File:  [local] / rpl / lapack / lapack / dgetri.f
Revision 1.2: download - view: text, annotated - select for diffs - revision graph
Wed Apr 21 13:45:14 2010 UTC (14 years ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_0_17, rpl-4_0_16, rpl-4_0_15, HEAD
En route pour la 4.0.15 !

    1:       SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.2) --
    4: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    5: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
    6: *     November 2006
    7: *
    8: *     .. Scalar Arguments ..
    9:       INTEGER            INFO, LDA, LWORK, N
   10: *     ..
   11: *     .. Array Arguments ..
   12:       INTEGER            IPIV( * )
   13:       DOUBLE PRECISION   A( LDA, * ), WORK( * )
   14: *     ..
   15: *
   16: *  Purpose
   17: *  =======
   18: *
   19: *  DGETRI computes the inverse of a matrix using the LU factorization
   20: *  computed by DGETRF.
   21: *
   22: *  This method inverts U and then computes inv(A) by solving the system
   23: *  inv(A)*L = inv(U) for inv(A).
   24: *
   25: *  Arguments
   26: *  =========
   27: *
   28: *  N       (input) INTEGER
   29: *          The order of the matrix A.  N >= 0.
   30: *
   31: *  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
   32: *          On entry, the factors L and U from the factorization
   33: *          A = P*L*U as computed by DGETRF.
   34: *          On exit, if INFO = 0, the inverse of the original matrix A.
   35: *
   36: *  LDA     (input) INTEGER
   37: *          The leading dimension of the array A.  LDA >= max(1,N).
   38: *
   39: *  IPIV    (input) INTEGER array, dimension (N)
   40: *          The pivot indices from DGETRF; for 1<=i<=N, row i of the
   41: *          matrix was interchanged with row IPIV(i).
   42: *
   43: *  WORK    (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
   44: *          On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
   45: *
   46: *  LWORK   (input) INTEGER
   47: *          The dimension of the array WORK.  LWORK >= max(1,N).
   48: *          For optimal performance LWORK >= N*NB, where NB is
   49: *          the optimal blocksize returned by ILAENV.
   50: *
   51: *          If LWORK = -1, then a workspace query is assumed; the routine
   52: *          only calculates the optimal size of the WORK array, returns
   53: *          this value as the first entry of the WORK array, and no error
   54: *          message related to LWORK is issued by XERBLA.
   55: *
   56: *  INFO    (output) INTEGER
   57: *          = 0:  successful exit
   58: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   59: *          > 0:  if INFO = i, U(i,i) is exactly zero; the matrix is
   60: *                singular and its inverse could not be computed.
   61: *
   62: *  =====================================================================
   63: *
   64: *     .. Parameters ..
   65:       DOUBLE PRECISION   ZERO, ONE
   66:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
   67: *     ..
   68: *     .. Local Scalars ..
   69:       LOGICAL            LQUERY
   70:       INTEGER            I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
   71:      $                   NBMIN, NN
   72: *     ..
   73: *     .. External Functions ..
   74:       INTEGER            ILAENV
   75:       EXTERNAL           ILAENV
   76: *     ..
   77: *     .. External Subroutines ..
   78:       EXTERNAL           DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA
   79: *     ..
   80: *     .. Intrinsic Functions ..
   81:       INTRINSIC          MAX, MIN
   82: *     ..
   83: *     .. Executable Statements ..
   84: *
   85: *     Test the input parameters.
   86: *
   87:       INFO = 0
   88:       NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 )
   89:       LWKOPT = N*NB
   90:       WORK( 1 ) = LWKOPT
   91:       LQUERY = ( LWORK.EQ.-1 )
   92:       IF( N.LT.0 ) THEN
   93:          INFO = -1
   94:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
   95:          INFO = -3
   96:       ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
   97:          INFO = -6
   98:       END IF
   99:       IF( INFO.NE.0 ) THEN
  100:          CALL XERBLA( 'DGETRI', -INFO )
  101:          RETURN
  102:       ELSE IF( LQUERY ) THEN
  103:          RETURN
  104:       END IF
  105: *
  106: *     Quick return if possible
  107: *
  108:       IF( N.EQ.0 )
  109:      $   RETURN
  110: *
  111: *     Form inv(U).  If INFO > 0 from DTRTRI, then U is singular,
  112: *     and the inverse is not computed.
  113: *
  114:       CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
  115:       IF( INFO.GT.0 )
  116:      $   RETURN
  117: *
  118:       NBMIN = 2
  119:       LDWORK = N
  120:       IF( NB.GT.1 .AND. NB.LT.N ) THEN
  121:          IWS = MAX( LDWORK*NB, 1 )
  122:          IF( LWORK.LT.IWS ) THEN
  123:             NB = LWORK / LDWORK
  124:             NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) )
  125:          END IF
  126:       ELSE
  127:          IWS = N
  128:       END IF
  129: *
  130: *     Solve the equation inv(A)*L = inv(U) for inv(A).
  131: *
  132:       IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
  133: *
  134: *        Use unblocked code.
  135: *
  136:          DO 20 J = N, 1, -1
  137: *
  138: *           Copy current column of L to WORK and replace with zeros.
  139: *
  140:             DO 10 I = J + 1, N
  141:                WORK( I ) = A( I, J )
  142:                A( I, J ) = ZERO
  143:    10       CONTINUE
  144: *
  145: *           Compute current column of inv(A).
  146: *
  147:             IF( J.LT.N )
  148:      $         CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
  149:      $                     LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
  150:    20    CONTINUE
  151:       ELSE
  152: *
  153: *        Use blocked code.
  154: *
  155:          NN = ( ( N-1 ) / NB )*NB + 1
  156:          DO 50 J = NN, 1, -NB
  157:             JB = MIN( NB, N-J+1 )
  158: *
  159: *           Copy current block column of L to WORK and replace with
  160: *           zeros.
  161: *
  162:             DO 40 JJ = J, J + JB - 1
  163:                DO 30 I = JJ + 1, N
  164:                   WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
  165:                   A( I, JJ ) = ZERO
  166:    30          CONTINUE
  167:    40       CONTINUE
  168: *
  169: *           Compute current block column of inv(A).
  170: *
  171:             IF( J+JB.LE.N )
  172:      $         CALL DGEMM( 'No transpose', 'No transpose', N, JB,
  173:      $                     N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
  174:      $                     WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
  175:             CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
  176:      $                  ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
  177:    50    CONTINUE
  178:       END IF
  179: *
  180: *     Apply column interchanges.
  181: *
  182:       DO 60 J = N - 1, 1, -1
  183:          JP = IPIV( J )
  184:          IF( JP.NE.J )
  185:      $      CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
  186:    60 CONTINUE
  187: *
  188:       WORK( 1 ) = IWS
  189:       RETURN
  190: *
  191: *     End of DGETRI
  192: *
  193:       END

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