Annotation of rpl/lapack/lapack/dgetri.f, revision 1.17
1.8 bertrand 1: *> \brief \b DGETRI
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.14 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.14 bertrand 9: *> Download DGETRI + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetri.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetri.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetri.f">
1.8 bertrand 15: *> [TXT]</a>
1.14 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
1.14 bertrand 22: *
1.8 bertrand 23: * .. Scalar Arguments ..
24: * INTEGER INFO, LDA, LWORK, N
25: * ..
26: * .. Array Arguments ..
27: * INTEGER IPIV( * )
28: * DOUBLE PRECISION A( LDA, * ), WORK( * )
29: * ..
1.14 bertrand 30: *
1.8 bertrand 31: *
32: *> \par Purpose:
33: * =============
34: *>
35: *> \verbatim
36: *>
37: *> DGETRI computes the inverse of a matrix using the LU factorization
38: *> computed by DGETRF.
39: *>
40: *> This method inverts U and then computes inv(A) by solving the system
41: *> inv(A)*L = inv(U) for inv(A).
42: *> \endverbatim
43: *
44: * Arguments:
45: * ==========
46: *
47: *> \param[in] N
48: *> \verbatim
49: *> N is INTEGER
50: *> The order of the matrix A. N >= 0.
51: *> \endverbatim
52: *>
53: *> \param[in,out] A
54: *> \verbatim
55: *> A is DOUBLE PRECISION array, dimension (LDA,N)
56: *> On entry, the factors L and U from the factorization
57: *> A = P*L*U as computed by DGETRF.
58: *> On exit, if INFO = 0, the inverse of the original matrix A.
59: *> \endverbatim
60: *>
61: *> \param[in] LDA
62: *> \verbatim
63: *> LDA is INTEGER
64: *> The leading dimension of the array A. LDA >= max(1,N).
65: *> \endverbatim
66: *>
67: *> \param[in] IPIV
68: *> \verbatim
69: *> IPIV is INTEGER array, dimension (N)
70: *> The pivot indices from DGETRF; for 1<=i<=N, row i of the
71: *> matrix was interchanged with row IPIV(i).
72: *> \endverbatim
73: *>
74: *> \param[out] WORK
75: *> \verbatim
76: *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
77: *> On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
78: *> \endverbatim
79: *>
80: *> \param[in] LWORK
81: *> \verbatim
82: *> LWORK is INTEGER
83: *> The dimension of the array WORK. LWORK >= max(1,N).
84: *> For optimal performance LWORK >= N*NB, where NB is
85: *> the optimal blocksize returned by ILAENV.
86: *>
87: *> If LWORK = -1, then a workspace query is assumed; the routine
88: *> only calculates the optimal size of the WORK array, returns
89: *> this value as the first entry of the WORK array, and no error
90: *> message related to LWORK is issued by XERBLA.
91: *> \endverbatim
92: *>
93: *> \param[out] INFO
94: *> \verbatim
95: *> INFO is INTEGER
96: *> = 0: successful exit
97: *> < 0: if INFO = -i, the i-th argument had an illegal value
98: *> > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
99: *> singular and its inverse could not be computed.
100: *> \endverbatim
101: *
102: * Authors:
103: * ========
104: *
1.14 bertrand 105: *> \author Univ. of Tennessee
106: *> \author Univ. of California Berkeley
107: *> \author Univ. of Colorado Denver
108: *> \author NAG Ltd.
1.8 bertrand 109: *
110: *> \ingroup doubleGEcomputational
111: *
112: * =====================================================================
1.1 bertrand 113: SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
114: *
1.17 ! bertrand 115: * -- LAPACK computational routine --
1.1 bertrand 116: * -- LAPACK is a software package provided by Univ. of Tennessee, --
117: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
118: *
119: * .. Scalar Arguments ..
120: INTEGER INFO, LDA, LWORK, N
121: * ..
122: * .. Array Arguments ..
123: INTEGER IPIV( * )
124: DOUBLE PRECISION A( LDA, * ), WORK( * )
125: * ..
126: *
127: * =====================================================================
128: *
129: * .. Parameters ..
130: DOUBLE PRECISION ZERO, ONE
131: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
132: * ..
133: * .. Local Scalars ..
134: LOGICAL LQUERY
135: INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
136: $ NBMIN, NN
137: * ..
138: * .. External Functions ..
139: INTEGER ILAENV
140: EXTERNAL ILAENV
141: * ..
142: * .. External Subroutines ..
143: EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA
144: * ..
145: * .. Intrinsic Functions ..
146: INTRINSIC MAX, MIN
147: * ..
148: * .. Executable Statements ..
149: *
150: * Test the input parameters.
151: *
152: INFO = 0
153: NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 )
154: LWKOPT = N*NB
155: WORK( 1 ) = LWKOPT
156: LQUERY = ( LWORK.EQ.-1 )
157: IF( N.LT.0 ) THEN
158: INFO = -1
159: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
160: INFO = -3
161: ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
162: INFO = -6
163: END IF
164: IF( INFO.NE.0 ) THEN
165: CALL XERBLA( 'DGETRI', -INFO )
166: RETURN
167: ELSE IF( LQUERY ) THEN
168: RETURN
169: END IF
170: *
171: * Quick return if possible
172: *
173: IF( N.EQ.0 )
174: $ RETURN
175: *
176: * Form inv(U). If INFO > 0 from DTRTRI, then U is singular,
177: * and the inverse is not computed.
178: *
179: CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
180: IF( INFO.GT.0 )
181: $ RETURN
182: *
183: NBMIN = 2
184: LDWORK = N
185: IF( NB.GT.1 .AND. NB.LT.N ) THEN
186: IWS = MAX( LDWORK*NB, 1 )
187: IF( LWORK.LT.IWS ) THEN
188: NB = LWORK / LDWORK
189: NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) )
190: END IF
191: ELSE
192: IWS = N
193: END IF
194: *
195: * Solve the equation inv(A)*L = inv(U) for inv(A).
196: *
197: IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
198: *
199: * Use unblocked code.
200: *
201: DO 20 J = N, 1, -1
202: *
203: * Copy current column of L to WORK and replace with zeros.
204: *
205: DO 10 I = J + 1, N
206: WORK( I ) = A( I, J )
207: A( I, J ) = ZERO
208: 10 CONTINUE
209: *
210: * Compute current column of inv(A).
211: *
212: IF( J.LT.N )
213: $ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
214: $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
215: 20 CONTINUE
216: ELSE
217: *
218: * Use blocked code.
219: *
220: NN = ( ( N-1 ) / NB )*NB + 1
221: DO 50 J = NN, 1, -NB
222: JB = MIN( NB, N-J+1 )
223: *
224: * Copy current block column of L to WORK and replace with
225: * zeros.
226: *
227: DO 40 JJ = J, J + JB - 1
228: DO 30 I = JJ + 1, N
229: WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
230: A( I, JJ ) = ZERO
231: 30 CONTINUE
232: 40 CONTINUE
233: *
234: * Compute current block column of inv(A).
235: *
236: IF( J+JB.LE.N )
237: $ CALL DGEMM( 'No transpose', 'No transpose', N, JB,
238: $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
239: $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
240: CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
241: $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
242: 50 CONTINUE
243: END IF
244: *
245: * Apply column interchanges.
246: *
247: DO 60 J = N - 1, 1, -1
248: JP = IPIV( J )
249: IF( JP.NE.J )
250: $ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
251: 60 CONTINUE
252: *
253: WORK( 1 ) = IWS
254: RETURN
255: *
256: * End of DGETRI
257: *
258: END
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