File:  [local] / rpl / lapack / lapack / zsytrs2.f
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Tue Dec 21 13:50:38 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 ZSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, 
    2:      $                    WORK, INFO )
    3: *
    4: *  -- LAPACK PROTOTYPE routine (version 3.2.2) --
    5: *
    6: *  -- Written by Julie Langou of the Univ. of TN    --
    7: *     May 2010
    8: *
    9: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
   10: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
   11: *
   12: *     .. Scalar Arguments ..
   13:       CHARACTER          UPLO
   14:       INTEGER            INFO, LDA, LDB, N, NRHS
   15: *     ..
   16: *     .. Array Arguments ..
   17:       INTEGER            IPIV( * )
   18:       DOUBLE COMPLEX   A( LDA, * ), B( LDB, * ), WORK( * )
   19: *     ..
   20: *
   21: *  Purpose
   22: *  =======
   23: *
   24: *  ZSYTRS2 solves a system of linear equations A*X = B with a real
   25: *  symmetric matrix A using the factorization A = U*D*U**T or
   26: *  A = L*D*L**T computed by ZSYTRF and converted by ZSYCONV.
   27: *
   28: *  Arguments
   29: *  =========
   30: *
   31: *  UPLO    (input) CHARACTER*1
   32: *          Specifies whether the details of the factorization are stored
   33: *          as an upper or lower triangular matrix.
   34: *          = 'U':  Upper triangular, form is A = U*D*U**T;
   35: *          = 'L':  Lower triangular, form is A = L*D*L**T.
   36: *
   37: *  N       (input) INTEGER
   38: *          The order of the matrix A.  N >= 0.
   39: *
   40: *  NRHS    (input) INTEGER
   41: *          The number of right hand sides, i.e., the number of columns
   42: *          of the matrix B.  NRHS >= 0.
   43: *
   44: *  A       (input) DOUBLE COMPLEX array, dimension (LDA,N)
   45: *          The block diagonal matrix D and the multipliers used to
   46: *          obtain the factor U or L as computed by ZSYTRF.
   47: *
   48: *  LDA     (input) INTEGER
   49: *          The leading dimension of the array A.  LDA >= max(1,N).
   50: *
   51: *  IPIV    (input) INTEGER array, dimension (N)
   52: *          Details of the interchanges and the block structure of D
   53: *          as determined by ZSYTRF.
   54: *
   55: *  B       (input/output) DOUBLE COMPLEX array, dimension (LDB,NRHS)
   56: *          On entry, the right hand side matrix B.
   57: *          On exit, the solution matrix X.
   58: *
   59: *  LDB     (input) INTEGER
   60: *          The leading dimension of the array B.  LDB >= max(1,N).
   61: *
   62: *  WORK    (workspace) REAL array, dimension (N)
   63: *
   64: *  INFO    (output) INTEGER
   65: *          = 0:  successful exit
   66: *          < 0:  if INFO = -i, the i-th argument had an illegal value
   67: *
   68: *  =====================================================================
   69: *
   70: *     .. Parameters ..
   71:       DOUBLE COMPLEX     ONE
   72:       PARAMETER          ( ONE = (1.0D+0,0.0D+0) )
   73: *     ..
   74: *     .. Local Scalars ..
   75:       LOGICAL            UPPER
   76:       INTEGER            I, IINFO, J, K, KP
   77:       DOUBLE COMPLEX     AK, AKM1, AKM1K, BK, BKM1, DENOM
   78: *     ..
   79: *     .. External Functions ..
   80:       LOGICAL            LSAME
   81:       EXTERNAL           LSAME
   82: *     ..
   83: *     .. External Subroutines ..
   84:       EXTERNAL           ZSCAL, ZSYCONV, ZSWAP, ZTRSM, XERBLA
   85: *     ..
   86: *     .. Intrinsic Functions ..
   87:       INTRINSIC          MAX
   88: *     ..
   89: *     .. Executable Statements ..
   90: *
   91:       INFO = 0
   92:       UPPER = LSAME( UPLO, 'U' )
   93:       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
   94:          INFO = -1
   95:       ELSE IF( N.LT.0 ) THEN
   96:          INFO = -2
   97:       ELSE IF( NRHS.LT.0 ) THEN
   98:          INFO = -3
   99:       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  100:          INFO = -5
  101:       ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  102:          INFO = -8
  103:       END IF
  104:       IF( INFO.NE.0 ) THEN
  105:          CALL XERBLA( 'ZSYTRS2', -INFO )
  106:          RETURN
  107:       END IF
  108: *
  109: *     Quick return if possible
  110: *
  111:       IF( N.EQ.0 .OR. NRHS.EQ.0 )
  112:      $   RETURN
  113: *
  114: *     Convert A
  115: *
  116:       CALL ZSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  117: *
  118:       IF( UPPER ) THEN
  119: *
  120: *        Solve A*X = B, where A = U*D*U'.
  121: *
  122: *       P' * B  
  123:         K=N
  124:         DO WHILE ( K .GE. 1 )
  125:          IF( IPIV( K ).GT.0 ) THEN
  126: *           1 x 1 diagonal block
  127: *           Interchange rows K and IPIV(K).
  128:             KP = IPIV( K )
  129:             IF( KP.NE.K )
  130:      $         CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  131:             K=K-1
  132:          ELSE
  133: *           2 x 2 diagonal block
  134: *           Interchange rows K-1 and -IPIV(K).
  135:             KP = -IPIV( K )
  136:             IF( KP.EQ.-IPIV( K-1 ) )
  137:      $         CALL ZSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  138:             K=K-2
  139:          END IF
  140:         END DO
  141: *
  142: *  Compute (U \P' * B) -> B    [ (U \P' * B) ]
  143: *
  144:         CALL ZTRSM('L','U','N','U',N,NRHS,ONE,A,N,B,N)
  145: *
  146: *  Compute D \ B -> B   [ D \ (U \P' * B) ]
  147: *       
  148:          I=N
  149:          DO WHILE ( I .GE. 1 )
  150:             IF( IPIV(I) .GT. 0 ) THEN
  151:               CALL ZSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), N )
  152:             ELSEIF ( I .GT. 1) THEN
  153:                IF ( IPIV(I-1) .EQ. IPIV(I) ) THEN
  154:                   AKM1K = WORK(I)
  155:                   AKM1 = A( I-1, I-1 ) / AKM1K
  156:                   AK = A( I, I ) / AKM1K
  157:                   DENOM = AKM1*AK - ONE
  158:                   DO 15 J = 1, NRHS
  159:                      BKM1 = B( I-1, J ) / AKM1K
  160:                      BK = B( I, J ) / AKM1K
  161:                      B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  162:                      B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  163:  15              CONTINUE
  164:                I = I - 1
  165:                ENDIF
  166:             ENDIF
  167:             I = I - 1
  168:          END DO
  169: *
  170: *      Compute (U' \ B) -> B   [ U' \ (D \ (U \P' * B) ) ]
  171: *
  172:          CALL ZTRSM('L','U','T','U',N,NRHS,ONE,A,N,B,N)
  173: *
  174: *       P * B  [ P * (U' \ (D \ (U \P' * B) )) ]
  175: *
  176:         K=1
  177:         DO WHILE ( K .LE. N )
  178:          IF( IPIV( K ).GT.0 ) THEN
  179: *           1 x 1 diagonal block
  180: *           Interchange rows K and IPIV(K).
  181:             KP = IPIV( K )
  182:             IF( KP.NE.K )
  183:      $         CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  184:             K=K+1
  185:          ELSE
  186: *           2 x 2 diagonal block
  187: *           Interchange rows K-1 and -IPIV(K).
  188:             KP = -IPIV( K )
  189:             IF( K .LT. N .AND. KP.EQ.-IPIV( K+1 ) )
  190:      $         CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  191:             K=K+2
  192:          ENDIF
  193:         END DO
  194: *
  195:       ELSE
  196: *
  197: *        Solve A*X = B, where A = L*D*L'.
  198: *
  199: *       P' * B  
  200:         K=1
  201:         DO WHILE ( K .LE. N )
  202:          IF( IPIV( K ).GT.0 ) THEN
  203: *           1 x 1 diagonal block
  204: *           Interchange rows K and IPIV(K).
  205:             KP = IPIV( K )
  206:             IF( KP.NE.K )
  207:      $         CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  208:             K=K+1
  209:          ELSE
  210: *           2 x 2 diagonal block
  211: *           Interchange rows K and -IPIV(K+1).
  212:             KP = -IPIV( K+1 )
  213:             IF( KP.EQ.-IPIV( K ) )
  214:      $         CALL ZSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  215:             K=K+2
  216:          ENDIF
  217:         END DO
  218: *
  219: *  Compute (L \P' * B) -> B    [ (L \P' * B) ]
  220: *
  221:         CALL ZTRSM('L','L','N','U',N,NRHS,ONE,A,N,B,N)
  222: *
  223: *  Compute D \ B -> B   [ D \ (L \P' * B) ]
  224: *       
  225:          I=1
  226:          DO WHILE ( I .LE. N )
  227:             IF( IPIV(I) .GT. 0 ) THEN
  228:               CALL ZSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), N )
  229:             ELSE
  230:                   AKM1K = WORK(I)
  231:                   AKM1 = A( I, I ) / AKM1K
  232:                   AK = A( I+1, I+1 ) / AKM1K
  233:                   DENOM = AKM1*AK - ONE
  234:                   DO 25 J = 1, NRHS
  235:                      BKM1 = B( I, J ) / AKM1K
  236:                      BK = B( I+1, J ) / AKM1K
  237:                      B( I, J ) = ( AK*BKM1-BK ) / DENOM
  238:                      B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  239:  25              CONTINUE
  240:                   I = I + 1
  241:             ENDIF
  242:             I = I + 1
  243:          END DO
  244: *
  245: *  Compute (L' \ B) -> B   [ L' \ (D \ (L \P' * B) ) ]
  246:   247:         CALL ZTRSM('L','L','T','U',N,NRHS,ONE,A,N,B,N)
  248: *
  249: *       P * B  [ P * (L' \ (D \ (L \P' * B) )) ]
  250: *
  251:         K=N
  252:         DO WHILE ( K .GE. 1 )
  253:          IF( IPIV( K ).GT.0 ) THEN
  254: *           1 x 1 diagonal block
  255: *           Interchange rows K and IPIV(K).
  256:             KP = IPIV( K )
  257:             IF( KP.NE.K )
  258:      $         CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  259:             K=K-1
  260:          ELSE
  261: *           2 x 2 diagonal block
  262: *           Interchange rows K-1 and -IPIV(K).
  263:             KP = -IPIV( K )
  264:             IF( K.GT.1 .AND. KP.EQ.-IPIV( K-1 ) )
  265:      $         CALL ZSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  266:             K=K-2
  267:          ENDIF
  268:         END DO
  269: *
  270:       END IF
  271: *
  272: *     Revert A
  273: *
  274:       CALL ZSYCONV( UPLO, 'R', N, A, LDA, IPIV, WORK, IINFO )
  275: *
  276:       RETURN
  277: *
  278: *     End of ZSYTRS2
  279: *
  280:       END

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