File:  [local] / rpl / lapack / lapack / zpftri.f
Revision 1.4: download - view: text, annotated - select for diffs - revision graph
Tue Dec 21 13:48:06 2010 UTC (13 years, 5 months ago) by bertrand
Branches: MAIN
CVS tags: HEAD
Mise à jour de Lapack vers la version 3.3.0

    1:       SUBROUTINE ZPFTRI( TRANSR, UPLO, N, A, INFO )
    2: *
    3: *  -- LAPACK routine (version 3.3.0)                                    --
    4: *
    5: *  -- Contributed by Fred Gustavson of the IBM Watson Research Center --
    6: *     November 2010
    7: *
    8: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
    9: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
   10: *
   11: *     .. Scalar Arguments ..
   12:       CHARACTER          TRANSR, UPLO
   13:       INTEGER            INFO, N
   14: *     .. Array Arguments ..
   15:       COMPLEX*16         A( 0: * )
   16: *     ..
   17: *
   18: *  Purpose
   19: *  =======
   20: *
   21: *  ZPFTRI computes the inverse of a complex Hermitian positive definite
   22: *  matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
   23: *  computed by ZPFTRF.
   24: *
   25: *  Arguments
   26: *  =========
   27: *
   28: *  TRANSR    (input) CHARACTER*1
   29: *          = 'N':  The Normal TRANSR of RFP A is stored;
   30: *          = 'C':  The Conjugate-transpose TRANSR of RFP A is stored.
   31: *
   32: *  UPLO    (input) CHARACTER*1
   33: *          = 'U':  Upper triangle of A is stored;
   34: *          = 'L':  Lower triangle of A is stored.
   35: *
   36: *  N       (input) INTEGER
   37: *          The order of the matrix A.  N >= 0.
   38: *
   39: *  A       (input/output) COMPLEX*16 array, dimension ( N*(N+1)/2 );
   40: *          On entry, the Hermitian matrix A in RFP format. RFP format is
   41: *          described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
   42: *          then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
   43: *          (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'C' then RFP is
   44: *          the Conjugate-transpose of RFP A as defined when
   45: *          TRANSR = 'N'. The contents of RFP A are defined by UPLO as
   46: *          follows: If UPLO = 'U' the RFP A contains the nt elements of
   47: *          upper packed A. If UPLO = 'L' the RFP A contains the elements
   48: *          of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
   49: *          'C'. When TRANSR is 'N' the LDA is N+1 when N is even and N
   50: *          is odd. See the Note below for more details.
   51: *
   52: *          On exit, the Hermitian inverse of the original matrix, in the
   53: *          same storage format.
   54: *
   55: *  INFO    (output) INTEGER
   56: *          = 0:  successful exit
   57: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   58: *          > 0:  if INFO = i, the (i,i) element of the factor U or L is
   59: *                zero, and the inverse could not be computed.
   60: *
   61: *  Further Details
   62: *  ===============
   63: *
   64: *  We first consider Standard Packed Format when N is even.
   65: *  We give an example where N = 6.
   66: *
   67: *      AP is Upper             AP is Lower
   68: *
   69: *   00 01 02 03 04 05       00
   70: *      11 12 13 14 15       10 11
   71: *         22 23 24 25       20 21 22
   72: *            33 34 35       30 31 32 33
   73: *               44 45       40 41 42 43 44
   74: *                  55       50 51 52 53 54 55
   75: *
   76: *
   77: *  Let TRANSR = 'N'. RFP holds AP as follows:
   78: *  For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
   79: *  three columns of AP upper. The lower triangle A(4:6,0:2) consists of
   80: *  conjugate-transpose of the first three columns of AP upper.
   81: *  For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
   82: *  three columns of AP lower. The upper triangle A(0:2,0:2) consists of
   83: *  conjugate-transpose of the last three columns of AP lower.
   84: *  To denote conjugate we place -- above the element. This covers the
   85: *  case N even and TRANSR = 'N'.
   86: *
   87: *         RFP A                   RFP A
   88: *
   89: *                                -- -- --
   90: *        03 04 05                33 43 53
   91: *                                   -- --
   92: *        13 14 15                00 44 54
   93: *                                      --
   94: *        23 24 25                10 11 55
   95: *
   96: *        33 34 35                20 21 22
   97: *        --
   98: *        00 44 45                30 31 32
   99: *        -- --
  100: *        01 11 55                40 41 42
  101: *        -- -- --
  102: *        02 12 22                50 51 52
  103: *
  104: *  Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  105: *  transpose of RFP A above. One therefore gets:
  106: *
  107: *
  108: *           RFP A                   RFP A
  109: *
  110: *     -- -- -- --                -- -- -- -- -- --
  111: *     03 13 23 33 00 01 02    33 00 10 20 30 40 50
  112: *     -- -- -- -- --                -- -- -- -- --
  113: *     04 14 24 34 44 11 12    43 44 11 21 31 41 51
  114: *     -- -- -- -- -- --                -- -- -- --
  115: *     05 15 25 35 45 55 22    53 54 55 22 32 42 52
  116: *
  117: *
  118: *  We next  consider Standard Packed Format when N is odd.
  119: *  We give an example where N = 5.
  120: *
  121: *     AP is Upper                 AP is Lower
  122: *
  123: *   00 01 02 03 04              00
  124: *      11 12 13 14              10 11
  125: *         22 23 24              20 21 22
  126: *            33 34              30 31 32 33
  127: *               44              40 41 42 43 44
  128: *
  129: *
  130: *  Let TRANSR = 'N'. RFP holds AP as follows:
  131: *  For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  132: *  three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  133: *  conjugate-transpose of the first two   columns of AP upper.
  134: *  For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  135: *  three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  136: *  conjugate-transpose of the last two   columns of AP lower.
  137: *  To denote conjugate we place -- above the element. This covers the
  138: *  case N odd  and TRANSR = 'N'.
  139: *
  140: *         RFP A                   RFP A
  141: *
  142: *                                   -- --
  143: *        02 03 04                00 33 43
  144: *                                      --
  145: *        12 13 14                10 11 44
  146: *
  147: *        22 23 24                20 21 22
  148: *        --
  149: *        00 33 34                30 31 32
  150: *        -- --
  151: *        01 11 44                40 41 42
  152: *
  153: *  Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  154: *  transpose of RFP A above. One therefore gets:
  155: *
  156: *
  157: *           RFP A                   RFP A
  158: *
  159: *     -- -- --                   -- -- -- -- -- --
  160: *     02 12 22 00 01             00 10 20 30 40 50
  161: *     -- -- -- --                   -- -- -- -- --
  162: *     03 13 23 33 11             33 11 21 31 41 51
  163: *     -- -- -- -- --                   -- -- -- --
  164: *     04 14 24 34 44             43 44 22 32 42 52
  165: *
  166: *  =====================================================================
  167: *
  168: *     .. Parameters ..
  169:       DOUBLE PRECISION   ONE
  170:       COMPLEX*16         CONE
  171:       PARAMETER          ( ONE = 1.D0, CONE = ( 1.D0, 0.D0 ) )
  172: *     ..
  173: *     .. Local Scalars ..
  174:       LOGICAL            LOWER, NISODD, NORMALTRANSR
  175:       INTEGER            N1, N2, K
  176: *     ..
  177: *     .. External Functions ..
  178:       LOGICAL            LSAME
  179:       EXTERNAL           LSAME
  180: *     ..
  181: *     .. External Subroutines ..
  182:       EXTERNAL           XERBLA, ZTFTRI, ZLAUUM, ZTRMM, ZHERK
  183: *     ..
  184: *     .. Intrinsic Functions ..
  185:       INTRINSIC          MOD
  186: *     ..
  187: *     .. Executable Statements ..
  188: *
  189: *     Test the input parameters.
  190: *
  191:       INFO = 0
  192:       NORMALTRANSR = LSAME( TRANSR, 'N' )
  193:       LOWER = LSAME( UPLO, 'L' )
  194:       IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'C' ) ) THEN
  195:          INFO = -1
  196:       ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  197:          INFO = -2
  198:       ELSE IF( N.LT.0 ) THEN
  199:          INFO = -3
  200:       END IF
  201:       IF( INFO.NE.0 ) THEN
  202:          CALL XERBLA( 'ZPFTRI', -INFO )
  203:          RETURN
  204:       END IF
  205: *
  206: *     Quick return if possible
  207: *
  208:       IF( N.EQ.0 )
  209:      +   RETURN
  210: *
  211: *     Invert the triangular Cholesky factor U or L.
  212: *
  213:       CALL ZTFTRI( TRANSR, UPLO, 'N', N, A, INFO )
  214:       IF( INFO.GT.0 )
  215:      +   RETURN
  216: *
  217: *     If N is odd, set NISODD = .TRUE.
  218: *     If N is even, set K = N/2 and NISODD = .FALSE.
  219: *
  220:       IF( MOD( N, 2 ).EQ.0 ) THEN
  221:          K = N / 2
  222:          NISODD = .FALSE.
  223:       ELSE
  224:          NISODD = .TRUE.
  225:       END IF
  226: *
  227: *     Set N1 and N2 depending on LOWER
  228: *
  229:       IF( LOWER ) THEN
  230:          N2 = N / 2
  231:          N1 = N - N2
  232:       ELSE
  233:          N1 = N / 2
  234:          N2 = N - N1
  235:       END IF
  236: *
  237: *     Start execution of triangular matrix multiply: inv(U)*inv(U)^C or
  238: *     inv(L)^C*inv(L). There are eight cases.
  239: *
  240:       IF( NISODD ) THEN
  241: *
  242: *        N is odd
  243: *
  244:          IF( NORMALTRANSR ) THEN
  245: *
  246: *           N is odd and TRANSR = 'N'
  247: *
  248:             IF( LOWER ) THEN
  249: *
  250: *              SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:N1-1) )
  251: *              T1 -> a(0,0), T2 -> a(0,1), S -> a(N1,0)
  252: *              T1 -> a(0), T2 -> a(n), S -> a(N1)
  253: *
  254:                CALL ZLAUUM( 'L', N1, A( 0 ), N, INFO )
  255:                CALL ZHERK( 'L', 'C', N1, N2, ONE, A( N1 ), N, ONE,
  256:      +                     A( 0 ), N )
  257:                CALL ZTRMM( 'L', 'U', 'N', 'N', N2, N1, CONE, A( N ), N,
  258:      +                     A( N1 ), N )
  259:                CALL ZLAUUM( 'U', N2, A( N ), N, INFO )
  260: *
  261:             ELSE
  262: *
  263: *              SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:N2-1)
  264: *              T1 -> a(N1+1,0), T2 -> a(N1,0), S -> a(0,0)
  265: *              T1 -> a(N2), T2 -> a(N1), S -> a(0)
  266: *
  267:                CALL ZLAUUM( 'L', N1, A( N2 ), N, INFO )
  268:                CALL ZHERK( 'L', 'N', N1, N2, ONE, A( 0 ), N, ONE,
  269:      +                     A( N2 ), N )
  270:                CALL ZTRMM( 'R', 'U', 'C', 'N', N1, N2, CONE, A( N1 ), N,
  271:      +                     A( 0 ), N )
  272:                CALL ZLAUUM( 'U', N2, A( N1 ), N, INFO )
  273: *
  274:             END IF
  275: *
  276:          ELSE
  277: *
  278: *           N is odd and TRANSR = 'C'
  279: *
  280:             IF( LOWER ) THEN
  281: *
  282: *              SRPA for LOWER, TRANSPOSE, and N is odd
  283: *              T1 -> a(0), T2 -> a(1), S -> a(0+N1*N1)
  284: *
  285:                CALL ZLAUUM( 'U', N1, A( 0 ), N1, INFO )
  286:                CALL ZHERK( 'U', 'N', N1, N2, ONE, A( N1*N1 ), N1, ONE,
  287:      +                     A( 0 ), N1 )
  288:                CALL ZTRMM( 'R', 'L', 'N', 'N', N1, N2, CONE, A( 1 ), N1,
  289:      +                     A( N1*N1 ), N1 )
  290:                CALL ZLAUUM( 'L', N2, A( 1 ), N1, INFO )
  291: *
  292:             ELSE
  293: *
  294: *              SRPA for UPPER, TRANSPOSE, and N is odd
  295: *              T1 -> a(0+N2*N2), T2 -> a(0+N1*N2), S -> a(0)
  296: *
  297:                CALL ZLAUUM( 'U', N1, A( N2*N2 ), N2, INFO )
  298:                CALL ZHERK( 'U', 'C', N1, N2, ONE, A( 0 ), N2, ONE,
  299:      +                     A( N2*N2 ), N2 )
  300:                CALL ZTRMM( 'L', 'L', 'C', 'N', N2, N1, CONE, A( N1*N2 ),
  301:      +                     N2, A( 0 ), N2 )
  302:                CALL ZLAUUM( 'L', N2, A( N1*N2 ), N2, INFO )
  303: *
  304:             END IF
  305: *
  306:          END IF
  307: *
  308:       ELSE
  309: *
  310: *        N is even
  311: *
  312:          IF( NORMALTRANSR ) THEN
  313: *
  314: *           N is even and TRANSR = 'N'
  315: *
  316:             IF( LOWER ) THEN
  317: *
  318: *              SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  319: *              T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  320: *              T1 -> a(1), T2 -> a(0), S -> a(k+1)
  321: *
  322:                CALL ZLAUUM( 'L', K, A( 1 ), N+1, INFO )
  323:                CALL ZHERK( 'L', 'C', K, K, ONE, A( K+1 ), N+1, ONE,
  324:      +                     A( 1 ), N+1 )
  325:                CALL ZTRMM( 'L', 'U', 'N', 'N', K, K, CONE, A( 0 ), N+1,
  326:      +                     A( K+1 ), N+1 )
  327:                CALL ZLAUUM( 'U', K, A( 0 ), N+1, INFO )
  328: *
  329:             ELSE
  330: *
  331: *              SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  332: *              T1 -> a(k+1,0) ,  T2 -> a(k,0),   S -> a(0,0)
  333: *              T1 -> a(k+1), T2 -> a(k), S -> a(0)
  334: *
  335:                CALL ZLAUUM( 'L', K, A( K+1 ), N+1, INFO )
  336:                CALL ZHERK( 'L', 'N', K, K, ONE, A( 0 ), N+1, ONE,
  337:      +                     A( K+1 ), N+1 )
  338:                CALL ZTRMM( 'R', 'U', 'C', 'N', K, K, CONE, A( K ), N+1,
  339:      +                     A( 0 ), N+1 )
  340:                CALL ZLAUUM( 'U', K, A( K ), N+1, INFO )
  341: *
  342:             END IF
  343: *
  344:          ELSE
  345: *
  346: *           N is even and TRANSR = 'C'
  347: *
  348:             IF( LOWER ) THEN
  349: *
  350: *              SRPA for LOWER, TRANSPOSE, and N is even (see paper)
  351: *              T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1),
  352: *              T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  353: *
  354:                CALL ZLAUUM( 'U', K, A( K ), K, INFO )
  355:                CALL ZHERK( 'U', 'N', K, K, ONE, A( K*( K+1 ) ), K, ONE,
  356:      +                     A( K ), K )
  357:                CALL ZTRMM( 'R', 'L', 'N', 'N', K, K, CONE, A( 0 ), K,
  358:      +                     A( K*( K+1 ) ), K )
  359:                CALL ZLAUUM( 'L', K, A( 0 ), K, INFO )
  360: *
  361:             ELSE
  362: *
  363: *              SRPA for UPPER, TRANSPOSE, and N is even (see paper)
  364: *              T1 -> B(0,k+1),     T2 -> B(0,k),   S -> B(0,0),
  365: *              T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  366: *
  367:                CALL ZLAUUM( 'U', K, A( K*( K+1 ) ), K, INFO )
  368:                CALL ZHERK( 'U', 'C', K, K, ONE, A( 0 ), K, ONE,
  369:      +                     A( K*( K+1 ) ), K )
  370:                CALL ZTRMM( 'L', 'L', 'C', 'N', K, K, CONE, A( K*K ), K,
  371:      +                     A( 0 ), K )
  372:                CALL ZLAUUM( 'L', K, A( K*K ), K, INFO )
  373: *
  374:             END IF
  375: *
  376:          END IF
  377: *
  378:       END IF
  379: *
  380:       RETURN
  381: *
  382: *     End of ZPFTRI
  383: *
  384:       END

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