+ email: Christophe.Troestler@umons.ac.be
+ WWW: http://www.umh.ac.be/math/an/
+ This library is free software; you can redistribute it and/or
+ modify it under the terms of the GNU Lesser General Public
+ License as published by the Free Software Foundation; either
+ version 2 of the License, or (at your option) any later version.
+ This library is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ Lesser General Public License for more details.
+ You should have received a copy of the GNU Lesser General Public
+ License along with this library; if not, write to the Free Software
+ Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
+(* Example from http://www.nag.com/lapack-ex/node9.html *)
+(* Symmetric positive definite band matrix. Only the upper triangle
+ of the matrix is stored (default behavior of [pbsv]). Each line
+ correspond to a diagonal, the columns being the same as the
+let ab = Mat.of_array [| [| nan; 2.68; -2.39; -2.22 |];
+ [| 5.49; 5.63; 2.60; 5.17 |] |]
+let b = Vec.of_array [| 22.09; 9.31; -5.24; 11.83 |]
+ pbsv ab (Mat.from_col_vec x);
+ printf "Solution: X = @[%a@]@\n" pp_rfvec x;
+ printf "Cholesky factor U (each line is a diagonal):@\n @[%a@]@\n"