Annotation of rpl/lapack/lapack/dsytrs_rook.f, revision 1.7
1.1 bertrand 1: *> \brief \b DSYTRS_ROOK
2: *
3: * =========== DOCUMENTATION ===========
4: *
1.4 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.1 bertrand 7: *
8: *> \htmlonly
1.4 bertrand 9: *> Download DSYTRS_ROOK + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrs_rook.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrs_rook.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrs_rook.f">
1.1 bertrand 15: *> [TXT]</a>
1.4 bertrand 16: *> \endhtmlonly
1.1 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE DSYTRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
1.4 bertrand 22: *
1.1 bertrand 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: * ..
1.4 bertrand 31: *
1.1 bertrand 32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *>
38: *> DSYTRS_ROOK solves a system of linear equations A*X = B with
39: *> a real symmetric matrix A using the factorization A = U*D*U**T or
40: *> A = L*D*L**T computed by DSYTRF_ROOK.
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_ROOK.
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_ROOK.
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: *
1.4 bertrand 111: *> \author Univ. of Tennessee
112: *> \author Univ. of California Berkeley
113: *> \author Univ. of Colorado Denver
114: *> \author NAG Ltd.
1.1 bertrand 115: *
116: *> \ingroup doubleSYcomputational
117: *
118: *> \par Contributors:
119: * ==================
120: *>
121: *> \verbatim
122: *>
123: *> April 2012, Igor Kozachenko,
124: *> Computer Science Division,
125: *> University of California, Berkeley
126: *>
127: *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
128: *> School of Mathematics,
129: *> University of Manchester
130: *>
131: *> \endverbatim
132: *
133: * =====================================================================
134: SUBROUTINE DSYTRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
135: $ INFO )
136: *
1.7 ! bertrand 137: * -- LAPACK computational routine --
1.1 bertrand 138: * -- LAPACK is a software package provided by Univ. of Tennessee, --
139: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
140: *
141: * .. Scalar Arguments ..
142: CHARACTER UPLO
143: INTEGER INFO, LDA, LDB, N, NRHS
144: * ..
145: * .. Array Arguments ..
146: INTEGER IPIV( * )
147: DOUBLE PRECISION A( LDA, * ), B( LDB, * )
148: * ..
149: *
150: * =====================================================================
151: *
152: * .. Parameters ..
153: DOUBLE PRECISION ONE
154: PARAMETER ( ONE = 1.0D+0 )
155: * ..
156: * .. Local Scalars ..
157: LOGICAL UPPER
158: INTEGER J, K, KP
159: DOUBLE PRECISION AK, AKM1, AKM1K, BK, BKM1, DENOM
160: * ..
161: * .. External Functions ..
162: LOGICAL LSAME
163: EXTERNAL LSAME
164: * ..
165: * .. External Subroutines ..
166: EXTERNAL DGEMV, DGER, DSCAL, DSWAP, XERBLA
167: * ..
168: * .. Intrinsic Functions ..
169: INTRINSIC MAX
170: * ..
171: * .. Executable Statements ..
172: *
173: INFO = 0
174: UPPER = LSAME( UPLO, 'U' )
175: IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
176: INFO = -1
177: ELSE IF( N.LT.0 ) THEN
178: INFO = -2
179: ELSE IF( NRHS.LT.0 ) THEN
180: INFO = -3
181: ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
182: INFO = -5
183: ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
184: INFO = -8
185: END IF
186: IF( INFO.NE.0 ) THEN
187: CALL XERBLA( 'DSYTRS_ROOK', -INFO )
188: RETURN
189: END IF
190: *
191: * Quick return if possible
192: *
193: IF( N.EQ.0 .OR. NRHS.EQ.0 )
194: $ RETURN
195: *
196: IF( UPPER ) THEN
197: *
198: * Solve A*X = B, where A = U*D*U**T.
199: *
200: * First solve U*D*X = B, overwriting B with X.
201: *
202: * K is the main loop index, decreasing from N to 1 in steps of
203: * 1 or 2, depending on the size of the diagonal blocks.
204: *
205: K = N
206: 10 CONTINUE
207: *
208: * If K < 1, exit from loop.
209: *
210: IF( K.LT.1 )
211: $ GO TO 30
212: *
213: IF( IPIV( K ).GT.0 ) THEN
214: *
215: * 1 x 1 diagonal block
216: *
217: * Interchange rows K and IPIV(K).
218: *
219: KP = IPIV( K )
220: IF( KP.NE.K )
221: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
222: *
223: * Multiply by inv(U(K)), where U(K) is the transformation
224: * stored in column K of A.
225: *
226: CALL DGER( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
227: $ B( 1, 1 ), LDB )
228: *
229: * Multiply by the inverse of the diagonal block.
230: *
231: CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
232: K = K - 1
233: ELSE
234: *
235: * 2 x 2 diagonal block
236: *
237: * Interchange rows K and -IPIV(K) THEN K-1 and -IPIV(K-1)
238: *
239: KP = -IPIV( K )
240: IF( KP.NE.K )
241: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
242: *
243: KP = -IPIV( K-1 )
244: IF( KP.NE.K-1 )
245: $ CALL DSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
246: *
247: * Multiply by inv(U(K)), where U(K) is the transformation
248: * stored in columns K-1 and K of A.
249: *
250: IF( K.GT.2 ) THEN
251: CALL DGER( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ),
252: $ LDB, B( 1, 1 ), LDB )
253: CALL DGER( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
254: $ LDB, B( 1, 1 ), LDB )
255: END IF
256: *
257: * Multiply by the inverse of the diagonal block.
258: *
259: AKM1K = A( K-1, K )
260: AKM1 = A( K-1, K-1 ) / AKM1K
261: AK = A( K, K ) / AKM1K
262: DENOM = AKM1*AK - ONE
263: DO 20 J = 1, NRHS
264: BKM1 = B( K-1, J ) / AKM1K
265: BK = B( K, J ) / AKM1K
266: B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
267: B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
268: 20 CONTINUE
269: K = K - 2
270: END IF
271: *
272: GO TO 10
273: 30 CONTINUE
274: *
275: * Next solve U**T *X = B, overwriting B with X.
276: *
277: * K is the main loop index, increasing from 1 to N in steps of
278: * 1 or 2, depending on the size of the diagonal blocks.
279: *
280: K = 1
281: 40 CONTINUE
282: *
283: * If K > N, exit from loop.
284: *
285: IF( K.GT.N )
286: $ GO TO 50
287: *
288: IF( IPIV( K ).GT.0 ) THEN
289: *
290: * 1 x 1 diagonal block
291: *
292: * Multiply by inv(U**T(K)), where U(K) is the transformation
293: * stored in column K of A.
294: *
295: IF( K.GT.1 )
296: $ CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B,
297: $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
298: *
299: * Interchange rows K and IPIV(K).
300: *
301: KP = IPIV( K )
302: IF( KP.NE.K )
303: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
304: K = K + 1
305: ELSE
306: *
307: * 2 x 2 diagonal block
308: *
309: * Multiply by inv(U**T(K+1)), where U(K+1) is the transformation
310: * stored in columns K and K+1 of A.
311: *
312: IF( K.GT.1 ) THEN
313: CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B,
314: $ LDB, A( 1, K ), 1, ONE, B( K, 1 ), LDB )
315: CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B,
316: $ LDB, A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
317: END IF
318: *
319: * Interchange rows K and -IPIV(K) THEN K+1 and -IPIV(K+1).
320: *
321: KP = -IPIV( K )
322: IF( KP.NE.K )
323: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
324: *
325: KP = -IPIV( K+1 )
326: IF( KP.NE.K+1 )
327: $ CALL DSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
328: *
329: K = K + 2
330: END IF
331: *
332: GO TO 40
333: 50 CONTINUE
334: *
335: ELSE
336: *
337: * Solve A*X = B, where A = L*D*L**T.
338: *
339: * First solve L*D*X = B, overwriting B with X.
340: *
341: * K is the main loop index, increasing from 1 to N in steps of
342: * 1 or 2, depending on the size of the diagonal blocks.
343: *
344: K = 1
345: 60 CONTINUE
346: *
347: * If K > N, exit from loop.
348: *
349: IF( K.GT.N )
350: $ GO TO 80
351: *
352: IF( IPIV( K ).GT.0 ) THEN
353: *
354: * 1 x 1 diagonal block
355: *
356: * Interchange rows K and IPIV(K).
357: *
358: KP = IPIV( K )
359: IF( KP.NE.K )
360: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
361: *
362: * Multiply by inv(L(K)), where L(K) is the transformation
363: * stored in column K of A.
364: *
365: IF( K.LT.N )
366: $ CALL DGER( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
367: $ LDB, B( K+1, 1 ), LDB )
368: *
369: * Multiply by the inverse of the diagonal block.
370: *
371: CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
372: K = K + 1
373: ELSE
374: *
375: * 2 x 2 diagonal block
376: *
377: * Interchange rows K and -IPIV(K) THEN K+1 and -IPIV(K+1)
378: *
379: KP = -IPIV( K )
380: IF( KP.NE.K )
381: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
382: *
383: KP = -IPIV( K+1 )
384: IF( KP.NE.K+1 )
385: $ CALL DSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
386: *
387: * Multiply by inv(L(K)), where L(K) is the transformation
388: * stored in columns K and K+1 of A.
389: *
390: IF( K.LT.N-1 ) THEN
391: CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
392: $ LDB, B( K+2, 1 ), LDB )
393: CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
394: $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
395: END IF
396: *
397: * Multiply by the inverse of the diagonal block.
398: *
399: AKM1K = A( K+1, K )
400: AKM1 = A( K, K ) / AKM1K
401: AK = A( K+1, K+1 ) / AKM1K
402: DENOM = AKM1*AK - ONE
403: DO 70 J = 1, NRHS
404: BKM1 = B( K, J ) / AKM1K
405: BK = B( K+1, J ) / AKM1K
406: B( K, J ) = ( AK*BKM1-BK ) / DENOM
407: B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
408: 70 CONTINUE
409: K = K + 2
410: END IF
411: *
412: GO TO 60
413: 80 CONTINUE
414: *
415: * Next solve L**T *X = B, overwriting B with X.
416: *
417: * K is the main loop index, decreasing from N to 1 in steps of
418: * 1 or 2, depending on the size of the diagonal blocks.
419: *
420: K = N
421: 90 CONTINUE
422: *
423: * If K < 1, exit from loop.
424: *
425: IF( K.LT.1 )
426: $ GO TO 100
427: *
428: IF( IPIV( K ).GT.0 ) THEN
429: *
430: * 1 x 1 diagonal block
431: *
432: * Multiply by inv(L**T(K)), where L(K) is the transformation
433: * stored in column K of A.
434: *
435: IF( K.LT.N )
436: $ CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
437: $ LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
438: *
439: * Interchange rows K and IPIV(K).
440: *
441: KP = IPIV( K )
442: IF( KP.NE.K )
443: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
444: K = K - 1
445: ELSE
446: *
447: * 2 x 2 diagonal block
448: *
449: * Multiply by inv(L**T(K-1)), where L(K-1) is the transformation
450: * stored in columns K-1 and K of A.
451: *
452: IF( K.LT.N ) THEN
453: CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
454: $ LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
455: CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
456: $ LDB, A( K+1, K-1 ), 1, ONE, B( K-1, 1 ),
457: $ LDB )
458: END IF
459: *
460: * Interchange rows K and -IPIV(K) THEN K-1 and -IPIV(K-1)
461: *
462: KP = -IPIV( K )
463: IF( KP.NE.K )
464: $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
465: *
466: KP = -IPIV( K-1 )
467: IF( KP.NE.K-1 )
468: $ CALL DSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
469: *
470: K = K - 2
471: END IF
472: *
473: GO TO 90
474: 100 CONTINUE
475: END IF
476: *
477: RETURN
478: *
479: * End of DSYTRS_ROOK
480: *
481: END
CVSweb interface <joel.bertrand@systella.fr>