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csptrs.f 12 kB

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  1. *> \brief \b CSPTRS
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CSPTRS + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csptrs.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csptrs.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csptrs.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CSPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDB, N, NRHS
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX AP( * ), B( LDB, * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CSPTRS solves a system of linear equations A*X = B with a complex
  39. *> symmetric matrix A stored in packed format using the factorization
  40. *> A = U*D*U**T or A = L*D*L**T computed by CSPTRF.
  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] NRHS
  62. *> \verbatim
  63. *> NRHS is INTEGER
  64. *> The number of right hand sides, i.e., the number of columns
  65. *> of the matrix B. NRHS >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] AP
  69. *> \verbatim
  70. *> AP is COMPLEX array, dimension (N*(N+1)/2)
  71. *> The block diagonal matrix D and the multipliers used to
  72. *> obtain the factor U or L as computed by CSPTRF, stored as a
  73. *> packed triangular matrix.
  74. *> \endverbatim
  75. *>
  76. *> \param[in] IPIV
  77. *> \verbatim
  78. *> IPIV is INTEGER array, dimension (N)
  79. *> Details of the interchanges and the block structure of D
  80. *> as determined by CSPTRF.
  81. *> \endverbatim
  82. *>
  83. *> \param[in,out] B
  84. *> \verbatim
  85. *> B is COMPLEX array, dimension (LDB,NRHS)
  86. *> On entry, the right hand side matrix B.
  87. *> On exit, the solution matrix X.
  88. *> \endverbatim
  89. *>
  90. *> \param[in] LDB
  91. *> \verbatim
  92. *> LDB is INTEGER
  93. *> The leading dimension of the array B. LDB >= max(1,N).
  94. *> \endverbatim
  95. *>
  96. *> \param[out] INFO
  97. *> \verbatim
  98. *> INFO is INTEGER
  99. *> = 0: successful exit
  100. *> < 0: if INFO = -i, the i-th argument had an illegal value
  101. *> \endverbatim
  102. *
  103. * Authors:
  104. * ========
  105. *
  106. *> \author Univ. of Tennessee
  107. *> \author Univ. of California Berkeley
  108. *> \author Univ. of Colorado Denver
  109. *> \author NAG Ltd.
  110. *
  111. *> \ingroup complexOTHERcomputational
  112. *
  113. * =====================================================================
  114. SUBROUTINE CSPTRS( UPLO, N, NRHS, AP, IPIV, B, LDB, INFO )
  115. *
  116. * -- LAPACK computational routine --
  117. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  118. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  119. *
  120. * .. Scalar Arguments ..
  121. CHARACTER UPLO
  122. INTEGER INFO, LDB, N, NRHS
  123. * ..
  124. * .. Array Arguments ..
  125. INTEGER IPIV( * )
  126. COMPLEX AP( * ), B( LDB, * )
  127. * ..
  128. *
  129. * =====================================================================
  130. *
  131. * .. Parameters ..
  132. COMPLEX ONE
  133. PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ) )
  134. * ..
  135. * .. Local Scalars ..
  136. LOGICAL UPPER
  137. INTEGER J, K, KC, KP
  138. COMPLEX AK, AKM1, AKM1K, BK, BKM1, DENOM
  139. * ..
  140. * .. External Functions ..
  141. LOGICAL LSAME
  142. EXTERNAL LSAME
  143. * ..
  144. * .. External Subroutines ..
  145. EXTERNAL CGEMV, CGERU, CSCAL, CSWAP, XERBLA
  146. * ..
  147. * .. Intrinsic Functions ..
  148. INTRINSIC MAX
  149. * ..
  150. * .. Executable Statements ..
  151. *
  152. INFO = 0
  153. UPPER = LSAME( UPLO, 'U' )
  154. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  155. INFO = -1
  156. ELSE IF( N.LT.0 ) THEN
  157. INFO = -2
  158. ELSE IF( NRHS.LT.0 ) THEN
  159. INFO = -3
  160. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  161. INFO = -7
  162. END IF
  163. IF( INFO.NE.0 ) THEN
  164. CALL XERBLA( 'CSPTRS', -INFO )
  165. RETURN
  166. END IF
  167. *
  168. * Quick return if possible
  169. *
  170. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  171. $ RETURN
  172. *
  173. IF( UPPER ) THEN
  174. *
  175. * Solve A*X = B, where A = U*D*U**T.
  176. *
  177. * First solve U*D*X = B, overwriting B with X.
  178. *
  179. * K is the main loop index, decreasing from N to 1 in steps of
  180. * 1 or 2, depending on the size of the diagonal blocks.
  181. *
  182. K = N
  183. KC = N*( N+1 ) / 2 + 1
  184. 10 CONTINUE
  185. *
  186. * If K < 1, exit from loop.
  187. *
  188. IF( K.LT.1 )
  189. $ GO TO 30
  190. *
  191. KC = KC - K
  192. IF( IPIV( K ).GT.0 ) THEN
  193. *
  194. * 1 x 1 diagonal block
  195. *
  196. * Interchange rows K and IPIV(K).
  197. *
  198. KP = IPIV( K )
  199. IF( KP.NE.K )
  200. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  201. *
  202. * Multiply by inv(U(K)), where U(K) is the transformation
  203. * stored in column K of A.
  204. *
  205. CALL CGERU( K-1, NRHS, -ONE, AP( KC ), 1, B( K, 1 ), LDB,
  206. $ B( 1, 1 ), LDB )
  207. *
  208. * Multiply by the inverse of the diagonal block.
  209. *
  210. CALL CSCAL( NRHS, ONE / AP( KC+K-1 ), B( K, 1 ), LDB )
  211. K = K - 1
  212. ELSE
  213. *
  214. * 2 x 2 diagonal block
  215. *
  216. * Interchange rows K-1 and -IPIV(K).
  217. *
  218. KP = -IPIV( K )
  219. IF( KP.NE.K-1 )
  220. $ CALL CSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  221. *
  222. * Multiply by inv(U(K)), where U(K) is the transformation
  223. * stored in columns K-1 and K of A.
  224. *
  225. CALL CGERU( K-2, NRHS, -ONE, AP( KC ), 1, B( K, 1 ), LDB,
  226. $ B( 1, 1 ), LDB )
  227. CALL CGERU( K-2, NRHS, -ONE, AP( KC-( K-1 ) ), 1,
  228. $ B( K-1, 1 ), LDB, B( 1, 1 ), LDB )
  229. *
  230. * Multiply by the inverse of the diagonal block.
  231. *
  232. AKM1K = AP( KC+K-2 )
  233. AKM1 = AP( KC-1 ) / AKM1K
  234. AK = AP( KC+K-1 ) / AKM1K
  235. DENOM = AKM1*AK - ONE
  236. DO 20 J = 1, NRHS
  237. BKM1 = B( K-1, J ) / AKM1K
  238. BK = B( K, J ) / AKM1K
  239. B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
  240. B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
  241. 20 CONTINUE
  242. KC = KC - K + 1
  243. K = K - 2
  244. END IF
  245. *
  246. GO TO 10
  247. 30 CONTINUE
  248. *
  249. * Next solve U**T*X = B, overwriting B with X.
  250. *
  251. * K is the main loop index, increasing from 1 to N in steps of
  252. * 1 or 2, depending on the size of the diagonal blocks.
  253. *
  254. K = 1
  255. KC = 1
  256. 40 CONTINUE
  257. *
  258. * If K > N, exit from loop.
  259. *
  260. IF( K.GT.N )
  261. $ GO TO 50
  262. *
  263. IF( IPIV( K ).GT.0 ) THEN
  264. *
  265. * 1 x 1 diagonal block
  266. *
  267. * Multiply by inv(U**T(K)), where U(K) is the transformation
  268. * stored in column K of A.
  269. *
  270. CALL CGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, AP( KC ),
  271. $ 1, ONE, B( K, 1 ), LDB )
  272. *
  273. * Interchange rows K and IPIV(K).
  274. *
  275. KP = IPIV( K )
  276. IF( KP.NE.K )
  277. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  278. KC = KC + K
  279. K = K + 1
  280. ELSE
  281. *
  282. * 2 x 2 diagonal block
  283. *
  284. * Multiply by inv(U**T(K+1)), where U(K+1) is the transformation
  285. * stored in columns K and K+1 of A.
  286. *
  287. CALL CGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, AP( KC ),
  288. $ 1, ONE, B( K, 1 ), LDB )
  289. CALL CGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB,
  290. $ AP( KC+K ), 1, ONE, B( K+1, 1 ), LDB )
  291. *
  292. * Interchange rows K and -IPIV(K).
  293. *
  294. KP = -IPIV( K )
  295. IF( KP.NE.K )
  296. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  297. KC = KC + 2*K + 1
  298. K = K + 2
  299. END IF
  300. *
  301. GO TO 40
  302. 50 CONTINUE
  303. *
  304. ELSE
  305. *
  306. * Solve A*X = B, where A = L*D*L**T.
  307. *
  308. * First solve L*D*X = B, overwriting B with X.
  309. *
  310. * K is the main loop index, increasing from 1 to N in steps of
  311. * 1 or 2, depending on the size of the diagonal blocks.
  312. *
  313. K = 1
  314. KC = 1
  315. 60 CONTINUE
  316. *
  317. * If K > N, exit from loop.
  318. *
  319. IF( K.GT.N )
  320. $ GO TO 80
  321. *
  322. IF( IPIV( K ).GT.0 ) THEN
  323. *
  324. * 1 x 1 diagonal block
  325. *
  326. * Interchange rows K and IPIV(K).
  327. *
  328. KP = IPIV( K )
  329. IF( KP.NE.K )
  330. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  331. *
  332. * Multiply by inv(L(K)), where L(K) is the transformation
  333. * stored in column K of A.
  334. *
  335. IF( K.LT.N )
  336. $ CALL CGERU( N-K, NRHS, -ONE, AP( KC+1 ), 1, B( K, 1 ),
  337. $ LDB, B( K+1, 1 ), LDB )
  338. *
  339. * Multiply by the inverse of the diagonal block.
  340. *
  341. CALL CSCAL( NRHS, ONE / AP( KC ), B( K, 1 ), LDB )
  342. KC = KC + N - K + 1
  343. K = K + 1
  344. ELSE
  345. *
  346. * 2 x 2 diagonal block
  347. *
  348. * Interchange rows K+1 and -IPIV(K).
  349. *
  350. KP = -IPIV( K )
  351. IF( KP.NE.K+1 )
  352. $ CALL CSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  353. *
  354. * Multiply by inv(L(K)), where L(K) is the transformation
  355. * stored in columns K and K+1 of A.
  356. *
  357. IF( K.LT.N-1 ) THEN
  358. CALL CGERU( N-K-1, NRHS, -ONE, AP( KC+2 ), 1, B( K, 1 ),
  359. $ LDB, B( K+2, 1 ), LDB )
  360. CALL CGERU( N-K-1, NRHS, -ONE, AP( KC+N-K+2 ), 1,
  361. $ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
  362. END IF
  363. *
  364. * Multiply by the inverse of the diagonal block.
  365. *
  366. AKM1K = AP( KC+1 )
  367. AKM1 = AP( KC ) / AKM1K
  368. AK = AP( KC+N-K+1 ) / AKM1K
  369. DENOM = AKM1*AK - ONE
  370. DO 70 J = 1, NRHS
  371. BKM1 = B( K, J ) / AKM1K
  372. BK = B( K+1, J ) / AKM1K
  373. B( K, J ) = ( AK*BKM1-BK ) / DENOM
  374. B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  375. 70 CONTINUE
  376. KC = KC + 2*( N-K ) + 1
  377. K = K + 2
  378. END IF
  379. *
  380. GO TO 60
  381. 80 CONTINUE
  382. *
  383. * Next solve L**T*X = B, overwriting B with X.
  384. *
  385. * K is the main loop index, decreasing from N to 1 in steps of
  386. * 1 or 2, depending on the size of the diagonal blocks.
  387. *
  388. K = N
  389. KC = N*( N+1 ) / 2 + 1
  390. 90 CONTINUE
  391. *
  392. * If K < 1, exit from loop.
  393. *
  394. IF( K.LT.1 )
  395. $ GO TO 100
  396. *
  397. KC = KC - ( N-K+1 )
  398. IF( IPIV( K ).GT.0 ) THEN
  399. *
  400. * 1 x 1 diagonal block
  401. *
  402. * Multiply by inv(L**T(K)), where L(K) is the transformation
  403. * stored in column K of A.
  404. *
  405. IF( K.LT.N )
  406. $ CALL CGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
  407. $ LDB, AP( KC+1 ), 1, ONE, B( K, 1 ), LDB )
  408. *
  409. * Interchange rows K and IPIV(K).
  410. *
  411. KP = IPIV( K )
  412. IF( KP.NE.K )
  413. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  414. K = K - 1
  415. ELSE
  416. *
  417. * 2 x 2 diagonal block
  418. *
  419. * Multiply by inv(L**T(K-1)), where L(K-1) is the transformation
  420. * stored in columns K-1 and K of A.
  421. *
  422. IF( K.LT.N ) THEN
  423. CALL CGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
  424. $ LDB, AP( KC+1 ), 1, ONE, B( K, 1 ), LDB )
  425. CALL CGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
  426. $ LDB, AP( KC-( N-K ) ), 1, ONE, B( K-1, 1 ),
  427. $ LDB )
  428. END IF
  429. *
  430. * Interchange rows K and -IPIV(K).
  431. *
  432. KP = -IPIV( K )
  433. IF( KP.NE.K )
  434. $ CALL CSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  435. KC = KC - ( N-K+2 )
  436. K = K - 2
  437. END IF
  438. *
  439. GO TO 90
  440. 100 CONTINUE
  441. END IF
  442. *
  443. RETURN
  444. *
  445. * End of CSPTRS
  446. *
  447. END