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ssysv_rook.f 9.1 kB

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  1. *> \brief <b> SSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matrices</b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSYSV_ROOK + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssysv_rook.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssysv_rook.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssysv_rook.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSYSV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
  22. * LWORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LDB, LWORK, N, NRHS
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * REAL A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSYSV_ROOK computes the solution to a real system of linear
  40. *> equations
  41. *> A * X = B,
  42. *> where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
  43. *> matrices.
  44. *>
  45. *> The diagonal pivoting method is used to factor A as
  46. *> A = U * D * U**T, if UPLO = 'U', or
  47. *> A = L * D * L**T, if UPLO = 'L',
  48. *> where U (or L) is a product of permutation and unit upper (lower)
  49. *> triangular matrices, and D is symmetric and block diagonal with
  50. *> 1-by-1 and 2-by-2 diagonal blocks.
  51. *>
  52. *> SSYTRF_ROOK is called to compute the factorization of a real
  53. *> symmetric matrix A using the bounded Bunch-Kaufman ("rook") diagonal
  54. *> pivoting method.
  55. *>
  56. *> The factored form of A is then used to solve the system
  57. *> of equations A * X = B by calling SSYTRS_ROOK.
  58. *> \endverbatim
  59. *
  60. * Arguments:
  61. * ==========
  62. *
  63. *> \param[in] UPLO
  64. *> \verbatim
  65. *> UPLO is CHARACTER*1
  66. *> = 'U': Upper triangle of A is stored;
  67. *> = 'L': Lower triangle of A is stored.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] N
  71. *> \verbatim
  72. *> N is INTEGER
  73. *> The number of linear equations, i.e., the order of the
  74. *> matrix A. N >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] NRHS
  78. *> \verbatim
  79. *> NRHS is INTEGER
  80. *> The number of right hand sides, i.e., the number of columns
  81. *> of the matrix B. NRHS >= 0.
  82. *> \endverbatim
  83. *>
  84. *> \param[in,out] A
  85. *> \verbatim
  86. *> A is REAL array, dimension (LDA,N)
  87. *> On entry, the symmetric matrix A. If UPLO = 'U', the leading
  88. *> N-by-N upper triangular part of A contains the upper
  89. *> triangular part of the matrix A, and the strictly lower
  90. *> triangular part of A is not referenced. If UPLO = 'L', the
  91. *> leading N-by-N lower triangular part of A contains the lower
  92. *> triangular part of the matrix A, and the strictly upper
  93. *> triangular part of A is not referenced.
  94. *>
  95. *> On exit, if INFO = 0, the block diagonal matrix D and the
  96. *> multipliers used to obtain the factor U or L from the
  97. *> factorization A = U*D*U**T or A = L*D*L**T as computed by
  98. *> SSYTRF_ROOK.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDA
  102. *> \verbatim
  103. *> LDA is INTEGER
  104. *> The leading dimension of the array A. LDA >= max(1,N).
  105. *> \endverbatim
  106. *>
  107. *> \param[out] IPIV
  108. *> \verbatim
  109. *> IPIV is INTEGER array, dimension (N)
  110. *> Details of the interchanges and the block structure of D,
  111. *> as determined by SSYTRF_ROOK.
  112. *>
  113. *> If UPLO = 'U':
  114. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  115. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  116. *>
  117. *> If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
  118. *> columns k and -IPIV(k) were interchanged and rows and
  119. *> columns k-1 and -IPIV(k-1) were inerchaged,
  120. *> D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
  121. *>
  122. *> If UPLO = 'L':
  123. *> If IPIV(k) > 0, then rows and columns k and IPIV(k)
  124. *> were interchanged and D(k,k) is a 1-by-1 diagonal block.
  125. *>
  126. *> If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
  127. *> columns k and -IPIV(k) were interchanged and rows and
  128. *> columns k+1 and -IPIV(k+1) were inerchaged,
  129. *> D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
  130. *> \endverbatim
  131. *>
  132. *> \param[in,out] B
  133. *> \verbatim
  134. *> B is REAL array, dimension (LDB,NRHS)
  135. *> On entry, the N-by-NRHS right hand side matrix B.
  136. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  137. *> \endverbatim
  138. *>
  139. *> \param[in] LDB
  140. *> \verbatim
  141. *> LDB is INTEGER
  142. *> The leading dimension of the array B. LDB >= max(1,N).
  143. *> \endverbatim
  144. *>
  145. *> \param[out] WORK
  146. *> \verbatim
  147. *> WORK is REAL array, dimension (MAX(1,LWORK))
  148. *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
  149. *> \endverbatim
  150. *>
  151. *> \param[in] LWORK
  152. *> \verbatim
  153. *> LWORK is INTEGER
  154. *> The length of WORK. LWORK >= 1, and for best performance
  155. *> LWORK >= max(1,N*NB), where NB is the optimal blocksize for
  156. *> SSYTRF_ROOK.
  157. *>
  158. *> TRS will be done with Level 2 BLAS
  159. *>
  160. *> If LWORK = -1, then a workspace query is assumed; the routine
  161. *> only calculates the optimal size of the WORK array, returns
  162. *> this value as the first entry of the WORK array, and no error
  163. *> message related to LWORK is issued by XERBLA.
  164. *> \endverbatim
  165. *>
  166. *> \param[out] INFO
  167. *> \verbatim
  168. *> INFO is INTEGER
  169. *> = 0: successful exit
  170. *> < 0: if INFO = -i, the i-th argument had an illegal value
  171. *> > 0: if INFO = i, D(i,i) is exactly zero. The factorization
  172. *> has been completed, but the block diagonal matrix D is
  173. *> exactly singular, so the solution could not be computed.
  174. *> \endverbatim
  175. *
  176. * Authors:
  177. * ========
  178. *
  179. *> \author Univ. of Tennessee
  180. *> \author Univ. of California Berkeley
  181. *> \author Univ. of Colorado Denver
  182. *> \author NAG Ltd.
  183. *
  184. *> \ingroup realSYsolve
  185. *
  186. *> \par Contributors:
  187. * ==================
  188. *>
  189. *> \verbatim
  190. *>
  191. *> April 2012, Igor Kozachenko,
  192. *> Computer Science Division,
  193. *> University of California, Berkeley
  194. *>
  195. *> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
  196. *> School of Mathematics,
  197. *> University of Manchester
  198. *>
  199. *> \endverbatim
  200. *
  201. * =====================================================================
  202. SUBROUTINE SSYSV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
  203. $ LWORK, INFO )
  204. *
  205. * -- LAPACK driver routine --
  206. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  207. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  208. *
  209. * .. Scalar Arguments ..
  210. CHARACTER UPLO
  211. INTEGER INFO, LDA, LDB, LWORK, N, NRHS
  212. * ..
  213. * .. Array Arguments ..
  214. INTEGER IPIV( * )
  215. REAL A( LDA, * ), B( LDB, * ), WORK( * )
  216. * ..
  217. *
  218. * =====================================================================
  219. *
  220. * .. Local Scalars ..
  221. LOGICAL LQUERY
  222. INTEGER LWKOPT
  223. * ..
  224. * .. External Functions ..
  225. LOGICAL LSAME
  226. EXTERNAL LSAME
  227. * ..
  228. * .. External Subroutines ..
  229. EXTERNAL XERBLA, SSYTRF_ROOK, SSYTRS_ROOK
  230. * ..
  231. * .. Intrinsic Functions ..
  232. INTRINSIC MAX
  233. * ..
  234. * .. Executable Statements ..
  235. *
  236. * Test the input parameters.
  237. *
  238. INFO = 0
  239. LQUERY = ( LWORK.EQ.-1 )
  240. IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  241. INFO = -1
  242. ELSE IF( N.LT.0 ) THEN
  243. INFO = -2
  244. ELSE IF( NRHS.LT.0 ) THEN
  245. INFO = -3
  246. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  247. INFO = -5
  248. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  249. INFO = -8
  250. ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
  251. INFO = -10
  252. END IF
  253. *
  254. IF( INFO.EQ.0 ) THEN
  255. IF( N.EQ.0 ) THEN
  256. LWKOPT = 1
  257. ELSE
  258. CALL SSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, -1, INFO )
  259. LWKOPT = WORK(1)
  260. END IF
  261. WORK( 1 ) = LWKOPT
  262. END IF
  263. *
  264. IF( INFO.NE.0 ) THEN
  265. CALL XERBLA( 'SSYSV_ROOK ', -INFO )
  266. RETURN
  267. ELSE IF( LQUERY ) THEN
  268. RETURN
  269. END IF
  270. *
  271. * Compute the factorization A = U*D*U**T or A = L*D*L**T.
  272. *
  273. CALL SSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
  274. IF( INFO.EQ.0 ) THEN
  275. *
  276. * Solve the system A*X = B, overwriting B with X.
  277. *
  278. * Solve with TRS_ROOK ( Use Level 2 BLAS)
  279. *
  280. CALL SSYTRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
  281. *
  282. END IF
  283. *
  284. WORK( 1 ) = LWKOPT
  285. *
  286. RETURN
  287. *
  288. * End of SSYSV_ROOK
  289. *
  290. END