File:  [local] / rpl / lapack / lapack / dsytri.f
Revision 1.12: download - view: text, annotated - select for diffs - revision graph
Fri Dec 14 14:22:41 2012 UTC (11 years, 5 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_16, rpl-4_1_15, rpl-4_1_14, rpl-4_1_13, rpl-4_1_12, rpl-4_1_11, HEAD
Mise à jour de lapack.

    1: *> \brief \b DSYTRI
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download DSYTRI + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytri.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytri.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytri.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
   22:    23: *       .. Scalar Arguments ..
   24: *       CHARACTER          UPLO
   25: *       INTEGER            INFO, LDA, N
   26: *       ..
   27: *       .. Array Arguments ..
   28: *       INTEGER            IPIV( * )
   29: *       DOUBLE PRECISION   A( LDA, * ), WORK( * )
   30: *       ..
   31: *  
   32: *
   33: *> \par Purpose:
   34: *  =============
   35: *>
   36: *> \verbatim
   37: *>
   38: *> DSYTRI computes the inverse of a real symmetric indefinite matrix
   39: *> A using the factorization A = U*D*U**T or A = L*D*L**T computed by
   40: *> DSYTRF.
   41: *> \endverbatim
   42: *
   43: *  Arguments:
   44: *  ==========
   45: *
   46: *> \param[in] UPLO
   47: *> \verbatim
   48: *>          UPLO is CHARACTER*1
   49: *>          Specifies whether the details of the factorization are stored
   50: *>          as an upper or lower triangular matrix.
   51: *>          = 'U':  Upper triangular, form is A = U*D*U**T;
   52: *>          = 'L':  Lower triangular, form is A = L*D*L**T.
   53: *> \endverbatim
   54: *>
   55: *> \param[in] N
   56: *> \verbatim
   57: *>          N is INTEGER
   58: *>          The order of the matrix A.  N >= 0.
   59: *> \endverbatim
   60: *>
   61: *> \param[in,out] A
   62: *> \verbatim
   63: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
   64: *>          On entry, the block diagonal matrix D and the multipliers
   65: *>          used to obtain the factor U or L as computed by DSYTRF.
   66: *>
   67: *>          On exit, if INFO = 0, the (symmetric) inverse of the original
   68: *>          matrix.  If UPLO = 'U', the upper triangular part of the
   69: *>          inverse is formed and the part of A below the diagonal is not
   70: *>          referenced; if UPLO = 'L' the lower triangular part of the
   71: *>          inverse is formed and the part of A above the diagonal is
   72: *>          not referenced.
   73: *> \endverbatim
   74: *>
   75: *> \param[in] LDA
   76: *> \verbatim
   77: *>          LDA is INTEGER
   78: *>          The leading dimension of the array A.  LDA >= max(1,N).
   79: *> \endverbatim
   80: *>
   81: *> \param[in] IPIV
   82: *> \verbatim
   83: *>          IPIV is INTEGER array, dimension (N)
   84: *>          Details of the interchanges and the block structure of D
   85: *>          as determined by DSYTRF.
   86: *> \endverbatim
   87: *>
   88: *> \param[out] WORK
   89: *> \verbatim
   90: *>          WORK is DOUBLE PRECISION array, dimension (N)
   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, D(i,i) = 0; the matrix is singular and its
   99: *>               inverse could not be computed.
  100: *> \endverbatim
  101: *
  102: *  Authors:
  103: *  ========
  104: *
  105: *> \author Univ. of Tennessee 
  106: *> \author Univ. of California Berkeley 
  107: *> \author Univ. of Colorado Denver 
  108: *> \author NAG Ltd. 
  109: *
  110: *> \date November 2011
  111: *
  112: *> \ingroup doubleSYcomputational
  113: *
  114: *  =====================================================================
  115:       SUBROUTINE DSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
  116: *
  117: *  -- LAPACK computational routine (version 3.4.0) --
  118: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  119: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  120: *     November 2011
  121: *
  122: *     .. Scalar Arguments ..
  123:       CHARACTER          UPLO
  124:       INTEGER            INFO, LDA, N
  125: *     ..
  126: *     .. Array Arguments ..
  127:       INTEGER            IPIV( * )
  128:       DOUBLE PRECISION   A( LDA, * ), WORK( * )
  129: *     ..
  130: *
  131: *  =====================================================================
  132: *
  133: *     .. Parameters ..
  134:       DOUBLE PRECISION   ONE, ZERO
  135:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  136: *     ..
  137: *     .. Local Scalars ..
  138:       LOGICAL            UPPER
  139:       INTEGER            K, KP, KSTEP
  140:       DOUBLE PRECISION   AK, AKKP1, AKP1, D, T, TEMP
  141: *     ..
  142: *     .. External Functions ..
  143:       LOGICAL            LSAME
  144:       DOUBLE PRECISION   DDOT
  145:       EXTERNAL           LSAME, DDOT
  146: *     ..
  147: *     .. External Subroutines ..
  148:       EXTERNAL           DCOPY, DSWAP, DSYMV, XERBLA
  149: *     ..
  150: *     .. Intrinsic Functions ..
  151:       INTRINSIC          ABS, MAX
  152: *     ..
  153: *     .. Executable Statements ..
  154: *
  155: *     Test the input parameters.
  156: *
  157:       INFO = 0
  158:       UPPER = LSAME( UPLO, 'U' )
  159:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  160:          INFO = -1
  161:       ELSE IF( N.LT.0 ) THEN
  162:          INFO = -2
  163:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  164:          INFO = -4
  165:       END IF
  166:       IF( INFO.NE.0 ) THEN
  167:          CALL XERBLA( 'DSYTRI', -INFO )
  168:          RETURN
  169:       END IF
  170: *
  171: *     Quick return if possible
  172: *
  173:       IF( N.EQ.0 )
  174:      $   RETURN
  175: *
  176: *     Check that the diagonal matrix D is nonsingular.
  177: *
  178:       IF( UPPER ) THEN
  179: *
  180: *        Upper triangular storage: examine D from bottom to top
  181: *
  182:          DO 10 INFO = N, 1, -1
  183:             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  184:      $         RETURN
  185:    10    CONTINUE
  186:       ELSE
  187: *
  188: *        Lower triangular storage: examine D from top to bottom.
  189: *
  190:          DO 20 INFO = 1, N
  191:             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  192:      $         RETURN
  193:    20    CONTINUE
  194:       END IF
  195:       INFO = 0
  196: *
  197:       IF( UPPER ) THEN
  198: *
  199: *        Compute inv(A) from the factorization A = U*D*U**T.
  200: *
  201: *        K is the main loop index, increasing from 1 to N in steps of
  202: *        1 or 2, depending on the size of the diagonal blocks.
  203: *
  204:          K = 1
  205:    30    CONTINUE
  206: *
  207: *        If K > N, exit from loop.
  208: *
  209:          IF( K.GT.N )
  210:      $      GO TO 40
  211: *
  212:          IF( IPIV( K ).GT.0 ) THEN
  213: *
  214: *           1 x 1 diagonal block
  215: *
  216: *           Invert the diagonal block.
  217: *
  218:             A( K, K ) = ONE / A( K, K )
  219: *
  220: *           Compute column K of the inverse.
  221: *
  222:             IF( K.GT.1 ) THEN
  223:                CALL DCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  224:                CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  225:      $                     A( 1, K ), 1 )
  226:                A( K, K ) = A( K, K ) - DDOT( K-1, WORK, 1, A( 1, K ),
  227:      $                     1 )
  228:             END IF
  229:             KSTEP = 1
  230:          ELSE
  231: *
  232: *           2 x 2 diagonal block
  233: *
  234: *           Invert the diagonal block.
  235: *
  236:             T = ABS( A( K, K+1 ) )
  237:             AK = A( K, K ) / T
  238:             AKP1 = A( K+1, K+1 ) / T
  239:             AKKP1 = A( K, K+1 ) / T
  240:             D = T*( AK*AKP1-ONE )
  241:             A( K, K ) = AKP1 / D
  242:             A( K+1, K+1 ) = AK / D
  243:             A( K, K+1 ) = -AKKP1 / D
  244: *
  245: *           Compute columns K and K+1 of the inverse.
  246: *
  247:             IF( K.GT.1 ) THEN
  248:                CALL DCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  249:                CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  250:      $                     A( 1, K ), 1 )
  251:                A( K, K ) = A( K, K ) - DDOT( K-1, WORK, 1, A( 1, K ),
  252:      $                     1 )
  253:                A( K, K+1 ) = A( K, K+1 ) -
  254:      $                       DDOT( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  255:                CALL DCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  256:                CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  257:      $                     A( 1, K+1 ), 1 )
  258:                A( K+1, K+1 ) = A( K+1, K+1 ) -
  259:      $                         DDOT( K-1, WORK, 1, A( 1, K+1 ), 1 )
  260:             END IF
  261:             KSTEP = 2
  262:          END IF
  263: *
  264:          KP = ABS( IPIV( K ) )
  265:          IF( KP.NE.K ) THEN
  266: *
  267: *           Interchange rows and columns K and KP in the leading
  268: *           submatrix A(1:k+1,1:k+1)
  269: *
  270:             CALL DSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  271:             CALL DSWAP( K-KP-1, A( KP+1, K ), 1, A( KP, KP+1 ), LDA )
  272:             TEMP = A( K, K )
  273:             A( K, K ) = A( KP, KP )
  274:             A( KP, KP ) = TEMP
  275:             IF( KSTEP.EQ.2 ) THEN
  276:                TEMP = A( K, K+1 )
  277:                A( K, K+1 ) = A( KP, K+1 )
  278:                A( KP, K+1 ) = TEMP
  279:             END IF
  280:          END IF
  281: *
  282:          K = K + KSTEP
  283:          GO TO 30
  284:    40    CONTINUE
  285: *
  286:       ELSE
  287: *
  288: *        Compute inv(A) from the factorization A = L*D*L**T.
  289: *
  290: *        K is the main loop index, increasing from 1 to N in steps of
  291: *        1 or 2, depending on the size of the diagonal blocks.
  292: *
  293:          K = N
  294:    50    CONTINUE
  295: *
  296: *        If K < 1, exit from loop.
  297: *
  298:          IF( K.LT.1 )
  299:      $      GO TO 60
  300: *
  301:          IF( IPIV( K ).GT.0 ) THEN
  302: *
  303: *           1 x 1 diagonal block
  304: *
  305: *           Invert the diagonal block.
  306: *
  307:             A( K, K ) = ONE / A( K, K )
  308: *
  309: *           Compute column K of the inverse.
  310: *
  311:             IF( K.LT.N ) THEN
  312:                CALL DCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  313:                CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  314:      $                     ZERO, A( K+1, K ), 1 )
  315:                A( K, K ) = A( K, K ) - DDOT( N-K, WORK, 1, A( K+1, K ),
  316:      $                     1 )
  317:             END IF
  318:             KSTEP = 1
  319:          ELSE
  320: *
  321: *           2 x 2 diagonal block
  322: *
  323: *           Invert the diagonal block.
  324: *
  325:             T = ABS( A( K, K-1 ) )
  326:             AK = A( K-1, K-1 ) / T
  327:             AKP1 = A( K, K ) / T
  328:             AKKP1 = A( K, K-1 ) / T
  329:             D = T*( AK*AKP1-ONE )
  330:             A( K-1, K-1 ) = AKP1 / D
  331:             A( K, K ) = AK / D
  332:             A( K, K-1 ) = -AKKP1 / D
  333: *
  334: *           Compute columns K-1 and K of the inverse.
  335: *
  336:             IF( K.LT.N ) THEN
  337:                CALL DCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  338:                CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  339:      $                     ZERO, A( K+1, K ), 1 )
  340:                A( K, K ) = A( K, K ) - DDOT( N-K, WORK, 1, A( K+1, K ),
  341:      $                     1 )
  342:                A( K, K-1 ) = A( K, K-1 ) -
  343:      $                       DDOT( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  344:      $                       1 )
  345:                CALL DCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  346:                CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  347:      $                     ZERO, A( K+1, K-1 ), 1 )
  348:                A( K-1, K-1 ) = A( K-1, K-1 ) -
  349:      $                         DDOT( N-K, WORK, 1, A( K+1, K-1 ), 1 )
  350:             END IF
  351:             KSTEP = 2
  352:          END IF
  353: *
  354:          KP = ABS( IPIV( K ) )
  355:          IF( KP.NE.K ) THEN
  356: *
  357: *           Interchange rows and columns K and KP in the trailing
  358: *           submatrix A(k-1:n,k-1:n)
  359: *
  360:             IF( KP.LT.N )
  361:      $         CALL DSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  362:             CALL DSWAP( KP-K-1, A( K+1, K ), 1, A( KP, K+1 ), LDA )
  363:             TEMP = A( K, K )
  364:             A( K, K ) = A( KP, KP )
  365:             A( KP, KP ) = TEMP
  366:             IF( KSTEP.EQ.2 ) THEN
  367:                TEMP = A( K, K-1 )
  368:                A( K, K-1 ) = A( KP, K-1 )
  369:                A( KP, K-1 ) = TEMP
  370:             END IF
  371:          END IF
  372: *
  373:          K = K - KSTEP
  374:          GO TO 50
  375:    60    CONTINUE
  376:       END IF
  377: *
  378:       RETURN
  379: *
  380: *     End of DSYTRI
  381: *
  382:       END

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