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1.1 bertrand 1: *> \brief \b DSYTRI_3X
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DSYTRI_3X + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytri_3x.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytri_3x.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytri_3x.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DSYTRI_3X( UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO )
22: *
23: * .. Scalar Arguments ..
24: * CHARACTER UPLO
25: * INTEGER INFO, LDA, N, NB
26: * ..
27: * .. Array Arguments ..
28: * INTEGER IPIV( * )
29: * DOUBLE PRECISION A( LDA, * ), E( * ), WORK( N+NB+1, * )
30: * ..
31: *
32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *> DSYTRI_3X computes the inverse of a real symmetric indefinite
38: *> matrix A using the factorization computed by DSYTRF_RK or DSYTRF_BK:
39: *>
40: *> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
41: *>
42: *> where U (or L) is unit upper (or lower) triangular matrix,
43: *> U**T (or L**T) is the transpose of U (or L), P is a permutation
44: *> matrix, P**T is the transpose of P, and D is symmetric and block
45: *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
46: *>
47: *> This is the blocked version of the algorithm, calling Level 3 BLAS.
48: *> \endverbatim
49: *
50: * Arguments:
51: * ==========
52: *
53: *> \param[in] UPLO
54: *> \verbatim
55: *> UPLO is CHARACTER*1
56: *> Specifies whether the details of the factorization are
57: *> stored as an upper or lower triangular matrix.
58: *> = 'U': Upper triangle of A is stored;
59: *> = 'L': Lower triangle of A is stored.
60: *> \endverbatim
61: *>
62: *> \param[in] N
63: *> \verbatim
64: *> N is INTEGER
65: *> The order of the matrix A. N >= 0.
66: *> \endverbatim
67: *>
68: *> \param[in,out] A
69: *> \verbatim
70: *> A is DOUBLE PRECISION array, dimension (LDA,N)
71: *> On entry, diagonal of the block diagonal matrix D and
72: *> factors U or L as computed by DSYTRF_RK and DSYTRF_BK:
73: *> a) ONLY diagonal elements of the symmetric block diagonal
74: *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
75: *> (superdiagonal (or subdiagonal) elements of D
76: *> should be provided on entry in array E), and
77: *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
78: *> If UPLO = 'L': factor L in the subdiagonal part of A.
79: *>
80: *> On exit, if INFO = 0, the symmetric inverse of the original
81: *> matrix.
82: *> If UPLO = 'U': the upper triangular part of the inverse
83: *> is formed and the part of A below the diagonal is not
84: *> referenced;
85: *> If UPLO = 'L': the lower triangular part of the inverse
86: *> is formed and the part of A above the diagonal is not
87: *> referenced.
88: *> \endverbatim
89: *>
90: *> \param[in] LDA
91: *> \verbatim
92: *> LDA is INTEGER
93: *> The leading dimension of the array A. LDA >= max(1,N).
94: *> \endverbatim
95: *>
96: *> \param[in] E
97: *> \verbatim
98: *> E is DOUBLE PRECISION array, dimension (N)
99: *> On entry, contains the superdiagonal (or subdiagonal)
100: *> elements of the symmetric block diagonal matrix D
101: *> with 1-by-1 or 2-by-2 diagonal blocks, where
1.3 bertrand 102: *> If UPLO = 'U': E(i) = D(i-1,i), i=2:N, E(1) not referenced;
1.1 bertrand 103: *> If UPLO = 'L': E(i) = D(i+1,i), i=1:N-1, E(N) not referenced.
104: *>
105: *> NOTE: For 1-by-1 diagonal block D(k), where
106: *> 1 <= k <= N, the element E(k) is not referenced in both
107: *> UPLO = 'U' or UPLO = 'L' cases.
108: *> \endverbatim
109: *>
110: *> \param[in] IPIV
111: *> \verbatim
112: *> IPIV is INTEGER array, dimension (N)
113: *> Details of the interchanges and the block structure of D
114: *> as determined by DSYTRF_RK or DSYTRF_BK.
115: *> \endverbatim
116: *>
117: *> \param[out] WORK
118: *> \verbatim
119: *> WORK is DOUBLE PRECISION array, dimension (N+NB+1,NB+3).
120: *> \endverbatim
121: *>
122: *> \param[in] NB
123: *> \verbatim
124: *> NB is INTEGER
125: *> Block size.
126: *> \endverbatim
127: *>
128: *> \param[out] INFO
129: *> \verbatim
130: *> INFO is INTEGER
131: *> = 0: successful exit
132: *> < 0: if INFO = -i, the i-th argument had an illegal value
133: *> > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
134: *> inverse could not be computed.
135: *> \endverbatim
136: *
137: * Authors:
138: * ========
139: *
140: *> \author Univ. of Tennessee
141: *> \author Univ. of California Berkeley
142: *> \author Univ. of Colorado Denver
143: *> \author NAG Ltd.
144: *
145: *> \ingroup doubleSYcomputational
146: *
147: *> \par Contributors:
148: * ==================
149: *> \verbatim
150: *>
1.3 bertrand 151: *> June 2017, Igor Kozachenko,
1.1 bertrand 152: *> Computer Science Division,
153: *> University of California, Berkeley
154: *>
155: *> \endverbatim
156: *
157: * =====================================================================
158: SUBROUTINE DSYTRI_3X( UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO )
159: *
1.5 ! bertrand 160: * -- LAPACK computational routine --
1.1 bertrand 161: * -- LAPACK is a software package provided by Univ. of Tennessee, --
162: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
163: *
164: * .. Scalar Arguments ..
165: CHARACTER UPLO
166: INTEGER INFO, LDA, N, NB
167: * ..
168: * .. Array Arguments ..
169: INTEGER IPIV( * )
170: DOUBLE PRECISION A( LDA, * ), E( * ), WORK( N+NB+1, * )
171: * ..
172: *
173: * =====================================================================
174: *
175: * .. Parameters ..
176: DOUBLE PRECISION ONE, ZERO
177: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
178: * ..
179: * .. Local Scalars ..
180: LOGICAL UPPER
181: INTEGER CUT, I, ICOUNT, INVD, IP, K, NNB, J, U11
182: DOUBLE PRECISION AK, AKKP1, AKP1, D, T, U01_I_J, U01_IP1_J,
183: $ U11_I_J, U11_IP1_J
184: * ..
185: * .. External Functions ..
186: LOGICAL LSAME
187: EXTERNAL LSAME
188: * ..
189: * .. External Subroutines ..
190: EXTERNAL DGEMM, DSYSWAPR, DTRTRI, DTRMM, XERBLA
191: * ..
192: * .. Intrinsic Functions ..
193: INTRINSIC ABS, MAX, MOD
194: * ..
195: * .. Executable Statements ..
196: *
197: * Test the input parameters.
198: *
199: INFO = 0
200: UPPER = LSAME( UPLO, 'U' )
201: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
202: INFO = -1
203: ELSE IF( N.LT.0 ) THEN
204: INFO = -2
205: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
206: INFO = -4
207: END IF
208: *
209: * Quick return if possible
210: *
211: IF( INFO.NE.0 ) THEN
212: CALL XERBLA( 'DSYTRI_3X', -INFO )
213: RETURN
214: END IF
215: IF( N.EQ.0 )
216: $ RETURN
217: *
218: * Workspace got Non-diag elements of D
219: *
220: DO K = 1, N
221: WORK( K, 1 ) = E( K )
222: END DO
223: *
224: * Check that the diagonal matrix D is nonsingular.
225: *
226: IF( UPPER ) THEN
227: *
228: * Upper triangular storage: examine D from bottom to top
229: *
230: DO INFO = N, 1, -1
231: IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
232: $ RETURN
233: END DO
234: ELSE
235: *
236: * Lower triangular storage: examine D from top to bottom.
237: *
238: DO INFO = 1, N
239: IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
240: $ RETURN
241: END DO
242: END IF
243: *
244: INFO = 0
245: *
246: * Splitting Workspace
247: * U01 is a block ( N, NB+1 )
248: * The first element of U01 is in WORK( 1, 1 )
249: * U11 is a block ( NB+1, NB+1 )
250: * The first element of U11 is in WORK( N+1, 1 )
251: *
252: U11 = N
253: *
254: * INVD is a block ( N, 2 )
255: * The first element of INVD is in WORK( 1, INVD )
256: *
257: INVD = NB + 2
258:
259: IF( UPPER ) THEN
260: *
261: * Begin Upper
262: *
263: * invA = P * inv(U**T) * inv(D) * inv(U) * P**T.
264: *
265: CALL DTRTRI( UPLO, 'U', N, A, LDA, INFO )
266: *
267: * inv(D) and inv(D) * inv(U)
268: *
269: K = 1
270: DO WHILE( K.LE.N )
271: IF( IPIV( K ).GT.0 ) THEN
272: * 1 x 1 diagonal NNB
273: WORK( K, INVD ) = ONE / A( K, K )
274: WORK( K, INVD+1 ) = ZERO
275: ELSE
276: * 2 x 2 diagonal NNB
277: T = WORK( K+1, 1 )
278: AK = A( K, K ) / T
279: AKP1 = A( K+1, K+1 ) / T
280: AKKP1 = WORK( K+1, 1 ) / T
281: D = T*( AK*AKP1-ONE )
282: WORK( K, INVD ) = AKP1 / D
283: WORK( K+1, INVD+1 ) = AK / D
284: WORK( K, INVD+1 ) = -AKKP1 / D
285: WORK( K+1, INVD ) = WORK( K, INVD+1 )
286: K = K + 1
287: END IF
288: K = K + 1
289: END DO
290: *
291: * inv(U**T) = (inv(U))**T
292: *
293: * inv(U**T) * inv(D) * inv(U)
294: *
295: CUT = N
296: DO WHILE( CUT.GT.0 )
297: NNB = NB
298: IF( CUT.LE.NNB ) THEN
299: NNB = CUT
300: ELSE
301: ICOUNT = 0
302: * count negative elements,
303: DO I = CUT+1-NNB, CUT
304: IF( IPIV( I ).LT.0 ) ICOUNT = ICOUNT + 1
305: END DO
306: * need a even number for a clear cut
307: IF( MOD( ICOUNT, 2 ).EQ.1 ) NNB = NNB + 1
308: END IF
309:
310: CUT = CUT - NNB
311: *
312: * U01 Block
313: *
314: DO I = 1, CUT
315: DO J = 1, NNB
316: WORK( I, J ) = A( I, CUT+J )
317: END DO
318: END DO
319: *
320: * U11 Block
321: *
322: DO I = 1, NNB
323: WORK( U11+I, I ) = ONE
324: DO J = 1, I-1
325: WORK( U11+I, J ) = ZERO
326: END DO
327: DO J = I+1, NNB
328: WORK( U11+I, J ) = A( CUT+I, CUT+J )
329: END DO
330: END DO
331: *
332: * invD * U01
333: *
334: I = 1
335: DO WHILE( I.LE.CUT )
336: IF( IPIV( I ).GT.0 ) THEN
337: DO J = 1, NNB
338: WORK( I, J ) = WORK( I, INVD ) * WORK( I, J )
339: END DO
340: ELSE
341: DO J = 1, NNB
342: U01_I_J = WORK( I, J )
343: U01_IP1_J = WORK( I+1, J )
344: WORK( I, J ) = WORK( I, INVD ) * U01_I_J
345: $ + WORK( I, INVD+1 ) * U01_IP1_J
346: WORK( I+1, J ) = WORK( I+1, INVD ) * U01_I_J
347: $ + WORK( I+1, INVD+1 ) * U01_IP1_J
348: END DO
349: I = I + 1
350: END IF
351: I = I + 1
352: END DO
353: *
354: * invD1 * U11
355: *
356: I = 1
357: DO WHILE ( I.LE.NNB )
358: IF( IPIV( CUT+I ).GT.0 ) THEN
359: DO J = I, NNB
360: WORK( U11+I, J ) = WORK(CUT+I,INVD) * WORK(U11+I,J)
361: END DO
362: ELSE
363: DO J = I, NNB
364: U11_I_J = WORK(U11+I,J)
365: U11_IP1_J = WORK(U11+I+1,J)
366: WORK( U11+I, J ) = WORK(CUT+I,INVD) * WORK(U11+I,J)
367: $ + WORK(CUT+I,INVD+1) * WORK(U11+I+1,J)
368: WORK( U11+I+1, J ) = WORK(CUT+I+1,INVD) * U11_I_J
369: $ + WORK(CUT+I+1,INVD+1) * U11_IP1_J
370: END DO
371: I = I + 1
372: END IF
373: I = I + 1
374: END DO
375: *
376: * U11**T * invD1 * U11 -> U11
377: *
378: CALL DTRMM( 'L', 'U', 'T', 'U', NNB, NNB,
379: $ ONE, A( CUT+1, CUT+1 ), LDA, WORK( U11+1, 1 ),
380: $ N+NB+1 )
381: *
382: DO I = 1, NNB
383: DO J = I, NNB
384: A( CUT+I, CUT+J ) = WORK( U11+I, J )
385: END DO
386: END DO
387: *
388: * U01**T * invD * U01 -> A( CUT+I, CUT+J )
389: *
390: CALL DGEMM( 'T', 'N', NNB, NNB, CUT, ONE, A( 1, CUT+1 ),
391: $ LDA, WORK, N+NB+1, ZERO, WORK(U11+1,1), N+NB+1 )
392:
393: *
394: * U11 = U11**T * invD1 * U11 + U01**T * invD * U01
395: *
396: DO I = 1, NNB
397: DO J = I, NNB
398: A( CUT+I, CUT+J ) = A( CUT+I, CUT+J ) + WORK(U11+I,J)
399: END DO
400: END DO
401: *
402: * U01 = U00**T * invD0 * U01
403: *
404: CALL DTRMM( 'L', UPLO, 'T', 'U', CUT, NNB,
405: $ ONE, A, LDA, WORK, N+NB+1 )
406:
407: *
408: * Update U01
409: *
410: DO I = 1, CUT
411: DO J = 1, NNB
412: A( I, CUT+J ) = WORK( I, J )
413: END DO
414: END DO
415: *
416: * Next Block
417: *
418: END DO
419: *
420: * Apply PERMUTATIONS P and P**T:
421: * P * inv(U**T) * inv(D) * inv(U) * P**T.
422: * Interchange rows and columns I and IPIV(I) in reverse order
423: * from the formation order of IPIV vector for Upper case.
424: *
425: * ( We can use a loop over IPIV with increment 1,
426: * since the ABS value of IPIV(I) represents the row (column)
427: * index of the interchange with row (column) i in both 1x1
428: * and 2x2 pivot cases, i.e. we don't need separate code branches
429: * for 1x1 and 2x2 pivot cases )
430: *
431: DO I = 1, N
432: IP = ABS( IPIV( I ) )
433: IF( IP.NE.I ) THEN
434: IF (I .LT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, I ,IP )
435: IF (I .GT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, IP ,I )
436: END IF
437: END DO
438: *
439: ELSE
440: *
441: * Begin Lower
442: *
443: * inv A = P * inv(L**T) * inv(D) * inv(L) * P**T.
444: *
445: CALL DTRTRI( UPLO, 'U', N, A, LDA, INFO )
446: *
447: * inv(D) and inv(D) * inv(L)
448: *
449: K = N
450: DO WHILE ( K .GE. 1 )
451: IF( IPIV( K ).GT.0 ) THEN
452: * 1 x 1 diagonal NNB
453: WORK( K, INVD ) = ONE / A( K, K )
454: WORK( K, INVD+1 ) = ZERO
455: ELSE
456: * 2 x 2 diagonal NNB
457: T = WORK( K-1, 1 )
458: AK = A( K-1, K-1 ) / T
459: AKP1 = A( K, K ) / T
460: AKKP1 = WORK( K-1, 1 ) / T
461: D = T*( AK*AKP1-ONE )
462: WORK( K-1, INVD ) = AKP1 / D
463: WORK( K, INVD ) = AK / D
464: WORK( K, INVD+1 ) = -AKKP1 / D
465: WORK( K-1, INVD+1 ) = WORK( K, INVD+1 )
466: K = K - 1
467: END IF
468: K = K - 1
469: END DO
470: *
471: * inv(L**T) = (inv(L))**T
472: *
473: * inv(L**T) * inv(D) * inv(L)
474: *
475: CUT = 0
476: DO WHILE( CUT.LT.N )
477: NNB = NB
478: IF( (CUT + NNB).GT.N ) THEN
479: NNB = N - CUT
480: ELSE
481: ICOUNT = 0
482: * count negative elements,
483: DO I = CUT + 1, CUT+NNB
484: IF ( IPIV( I ).LT.0 ) ICOUNT = ICOUNT + 1
485: END DO
486: * need a even number for a clear cut
487: IF( MOD( ICOUNT, 2 ).EQ.1 ) NNB = NNB + 1
488: END IF
489: *
490: * L21 Block
491: *
492: DO I = 1, N-CUT-NNB
493: DO J = 1, NNB
494: WORK( I, J ) = A( CUT+NNB+I, CUT+J )
495: END DO
496: END DO
497: *
498: * L11 Block
499: *
500: DO I = 1, NNB
501: WORK( U11+I, I) = ONE
502: DO J = I+1, NNB
503: WORK( U11+I, J ) = ZERO
504: END DO
505: DO J = 1, I-1
506: WORK( U11+I, J ) = A( CUT+I, CUT+J )
507: END DO
508: END DO
509: *
510: * invD*L21
511: *
512: I = N-CUT-NNB
513: DO WHILE( I.GE.1 )
514: IF( IPIV( CUT+NNB+I ).GT.0 ) THEN
515: DO J = 1, NNB
516: WORK( I, J ) = WORK( CUT+NNB+I, INVD) * WORK( I, J)
517: END DO
518: ELSE
519: DO J = 1, NNB
520: U01_I_J = WORK(I,J)
521: U01_IP1_J = WORK(I-1,J)
522: WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
523: $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
524: WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
525: $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
526: END DO
527: I = I - 1
528: END IF
529: I = I - 1
530: END DO
531: *
532: * invD1*L11
533: *
534: I = NNB
535: DO WHILE( I.GE.1 )
536: IF( IPIV( CUT+I ).GT.0 ) THEN
537: DO J = 1, NNB
538: WORK( U11+I, J ) = WORK( CUT+I, INVD)*WORK(U11+I,J)
539: END DO
540:
541: ELSE
542: DO J = 1, NNB
543: U11_I_J = WORK( U11+I, J )
544: U11_IP1_J = WORK( U11+I-1, J )
545: WORK( U11+I, J ) = WORK(CUT+I,INVD) * WORK(U11+I,J)
546: $ + WORK(CUT+I,INVD+1) * U11_IP1_J
547: WORK( U11+I-1, J ) = WORK(CUT+I-1,INVD+1) * U11_I_J
548: $ + WORK(CUT+I-1,INVD) * U11_IP1_J
549: END DO
550: I = I - 1
551: END IF
552: I = I - 1
553: END DO
554: *
555: * L11**T * invD1 * L11 -> L11
556: *
557: CALL DTRMM( 'L', UPLO, 'T', 'U', NNB, NNB, ONE,
558: $ A( CUT+1, CUT+1 ), LDA, WORK( U11+1, 1 ),
559: $ N+NB+1 )
560:
561: *
562: DO I = 1, NNB
563: DO J = 1, I
564: A( CUT+I, CUT+J ) = WORK( U11+I, J )
565: END DO
566: END DO
567: *
568: IF( (CUT+NNB).LT.N ) THEN
569: *
570: * L21**T * invD2*L21 -> A( CUT+I, CUT+J )
571: *
572: CALL DGEMM( 'T', 'N', NNB, NNB, N-NNB-CUT, ONE,
573: $ A( CUT+NNB+1, CUT+1 ), LDA, WORK, N+NB+1,
574: $ ZERO, WORK( U11+1, 1 ), N+NB+1 )
575:
576: *
577: * L11 = L11**T * invD1 * L11 + U01**T * invD * U01
578: *
579: DO I = 1, NNB
580: DO J = 1, I
581: A( CUT+I, CUT+J ) = A( CUT+I, CUT+J )+WORK(U11+I,J)
582: END DO
583: END DO
584: *
585: * L01 = L22**T * invD2 * L21
586: *
587: CALL DTRMM( 'L', UPLO, 'T', 'U', N-NNB-CUT, NNB, ONE,
588: $ A( CUT+NNB+1, CUT+NNB+1 ), LDA, WORK,
589: $ N+NB+1 )
590: *
591: * Update L21
592: *
593: DO I = 1, N-CUT-NNB
594: DO J = 1, NNB
595: A( CUT+NNB+I, CUT+J ) = WORK( I, J )
596: END DO
597: END DO
598: *
599: ELSE
600: *
601: * L11 = L11**T * invD1 * L11
602: *
603: DO I = 1, NNB
604: DO J = 1, I
605: A( CUT+I, CUT+J ) = WORK( U11+I, J )
606: END DO
607: END DO
608: END IF
609: *
610: * Next Block
611: *
612: CUT = CUT + NNB
613: *
614: END DO
615: *
616: * Apply PERMUTATIONS P and P**T:
617: * P * inv(L**T) * inv(D) * inv(L) * P**T.
618: * Interchange rows and columns I and IPIV(I) in reverse order
619: * from the formation order of IPIV vector for Lower case.
620: *
621: * ( We can use a loop over IPIV with increment -1,
622: * since the ABS value of IPIV(I) represents the row (column)
623: * index of the interchange with row (column) i in both 1x1
624: * and 2x2 pivot cases, i.e. we don't need separate code branches
625: * for 1x1 and 2x2 pivot cases )
626: *
627: DO I = N, 1, -1
628: IP = ABS( IPIV( I ) )
629: IF( IP.NE.I ) THEN
630: IF (I .LT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, I ,IP )
631: IF (I .GT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, IP ,I )
632: END IF
633: END DO
634: *
635: END IF
636: *
637: RETURN
638: *
639: * End of DSYTRI_3X
640: *
641: END
642: