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.

dsytri.f 11 kB

123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382
  1. *> \brief \b DSYTRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYTRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYTRI( 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. * DOUBLE PRECISION A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DSYTRI computes the inverse of a real symmetric indefinite matrix
  39. *> A using the factorization A = U*D*U**T or A = L*D*L**T computed by
  40. *> DSYTRF.
  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**T;
  52. *> = 'L': Lower triangular, form is A = L*D*L**T.
  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 DOUBLE PRECISION 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 DSYTRF.
  66. *>
  67. *> On exit, if INFO = 0, the (symmetric) 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 DSYTRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is DOUBLE PRECISION 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 doubleSYcomputational
  113. *
  114. * =====================================================================
  115. SUBROUTINE DSYTRI( 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. DOUBLE PRECISION A( LDA, * ), WORK( * )
  129. * ..
  130. *
  131. * =====================================================================
  132. *
  133. * .. Parameters ..
  134. DOUBLE PRECISION ONE, ZERO
  135. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  136. * ..
  137. * .. Local Scalars ..
  138. LOGICAL UPPER
  139. INTEGER K, KP, KSTEP
  140. DOUBLE PRECISION AK, AKKP1, AKP1, D, T, TEMP
  141. * ..
  142. * .. External Functions ..
  143. LOGICAL LSAME
  144. DOUBLE PRECISION DDOT
  145. EXTERNAL LSAME, DDOT
  146. * ..
  147. * .. External Subroutines ..
  148. EXTERNAL DCOPY, DSWAP, DSYMV, XERBLA
  149. * ..
  150. * .. Intrinsic Functions ..
  151. INTRINSIC ABS, MAX
  152. * ..
  153. * .. Executable Statements ..
  154. *
  155. * Test the input parameters.
  156. *
  157. INFO = 0
  158. UPPER = LSAME( UPLO, 'U' )
  159. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  160. INFO = -1
  161. ELSE IF( N.LT.0 ) THEN
  162. INFO = -2
  163. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  164. INFO = -4
  165. END IF
  166. IF( INFO.NE.0 ) THEN
  167. CALL XERBLA( 'DSYTRI', -INFO )
  168. RETURN
  169. END IF
  170. *
  171. * Quick return if possible
  172. *
  173. IF( N.EQ.0 )
  174. $ RETURN
  175. *
  176. * Check that the diagonal matrix D is nonsingular.
  177. *
  178. IF( UPPER ) THEN
  179. *
  180. * Upper triangular storage: examine D from bottom to top
  181. *
  182. DO 10 INFO = N, 1, -1
  183. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  184. $ RETURN
  185. 10 CONTINUE
  186. ELSE
  187. *
  188. * Lower triangular storage: examine D from top to bottom.
  189. *
  190. DO 20 INFO = 1, N
  191. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  192. $ RETURN
  193. 20 CONTINUE
  194. END IF
  195. INFO = 0
  196. *
  197. IF( UPPER ) THEN
  198. *
  199. * Compute inv(A) from the factorization A = U*D*U**T.
  200. *
  201. * K is the main loop index, increasing from 1 to N in steps of
  202. * 1 or 2, depending on the size of the diagonal blocks.
  203. *
  204. K = 1
  205. 30 CONTINUE
  206. *
  207. * If K > N, exit from loop.
  208. *
  209. IF( K.GT.N )
  210. $ GO TO 40
  211. *
  212. IF( IPIV( K ).GT.0 ) THEN
  213. *
  214. * 1 x 1 diagonal block
  215. *
  216. * Invert the diagonal block.
  217. *
  218. A( K, K ) = ONE / A( K, K )
  219. *
  220. * Compute column K of the inverse.
  221. *
  222. IF( K.GT.1 ) THEN
  223. CALL DCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  224. CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  225. $ A( 1, K ), 1 )
  226. A( K, K ) = A( K, K ) - DDOT( K-1, WORK, 1, A( 1, K ),
  227. $ 1 )
  228. END IF
  229. KSTEP = 1
  230. ELSE
  231. *
  232. * 2 x 2 diagonal block
  233. *
  234. * Invert the diagonal block.
  235. *
  236. T = ABS( A( K, K+1 ) )
  237. AK = A( K, K ) / T
  238. AKP1 = A( K+1, K+1 ) / T
  239. AKKP1 = A( K, K+1 ) / T
  240. D = T*( AK*AKP1-ONE )
  241. A( K, K ) = AKP1 / D
  242. A( K+1, K+1 ) = AK / D
  243. A( K, K+1 ) = -AKKP1 / D
  244. *
  245. * Compute columns K and K+1 of the inverse.
  246. *
  247. IF( K.GT.1 ) THEN
  248. CALL DCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  249. CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  250. $ A( 1, K ), 1 )
  251. A( K, K ) = A( K, K ) - DDOT( K-1, WORK, 1, A( 1, K ),
  252. $ 1 )
  253. A( K, K+1 ) = A( K, K+1 ) -
  254. $ DDOT( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  255. CALL DCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  256. CALL DSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  257. $ A( 1, K+1 ), 1 )
  258. A( K+1, K+1 ) = A( K+1, K+1 ) -
  259. $ DDOT( K-1, WORK, 1, A( 1, K+1 ), 1 )
  260. END IF
  261. KSTEP = 2
  262. END IF
  263. *
  264. KP = ABS( IPIV( K ) )
  265. IF( KP.NE.K ) THEN
  266. *
  267. * Interchange rows and columns K and KP in the leading
  268. * submatrix A(1:k+1,1:k+1)
  269. *
  270. CALL DSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  271. CALL DSWAP( K-KP-1, A( KP+1, K ), 1, A( KP, KP+1 ), LDA )
  272. TEMP = A( K, K )
  273. A( K, K ) = A( KP, KP )
  274. A( KP, KP ) = TEMP
  275. IF( KSTEP.EQ.2 ) THEN
  276. TEMP = A( K, K+1 )
  277. A( K, K+1 ) = A( KP, K+1 )
  278. A( KP, K+1 ) = TEMP
  279. END IF
  280. END IF
  281. *
  282. K = K + KSTEP
  283. GO TO 30
  284. 40 CONTINUE
  285. *
  286. ELSE
  287. *
  288. * Compute inv(A) from the factorization A = L*D*L**T.
  289. *
  290. * K is the main loop index, increasing from 1 to N in steps of
  291. * 1 or 2, depending on the size of the diagonal blocks.
  292. *
  293. K = N
  294. 50 CONTINUE
  295. *
  296. * If K < 1, exit from loop.
  297. *
  298. IF( K.LT.1 )
  299. $ GO TO 60
  300. *
  301. IF( IPIV( K ).GT.0 ) THEN
  302. *
  303. * 1 x 1 diagonal block
  304. *
  305. * Invert the diagonal block.
  306. *
  307. A( K, K ) = ONE / A( K, K )
  308. *
  309. * Compute column K of the inverse.
  310. *
  311. IF( K.LT.N ) THEN
  312. CALL DCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  313. CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  314. $ ZERO, A( K+1, K ), 1 )
  315. A( K, K ) = A( K, K ) - DDOT( N-K, WORK, 1, A( K+1, K ),
  316. $ 1 )
  317. END IF
  318. KSTEP = 1
  319. ELSE
  320. *
  321. * 2 x 2 diagonal block
  322. *
  323. * Invert the diagonal block.
  324. *
  325. T = ABS( A( K, K-1 ) )
  326. AK = A( K-1, K-1 ) / T
  327. AKP1 = A( K, K ) / T
  328. AKKP1 = A( K, K-1 ) / T
  329. D = T*( AK*AKP1-ONE )
  330. A( K-1, K-1 ) = AKP1 / D
  331. A( K, K ) = AK / D
  332. A( K, K-1 ) = -AKKP1 / D
  333. *
  334. * Compute columns K-1 and K of the inverse.
  335. *
  336. IF( K.LT.N ) THEN
  337. CALL DCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  338. CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  339. $ ZERO, A( K+1, K ), 1 )
  340. A( K, K ) = A( K, K ) - DDOT( N-K, WORK, 1, A( K+1, K ),
  341. $ 1 )
  342. A( K, K-1 ) = A( K, K-1 ) -
  343. $ DDOT( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  344. $ 1 )
  345. CALL DCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  346. CALL DSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  347. $ ZERO, A( K+1, K-1 ), 1 )
  348. A( K-1, K-1 ) = A( K-1, K-1 ) -
  349. $ DDOT( N-K, WORK, 1, A( K+1, K-1 ), 1 )
  350. END IF
  351. KSTEP = 2
  352. END IF
  353. *
  354. KP = ABS( IPIV( K ) )
  355. IF( KP.NE.K ) THEN
  356. *
  357. * Interchange rows and columns K and KP in the trailing
  358. * submatrix A(k-1:n,k-1:n)
  359. *
  360. IF( KP.LT.N )
  361. $ CALL DSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  362. CALL DSWAP( KP-K-1, A( K+1, K ), 1, A( KP, K+1 ), LDA )
  363. TEMP = A( K, K )
  364. A( K, K ) = A( KP, KP )
  365. A( KP, KP ) = TEMP
  366. IF( KSTEP.EQ.2 ) THEN
  367. TEMP = A( K, K-1 )
  368. A( K, K-1 ) = A( KP, K-1 )
  369. A( KP, K-1 ) = TEMP
  370. END IF
  371. END IF
  372. *
  373. K = K - KSTEP
  374. GO TO 50
  375. 60 CONTINUE
  376. END IF
  377. *
  378. RETURN
  379. *
  380. * End of DSYTRI
  381. *
  382. END