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chetri.f 12 kB

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  1. *> \brief \b CHETRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CHETRI computes the inverse of a complex Hermitian indefinite matrix
  39. *> A using the factorization A = U*D*U**H or A = L*D*L**H computed by
  40. *> CHETRF.
  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**H;
  52. *> = 'L': Lower triangular, form is A = L*D*L**H.
  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,out] A
  62. *> \verbatim
  63. *> A is COMPLEX array, dimension (LDA,N)
  64. *> On entry, the block diagonal matrix D and the multipliers
  65. *> used to obtain the factor U or L as computed by CHETRF.
  66. *>
  67. *> On exit, if INFO = 0, the (Hermitian) inverse of the original
  68. *> matrix. If UPLO = 'U', the upper triangular part of the
  69. *> inverse is formed and the part of A below the diagonal is not
  70. *> referenced; if UPLO = 'L' the lower triangular part of the
  71. *> inverse is formed and the part of A above the diagonal is
  72. *> not referenced.
  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 CHETRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is COMPLEX array, dimension (N)
  91. *> \endverbatim
  92. *>
  93. *> \param[out] INFO
  94. *> \verbatim
  95. *> INFO is INTEGER
  96. *> = 0: successful exit
  97. *> < 0: if INFO = -i, the i-th argument had an illegal value
  98. *> > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
  99. *> inverse could not be computed.
  100. *> \endverbatim
  101. *
  102. * Authors:
  103. * ========
  104. *
  105. *> \author Univ. of Tennessee
  106. *> \author Univ. of California Berkeley
  107. *> \author Univ. of Colorado Denver
  108. *> \author NAG Ltd.
  109. *
  110. *> \date December 2016
  111. *
  112. *> \ingroup complexHEcomputational
  113. *
  114. * =====================================================================
  115. SUBROUTINE CHETRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
  116. *
  117. * -- LAPACK computational routine (version 3.7.0) --
  118. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  119. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  120. * December 2016
  121. *
  122. * .. Scalar Arguments ..
  123. CHARACTER UPLO
  124. INTEGER INFO, LDA, N
  125. * ..
  126. * .. Array Arguments ..
  127. INTEGER IPIV( * )
  128. COMPLEX A( LDA, * ), WORK( * )
  129. * ..
  130. *
  131. * =====================================================================
  132. *
  133. * .. Parameters ..
  134. REAL ONE
  135. COMPLEX CONE, ZERO
  136. PARAMETER ( ONE = 1.0E+0, CONE = ( 1.0E+0, 0.0E+0 ),
  137. $ ZERO = ( 0.0E+0, 0.0E+0 ) )
  138. * ..
  139. * .. Local Scalars ..
  140. LOGICAL UPPER
  141. INTEGER J, K, KP, KSTEP
  142. REAL AK, AKP1, D, T
  143. COMPLEX AKKP1, TEMP
  144. * ..
  145. * .. External Functions ..
  146. LOGICAL LSAME
  147. COMPLEX CDOTC
  148. EXTERNAL LSAME, CDOTC
  149. * ..
  150. * .. External Subroutines ..
  151. EXTERNAL CCOPY, CHEMV, CSWAP, XERBLA
  152. * ..
  153. * .. Intrinsic Functions ..
  154. INTRINSIC ABS, CONJG, MAX, REAL
  155. * ..
  156. * .. Executable Statements ..
  157. *
  158. * Test the input parameters.
  159. *
  160. INFO = 0
  161. UPPER = LSAME( UPLO, 'U' )
  162. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  163. INFO = -1
  164. ELSE IF( N.LT.0 ) THEN
  165. INFO = -2
  166. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  167. INFO = -4
  168. END IF
  169. IF( INFO.NE.0 ) THEN
  170. CALL XERBLA( 'CHETRI', -INFO )
  171. RETURN
  172. END IF
  173. *
  174. * Quick return if possible
  175. *
  176. IF( N.EQ.0 )
  177. $ RETURN
  178. *
  179. * Check that the diagonal matrix D is nonsingular.
  180. *
  181. IF( UPPER ) THEN
  182. *
  183. * Upper triangular storage: examine D from bottom to top
  184. *
  185. DO 10 INFO = N, 1, -1
  186. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  187. $ RETURN
  188. 10 CONTINUE
  189. ELSE
  190. *
  191. * Lower triangular storage: examine D from top to bottom.
  192. *
  193. DO 20 INFO = 1, N
  194. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  195. $ RETURN
  196. 20 CONTINUE
  197. END IF
  198. INFO = 0
  199. *
  200. IF( UPPER ) THEN
  201. *
  202. * Compute inv(A) from the factorization A = U*D*U**H.
  203. *
  204. * K is the main loop index, increasing from 1 to N in steps of
  205. * 1 or 2, depending on the size of the diagonal blocks.
  206. *
  207. K = 1
  208. 30 CONTINUE
  209. *
  210. * If K > N, exit from loop.
  211. *
  212. IF( K.GT.N )
  213. $ GO TO 50
  214. *
  215. IF( IPIV( K ).GT.0 ) THEN
  216. *
  217. * 1 x 1 diagonal block
  218. *
  219. * Invert the diagonal block.
  220. *
  221. A( K, K ) = ONE / REAL( A( K, K ) )
  222. *
  223. * Compute column K of the inverse.
  224. *
  225. IF( K.GT.1 ) THEN
  226. CALL CCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  227. CALL CHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, ZERO,
  228. $ A( 1, K ), 1 )
  229. A( K, K ) = A( K, K ) - REAL( CDOTC( K-1, WORK, 1, A( 1,
  230. $ K ), 1 ) )
  231. END IF
  232. KSTEP = 1
  233. ELSE
  234. *
  235. * 2 x 2 diagonal block
  236. *
  237. * Invert the diagonal block.
  238. *
  239. T = ABS( A( K, K+1 ) )
  240. AK = REAL( A( K, K ) ) / T
  241. AKP1 = REAL( A( K+1, K+1 ) ) / T
  242. AKKP1 = A( K, K+1 ) / T
  243. D = T*( AK*AKP1-ONE )
  244. A( K, K ) = AKP1 / D
  245. A( K+1, K+1 ) = AK / D
  246. A( K, K+1 ) = -AKKP1 / D
  247. *
  248. * Compute columns K and K+1 of the inverse.
  249. *
  250. IF( K.GT.1 ) THEN
  251. CALL CCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  252. CALL CHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, ZERO,
  253. $ A( 1, K ), 1 )
  254. A( K, K ) = A( K, K ) - REAL( CDOTC( K-1, WORK, 1, A( 1,
  255. $ K ), 1 ) )
  256. A( K, K+1 ) = A( K, K+1 ) -
  257. $ CDOTC( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  258. CALL CCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  259. CALL CHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, ZERO,
  260. $ A( 1, K+1 ), 1 )
  261. A( K+1, K+1 ) = A( K+1, K+1 ) -
  262. $ REAL( CDOTC( K-1, WORK, 1, A( 1, K+1 ),
  263. $ 1 ) )
  264. END IF
  265. KSTEP = 2
  266. END IF
  267. *
  268. KP = ABS( IPIV( K ) )
  269. IF( KP.NE.K ) THEN
  270. *
  271. * Interchange rows and columns K and KP in the leading
  272. * submatrix A(1:k+1,1:k+1)
  273. *
  274. CALL CSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  275. DO 40 J = KP + 1, K - 1
  276. TEMP = CONJG( A( J, K ) )
  277. A( J, K ) = CONJG( A( KP, J ) )
  278. A( KP, J ) = TEMP
  279. 40 CONTINUE
  280. A( KP, K ) = CONJG( A( KP, K ) )
  281. TEMP = A( K, K )
  282. A( K, K ) = A( KP, KP )
  283. A( KP, KP ) = TEMP
  284. IF( KSTEP.EQ.2 ) THEN
  285. TEMP = A( K, K+1 )
  286. A( K, K+1 ) = A( KP, K+1 )
  287. A( KP, K+1 ) = TEMP
  288. END IF
  289. END IF
  290. *
  291. K = K + KSTEP
  292. GO TO 30
  293. 50 CONTINUE
  294. *
  295. ELSE
  296. *
  297. * Compute inv(A) from the factorization A = L*D*L**H.
  298. *
  299. * K is the main loop index, increasing from 1 to N in steps of
  300. * 1 or 2, depending on the size of the diagonal blocks.
  301. *
  302. K = N
  303. 60 CONTINUE
  304. *
  305. * If K < 1, exit from loop.
  306. *
  307. IF( K.LT.1 )
  308. $ GO TO 80
  309. *
  310. IF( IPIV( K ).GT.0 ) THEN
  311. *
  312. * 1 x 1 diagonal block
  313. *
  314. * Invert the diagonal block.
  315. *
  316. A( K, K ) = ONE / REAL( A( K, K ) )
  317. *
  318. * Compute column K of the inverse.
  319. *
  320. IF( K.LT.N ) THEN
  321. CALL CCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  322. CALL CHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  323. $ 1, ZERO, A( K+1, K ), 1 )
  324. A( K, K ) = A( K, K ) - REAL( CDOTC( N-K, WORK, 1,
  325. $ A( K+1, K ), 1 ) )
  326. END IF
  327. KSTEP = 1
  328. ELSE
  329. *
  330. * 2 x 2 diagonal block
  331. *
  332. * Invert the diagonal block.
  333. *
  334. T = ABS( A( K, K-1 ) )
  335. AK = REAL( A( K-1, K-1 ) ) / T
  336. AKP1 = REAL( A( K, K ) ) / T
  337. AKKP1 = A( K, K-1 ) / T
  338. D = T*( AK*AKP1-ONE )
  339. A( K-1, K-1 ) = AKP1 / D
  340. A( K, K ) = AK / D
  341. A( K, K-1 ) = -AKKP1 / D
  342. *
  343. * Compute columns K-1 and K of the inverse.
  344. *
  345. IF( K.LT.N ) THEN
  346. CALL CCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  347. CALL CHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  348. $ 1, ZERO, A( K+1, K ), 1 )
  349. A( K, K ) = A( K, K ) - REAL( CDOTC( N-K, WORK, 1,
  350. $ A( K+1, K ), 1 ) )
  351. A( K, K-1 ) = A( K, K-1 ) -
  352. $ CDOTC( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  353. $ 1 )
  354. CALL CCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  355. CALL CHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
  356. $ 1, ZERO, A( K+1, K-1 ), 1 )
  357. A( K-1, K-1 ) = A( K-1, K-1 ) -
  358. $ REAL( CDOTC( N-K, WORK, 1, A( K+1, K-1 ),
  359. $ 1 ) )
  360. END IF
  361. KSTEP = 2
  362. END IF
  363. *
  364. KP = ABS( IPIV( K ) )
  365. IF( KP.NE.K ) THEN
  366. *
  367. * Interchange rows and columns K and KP in the trailing
  368. * submatrix A(k-1:n,k-1:n)
  369. *
  370. IF( KP.LT.N )
  371. $ CALL CSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  372. DO 70 J = K + 1, KP - 1
  373. TEMP = CONJG( A( J, K ) )
  374. A( J, K ) = CONJG( A( KP, J ) )
  375. A( KP, J ) = TEMP
  376. 70 CONTINUE
  377. A( KP, K ) = CONJG( A( KP, K ) )
  378. TEMP = A( K, K )
  379. A( K, K ) = A( KP, KP )
  380. A( KP, KP ) = TEMP
  381. IF( KSTEP.EQ.2 ) THEN
  382. TEMP = A( K, K-1 )
  383. A( K, K-1 ) = A( KP, K-1 )
  384. A( KP, K-1 ) = TEMP
  385. END IF
  386. END IF
  387. *
  388. K = K - KSTEP
  389. GO TO 60
  390. 80 CONTINUE
  391. END IF
  392. *
  393. RETURN
  394. *
  395. * End of CHETRI
  396. *
  397. END