File:  [local] / rpl / lapack / lapack / dsytrs.f
Revision 1.17: download - view: text, annotated - select for diffs - revision graph
Tue May 29 07:18:10 2018 UTC (5 years, 11 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_33, rpl-4_1_32, rpl-4_1_31, rpl-4_1_30, rpl-4_1_29, rpl-4_1_28, HEAD
Mise à jour de Lapack.

    1: *> \brief \b DSYTRS
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DSYTRS + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrs.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrs.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrs.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       CHARACTER          UPLO
   25: *       INTEGER            INFO, LDA, LDB, N, NRHS
   26: *       ..
   27: *       .. Array Arguments ..
   28: *       INTEGER            IPIV( * )
   29: *       DOUBLE PRECISION   A( LDA, * ), B( LDB, * )
   30: *       ..
   31: *
   32: *
   33: *> \par Purpose:
   34: *  =============
   35: *>
   36: *> \verbatim
   37: *>
   38: *> DSYTRS solves a system of linear equations A*X = B with a real
   39: *> symmetric matrix A using the factorization A = U*D*U**T or
   40: *> A = L*D*L**T computed by 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] NRHS
   62: *> \verbatim
   63: *>          NRHS is INTEGER
   64: *>          The number of right hand sides, i.e., the number of columns
   65: *>          of the matrix B.  NRHS >= 0.
   66: *> \endverbatim
   67: *>
   68: *> \param[in] A
   69: *> \verbatim
   70: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
   71: *>          The block diagonal matrix D and the multipliers used to
   72: *>          obtain the factor U or L as computed by DSYTRF.
   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[in,out] B
   89: *> \verbatim
   90: *>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
   91: *>          On entry, the right hand side matrix B.
   92: *>          On exit, the solution matrix X.
   93: *> \endverbatim
   94: *>
   95: *> \param[in] LDB
   96: *> \verbatim
   97: *>          LDB is INTEGER
   98: *>          The leading dimension of the array B.  LDB >= max(1,N).
   99: *> \endverbatim
  100: *>
  101: *> \param[out] INFO
  102: *> \verbatim
  103: *>          INFO is INTEGER
  104: *>          = 0:  successful exit
  105: *>          < 0:  if INFO = -i, the i-th argument had an illegal value
  106: *> \endverbatim
  107: *
  108: *  Authors:
  109: *  ========
  110: *
  111: *> \author Univ. of Tennessee
  112: *> \author Univ. of California Berkeley
  113: *> \author Univ. of Colorado Denver
  114: *> \author NAG Ltd.
  115: *
  116: *> \date December 2016
  117: *
  118: *> \ingroup doubleSYcomputational
  119: *
  120: *  =====================================================================
  121:       SUBROUTINE DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
  122: *
  123: *  -- LAPACK computational routine (version 3.7.0) --
  124: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  125: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  126: *     December 2016
  127: *
  128: *     .. Scalar Arguments ..
  129:       CHARACTER          UPLO
  130:       INTEGER            INFO, LDA, LDB, N, NRHS
  131: *     ..
  132: *     .. Array Arguments ..
  133:       INTEGER            IPIV( * )
  134:       DOUBLE PRECISION   A( LDA, * ), B( LDB, * )
  135: *     ..
  136: *
  137: *  =====================================================================
  138: *
  139: *     .. Parameters ..
  140:       DOUBLE PRECISION   ONE
  141:       PARAMETER          ( ONE = 1.0D+0 )
  142: *     ..
  143: *     .. Local Scalars ..
  144:       LOGICAL            UPPER
  145:       INTEGER            J, K, KP
  146:       DOUBLE PRECISION   AK, AKM1, AKM1K, BK, BKM1, DENOM
  147: *     ..
  148: *     .. External Functions ..
  149:       LOGICAL            LSAME
  150:       EXTERNAL           LSAME
  151: *     ..
  152: *     .. External Subroutines ..
  153:       EXTERNAL           DGEMV, DGER, DSCAL, DSWAP, XERBLA
  154: *     ..
  155: *     .. Intrinsic Functions ..
  156:       INTRINSIC          MAX
  157: *     ..
  158: *     .. Executable Statements ..
  159: *
  160:       INFO = 0
  161:       UPPER = LSAME( UPLO, 'U' )
  162:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  163:          INFO = -1
  164:       ELSE IF( N.LT.0 ) THEN
  165:          INFO = -2
  166:       ELSE IF( NRHS.LT.0 ) THEN
  167:          INFO = -3
  168:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  169:          INFO = -5
  170:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  171:          INFO = -8
  172:       END IF
  173:       IF( INFO.NE.0 ) THEN
  174:          CALL XERBLA( 'DSYTRS', -INFO )
  175:          RETURN
  176:       END IF
  177: *
  178: *     Quick return if possible
  179: *
  180:       IF( N.EQ.0 .OR. NRHS.EQ.0 )
  181:      $   RETURN
  182: *
  183:       IF( UPPER ) THEN
  184: *
  185: *        Solve A*X = B, where A = U*D*U**T.
  186: *
  187: *        First solve U*D*X = B, overwriting B with X.
  188: *
  189: *        K is the main loop index, decreasing from N to 1 in steps of
  190: *        1 or 2, depending on the size of the diagonal blocks.
  191: *
  192:          K = N
  193:    10    CONTINUE
  194: *
  195: *        If K < 1, exit from loop.
  196: *
  197:          IF( K.LT.1 )
  198:      $      GO TO 30
  199: *
  200:          IF( IPIV( K ).GT.0 ) THEN
  201: *
  202: *           1 x 1 diagonal block
  203: *
  204: *           Interchange rows K and IPIV(K).
  205: *
  206:             KP = IPIV( K )
  207:             IF( KP.NE.K )
  208:      $         CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  209: *
  210: *           Multiply by inv(U(K)), where U(K) is the transformation
  211: *           stored in column K of A.
  212: *
  213:             CALL DGER( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  214:      $                 B( 1, 1 ), LDB )
  215: *
  216: *           Multiply by the inverse of the diagonal block.
  217: *
  218:             CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
  219:             K = K - 1
  220:          ELSE
  221: *
  222: *           2 x 2 diagonal block
  223: *
  224: *           Interchange rows K-1 and -IPIV(K).
  225: *
  226:             KP = -IPIV( K )
  227:             IF( KP.NE.K-1 )
  228:      $         CALL DSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  229: *
  230: *           Multiply by inv(U(K)), where U(K) is the transformation
  231: *           stored in columns K-1 and K of A.
  232: *
  233:             CALL DGER( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
  234:      $                 B( 1, 1 ), LDB )
  235:             CALL DGER( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
  236:      $                 LDB, B( 1, 1 ), LDB )
  237: *
  238: *           Multiply by the inverse of the diagonal block.
  239: *
  240:             AKM1K = A( K-1, K )
  241:             AKM1 = A( K-1, K-1 ) / AKM1K
  242:             AK = A( K, K ) / AKM1K
  243:             DENOM = AKM1*AK - ONE
  244:             DO 20 J = 1, NRHS
  245:                BKM1 = B( K-1, J ) / AKM1K
  246:                BK = B( K, J ) / AKM1K
  247:                B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
  248:                B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
  249:    20       CONTINUE
  250:             K = K - 2
  251:          END IF
  252: *
  253:          GO TO 10
  254:    30    CONTINUE
  255: *
  256: *        Next solve U**T *X = B, overwriting B with X.
  257: *
  258: *        K is the main loop index, increasing from 1 to N in steps of
  259: *        1 or 2, depending on the size of the diagonal blocks.
  260: *
  261:          K = 1
  262:    40    CONTINUE
  263: *
  264: *        If K > N, exit from loop.
  265: *
  266:          IF( K.GT.N )
  267:      $      GO TO 50
  268: *
  269:          IF( IPIV( K ).GT.0 ) THEN
  270: *
  271: *           1 x 1 diagonal block
  272: *
  273: *           Multiply by inv(U**T(K)), where U(K) is the transformation
  274: *           stored in column K of A.
  275: *
  276:             CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, A( 1, K ),
  277:      $                  1, ONE, B( K, 1 ), LDB )
  278: *
  279: *           Interchange rows K and IPIV(K).
  280: *
  281:             KP = IPIV( K )
  282:             IF( KP.NE.K )
  283:      $         CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  284:             K = K + 1
  285:          ELSE
  286: *
  287: *           2 x 2 diagonal block
  288: *
  289: *           Multiply by inv(U**T(K+1)), where U(K+1) is the transformation
  290: *           stored in columns K and K+1 of A.
  291: *
  292:             CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, A( 1, K ),
  293:      $                  1, ONE, B( K, 1 ), LDB )
  294:             CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB,
  295:      $                  A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
  296: *
  297: *           Interchange rows K and -IPIV(K).
  298: *
  299:             KP = -IPIV( K )
  300:             IF( KP.NE.K )
  301:      $         CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  302:             K = K + 2
  303:          END IF
  304: *
  305:          GO TO 40
  306:    50    CONTINUE
  307: *
  308:       ELSE
  309: *
  310: *        Solve A*X = B, where A = L*D*L**T.
  311: *
  312: *        First solve L*D*X = B, overwriting B with X.
  313: *
  314: *        K is the main loop index, increasing from 1 to N in steps of
  315: *        1 or 2, depending on the size of the diagonal blocks.
  316: *
  317:          K = 1
  318:    60    CONTINUE
  319: *
  320: *        If K > N, exit from loop.
  321: *
  322:          IF( K.GT.N )
  323:      $      GO TO 80
  324: *
  325:          IF( IPIV( K ).GT.0 ) THEN
  326: *
  327: *           1 x 1 diagonal block
  328: *
  329: *           Interchange rows K and IPIV(K).
  330: *
  331:             KP = IPIV( K )
  332:             IF( KP.NE.K )
  333:      $         CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  334: *
  335: *           Multiply by inv(L(K)), where L(K) is the transformation
  336: *           stored in column K of A.
  337: *
  338:             IF( K.LT.N )
  339:      $         CALL DGER( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
  340:      $                    LDB, B( K+1, 1 ), LDB )
  341: *
  342: *           Multiply by the inverse of the diagonal block.
  343: *
  344:             CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
  345:             K = K + 1
  346:          ELSE
  347: *
  348: *           2 x 2 diagonal block
  349: *
  350: *           Interchange rows K+1 and -IPIV(K).
  351: *
  352:             KP = -IPIV( K )
  353:             IF( KP.NE.K+1 )
  354:      $         CALL DSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  355: *
  356: *           Multiply by inv(L(K)), where L(K) is the transformation
  357: *           stored in columns K and K+1 of A.
  358: *
  359:             IF( K.LT.N-1 ) THEN
  360:                CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
  361:      $                    LDB, B( K+2, 1 ), LDB )
  362:                CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
  363:      $                    B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
  364:             END IF
  365: *
  366: *           Multiply by the inverse of the diagonal block.
  367: *
  368:             AKM1K = A( K+1, K )
  369:             AKM1 = A( K, K ) / AKM1K
  370:             AK = A( K+1, K+1 ) / AKM1K
  371:             DENOM = AKM1*AK - ONE
  372:             DO 70 J = 1, NRHS
  373:                BKM1 = B( K, J ) / AKM1K
  374:                BK = B( K+1, J ) / AKM1K
  375:                B( K, J ) = ( AK*BKM1-BK ) / DENOM
  376:                B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  377:    70       CONTINUE
  378:             K = K + 2
  379:          END IF
  380: *
  381:          GO TO 60
  382:    80    CONTINUE
  383: *
  384: *        Next solve L**T *X = B, overwriting B with X.
  385: *
  386: *        K is the main loop index, decreasing from N to 1 in steps of
  387: *        1 or 2, depending on the size of the diagonal blocks.
  388: *
  389:          K = N
  390:    90    CONTINUE
  391: *
  392: *        If K < 1, exit from loop.
  393: *
  394:          IF( K.LT.1 )
  395:      $      GO TO 100
  396: *
  397:          IF( IPIV( K ).GT.0 ) THEN
  398: *
  399: *           1 x 1 diagonal block
  400: *
  401: *           Multiply by inv(L**T(K)), where L(K) is the transformation
  402: *           stored in column K of A.
  403: *
  404:             IF( K.LT.N )
  405:      $         CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
  406:      $                     LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
  407: *
  408: *           Interchange rows K and IPIV(K).
  409: *
  410:             KP = IPIV( K )
  411:             IF( KP.NE.K )
  412:      $         CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  413:             K = K - 1
  414:          ELSE
  415: *
  416: *           2 x 2 diagonal block
  417: *
  418: *           Multiply by inv(L**T(K-1)), where L(K-1) is the transformation
  419: *           stored in columns K-1 and K of A.
  420: *
  421:             IF( K.LT.N ) THEN
  422:                CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
  423:      $                     LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
  424:                CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
  425:      $                     LDB, A( K+1, K-1 ), 1, ONE, B( K-1, 1 ),
  426:      $                     LDB )
  427:             END IF
  428: *
  429: *           Interchange rows K and -IPIV(K).
  430: *
  431:             KP = -IPIV( K )
  432:             IF( KP.NE.K )
  433:      $         CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  434:             K = K - 2
  435:          END IF
  436: *
  437:          GO TO 90
  438:   100    CONTINUE
  439:       END IF
  440: *
  441:       RETURN
  442: *
  443: *     End of DSYTRS
  444: *
  445:       END

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