You can not select more than 25 topics Topics must start with a chinese character,a letter or number, can include dashes ('-') and can be up to 35 characters long.

dsytrs2.f 10 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361
  1. *> \brief \b DSYTRS2
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYTRS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrs2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrs2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrs2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  22. * WORK, 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, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> DSYTRS2 solves a system of linear equations A*X = B with a real
  40. *> symmetric matrix A using the factorization A = U*D*U**T or
  41. *> A = L*D*L**T computed by DSYTRF and converted by DSYCONV.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] UPLO
  48. *> \verbatim
  49. *> UPLO is CHARACTER*1
  50. *> Specifies whether the details of the factorization are stored
  51. *> as an upper or lower triangular matrix.
  52. *> = 'U': Upper triangular, form is A = U*D*U**T;
  53. *> = 'L': Lower triangular, form is A = L*D*L**T.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The order of the matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] NRHS
  63. *> \verbatim
  64. *> NRHS is INTEGER
  65. *> The number of right hand sides, i.e., the number of columns
  66. *> of the matrix B. NRHS >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  72. *> The block diagonal matrix D and the multipliers used to
  73. *> obtain the factor U or L as computed by DSYTRF.
  74. *> Note that A is input / output. This might be counter-intuitive,
  75. *> and one may think that A is input only. A is input / output. This
  76. *> is because, at the start of the subroutine, we permute A in a
  77. *> "better" form and then we permute A back to its original form at
  78. *> the end.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[in] IPIV
  88. *> \verbatim
  89. *> IPIV is INTEGER array, dimension (N)
  90. *> Details of the interchanges and the block structure of D
  91. *> as determined by DSYTRF.
  92. *> \endverbatim
  93. *>
  94. *> \param[in,out] B
  95. *> \verbatim
  96. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  97. *> On entry, the right hand side matrix B.
  98. *> On exit, the solution matrix X.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDB
  102. *> \verbatim
  103. *> LDB is INTEGER
  104. *> The leading dimension of the array B. LDB >= max(1,N).
  105. *> \endverbatim
  106. *>
  107. *> \param[out] WORK
  108. *> \verbatim
  109. *> WORK is DOUBLE PRECISION array, dimension (N)
  110. *> \endverbatim
  111. *>
  112. *> \param[out] INFO
  113. *> \verbatim
  114. *> INFO is INTEGER
  115. *> = 0: successful exit
  116. *> < 0: if INFO = -i, the i-th argument had an illegal value
  117. *> \endverbatim
  118. *
  119. * Authors:
  120. * ========
  121. *
  122. *> \author Univ. of Tennessee
  123. *> \author Univ. of California Berkeley
  124. *> \author Univ. of Colorado Denver
  125. *> \author NAG Ltd.
  126. *
  127. *> \date June 2016
  128. *
  129. *> \ingroup doubleSYcomputational
  130. *
  131. * =====================================================================
  132. SUBROUTINE DSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  133. $ WORK, INFO )
  134. *
  135. * -- LAPACK computational routine (version 3.7.0) --
  136. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  137. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  138. * June 2016
  139. *
  140. * .. Scalar Arguments ..
  141. CHARACTER UPLO
  142. INTEGER INFO, LDA, LDB, N, NRHS
  143. * ..
  144. * .. Array Arguments ..
  145. INTEGER IPIV( * )
  146. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), WORK( * )
  147. * ..
  148. *
  149. * =====================================================================
  150. *
  151. * .. Parameters ..
  152. DOUBLE PRECISION ONE
  153. PARAMETER ( ONE = 1.0D+0 )
  154. * ..
  155. * .. Local Scalars ..
  156. LOGICAL UPPER
  157. INTEGER I, IINFO, J, K, KP
  158. DOUBLE PRECISION AK, AKM1, AKM1K, BK, BKM1, DENOM
  159. * ..
  160. * .. External Functions ..
  161. LOGICAL LSAME
  162. EXTERNAL LSAME
  163. * ..
  164. * .. External Subroutines ..
  165. EXTERNAL DSCAL, DSYCONV, DSWAP, DTRSM, XERBLA
  166. * ..
  167. * .. Intrinsic Functions ..
  168. INTRINSIC MAX
  169. * ..
  170. * .. Executable Statements ..
  171. *
  172. INFO = 0
  173. UPPER = LSAME( UPLO, 'U' )
  174. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  175. INFO = -1
  176. ELSE IF( N.LT.0 ) THEN
  177. INFO = -2
  178. ELSE IF( NRHS.LT.0 ) THEN
  179. INFO = -3
  180. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  181. INFO = -5
  182. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  183. INFO = -8
  184. END IF
  185. IF( INFO.NE.0 ) THEN
  186. CALL XERBLA( 'DSYTRS2', -INFO )
  187. RETURN
  188. END IF
  189. *
  190. * Quick return if possible
  191. *
  192. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  193. $ RETURN
  194. *
  195. * Convert A
  196. *
  197. CALL DSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  198. *
  199. IF( UPPER ) THEN
  200. *
  201. * Solve A*X = B, where A = U*D*U**T.
  202. *
  203. * P**T * B
  204. K=N
  205. DO WHILE ( K .GE. 1 )
  206. IF( IPIV( K ).GT.0 ) THEN
  207. * 1 x 1 diagonal block
  208. * Interchange rows K and IPIV(K).
  209. KP = IPIV( K )
  210. IF( KP.NE.K )
  211. $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  212. K=K-1
  213. ELSE
  214. * 2 x 2 diagonal block
  215. * Interchange rows K-1 and -IPIV(K).
  216. KP = -IPIV( K )
  217. IF( KP.EQ.-IPIV( K-1 ) )
  218. $ CALL DSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  219. K=K-2
  220. END IF
  221. END DO
  222. *
  223. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  224. *
  225. CALL DTRSM('L','U','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  226. *
  227. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  228. *
  229. I=N
  230. DO WHILE ( I .GE. 1 )
  231. IF( IPIV(I) .GT. 0 ) THEN
  232. CALL DSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
  233. ELSEIF ( I .GT. 1) THEN
  234. IF ( IPIV(I-1) .EQ. IPIV(I) ) THEN
  235. AKM1K = WORK(I)
  236. AKM1 = A( I-1, I-1 ) / AKM1K
  237. AK = A( I, I ) / AKM1K
  238. DENOM = AKM1*AK - ONE
  239. DO 15 J = 1, NRHS
  240. BKM1 = B( I-1, J ) / AKM1K
  241. BK = B( I, J ) / AKM1K
  242. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  243. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  244. 15 CONTINUE
  245. I = I - 1
  246. ENDIF
  247. ENDIF
  248. I = I - 1
  249. END DO
  250. *
  251. * Compute (U**T \ B) -> B [ U**T \ (D \ (U \P**T * B) ) ]
  252. *
  253. CALL DTRSM('L','U','T','U',N,NRHS,ONE,A,LDA,B,LDB)
  254. *
  255. * P * B [ P * (U**T \ (D \ (U \P**T * B) )) ]
  256. *
  257. K=1
  258. DO WHILE ( K .LE. N )
  259. IF( IPIV( K ).GT.0 ) THEN
  260. * 1 x 1 diagonal block
  261. * Interchange rows K and IPIV(K).
  262. KP = IPIV( K )
  263. IF( KP.NE.K )
  264. $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  265. K=K+1
  266. ELSE
  267. * 2 x 2 diagonal block
  268. * Interchange rows K-1 and -IPIV(K).
  269. KP = -IPIV( K )
  270. IF( K .LT. N .AND. KP.EQ.-IPIV( K+1 ) )
  271. $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  272. K=K+2
  273. ENDIF
  274. END DO
  275. *
  276. ELSE
  277. *
  278. * Solve A*X = B, where A = L*D*L**T.
  279. *
  280. * P**T * B
  281. K=1
  282. DO WHILE ( K .LE. N )
  283. IF( IPIV( K ).GT.0 ) THEN
  284. * 1 x 1 diagonal block
  285. * Interchange rows K and IPIV(K).
  286. KP = IPIV( K )
  287. IF( KP.NE.K )
  288. $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  289. K=K+1
  290. ELSE
  291. * 2 x 2 diagonal block
  292. * Interchange rows K and -IPIV(K+1).
  293. KP = -IPIV( K+1 )
  294. IF( KP.EQ.-IPIV( K ) )
  295. $ CALL DSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  296. K=K+2
  297. ENDIF
  298. END DO
  299. *
  300. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  301. *
  302. CALL DTRSM('L','L','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  303. *
  304. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  305. *
  306. I=1
  307. DO WHILE ( I .LE. N )
  308. IF( IPIV(I) .GT. 0 ) THEN
  309. CALL DSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
  310. ELSE
  311. AKM1K = WORK(I)
  312. AKM1 = A( I, I ) / AKM1K
  313. AK = A( I+1, I+1 ) / AKM1K
  314. DENOM = AKM1*AK - ONE
  315. DO 25 J = 1, NRHS
  316. BKM1 = B( I, J ) / AKM1K
  317. BK = B( I+1, J ) / AKM1K
  318. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  319. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  320. 25 CONTINUE
  321. I = I + 1
  322. ENDIF
  323. I = I + 1
  324. END DO
  325. *
  326. * Compute (L**T \ B) -> B [ L**T \ (D \ (L \P**T * B) ) ]
  327. *
  328. CALL DTRSM('L','L','T','U',N,NRHS,ONE,A,LDA,B,LDB)
  329. *
  330. * P * B [ P * (L**T \ (D \ (L \P**T * B) )) ]
  331. *
  332. K=N
  333. DO WHILE ( K .GE. 1 )
  334. IF( IPIV( K ).GT.0 ) THEN
  335. * 1 x 1 diagonal block
  336. * Interchange rows K and IPIV(K).
  337. KP = IPIV( K )
  338. IF( KP.NE.K )
  339. $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  340. K=K-1
  341. ELSE
  342. * 2 x 2 diagonal block
  343. * Interchange rows K-1 and -IPIV(K).
  344. KP = -IPIV( K )
  345. IF( K.GT.1 .AND. KP.EQ.-IPIV( K-1 ) )
  346. $ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  347. K=K-2
  348. ENDIF
  349. END DO
  350. *
  351. END IF
  352. *
  353. * Revert A
  354. *
  355. CALL DSYCONV( UPLO, 'R', N, A, LDA, IPIV, WORK, IINFO )
  356. *
  357. RETURN
  358. *
  359. * End of DSYTRS2
  360. *
  361. END