1: *> \brief \b DSYTRS_3
2: *
3: * =========== DOCUMENTATION ===========
4: *
5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
7: *
8: *> \htmlonly
9: *> Download DSYTRS_3 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrs_3.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrs_3.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrs_3.f">
15: *> [TXT]</a>
16: *> \endhtmlonly
17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DSYTRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
22: * INFO )
23: *
24: * .. Scalar Arguments ..
25: * CHARACTER UPLO
26: * INTEGER INFO, LDA, LDB, N, NRHS
27: * ..
28: * .. Array Arguments ..
29: * INTEGER IPIV( * )
30: * DOUBLE PRECISION A( LDA, * ), B( LDB, * ), E( * )
31: * ..
32: *
33: *
34: *> \par Purpose:
35: * =============
36: *>
37: *> \verbatim
38: *> DSYTRS_3 solves a system of linear equations A * X = B with a real
39: *> symmetric matrix A using the factorization computed
40: *> by DSYTRF_RK or DSYTRF_BK:
41: *>
42: *> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
43: *>
44: *> where U (or L) is unit upper (or lower) triangular matrix,
45: *> U**T (or L**T) is the transpose of U (or L), P is a permutation
46: *> matrix, P**T is the transpose of P, and D is symmetric and block
47: *> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
48: *>
49: *> This algorithm is using Level 3 BLAS.
50: *> \endverbatim
51: *
52: * Arguments:
53: * ==========
54: *
55: *> \param[in] UPLO
56: *> \verbatim
57: *> UPLO is CHARACTER*1
58: *> Specifies whether the details of the factorization are
59: *> stored as an upper or lower triangular matrix:
60: *> = 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T);
61: *> = 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
62: *> \endverbatim
63: *>
64: *> \param[in] N
65: *> \verbatim
66: *> N is INTEGER
67: *> The order of the matrix A. N >= 0.
68: *> \endverbatim
69: *>
70: *> \param[in] NRHS
71: *> \verbatim
72: *> NRHS is INTEGER
73: *> The number of right hand sides, i.e., the number of columns
74: *> of the matrix B. NRHS >= 0.
75: *> \endverbatim
76: *>
77: *> \param[in] A
78: *> \verbatim
79: *> A is DOUBLE PRECISION array, dimension (LDA,N)
80: *> Diagonal of the block diagonal matrix D and factors U or L
81: *> as computed by DSYTRF_RK and DSYTRF_BK:
82: *> a) ONLY diagonal elements of the symmetric block diagonal
83: *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
84: *> (superdiagonal (or subdiagonal) elements of D
85: *> should be provided on entry in array E), and
86: *> b) If UPLO = 'U': factor U in the superdiagonal part of A.
87: *> If UPLO = 'L': factor L in the subdiagonal part of A.
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
102: *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
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[in,out] B
118: *> \verbatim
119: *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
120: *> On entry, the right hand side matrix B.
121: *> On exit, the solution matrix X.
122: *> \endverbatim
123: *>
124: *> \param[in] LDB
125: *> \verbatim
126: *> LDB is INTEGER
127: *> The leading dimension of the array B. LDB >= max(1,N).
128: *> \endverbatim
129: *>
130: *> \param[out] INFO
131: *> \verbatim
132: *> INFO is INTEGER
133: *> = 0: successful exit
134: *> < 0: if INFO = -i, the i-th argument had an illegal value
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: *>
150: *> \verbatim
151: *>
152: *> June 2017, Igor Kozachenko,
153: *> Computer Science Division,
154: *> University of California, Berkeley
155: *>
156: *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
157: *> School of Mathematics,
158: *> University of Manchester
159: *>
160: *> \endverbatim
161: *
162: * =====================================================================
163: SUBROUTINE DSYTRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
164: $ INFO )
165: *
166: * -- LAPACK computational routine --
167: * -- LAPACK is a software package provided by Univ. of Tennessee, --
168: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
169: *
170: * .. Scalar Arguments ..
171: CHARACTER UPLO
172: INTEGER INFO, LDA, LDB, N, NRHS
173: * ..
174: * .. Array Arguments ..
175: INTEGER IPIV( * )
176: DOUBLE PRECISION A( LDA, * ), B( LDB, * ), E( * )
177: * ..
178: *
179: * =====================================================================
180: *
181: * .. Parameters ..
182: DOUBLE PRECISION ONE
183: PARAMETER ( ONE = 1.0D+0 )
184: * ..
185: * .. Local Scalars ..
186: LOGICAL UPPER
187: INTEGER I, J, K, KP
188: DOUBLE PRECISION AK, AKM1, AKM1K, BK, BKM1, DENOM
189: * ..
190: * .. External Functions ..
191: LOGICAL LSAME
192: EXTERNAL LSAME
193: * ..
194: * .. External Subroutines ..
195: EXTERNAL DSCAL, DSWAP, DTRSM, XERBLA
196: * ..
197: * .. Intrinsic Functions ..
198: INTRINSIC ABS, MAX
199: * ..
200: * .. Executable Statements ..
201: *
202: INFO = 0
203: UPPER = LSAME( UPLO, 'U' )
204: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
205: INFO = -1
206: ELSE IF( N.LT.0 ) THEN
207: INFO = -2
208: ELSE IF( NRHS.LT.0 ) THEN
209: INFO = -3
210: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
211: INFO = -5
212: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
213: INFO = -9
214: END IF
215: IF( INFO.NE.0 ) THEN
216: CALL XERBLA( 'DSYTRS_3', -INFO )
217: RETURN
218: END IF
219: *
220: * Quick return if possible
221: *
222: IF( N.EQ.0 .OR. NRHS.EQ.0 )
223: $ RETURN
224: *
225: IF( UPPER ) THEN
226: *
227: * Begin Upper
228: *
229: * Solve A*X = B, where A = U*D*U**T.
230: *
231: * P**T * B
232: *
233: * Interchange rows K and IPIV(K) of matrix B in the same order
234: * that the formation order of IPIV(I) vector for Upper case.
235: *
236: * (We can do the simple loop over IPIV with decrement -1,
237: * since the ABS value of IPIV( I ) represents the row index
238: * of the interchange with row i in both 1x1 and 2x2 pivot cases)
239: *
240: DO K = N, 1, -1
241: KP = ABS( IPIV( K ) )
242: IF( KP.NE.K ) THEN
243: CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
244: END IF
245: END DO
246: *
247: * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
248: *
249: CALL DTRSM( 'L', 'U', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
250: *
251: * Compute D \ B -> B [ D \ (U \P**T * B) ]
252: *
253: I = N
254: DO WHILE ( I.GE.1 )
255: IF( IPIV( I ).GT.0 ) THEN
256: CALL DSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
257: ELSE IF ( I.GT.1 ) THEN
258: AKM1K = E( I )
259: AKM1 = A( I-1, I-1 ) / AKM1K
260: AK = A( I, I ) / AKM1K
261: DENOM = AKM1*AK - ONE
262: DO J = 1, NRHS
263: BKM1 = B( I-1, J ) / AKM1K
264: BK = B( I, J ) / AKM1K
265: B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
266: B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
267: END DO
268: I = I - 1
269: END IF
270: I = I - 1
271: END DO
272: *
273: * Compute (U**T \ B) -> B [ U**T \ (D \ (U \P**T * B) ) ]
274: *
275: CALL DTRSM( 'L', 'U', 'T', 'U', N, NRHS, ONE, A, LDA, B, LDB )
276: *
277: * P * B [ P * (U**T \ (D \ (U \P**T * B) )) ]
278: *
279: * Interchange rows K and IPIV(K) of matrix B in reverse order
280: * from the formation order of IPIV(I) vector for Upper case.
281: *
282: * (We can do the simple loop over IPIV with increment 1,
283: * since the ABS value of IPIV(I) represents the row index
284: * of the interchange with row i in both 1x1 and 2x2 pivot cases)
285: *
286: DO K = 1, N
287: KP = ABS( IPIV( K ) )
288: IF( KP.NE.K ) THEN
289: CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
290: END IF
291: END DO
292: *
293: ELSE
294: *
295: * Begin Lower
296: *
297: * Solve A*X = B, where A = L*D*L**T.
298: *
299: * P**T * B
300: * Interchange rows K and IPIV(K) of matrix B in the same order
301: * that the formation order of IPIV(I) vector for Lower case.
302: *
303: * (We can do the simple loop over IPIV with increment 1,
304: * since the ABS value of IPIV(I) represents the row index
305: * of the interchange with row i in both 1x1 and 2x2 pivot cases)
306: *
307: DO K = 1, N
308: KP = ABS( IPIV( K ) )
309: IF( KP.NE.K ) THEN
310: CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
311: END IF
312: END DO
313: *
314: * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
315: *
316: CALL DTRSM( 'L', 'L', 'N', 'U', N, NRHS, ONE, A, LDA, B, LDB )
317: *
318: * Compute D \ B -> B [ D \ (L \P**T * B) ]
319: *
320: I = 1
321: DO WHILE ( I.LE.N )
322: IF( IPIV( I ).GT.0 ) THEN
323: CALL DSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
324: ELSE IF( I.LT.N ) THEN
325: AKM1K = E( I )
326: AKM1 = A( I, I ) / AKM1K
327: AK = A( I+1, I+1 ) / AKM1K
328: DENOM = AKM1*AK - ONE
329: DO J = 1, NRHS
330: BKM1 = B( I, J ) / AKM1K
331: BK = B( I+1, J ) / AKM1K
332: B( I, J ) = ( AK*BKM1-BK ) / DENOM
333: B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
334: END DO
335: I = I + 1
336: END IF
337: I = I + 1
338: END DO
339: *
340: * Compute (L**T \ B) -> B [ L**T \ (D \ (L \P**T * B) ) ]
341: *
342: CALL DTRSM('L', 'L', 'T', 'U', N, NRHS, ONE, A, LDA, B, LDB )
343: *
344: * P * B [ P * (L**T \ (D \ (L \P**T * B) )) ]
345: *
346: * Interchange rows K and IPIV(K) of matrix B in reverse order
347: * from the formation order of IPIV(I) vector for Lower case.
348: *
349: * (We can do the simple loop over IPIV with decrement -1,
350: * since the ABS value of IPIV(I) represents the row index
351: * of the interchange with row i in both 1x1 and 2x2 pivot cases)
352: *
353: DO K = N, 1, -1
354: KP = ABS( IPIV( K ) )
355: IF( KP.NE.K ) THEN
356: CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
357: END IF
358: END DO
359: *
360: * END Lower
361: *
362: END IF
363: *
364: RETURN
365: *
366: * End of DSYTRS_3
367: *
368: END
CVSweb interface <joel.bertrand@systella.fr>