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sgetri.f 7.3 kB

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  1. *> \brief \b SGETRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGETRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgetri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgetri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgetri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, LWORK, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER IPIV( * )
  28. * REAL A( LDA, * ), WORK( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SGETRI computes the inverse of a matrix using the LU factorization
  38. *> computed by SGETRF.
  39. *>
  40. *> This method inverts U and then computes inv(A) by solving the system
  41. *> inv(A)*L = inv(U) for inv(A).
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] N
  48. *> \verbatim
  49. *> N is INTEGER
  50. *> The order of the matrix A. N >= 0.
  51. *> \endverbatim
  52. *>
  53. *> \param[in,out] A
  54. *> \verbatim
  55. *> A is REAL array, dimension (LDA,N)
  56. *> On entry, the factors L and U from the factorization
  57. *> A = P*L*U as computed by SGETRF.
  58. *> On exit, if INFO = 0, the inverse of the original matrix A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] LDA
  62. *> \verbatim
  63. *> LDA is INTEGER
  64. *> The leading dimension of the array A. LDA >= max(1,N).
  65. *> \endverbatim
  66. *>
  67. *> \param[in] IPIV
  68. *> \verbatim
  69. *> IPIV is INTEGER array, dimension (N)
  70. *> The pivot indices from SGETRF; for 1<=i<=N, row i of the
  71. *> matrix was interchanged with row IPIV(i).
  72. *> \endverbatim
  73. *>
  74. *> \param[out] WORK
  75. *> \verbatim
  76. *> WORK is REAL array, dimension (MAX(1,LWORK))
  77. *> On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
  78. *> \endverbatim
  79. *>
  80. *> \param[in] LWORK
  81. *> \verbatim
  82. *> LWORK is INTEGER
  83. *> The dimension of the array WORK. LWORK >= max(1,N).
  84. *> For optimal performance LWORK >= N*NB, where NB is
  85. *> the optimal blocksize returned by ILAENV.
  86. *>
  87. *> If LWORK = -1, then a workspace query is assumed; the routine
  88. *> only calculates the optimal size of the WORK array, returns
  89. *> this value as the first entry of the WORK array, and no error
  90. *> message related to LWORK is issued by XERBLA.
  91. *> \endverbatim
  92. *>
  93. *> \param[out] INFO
  94. *> \verbatim
  95. *> INFO is INTEGER
  96. *> = 0: successful exit
  97. *> < 0: if INFO = -i, the i-th argument had an illegal value
  98. *> > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
  99. *> singular and its inverse could not be computed.
  100. *> \endverbatim
  101. *
  102. * Authors:
  103. * ========
  104. *
  105. *> \author Univ. of Tennessee
  106. *> \author Univ. of California Berkeley
  107. *> \author Univ. of Colorado Denver
  108. *> \author NAG Ltd.
  109. *
  110. *> \date December 2016
  111. *
  112. *> \ingroup realGEcomputational
  113. *
  114. * =====================================================================
  115. SUBROUTINE SGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
  116. *
  117. * -- LAPACK computational routine (version 3.7.0) --
  118. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  119. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  120. * December 2016
  121. *
  122. * .. Scalar Arguments ..
  123. INTEGER INFO, LDA, LWORK, N
  124. * ..
  125. * .. Array Arguments ..
  126. INTEGER IPIV( * )
  127. REAL A( LDA, * ), WORK( * )
  128. * ..
  129. *
  130. * =====================================================================
  131. *
  132. * .. Parameters ..
  133. REAL ZERO, ONE
  134. PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
  135. * ..
  136. * .. Local Scalars ..
  137. LOGICAL LQUERY
  138. INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
  139. $ NBMIN, NN
  140. * ..
  141. * .. External Functions ..
  142. INTEGER ILAENV
  143. EXTERNAL ILAENV
  144. * ..
  145. * .. External Subroutines ..
  146. EXTERNAL SGEMM, SGEMV, SSWAP, STRSM, STRTRI, XERBLA
  147. * ..
  148. * .. Intrinsic Functions ..
  149. INTRINSIC MAX, MIN
  150. * ..
  151. * .. Executable Statements ..
  152. *
  153. * Test the input parameters.
  154. *
  155. INFO = 0
  156. NB = ILAENV( 1, 'SGETRI', ' ', N, -1, -1, -1 )
  157. LWKOPT = N*NB
  158. WORK( 1 ) = LWKOPT
  159. LQUERY = ( LWORK.EQ.-1 )
  160. IF( N.LT.0 ) THEN
  161. INFO = -1
  162. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  163. INFO = -3
  164. ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
  165. INFO = -6
  166. END IF
  167. IF( INFO.NE.0 ) THEN
  168. CALL XERBLA( 'SGETRI', -INFO )
  169. RETURN
  170. ELSE IF( LQUERY ) THEN
  171. RETURN
  172. END IF
  173. *
  174. * Quick return if possible
  175. *
  176. IF( N.EQ.0 )
  177. $ RETURN
  178. *
  179. * Form inv(U). If INFO > 0 from STRTRI, then U is singular,
  180. * and the inverse is not computed.
  181. *
  182. CALL STRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
  183. IF( INFO.GT.0 )
  184. $ RETURN
  185. *
  186. NBMIN = 2
  187. LDWORK = N
  188. IF( NB.GT.1 .AND. NB.LT.N ) THEN
  189. IWS = MAX( LDWORK*NB, 1 )
  190. IF( LWORK.LT.IWS ) THEN
  191. NB = LWORK / LDWORK
  192. NBMIN = MAX( 2, ILAENV( 2, 'SGETRI', ' ', N, -1, -1, -1 ) )
  193. END IF
  194. ELSE
  195. IWS = N
  196. END IF
  197. *
  198. * Solve the equation inv(A)*L = inv(U) for inv(A).
  199. *
  200. IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
  201. *
  202. * Use unblocked code.
  203. *
  204. DO 20 J = N, 1, -1
  205. *
  206. * Copy current column of L to WORK and replace with zeros.
  207. *
  208. DO 10 I = J + 1, N
  209. WORK( I ) = A( I, J )
  210. A( I, J ) = ZERO
  211. 10 CONTINUE
  212. *
  213. * Compute current column of inv(A).
  214. *
  215. IF( J.LT.N )
  216. $ CALL SGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
  217. $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
  218. 20 CONTINUE
  219. ELSE
  220. *
  221. * Use blocked code.
  222. *
  223. NN = ( ( N-1 ) / NB )*NB + 1
  224. DO 50 J = NN, 1, -NB
  225. JB = MIN( NB, N-J+1 )
  226. *
  227. * Copy current block column of L to WORK and replace with
  228. * zeros.
  229. *
  230. DO 40 JJ = J, J + JB - 1
  231. DO 30 I = JJ + 1, N
  232. WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
  233. A( I, JJ ) = ZERO
  234. 30 CONTINUE
  235. 40 CONTINUE
  236. *
  237. * Compute current block column of inv(A).
  238. *
  239. IF( J+JB.LE.N )
  240. $ CALL SGEMM( 'No transpose', 'No transpose', N, JB,
  241. $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
  242. $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
  243. CALL STRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
  244. $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
  245. 50 CONTINUE
  246. END IF
  247. *
  248. * Apply column interchanges.
  249. *
  250. DO 60 J = N - 1, 1, -1
  251. JP = IPIV( J )
  252. IF( JP.NE.J )
  253. $ CALL SSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
  254. 60 CONTINUE
  255. *
  256. WORK( 1 ) = IWS
  257. RETURN
  258. *
  259. * End of SGETRI
  260. *
  261. END