j
            s = 0.0d0
            ik = m + 1
            jk = max(j-m,1)
            mu = max(m+2-j,1)
            if (m .lt. mu) go to 20
            do 10 k = mu, m

               t = abd(k,j) - ddot(k-mu,abd(ik,jk),1,abd(mu,j),1)
               t = t/abd(m+1,jk)
               abd(k,j) = t
               s = s + t*t
               ik = ik - 1
               jk = jk + 1
   10       continue
   20       continue

            s = abd(m+1,j) - s
c     ......exit
            if (s .le. 0.0d0) go to 40

            abd(m+1,j) = sqrt(s)

   30    continue
         info = 0
   40 continue
      return
      end