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spftri.f 13 kB

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  1. *> \brief \b SPFTRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SPFTRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/spftri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/spftri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/spftri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SPFTRI( TRANSR, UPLO, N, A, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER TRANSR, UPLO
  25. * INTEGER INFO, N
  26. * .. Array Arguments ..
  27. * REAL A( 0: * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> SPFTRI computes the inverse of a real (symmetric) positive definite
  37. *> matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
  38. *> computed by SPFTRF.
  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. *> = 'T': The 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 REAL array, dimension ( N*(N+1)/2 )
  67. *> On entry, the symmetric 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 = 'T' then RFP is
  71. *> the 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. *> 'T'. 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 symmetric 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 realOTHERcomputational
  103. *
  104. *> \par Further Details:
  105. * =====================
  106. *>
  107. *> \verbatim
  108. *>
  109. *> We first consider Rectangular Full Packed (RFP) Format when N is
  110. *> even. 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. *> the 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. *> the transpose of the last three columns of AP lower.
  129. *> This covers the case N even and TRANSR = 'N'.
  130. *>
  131. *> RFP A RFP A
  132. *>
  133. *> 03 04 05 33 43 53
  134. *> 13 14 15 00 44 54
  135. *> 23 24 25 10 11 55
  136. *> 33 34 35 20 21 22
  137. *> 00 44 45 30 31 32
  138. *> 01 11 55 40 41 42
  139. *> 02 12 22 50 51 52
  140. *>
  141. *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  142. *> transpose of RFP A above. One therefore gets:
  143. *>
  144. *>
  145. *> RFP A RFP A
  146. *>
  147. *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
  148. *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
  149. *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
  150. *>
  151. *>
  152. *> We then consider Rectangular Full Packed (RFP) Format when N is
  153. *> odd. We give an example where N = 5.
  154. *>
  155. *> AP is Upper AP is Lower
  156. *>
  157. *> 00 01 02 03 04 00
  158. *> 11 12 13 14 10 11
  159. *> 22 23 24 20 21 22
  160. *> 33 34 30 31 32 33
  161. *> 44 40 41 42 43 44
  162. *>
  163. *>
  164. *> Let TRANSR = 'N'. RFP holds AP as follows:
  165. *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  166. *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  167. *> the transpose of the first two columns of AP upper.
  168. *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  169. *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  170. *> the transpose of the last two columns of AP lower.
  171. *> This covers the case N odd and TRANSR = 'N'.
  172. *>
  173. *> RFP A RFP A
  174. *>
  175. *> 02 03 04 00 33 43
  176. *> 12 13 14 10 11 44
  177. *> 22 23 24 20 21 22
  178. *> 00 33 34 30 31 32
  179. *> 01 11 44 40 41 42
  180. *>
  181. *> Now let TRANSR = 'T'. RFP A in both UPLO cases is just the
  182. *> transpose of RFP A above. One therefore gets:
  183. *>
  184. *> RFP A RFP A
  185. *>
  186. *> 02 12 22 00 01 00 10 20 30 40 50
  187. *> 03 13 23 33 11 33 11 21 31 41 51
  188. *> 04 14 24 34 44 43 44 22 32 42 52
  189. *> \endverbatim
  190. *>
  191. * =====================================================================
  192. SUBROUTINE SPFTRI( TRANSR, UPLO, N, A, INFO )
  193. *
  194. * -- LAPACK computational routine (version 3.4.0) --
  195. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  196. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  197. * November 2011
  198. *
  199. * .. Scalar Arguments ..
  200. CHARACTER TRANSR, UPLO
  201. INTEGER INFO, N
  202. * .. Array Arguments ..
  203. REAL A( 0: * )
  204. * ..
  205. *
  206. * =====================================================================
  207. *
  208. * .. Parameters ..
  209. REAL ONE
  210. PARAMETER ( ONE = 1.0E+0 )
  211. * ..
  212. * .. Local Scalars ..
  213. LOGICAL LOWER, NISODD, NORMALTRANSR
  214. INTEGER N1, N2, K
  215. * ..
  216. * .. External Functions ..
  217. LOGICAL LSAME
  218. EXTERNAL LSAME
  219. * ..
  220. * .. External Subroutines ..
  221. EXTERNAL XERBLA, STFTRI, SLAUUM, STRMM, SSYRK
  222. * ..
  223. * .. Intrinsic Functions ..
  224. INTRINSIC MOD
  225. * ..
  226. * .. Executable Statements ..
  227. *
  228. * Test the input parameters.
  229. *
  230. INFO = 0
  231. NORMALTRANSR = LSAME( TRANSR, 'N' )
  232. LOWER = LSAME( UPLO, 'L' )
  233. IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'T' ) ) THEN
  234. INFO = -1
  235. ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  236. INFO = -2
  237. ELSE IF( N.LT.0 ) THEN
  238. INFO = -3
  239. END IF
  240. IF( INFO.NE.0 ) THEN
  241. CALL XERBLA( 'SPFTRI', -INFO )
  242. RETURN
  243. END IF
  244. *
  245. * Quick return if possible
  246. *
  247. IF( N.EQ.0 )
  248. $ RETURN
  249. *
  250. * Invert the triangular Cholesky factor U or L.
  251. *
  252. CALL STFTRI( TRANSR, UPLO, 'N', N, A, INFO )
  253. IF( INFO.GT.0 )
  254. $ RETURN
  255. *
  256. * If N is odd, set NISODD = .TRUE.
  257. * If N is even, set K = N/2 and NISODD = .FALSE.
  258. *
  259. IF( MOD( N, 2 ).EQ.0 ) THEN
  260. K = N / 2
  261. NISODD = .FALSE.
  262. ELSE
  263. NISODD = .TRUE.
  264. END IF
  265. *
  266. * Set N1 and N2 depending on LOWER
  267. *
  268. IF( LOWER ) THEN
  269. N2 = N / 2
  270. N1 = N - N2
  271. ELSE
  272. N1 = N / 2
  273. N2 = N - N1
  274. END IF
  275. *
  276. * Start execution of triangular matrix multiply: inv(U)*inv(U)^C or
  277. * inv(L)^C*inv(L). There are eight cases.
  278. *
  279. IF( NISODD ) THEN
  280. *
  281. * N is odd
  282. *
  283. IF( NORMALTRANSR ) THEN
  284. *
  285. * N is odd and TRANSR = 'N'
  286. *
  287. IF( LOWER ) THEN
  288. *
  289. * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:N1-1) )
  290. * T1 -> a(0,0), T2 -> a(0,1), S -> a(N1,0)
  291. * T1 -> a(0), T2 -> a(n), S -> a(N1)
  292. *
  293. CALL SLAUUM( 'L', N1, A( 0 ), N, INFO )
  294. CALL SSYRK( 'L', 'T', N1, N2, ONE, A( N1 ), N, ONE,
  295. $ A( 0 ), N )
  296. CALL STRMM( 'L', 'U', 'N', 'N', N2, N1, ONE, A( N ), N,
  297. $ A( N1 ), N )
  298. CALL SLAUUM( 'U', N2, A( N ), N, INFO )
  299. *
  300. ELSE
  301. *
  302. * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:N2-1)
  303. * T1 -> a(N1+1,0), T2 -> a(N1,0), S -> a(0,0)
  304. * T1 -> a(N2), T2 -> a(N1), S -> a(0)
  305. *
  306. CALL SLAUUM( 'L', N1, A( N2 ), N, INFO )
  307. CALL SSYRK( 'L', 'N', N1, N2, ONE, A( 0 ), N, ONE,
  308. $ A( N2 ), N )
  309. CALL STRMM( 'R', 'U', 'T', 'N', N1, N2, ONE, A( N1 ), N,
  310. $ A( 0 ), N )
  311. CALL SLAUUM( 'U', N2, A( N1 ), N, INFO )
  312. *
  313. END IF
  314. *
  315. ELSE
  316. *
  317. * N is odd and TRANSR = 'T'
  318. *
  319. IF( LOWER ) THEN
  320. *
  321. * SRPA for LOWER, TRANSPOSE, and N is odd
  322. * T1 -> a(0), T2 -> a(1), S -> a(0+N1*N1)
  323. *
  324. CALL SLAUUM( 'U', N1, A( 0 ), N1, INFO )
  325. CALL SSYRK( 'U', 'N', N1, N2, ONE, A( N1*N1 ), N1, ONE,
  326. $ A( 0 ), N1 )
  327. CALL STRMM( 'R', 'L', 'N', 'N', N1, N2, ONE, A( 1 ), N1,
  328. $ A( N1*N1 ), N1 )
  329. CALL SLAUUM( 'L', N2, A( 1 ), N1, INFO )
  330. *
  331. ELSE
  332. *
  333. * SRPA for UPPER, TRANSPOSE, and N is odd
  334. * T1 -> a(0+N2*N2), T2 -> a(0+N1*N2), S -> a(0)
  335. *
  336. CALL SLAUUM( 'U', N1, A( N2*N2 ), N2, INFO )
  337. CALL SSYRK( 'U', 'T', N1, N2, ONE, A( 0 ), N2, ONE,
  338. $ A( N2*N2 ), N2 )
  339. CALL STRMM( 'L', 'L', 'T', 'N', N2, N1, ONE, A( N1*N2 ),
  340. $ N2, A( 0 ), N2 )
  341. CALL SLAUUM( 'L', N2, A( N1*N2 ), N2, INFO )
  342. *
  343. END IF
  344. *
  345. END IF
  346. *
  347. ELSE
  348. *
  349. * N is even
  350. *
  351. IF( NORMALTRANSR ) THEN
  352. *
  353. * N is even and TRANSR = 'N'
  354. *
  355. IF( LOWER ) THEN
  356. *
  357. * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  358. * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  359. * T1 -> a(1), T2 -> a(0), S -> a(k+1)
  360. *
  361. CALL SLAUUM( 'L', K, A( 1 ), N+1, INFO )
  362. CALL SSYRK( 'L', 'T', K, K, ONE, A( K+1 ), N+1, ONE,
  363. $ A( 1 ), N+1 )
  364. CALL STRMM( 'L', 'U', 'N', 'N', K, K, ONE, A( 0 ), N+1,
  365. $ A( K+1 ), N+1 )
  366. CALL SLAUUM( 'U', K, A( 0 ), N+1, INFO )
  367. *
  368. ELSE
  369. *
  370. * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  371. * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
  372. * T1 -> a(k+1), T2 -> a(k), S -> a(0)
  373. *
  374. CALL SLAUUM( 'L', K, A( K+1 ), N+1, INFO )
  375. CALL SSYRK( 'L', 'N', K, K, ONE, A( 0 ), N+1, ONE,
  376. $ A( K+1 ), N+1 )
  377. CALL STRMM( 'R', 'U', 'T', 'N', K, K, ONE, A( K ), N+1,
  378. $ A( 0 ), N+1 )
  379. CALL SLAUUM( 'U', K, A( K ), N+1, INFO )
  380. *
  381. END IF
  382. *
  383. ELSE
  384. *
  385. * N is even and TRANSR = 'T'
  386. *
  387. IF( LOWER ) THEN
  388. *
  389. * SRPA for LOWER, TRANSPOSE, and N is even (see paper)
  390. * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1),
  391. * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  392. *
  393. CALL SLAUUM( 'U', K, A( K ), K, INFO )
  394. CALL SSYRK( 'U', 'N', K, K, ONE, A( K*( K+1 ) ), K, ONE,
  395. $ A( K ), K )
  396. CALL STRMM( 'R', 'L', 'N', 'N', K, K, ONE, A( 0 ), K,
  397. $ A( K*( K+1 ) ), K )
  398. CALL SLAUUM( 'L', K, A( 0 ), K, INFO )
  399. *
  400. ELSE
  401. *
  402. * SRPA for UPPER, TRANSPOSE, and N is even (see paper)
  403. * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0),
  404. * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  405. *
  406. CALL SLAUUM( 'U', K, A( K*( K+1 ) ), K, INFO )
  407. CALL SSYRK( 'U', 'T', K, K, ONE, A( 0 ), K, ONE,
  408. $ A( K*( K+1 ) ), K )
  409. CALL STRMM( 'L', 'L', 'T', 'N', K, K, ONE, A( K*K ), K,
  410. $ A( 0 ), K )
  411. CALL SLAUUM( 'L', K, A( K*K ), K, INFO )
  412. *
  413. END IF
  414. *
  415. END IF
  416. *
  417. END IF
  418. *
  419. RETURN
  420. *
  421. * End of SPFTRI
  422. *
  423. END