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csytri2x.f 16 kB

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  1. *> \brief \b CSYTRI2X
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CSYTRI2X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csytri2x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csytri2x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csytri2x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N, NB
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * COMPLEX A( LDA, * ), WORK( N+NB+1,* )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> CSYTRI2X 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. *> CSYTRF.
  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 COMPLEX array, dimension (LDA,N)
  64. *> On entry, the NNB diagonal matrix D and the multipliers
  65. *> used to obtain the factor U or L as computed by CSYTRF.
  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 NNB structure of D
  85. *> as determined by CSYTRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is COMPLEX array, dimension (N+NB+1,NB+3)
  91. *> \endverbatim
  92. *>
  93. *> \param[in] NB
  94. *> \verbatim
  95. *> NB is INTEGER
  96. *> Block size
  97. *> \endverbatim
  98. *>
  99. *> \param[out] INFO
  100. *> \verbatim
  101. *> INFO is INTEGER
  102. *> = 0: successful exit
  103. *> < 0: if INFO = -i, the i-th argument had an illegal value
  104. *> > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
  105. *> inverse could not be computed.
  106. *> \endverbatim
  107. *
  108. * Authors:
  109. * ========
  110. *
  111. *> \author Univ. of Tennessee
  112. *> \author Univ. of California Berkeley
  113. *> \author Univ. of Colorado Denver
  114. *> \author NAG Ltd.
  115. *
  116. *> \ingroup complexSYcomputational
  117. *
  118. * =====================================================================
  119. SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
  120. *
  121. * -- LAPACK computational routine --
  122. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  123. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  124. *
  125. * .. Scalar Arguments ..
  126. CHARACTER UPLO
  127. INTEGER INFO, LDA, N, NB
  128. * ..
  129. * .. Array Arguments ..
  130. INTEGER IPIV( * )
  131. COMPLEX A( LDA, * ), WORK( N+NB+1,* )
  132. * ..
  133. *
  134. * =====================================================================
  135. *
  136. * .. Parameters ..
  137. COMPLEX ONE, ZERO
  138. PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ),
  139. $ ZERO = ( 0.0E+0, 0.0E+0 ) )
  140. * ..
  141. * .. Local Scalars ..
  142. LOGICAL UPPER
  143. INTEGER I, IINFO, IP, K, CUT, NNB
  144. INTEGER COUNT
  145. INTEGER J, U11, INVD
  146. COMPLEX AK, AKKP1, AKP1, D, T
  147. COMPLEX U01_I_J, U01_IP1_J
  148. COMPLEX U11_I_J, U11_IP1_J
  149. * ..
  150. * .. External Functions ..
  151. LOGICAL LSAME
  152. EXTERNAL LSAME
  153. * ..
  154. * .. External Subroutines ..
  155. EXTERNAL CSYCONV, XERBLA, CTRTRI
  156. EXTERNAL CGEMM, CTRMM, CSYSWAPR
  157. * ..
  158. * .. Intrinsic Functions ..
  159. INTRINSIC MAX
  160. * ..
  161. * .. Executable Statements ..
  162. *
  163. * Test the input parameters.
  164. *
  165. INFO = 0
  166. UPPER = LSAME( UPLO, 'U' )
  167. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  168. INFO = -1
  169. ELSE IF( N.LT.0 ) THEN
  170. INFO = -2
  171. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  172. INFO = -4
  173. END IF
  174. *
  175. * Quick return if possible
  176. *
  177. *
  178. IF( INFO.NE.0 ) THEN
  179. CALL XERBLA( 'CSYTRI2X', -INFO )
  180. RETURN
  181. END IF
  182. IF( N.EQ.0 )
  183. $ RETURN
  184. *
  185. * Convert A
  186. * Workspace got Non-diag elements of D
  187. *
  188. CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  189. *
  190. * Check that the diagonal matrix D is nonsingular.
  191. *
  192. IF( UPPER ) THEN
  193. *
  194. * Upper triangular storage: examine D from bottom to top
  195. *
  196. DO INFO = N, 1, -1
  197. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  198. $ RETURN
  199. END DO
  200. ELSE
  201. *
  202. * Lower triangular storage: examine D from top to bottom.
  203. *
  204. DO INFO = 1, N
  205. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  206. $ RETURN
  207. END DO
  208. END IF
  209. INFO = 0
  210. *
  211. * Splitting Workspace
  212. * U01 is a block (N,NB+1)
  213. * The first element of U01 is in WORK(1,1)
  214. * U11 is a block (NB+1,NB+1)
  215. * The first element of U11 is in WORK(N+1,1)
  216. U11 = N
  217. * INVD is a block (N,2)
  218. * The first element of INVD is in WORK(1,INVD)
  219. INVD = NB+2
  220. IF( UPPER ) THEN
  221. *
  222. * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
  223. *
  224. CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
  225. *
  226. * inv(D) and inv(D)*inv(U)
  227. *
  228. K=1
  229. DO WHILE ( K .LE. N )
  230. IF( IPIV( K ).GT.0 ) THEN
  231. * 1 x 1 diagonal NNB
  232. WORK(K,INVD) = ONE / A( K, K )
  233. WORK(K,INVD+1) = 0
  234. K=K+1
  235. ELSE
  236. * 2 x 2 diagonal NNB
  237. T = WORK(K+1,1)
  238. AK = A( K, K ) / T
  239. AKP1 = A( K+1, K+1 ) / T
  240. AKKP1 = WORK(K+1,1) / T
  241. D = T*( AK*AKP1-ONE )
  242. WORK(K,INVD) = AKP1 / D
  243. WORK(K+1,INVD+1) = AK / D
  244. WORK(K,INVD+1) = -AKKP1 / D
  245. WORK(K+1,INVD) = -AKKP1 / D
  246. K=K+2
  247. END IF
  248. END DO
  249. *
  250. * inv(U**T) = (inv(U))**T
  251. *
  252. * inv(U**T)*inv(D)*inv(U)
  253. *
  254. CUT=N
  255. DO WHILE (CUT .GT. 0)
  256. NNB=NB
  257. IF (CUT .LE. NNB) THEN
  258. NNB=CUT
  259. ELSE
  260. COUNT = 0
  261. * count negative elements,
  262. DO I=CUT+1-NNB,CUT
  263. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  264. END DO
  265. * need a even number for a clear cut
  266. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  267. END IF
  268. CUT=CUT-NNB
  269. *
  270. * U01 Block
  271. *
  272. DO I=1,CUT
  273. DO J=1,NNB
  274. WORK(I,J)=A(I,CUT+J)
  275. END DO
  276. END DO
  277. *
  278. * U11 Block
  279. *
  280. DO I=1,NNB
  281. WORK(U11+I,I)=ONE
  282. DO J=1,I-1
  283. WORK(U11+I,J)=ZERO
  284. END DO
  285. DO J=I+1,NNB
  286. WORK(U11+I,J)=A(CUT+I,CUT+J)
  287. END DO
  288. END DO
  289. *
  290. * invD*U01
  291. *
  292. I=1
  293. DO WHILE (I .LE. CUT)
  294. IF (IPIV(I) > 0) THEN
  295. DO J=1,NNB
  296. WORK(I,J)=WORK(I,INVD)*WORK(I,J)
  297. END DO
  298. I=I+1
  299. ELSE
  300. DO J=1,NNB
  301. U01_I_J = WORK(I,J)
  302. U01_IP1_J = WORK(I+1,J)
  303. WORK(I,J)=WORK(I,INVD)*U01_I_J+
  304. $ WORK(I,INVD+1)*U01_IP1_J
  305. WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
  306. $ WORK(I+1,INVD+1)*U01_IP1_J
  307. END DO
  308. I=I+2
  309. END IF
  310. END DO
  311. *
  312. * invD1*U11
  313. *
  314. I=1
  315. DO WHILE (I .LE. NNB)
  316. IF (IPIV(CUT+I) > 0) THEN
  317. DO J=I,NNB
  318. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  319. END DO
  320. I=I+1
  321. ELSE
  322. DO J=I,NNB
  323. U11_I_J = WORK(U11+I,J)
  324. U11_IP1_J = WORK(U11+I+1,J)
  325. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  326. $ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
  327. WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
  328. $ WORK(CUT+I+1,INVD+1)*U11_IP1_J
  329. END DO
  330. I=I+2
  331. END IF
  332. END DO
  333. *
  334. * U11**T*invD1*U11->U11
  335. *
  336. CALL CTRMM('L','U','T','U',NNB, NNB,
  337. $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  338. *
  339. DO I=1,NNB
  340. DO J=I,NNB
  341. A(CUT+I,CUT+J)=WORK(U11+I,J)
  342. END DO
  343. END DO
  344. *
  345. * U01**T*invD*U01->A(CUT+I,CUT+J)
  346. *
  347. CALL CGEMM('T','N',NNB,NNB,CUT,ONE,A(1,CUT+1),LDA,
  348. $ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  349. *
  350. * U11 = U11**T*invD1*U11 + U01**T*invD*U01
  351. *
  352. DO I=1,NNB
  353. DO J=I,NNB
  354. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  355. END DO
  356. END DO
  357. *
  358. * U01 = U00**T*invD0*U01
  359. *
  360. CALL CTRMM('L',UPLO,'T','U',CUT, NNB,
  361. $ ONE,A,LDA,WORK,N+NB+1)
  362. *
  363. * Update U01
  364. *
  365. DO I=1,CUT
  366. DO J=1,NNB
  367. A(I,CUT+J)=WORK(I,J)
  368. END DO
  369. END DO
  370. *
  371. * Next Block
  372. *
  373. END DO
  374. *
  375. * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
  376. *
  377. I=1
  378. DO WHILE ( I .LE. N )
  379. IF( IPIV(I) .GT. 0 ) THEN
  380. IP=IPIV(I)
  381. IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
  382. IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
  383. ELSE
  384. IP=-IPIV(I)
  385. I=I+1
  386. IF ( (I-1) .LT. IP)
  387. $ CALL CSYSWAPR( UPLO, N, A, LDA, I-1 ,IP )
  388. IF ( (I-1) .GT. IP)
  389. $ CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I-1 )
  390. ENDIF
  391. I=I+1
  392. END DO
  393. ELSE
  394. *
  395. * LOWER...
  396. *
  397. * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
  398. *
  399. CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
  400. *
  401. * inv(D) and inv(D)*inv(U)
  402. *
  403. K=N
  404. DO WHILE ( K .GE. 1 )
  405. IF( IPIV( K ).GT.0 ) THEN
  406. * 1 x 1 diagonal NNB
  407. WORK(K,INVD) = ONE / A( K, K )
  408. WORK(K,INVD+1) = 0
  409. K=K-1
  410. ELSE
  411. * 2 x 2 diagonal NNB
  412. T = WORK(K-1,1)
  413. AK = A( K-1, K-1 ) / T
  414. AKP1 = A( K, K ) / T
  415. AKKP1 = WORK(K-1,1) / T
  416. D = T*( AK*AKP1-ONE )
  417. WORK(K-1,INVD) = AKP1 / D
  418. WORK(K,INVD) = AK / D
  419. WORK(K,INVD+1) = -AKKP1 / D
  420. WORK(K-1,INVD+1) = -AKKP1 / D
  421. K=K-2
  422. END IF
  423. END DO
  424. *
  425. * inv(U**T) = (inv(U))**T
  426. *
  427. * inv(U**T)*inv(D)*inv(U)
  428. *
  429. CUT=0
  430. DO WHILE (CUT .LT. N)
  431. NNB=NB
  432. IF (CUT + NNB .GE. N) THEN
  433. NNB=N-CUT
  434. ELSE
  435. COUNT = 0
  436. * count negative elements,
  437. DO I=CUT+1,CUT+NNB
  438. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  439. END DO
  440. * need a even number for a clear cut
  441. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  442. END IF
  443. * L21 Block
  444. DO I=1,N-CUT-NNB
  445. DO J=1,NNB
  446. WORK(I,J)=A(CUT+NNB+I,CUT+J)
  447. END DO
  448. END DO
  449. * L11 Block
  450. DO I=1,NNB
  451. WORK(U11+I,I)=ONE
  452. DO J=I+1,NNB
  453. WORK(U11+I,J)=ZERO
  454. END DO
  455. DO J=1,I-1
  456. WORK(U11+I,J)=A(CUT+I,CUT+J)
  457. END DO
  458. END DO
  459. *
  460. * invD*L21
  461. *
  462. I=N-CUT-NNB
  463. DO WHILE (I .GE. 1)
  464. IF (IPIV(CUT+NNB+I) > 0) THEN
  465. DO J=1,NNB
  466. WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
  467. END DO
  468. I=I-1
  469. ELSE
  470. DO J=1,NNB
  471. U01_I_J = WORK(I,J)
  472. U01_IP1_J = WORK(I-1,J)
  473. WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
  474. $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
  475. WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
  476. $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
  477. END DO
  478. I=I-2
  479. END IF
  480. END DO
  481. *
  482. * invD1*L11
  483. *
  484. I=NNB
  485. DO WHILE (I .GE. 1)
  486. IF (IPIV(CUT+I) > 0) THEN
  487. DO J=1,NNB
  488. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  489. END DO
  490. I=I-1
  491. ELSE
  492. DO J=1,NNB
  493. U11_I_J = WORK(U11+I,J)
  494. U11_IP1_J = WORK(U11+I-1,J)
  495. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  496. $ WORK(CUT+I,INVD+1)*U11_IP1_J
  497. WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
  498. $ WORK(CUT+I-1,INVD)*U11_IP1_J
  499. END DO
  500. I=I-2
  501. END IF
  502. END DO
  503. *
  504. * L11**T*invD1*L11->L11
  505. *
  506. CALL CTRMM('L',UPLO,'T','U',NNB, NNB,
  507. $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  508. *
  509. DO I=1,NNB
  510. DO J=1,I
  511. A(CUT+I,CUT+J)=WORK(U11+I,J)
  512. END DO
  513. END DO
  514. *
  515. IF ( (CUT+NNB) .LT. N ) THEN
  516. *
  517. * L21**T*invD2*L21->A(CUT+I,CUT+J)
  518. *
  519. CALL CGEMM('T','N',NNB,NNB,N-NNB-CUT,ONE,A(CUT+NNB+1,CUT+1)
  520. $ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  521. *
  522. * L11 = L11**T*invD1*L11 + U01**T*invD*U01
  523. *
  524. DO I=1,NNB
  525. DO J=1,I
  526. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  527. END DO
  528. END DO
  529. *
  530. * L01 = L22**T*invD2*L21
  531. *
  532. CALL CTRMM('L',UPLO,'T','U', N-NNB-CUT, NNB,
  533. $ ONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
  534. * Update L21
  535. DO I=1,N-CUT-NNB
  536. DO J=1,NNB
  537. A(CUT+NNB+I,CUT+J)=WORK(I,J)
  538. END DO
  539. END DO
  540. ELSE
  541. *
  542. * L11 = L11**T*invD1*L11
  543. *
  544. DO I=1,NNB
  545. DO J=1,I
  546. A(CUT+I,CUT+J)=WORK(U11+I,J)
  547. END DO
  548. END DO
  549. END IF
  550. *
  551. * Next Block
  552. *
  553. CUT=CUT+NNB
  554. END DO
  555. *
  556. * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
  557. *
  558. I=N
  559. DO WHILE ( I .GE. 1 )
  560. IF( IPIV(I) .GT. 0 ) THEN
  561. IP=IPIV(I)
  562. IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
  563. IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
  564. ELSE
  565. IP=-IPIV(I)
  566. IF ( I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
  567. IF ( I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
  568. I=I-1
  569. ENDIF
  570. I=I-1
  571. END DO
  572. END IF
  573. *
  574. RETURN
  575. *
  576. * End of CSYTRI2X
  577. *
  578. END