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cpftri.f 14 kB

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  1. *> \brief \b CPFTRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CPFTRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpftri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpftri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpftri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CPFTRI( TRANSR, UPLO, N, A, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER TRANSR, UPLO
  25. * INTEGER INFO, N
  26. * .. Array Arguments ..
  27. * COMPLEX A( 0: * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CPFTRI computes the inverse of a complex Hermitian positive definite
  37. *> matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
  38. *> computed by CPFTRF.
  39. *> \endverbatim
  40. *
  41. * Arguments:
  42. * ==========
  43. *
  44. *> \param[in] TRANSR
  45. *> \verbatim
  46. *> TRANSR is CHARACTER*1
  47. *> = 'N': The Normal TRANSR of RFP A is stored;
  48. *> = 'C': The Conjugate-transpose TRANSR of RFP A is stored.
  49. *> \endverbatim
  50. *>
  51. *> \param[in] UPLO
  52. *> \verbatim
  53. *> UPLO is CHARACTER*1
  54. *> = 'U': Upper triangle of A is stored;
  55. *> = 'L': Lower triangle of A is stored.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The order of the matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] A
  65. *> \verbatim
  66. *> A is COMPLEX array, dimension ( N*(N+1)/2 );
  67. *> On entry, the Hermitian matrix A in RFP format. RFP format is
  68. *> described by TRANSR, UPLO, and N as follows: If TRANSR = 'N'
  69. *> then RFP A is (0:N,0:k-1) when N is even; k=N/2. RFP A is
  70. *> (0:N-1,0:k) when N is odd; k=N/2. IF TRANSR = 'C' then RFP is
  71. *> the Conjugate-transpose of RFP A as defined when
  72. *> TRANSR = 'N'. The contents of RFP A are defined by UPLO as
  73. *> follows: If UPLO = 'U' the RFP A contains the nt elements of
  74. *> upper packed A. If UPLO = 'L' the RFP A contains the elements
  75. *> of lower packed A. The LDA of RFP A is (N+1)/2 when TRANSR =
  76. *> 'C'. When TRANSR is 'N' the LDA is N+1 when N is even and N
  77. *> is odd. See the Note below for more details.
  78. *>
  79. *> On exit, the Hermitian inverse of the original matrix, in the
  80. *> same storage format.
  81. *> \endverbatim
  82. *>
  83. *> \param[out] INFO
  84. *> \verbatim
  85. *> INFO is INTEGER
  86. *> = 0: successful exit
  87. *> < 0: if INFO = -i, the i-th argument had an illegal value
  88. *> > 0: if INFO = i, the (i,i) element of the factor U or L is
  89. *> zero, and the inverse could not be computed.
  90. *> \endverbatim
  91. *
  92. * Authors:
  93. * ========
  94. *
  95. *> \author Univ. of Tennessee
  96. *> \author Univ. of California Berkeley
  97. *> \author Univ. of Colorado Denver
  98. *> \author NAG Ltd.
  99. *
  100. *> \date November 2011
  101. *
  102. *> \ingroup complexOTHERcomputational
  103. *
  104. *> \par Further Details:
  105. * =====================
  106. *>
  107. *> \verbatim
  108. *>
  109. *> We first consider Standard Packed Format when N is even.
  110. *> We give an example where N = 6.
  111. *>
  112. *> AP is Upper AP is Lower
  113. *>
  114. *> 00 01 02 03 04 05 00
  115. *> 11 12 13 14 15 10 11
  116. *> 22 23 24 25 20 21 22
  117. *> 33 34 35 30 31 32 33
  118. *> 44 45 40 41 42 43 44
  119. *> 55 50 51 52 53 54 55
  120. *>
  121. *>
  122. *> Let TRANSR = 'N'. RFP holds AP as follows:
  123. *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  124. *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  125. *> conjugate-transpose of the first three columns of AP upper.
  126. *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  127. *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  128. *> conjugate-transpose of the last three columns of AP lower.
  129. *> To denote conjugate we place -- above the element. This covers the
  130. *> case N even and TRANSR = 'N'.
  131. *>
  132. *> RFP A RFP A
  133. *>
  134. *> -- -- --
  135. *> 03 04 05 33 43 53
  136. *> -- --
  137. *> 13 14 15 00 44 54
  138. *> --
  139. *> 23 24 25 10 11 55
  140. *>
  141. *> 33 34 35 20 21 22
  142. *> --
  143. *> 00 44 45 30 31 32
  144. *> -- --
  145. *> 01 11 55 40 41 42
  146. *> -- -- --
  147. *> 02 12 22 50 51 52
  148. *>
  149. *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  150. *> transpose of RFP A above. One therefore gets:
  151. *>
  152. *>
  153. *> RFP A RFP A
  154. *>
  155. *> -- -- -- -- -- -- -- -- -- --
  156. *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
  157. *> -- -- -- -- -- -- -- -- -- --
  158. *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
  159. *> -- -- -- -- -- -- -- -- -- --
  160. *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
  161. *>
  162. *>
  163. *> We next consider Standard Packed Format when N is odd.
  164. *> We give an example where N = 5.
  165. *>
  166. *> AP is Upper AP is Lower
  167. *>
  168. *> 00 01 02 03 04 00
  169. *> 11 12 13 14 10 11
  170. *> 22 23 24 20 21 22
  171. *> 33 34 30 31 32 33
  172. *> 44 40 41 42 43 44
  173. *>
  174. *>
  175. *> Let TRANSR = 'N'. RFP holds AP as follows:
  176. *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  177. *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  178. *> conjugate-transpose of the first two columns of AP upper.
  179. *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  180. *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  181. *> conjugate-transpose of the last two columns of AP lower.
  182. *> To denote conjugate we place -- above the element. This covers the
  183. *> case N odd and TRANSR = 'N'.
  184. *>
  185. *> RFP A RFP A
  186. *>
  187. *> -- --
  188. *> 02 03 04 00 33 43
  189. *> --
  190. *> 12 13 14 10 11 44
  191. *>
  192. *> 22 23 24 20 21 22
  193. *> --
  194. *> 00 33 34 30 31 32
  195. *> -- --
  196. *> 01 11 44 40 41 42
  197. *>
  198. *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  199. *> transpose of RFP A above. One therefore gets:
  200. *>
  201. *>
  202. *> RFP A RFP A
  203. *>
  204. *> -- -- -- -- -- -- -- -- --
  205. *> 02 12 22 00 01 00 10 20 30 40 50
  206. *> -- -- -- -- -- -- -- -- --
  207. *> 03 13 23 33 11 33 11 21 31 41 51
  208. *> -- -- -- -- -- -- -- -- --
  209. *> 04 14 24 34 44 43 44 22 32 42 52
  210. *> \endverbatim
  211. *>
  212. * =====================================================================
  213. SUBROUTINE CPFTRI( TRANSR, UPLO, N, A, INFO )
  214. *
  215. * -- LAPACK computational routine (version 3.4.0) --
  216. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  217. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  218. * November 2011
  219. *
  220. * .. Scalar Arguments ..
  221. CHARACTER TRANSR, UPLO
  222. INTEGER INFO, N
  223. * .. Array Arguments ..
  224. COMPLEX A( 0: * )
  225. * ..
  226. *
  227. * =====================================================================
  228. *
  229. * .. Parameters ..
  230. REAL ONE
  231. COMPLEX CONE
  232. PARAMETER ( ONE = 1.0E+0, CONE = ( 1.0E+0, 0.0E+0 ) )
  233. * ..
  234. * .. Local Scalars ..
  235. LOGICAL LOWER, NISODD, NORMALTRANSR
  236. INTEGER N1, N2, K
  237. * ..
  238. * .. External Functions ..
  239. LOGICAL LSAME
  240. EXTERNAL LSAME
  241. * ..
  242. * .. External Subroutines ..
  243. EXTERNAL XERBLA, CTFTRI, CLAUUM, CTRMM, CHERK
  244. * ..
  245. * .. Intrinsic Functions ..
  246. INTRINSIC MOD
  247. * ..
  248. * .. Executable Statements ..
  249. *
  250. * Test the input parameters.
  251. *
  252. INFO = 0
  253. NORMALTRANSR = LSAME( TRANSR, 'N' )
  254. LOWER = LSAME( UPLO, 'L' )
  255. IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'C' ) ) THEN
  256. INFO = -1
  257. ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  258. INFO = -2
  259. ELSE IF( N.LT.0 ) THEN
  260. INFO = -3
  261. END IF
  262. IF( INFO.NE.0 ) THEN
  263. CALL XERBLA( 'CPFTRI', -INFO )
  264. RETURN
  265. END IF
  266. *
  267. * Quick return if possible
  268. *
  269. IF( N.EQ.0 )
  270. $ RETURN
  271. *
  272. * Invert the triangular Cholesky factor U or L.
  273. *
  274. CALL CTFTRI( TRANSR, UPLO, 'N', N, A, INFO )
  275. IF( INFO.GT.0 )
  276. $ RETURN
  277. *
  278. * If N is odd, set NISODD = .TRUE.
  279. * If N is even, set K = N/2 and NISODD = .FALSE.
  280. *
  281. IF( MOD( N, 2 ).EQ.0 ) THEN
  282. K = N / 2
  283. NISODD = .FALSE.
  284. ELSE
  285. NISODD = .TRUE.
  286. END IF
  287. *
  288. * Set N1 and N2 depending on LOWER
  289. *
  290. IF( LOWER ) THEN
  291. N2 = N / 2
  292. N1 = N - N2
  293. ELSE
  294. N1 = N / 2
  295. N2 = N - N1
  296. END IF
  297. *
  298. * Start execution of triangular matrix multiply: inv(U)*inv(U)^C or
  299. * inv(L)^C*inv(L). There are eight cases.
  300. *
  301. IF( NISODD ) THEN
  302. *
  303. * N is odd
  304. *
  305. IF( NORMALTRANSR ) THEN
  306. *
  307. * N is odd and TRANSR = 'N'
  308. *
  309. IF( LOWER ) THEN
  310. *
  311. * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:N1-1) )
  312. * T1 -> a(0,0), T2 -> a(0,1), S -> a(N1,0)
  313. * T1 -> a(0), T2 -> a(n), S -> a(N1)
  314. *
  315. CALL CLAUUM( 'L', N1, A( 0 ), N, INFO )
  316. CALL CHERK( 'L', 'C', N1, N2, ONE, A( N1 ), N, ONE,
  317. $ A( 0 ), N )
  318. CALL CTRMM( 'L', 'U', 'N', 'N', N2, N1, CONE, A( N ), N,
  319. $ A( N1 ), N )
  320. CALL CLAUUM( 'U', N2, A( N ), N, INFO )
  321. *
  322. ELSE
  323. *
  324. * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:N2-1)
  325. * T1 -> a(N1+1,0), T2 -> a(N1,0), S -> a(0,0)
  326. * T1 -> a(N2), T2 -> a(N1), S -> a(0)
  327. *
  328. CALL CLAUUM( 'L', N1, A( N2 ), N, INFO )
  329. CALL CHERK( 'L', 'N', N1, N2, ONE, A( 0 ), N, ONE,
  330. $ A( N2 ), N )
  331. CALL CTRMM( 'R', 'U', 'C', 'N', N1, N2, CONE, A( N1 ), N,
  332. $ A( 0 ), N )
  333. CALL CLAUUM( 'U', N2, A( N1 ), N, INFO )
  334. *
  335. END IF
  336. *
  337. ELSE
  338. *
  339. * N is odd and TRANSR = 'C'
  340. *
  341. IF( LOWER ) THEN
  342. *
  343. * SRPA for LOWER, TRANSPOSE, and N is odd
  344. * T1 -> a(0), T2 -> a(1), S -> a(0+N1*N1)
  345. *
  346. CALL CLAUUM( 'U', N1, A( 0 ), N1, INFO )
  347. CALL CHERK( 'U', 'N', N1, N2, ONE, A( N1*N1 ), N1, ONE,
  348. $ A( 0 ), N1 )
  349. CALL CTRMM( 'R', 'L', 'N', 'N', N1, N2, CONE, A( 1 ), N1,
  350. $ A( N1*N1 ), N1 )
  351. CALL CLAUUM( 'L', N2, A( 1 ), N1, INFO )
  352. *
  353. ELSE
  354. *
  355. * SRPA for UPPER, TRANSPOSE, and N is odd
  356. * T1 -> a(0+N2*N2), T2 -> a(0+N1*N2), S -> a(0)
  357. *
  358. CALL CLAUUM( 'U', N1, A( N2*N2 ), N2, INFO )
  359. CALL CHERK( 'U', 'C', N1, N2, ONE, A( 0 ), N2, ONE,
  360. $ A( N2*N2 ), N2 )
  361. CALL CTRMM( 'L', 'L', 'C', 'N', N2, N1, CONE, A( N1*N2 ),
  362. $ N2, A( 0 ), N2 )
  363. CALL CLAUUM( 'L', N2, A( N1*N2 ), N2, INFO )
  364. *
  365. END IF
  366. *
  367. END IF
  368. *
  369. ELSE
  370. *
  371. * N is even
  372. *
  373. IF( NORMALTRANSR ) THEN
  374. *
  375. * N is even and TRANSR = 'N'
  376. *
  377. IF( LOWER ) THEN
  378. *
  379. * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  380. * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  381. * T1 -> a(1), T2 -> a(0), S -> a(k+1)
  382. *
  383. CALL CLAUUM( 'L', K, A( 1 ), N+1, INFO )
  384. CALL CHERK( 'L', 'C', K, K, ONE, A( K+1 ), N+1, ONE,
  385. $ A( 1 ), N+1 )
  386. CALL CTRMM( 'L', 'U', 'N', 'N', K, K, CONE, A( 0 ), N+1,
  387. $ A( K+1 ), N+1 )
  388. CALL CLAUUM( 'U', K, A( 0 ), N+1, INFO )
  389. *
  390. ELSE
  391. *
  392. * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  393. * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
  394. * T1 -> a(k+1), T2 -> a(k), S -> a(0)
  395. *
  396. CALL CLAUUM( 'L', K, A( K+1 ), N+1, INFO )
  397. CALL CHERK( 'L', 'N', K, K, ONE, A( 0 ), N+1, ONE,
  398. $ A( K+1 ), N+1 )
  399. CALL CTRMM( 'R', 'U', 'C', 'N', K, K, CONE, A( K ), N+1,
  400. $ A( 0 ), N+1 )
  401. CALL CLAUUM( 'U', K, A( K ), N+1, INFO )
  402. *
  403. END IF
  404. *
  405. ELSE
  406. *
  407. * N is even and TRANSR = 'C'
  408. *
  409. IF( LOWER ) THEN
  410. *
  411. * SRPA for LOWER, TRANSPOSE, and N is even (see paper)
  412. * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1),
  413. * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  414. *
  415. CALL CLAUUM( 'U', K, A( K ), K, INFO )
  416. CALL CHERK( 'U', 'N', K, K, ONE, A( K*( K+1 ) ), K, ONE,
  417. $ A( K ), K )
  418. CALL CTRMM( 'R', 'L', 'N', 'N', K, K, CONE, A( 0 ), K,
  419. $ A( K*( K+1 ) ), K )
  420. CALL CLAUUM( 'L', K, A( 0 ), K, INFO )
  421. *
  422. ELSE
  423. *
  424. * SRPA for UPPER, TRANSPOSE, and N is even (see paper)
  425. * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0),
  426. * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  427. *
  428. CALL CLAUUM( 'U', K, A( K*( K+1 ) ), K, INFO )
  429. CALL CHERK( 'U', 'C', K, K, ONE, A( 0 ), K, ONE,
  430. $ A( K*( K+1 ) ), K )
  431. CALL CTRMM( 'L', 'L', 'C', 'N', K, K, CONE, A( K*K ), K,
  432. $ A( 0 ), K )
  433. CALL CLAUUM( 'L', K, A( K*K ), K, INFO )
  434. *
  435. END IF
  436. *
  437. END IF
  438. *
  439. END IF
  440. *
  441. RETURN
  442. *
  443. * End of CPFTRI
  444. *
  445. END