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dsytri2x.f 16 kB

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  1. *> \brief \b DSYTRI2X
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DSYTRI2X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytri2x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytri2x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytri2x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DSYTRI2X( 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. * DOUBLE PRECISION A( LDA, * ), WORK( N+NB+1,* )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> DSYTRI2X 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 NNB 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 NNB 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+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 doubleSYcomputational
  117. *
  118. * =====================================================================
  119. SUBROUTINE DSYTRI2X( 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. DOUBLE PRECISION A( LDA, * ), WORK( N+NB+1,* )
  132. * ..
  133. *
  134. * =====================================================================
  135. *
  136. * .. Parameters ..
  137. DOUBLE PRECISION ONE, ZERO
  138. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  139. * ..
  140. * .. Local Scalars ..
  141. LOGICAL UPPER
  142. INTEGER I, IINFO, IP, K, CUT, NNB
  143. INTEGER COUNT
  144. INTEGER J, U11, INVD
  145. DOUBLE PRECISION AK, AKKP1, AKP1, D, T
  146. DOUBLE PRECISION U01_I_J, U01_IP1_J
  147. DOUBLE PRECISION U11_I_J, U11_IP1_J
  148. * ..
  149. * .. External Functions ..
  150. LOGICAL LSAME
  151. EXTERNAL LSAME
  152. * ..
  153. * .. External Subroutines ..
  154. EXTERNAL DSYCONV, XERBLA, DTRTRI
  155. EXTERNAL DGEMM, DTRMM, DSYSWAPR
  156. * ..
  157. * .. Intrinsic Functions ..
  158. INTRINSIC MAX
  159. * ..
  160. * .. Executable Statements ..
  161. *
  162. * Test the input parameters.
  163. *
  164. INFO = 0
  165. UPPER = LSAME( UPLO, 'U' )
  166. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  167. INFO = -1
  168. ELSE IF( N.LT.0 ) THEN
  169. INFO = -2
  170. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  171. INFO = -4
  172. END IF
  173. *
  174. * Quick return if possible
  175. *
  176. *
  177. IF( INFO.NE.0 ) THEN
  178. CALL XERBLA( 'DSYTRI2X', -INFO )
  179. RETURN
  180. END IF
  181. IF( N.EQ.0 )
  182. $ RETURN
  183. *
  184. * Convert A
  185. * Workspace got Non-diag elements of D
  186. *
  187. CALL DSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  188. *
  189. * Check that the diagonal matrix D is nonsingular.
  190. *
  191. IF( UPPER ) THEN
  192. *
  193. * Upper triangular storage: examine D from bottom to top
  194. *
  195. DO INFO = N, 1, -1
  196. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  197. $ RETURN
  198. END DO
  199. ELSE
  200. *
  201. * Lower triangular storage: examine D from top to bottom.
  202. *
  203. DO INFO = 1, N
  204. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  205. $ RETURN
  206. END DO
  207. END IF
  208. INFO = 0
  209. *
  210. * Splitting Workspace
  211. * U01 is a block (N,NB+1)
  212. * The first element of U01 is in WORK(1,1)
  213. * U11 is a block (NB+1,NB+1)
  214. * The first element of U11 is in WORK(N+1,1)
  215. U11 = N
  216. * INVD is a block (N,2)
  217. * The first element of INVD is in WORK(1,INVD)
  218. INVD = NB+2
  219. IF( UPPER ) THEN
  220. *
  221. * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
  222. *
  223. CALL DTRTRI( UPLO, 'U', N, A, LDA, INFO )
  224. *
  225. * inv(D) and inv(D)*inv(U)
  226. *
  227. K=1
  228. DO WHILE ( K .LE. N )
  229. IF( IPIV( K ).GT.0 ) THEN
  230. * 1 x 1 diagonal NNB
  231. WORK(K,INVD) = ONE / A( K, K )
  232. WORK(K,INVD+1) = 0
  233. K=K+1
  234. ELSE
  235. * 2 x 2 diagonal NNB
  236. T = WORK(K+1,1)
  237. AK = A( K, K ) / T
  238. AKP1 = A( K+1, K+1 ) / T
  239. AKKP1 = WORK(K+1,1) / T
  240. D = T*( AK*AKP1-ONE )
  241. WORK(K,INVD) = AKP1 / D
  242. WORK(K+1,INVD+1) = AK / D
  243. WORK(K,INVD+1) = -AKKP1 / D
  244. WORK(K+1,INVD) = -AKKP1 / D
  245. K=K+2
  246. END IF
  247. END DO
  248. *
  249. * inv(U**T) = (inv(U))**T
  250. *
  251. * inv(U**T)*inv(D)*inv(U)
  252. *
  253. CUT=N
  254. DO WHILE (CUT .GT. 0)
  255. NNB=NB
  256. IF (CUT .LE. NNB) THEN
  257. NNB=CUT
  258. ELSE
  259. COUNT = 0
  260. * count negative elements,
  261. DO I=CUT+1-NNB,CUT
  262. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  263. END DO
  264. * need a even number for a clear cut
  265. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  266. END IF
  267. CUT=CUT-NNB
  268. *
  269. * U01 Block
  270. *
  271. DO I=1,CUT
  272. DO J=1,NNB
  273. WORK(I,J)=A(I,CUT+J)
  274. END DO
  275. END DO
  276. *
  277. * U11 Block
  278. *
  279. DO I=1,NNB
  280. WORK(U11+I,I)=ONE
  281. DO J=1,I-1
  282. WORK(U11+I,J)=ZERO
  283. END DO
  284. DO J=I+1,NNB
  285. WORK(U11+I,J)=A(CUT+I,CUT+J)
  286. END DO
  287. END DO
  288. *
  289. * invD*U01
  290. *
  291. I=1
  292. DO WHILE (I .LE. CUT)
  293. IF (IPIV(I) > 0) THEN
  294. DO J=1,NNB
  295. WORK(I,J)=WORK(I,INVD)*WORK(I,J)
  296. END DO
  297. I=I+1
  298. ELSE
  299. DO J=1,NNB
  300. U01_I_J = WORK(I,J)
  301. U01_IP1_J = WORK(I+1,J)
  302. WORK(I,J)=WORK(I,INVD)*U01_I_J+
  303. $ WORK(I,INVD+1)*U01_IP1_J
  304. WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
  305. $ WORK(I+1,INVD+1)*U01_IP1_J
  306. END DO
  307. I=I+2
  308. END IF
  309. END DO
  310. *
  311. * invD1*U11
  312. *
  313. I=1
  314. DO WHILE (I .LE. NNB)
  315. IF (IPIV(CUT+I) > 0) THEN
  316. DO J=I,NNB
  317. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  318. END DO
  319. I=I+1
  320. ELSE
  321. DO J=I,NNB
  322. U11_I_J = WORK(U11+I,J)
  323. U11_IP1_J = WORK(U11+I+1,J)
  324. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  325. $ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
  326. WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
  327. $ WORK(CUT+I+1,INVD+1)*U11_IP1_J
  328. END DO
  329. I=I+2
  330. END IF
  331. END DO
  332. *
  333. * U11**T*invD1*U11->U11
  334. *
  335. CALL DTRMM('L','U','T','U',NNB, NNB,
  336. $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  337. *
  338. DO I=1,NNB
  339. DO J=I,NNB
  340. A(CUT+I,CUT+J)=WORK(U11+I,J)
  341. END DO
  342. END DO
  343. *
  344. * U01**T*invD*U01->A(CUT+I,CUT+J)
  345. *
  346. CALL DGEMM('T','N',NNB,NNB,CUT,ONE,A(1,CUT+1),LDA,
  347. $ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  348. *
  349. * U11 = U11**T*invD1*U11 + U01**T*invD*U01
  350. *
  351. DO I=1,NNB
  352. DO J=I,NNB
  353. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  354. END DO
  355. END DO
  356. *
  357. * U01 = U00**T*invD0*U01
  358. *
  359. CALL DTRMM('L',UPLO,'T','U',CUT, NNB,
  360. $ ONE,A,LDA,WORK,N+NB+1)
  361. *
  362. * Update U01
  363. *
  364. DO I=1,CUT
  365. DO J=1,NNB
  366. A(I,CUT+J)=WORK(I,J)
  367. END DO
  368. END DO
  369. *
  370. * Next Block
  371. *
  372. END DO
  373. *
  374. * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
  375. *
  376. I=1
  377. DO WHILE ( I .LE. N )
  378. IF( IPIV(I) .GT. 0 ) THEN
  379. IP=IPIV(I)
  380. IF (I .LT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, I ,IP )
  381. IF (I .GT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, IP ,I )
  382. ELSE
  383. IP=-IPIV(I)
  384. I=I+1
  385. IF ( (I-1) .LT. IP)
  386. $ CALL DSYSWAPR( UPLO, N, A, LDA, I-1 ,IP )
  387. IF ( (I-1) .GT. IP)
  388. $ CALL DSYSWAPR( UPLO, N, A, LDA, IP ,I-1 )
  389. ENDIF
  390. I=I+1
  391. END DO
  392. ELSE
  393. *
  394. * LOWER...
  395. *
  396. * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
  397. *
  398. CALL DTRTRI( UPLO, 'U', N, A, LDA, INFO )
  399. *
  400. * inv(D) and inv(D)*inv(U)
  401. *
  402. K=N
  403. DO WHILE ( K .GE. 1 )
  404. IF( IPIV( K ).GT.0 ) THEN
  405. * 1 x 1 diagonal NNB
  406. WORK(K,INVD) = ONE / A( K, K )
  407. WORK(K,INVD+1) = 0
  408. K=K-1
  409. ELSE
  410. * 2 x 2 diagonal NNB
  411. T = WORK(K-1,1)
  412. AK = A( K-1, K-1 ) / T
  413. AKP1 = A( K, K ) / T
  414. AKKP1 = WORK(K-1,1) / T
  415. D = T*( AK*AKP1-ONE )
  416. WORK(K-1,INVD) = AKP1 / D
  417. WORK(K,INVD) = AK / D
  418. WORK(K,INVD+1) = -AKKP1 / D
  419. WORK(K-1,INVD+1) = -AKKP1 / D
  420. K=K-2
  421. END IF
  422. END DO
  423. *
  424. * inv(U**T) = (inv(U))**T
  425. *
  426. * inv(U**T)*inv(D)*inv(U)
  427. *
  428. CUT=0
  429. DO WHILE (CUT .LT. N)
  430. NNB=NB
  431. IF (CUT + NNB .GT. N) THEN
  432. NNB=N-CUT
  433. ELSE
  434. COUNT = 0
  435. * count negative elements,
  436. DO I=CUT+1,CUT+NNB
  437. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  438. END DO
  439. * need a even number for a clear cut
  440. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  441. END IF
  442. * L21 Block
  443. DO I=1,N-CUT-NNB
  444. DO J=1,NNB
  445. WORK(I,J)=A(CUT+NNB+I,CUT+J)
  446. END DO
  447. END DO
  448. * L11 Block
  449. DO I=1,NNB
  450. WORK(U11+I,I)=ONE
  451. DO J=I+1,NNB
  452. WORK(U11+I,J)=ZERO
  453. END DO
  454. DO J=1,I-1
  455. WORK(U11+I,J)=A(CUT+I,CUT+J)
  456. END DO
  457. END DO
  458. *
  459. * invD*L21
  460. *
  461. I=N-CUT-NNB
  462. DO WHILE (I .GE. 1)
  463. IF (IPIV(CUT+NNB+I) > 0) THEN
  464. DO J=1,NNB
  465. WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
  466. END DO
  467. I=I-1
  468. ELSE
  469. DO J=1,NNB
  470. U01_I_J = WORK(I,J)
  471. U01_IP1_J = WORK(I-1,J)
  472. WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
  473. $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
  474. WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
  475. $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
  476. END DO
  477. I=I-2
  478. END IF
  479. END DO
  480. *
  481. * invD1*L11
  482. *
  483. I=NNB
  484. DO WHILE (I .GE. 1)
  485. IF (IPIV(CUT+I) > 0) THEN
  486. DO J=1,NNB
  487. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  488. END DO
  489. I=I-1
  490. ELSE
  491. DO J=1,NNB
  492. U11_I_J = WORK(U11+I,J)
  493. U11_IP1_J = WORK(U11+I-1,J)
  494. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  495. $ WORK(CUT+I,INVD+1)*U11_IP1_J
  496. WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
  497. $ WORK(CUT+I-1,INVD)*U11_IP1_J
  498. END DO
  499. I=I-2
  500. END IF
  501. END DO
  502. *
  503. * L11**T*invD1*L11->L11
  504. *
  505. CALL DTRMM('L',UPLO,'T','U',NNB, NNB,
  506. $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  507. *
  508. DO I=1,NNB
  509. DO J=1,I
  510. A(CUT+I,CUT+J)=WORK(U11+I,J)
  511. END DO
  512. END DO
  513. *
  514. IF ( (CUT+NNB) .LT. N ) THEN
  515. *
  516. * L21**T*invD2*L21->A(CUT+I,CUT+J)
  517. *
  518. CALL DGEMM('T','N',NNB,NNB,N-NNB-CUT,ONE,A(CUT+NNB+1,CUT+1)
  519. $ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  520. *
  521. * L11 = L11**T*invD1*L11 + U01**T*invD*U01
  522. *
  523. DO I=1,NNB
  524. DO J=1,I
  525. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  526. END DO
  527. END DO
  528. *
  529. * L01 = L22**T*invD2*L21
  530. *
  531. CALL DTRMM('L',UPLO,'T','U', N-NNB-CUT, NNB,
  532. $ ONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
  533. *
  534. * Update L21
  535. *
  536. DO I=1,N-CUT-NNB
  537. DO J=1,NNB
  538. A(CUT+NNB+I,CUT+J)=WORK(I,J)
  539. END DO
  540. END DO
  541. ELSE
  542. *
  543. * L11 = L11**T*invD1*L11
  544. *
  545. DO I=1,NNB
  546. DO J=1,I
  547. A(CUT+I,CUT+J)=WORK(U11+I,J)
  548. END DO
  549. END DO
  550. END IF
  551. *
  552. * Next Block
  553. *
  554. CUT=CUT+NNB
  555. END DO
  556. *
  557. * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
  558. *
  559. I=N
  560. DO WHILE ( I .GE. 1 )
  561. IF( IPIV(I) .GT. 0 ) THEN
  562. IP=IPIV(I)
  563. IF (I .LT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, I ,IP )
  564. IF (I .GT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, IP ,I )
  565. ELSE
  566. IP=-IPIV(I)
  567. IF ( I .LT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, I ,IP )
  568. IF ( I .GT. IP) CALL DSYSWAPR( UPLO, N, A, LDA, IP, I )
  569. I=I-1
  570. ENDIF
  571. I=I-1
  572. END DO
  573. END IF
  574. *
  575. RETURN
  576. *
  577. * End of DSYTRI2X
  578. *
  579. END