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chetri2x.f 16 kB

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  1. *> \brief \b CHETRI2X
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CHETRI2X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetri2x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetri2x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetri2x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CHETRI2X( 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. *> CHETRI2X computes the inverse of a complex Hermitian indefinite matrix
  39. *> A using the factorization A = U*D*U**H or A = L*D*L**H computed by
  40. *> CHETRF.
  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**H;
  52. *> = 'L': Lower triangular, form is A = L*D*L**H.
  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 CHETRF.
  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 CHETRF.
  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 complexHEcomputational
  117. *
  118. * =====================================================================
  119. SUBROUTINE CHETRI2X( 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. REAL ONE
  138. COMPLEX CONE, ZERO
  139. PARAMETER ( ONE = 1.0E+0,
  140. $ CONE = ( 1.0E+0, 0.0E+0 ),
  141. $ ZERO = ( 0.0E+0, 0.0E+0 ) )
  142. * ..
  143. * .. Local Scalars ..
  144. LOGICAL UPPER
  145. INTEGER I, IINFO, IP, K, CUT, NNB
  146. INTEGER COUNT
  147. INTEGER J, U11, INVD
  148. COMPLEX AK, AKKP1, AKP1, D, T
  149. COMPLEX U01_I_J, U01_IP1_J
  150. COMPLEX U11_I_J, U11_IP1_J
  151. * ..
  152. * .. External Functions ..
  153. LOGICAL LSAME
  154. EXTERNAL LSAME
  155. * ..
  156. * .. External Subroutines ..
  157. EXTERNAL CSYCONV, XERBLA, CTRTRI
  158. EXTERNAL CGEMM, CTRMM, CHESWAPR
  159. * ..
  160. * .. Intrinsic Functions ..
  161. INTRINSIC MAX
  162. * ..
  163. * .. Executable Statements ..
  164. *
  165. * Test the input parameters.
  166. *
  167. INFO = 0
  168. UPPER = LSAME( UPLO, 'U' )
  169. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  170. INFO = -1
  171. ELSE IF( N.LT.0 ) THEN
  172. INFO = -2
  173. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  174. INFO = -4
  175. END IF
  176. *
  177. * Quick return if possible
  178. *
  179. *
  180. IF( INFO.NE.0 ) THEN
  181. CALL XERBLA( 'CHETRI2X', -INFO )
  182. RETURN
  183. END IF
  184. IF( N.EQ.0 )
  185. $ RETURN
  186. *
  187. * Convert A
  188. * Workspace got Non-diag elements of D
  189. *
  190. CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  191. *
  192. * Check that the diagonal matrix D is nonsingular.
  193. *
  194. IF( UPPER ) THEN
  195. *
  196. * Upper triangular storage: examine D from bottom to top
  197. *
  198. DO INFO = N, 1, -1
  199. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  200. $ RETURN
  201. END DO
  202. ELSE
  203. *
  204. * Lower triangular storage: examine D from top to bottom.
  205. *
  206. DO INFO = 1, N
  207. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  208. $ RETURN
  209. END DO
  210. END IF
  211. INFO = 0
  212. *
  213. * Splitting Workspace
  214. * U01 is a block (N,NB+1)
  215. * The first element of U01 is in WORK(1,1)
  216. * U11 is a block (NB+1,NB+1)
  217. * The first element of U11 is in WORK(N+1,1)
  218. U11 = N
  219. * INVD is a block (N,2)
  220. * The first element of INVD is in WORK(1,INVD)
  221. INVD = NB+2
  222. IF( UPPER ) THEN
  223. *
  224. * invA = P * inv(U**H)*inv(D)*inv(U)*P**H.
  225. *
  226. CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
  227. *
  228. * inv(D) and inv(D)*inv(U)
  229. *
  230. K=1
  231. DO WHILE ( K .LE. N )
  232. IF( IPIV( K ).GT.0 ) THEN
  233. * 1 x 1 diagonal NNB
  234. WORK(K,INVD) = ONE / REAL ( A( K, K ) )
  235. WORK(K,INVD+1) = 0
  236. K=K+1
  237. ELSE
  238. * 2 x 2 diagonal NNB
  239. T = ABS ( WORK(K+1,1) )
  240. AK = REAL ( A( K, K ) ) / T
  241. AKP1 = REAL ( A( K+1, K+1 ) ) / T
  242. AKKP1 = WORK(K+1,1) / T
  243. D = T*( AK*AKP1-ONE )
  244. WORK(K,INVD) = AKP1 / D
  245. WORK(K+1,INVD+1) = AK / D
  246. WORK(K,INVD+1) = -AKKP1 / D
  247. WORK(K+1,INVD) = CONJG (WORK(K,INVD+1) )
  248. K=K+2
  249. END IF
  250. END DO
  251. *
  252. * inv(U**H) = (inv(U))**H
  253. *
  254. * inv(U**H)*inv(D)*inv(U)
  255. *
  256. CUT=N
  257. DO WHILE (CUT .GT. 0)
  258. NNB=NB
  259. IF (CUT .LE. NNB) THEN
  260. NNB=CUT
  261. ELSE
  262. COUNT = 0
  263. * count negative elements,
  264. DO I=CUT+1-NNB,CUT
  265. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  266. END DO
  267. * need a even number for a clear cut
  268. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  269. END IF
  270. CUT=CUT-NNB
  271. *
  272. * U01 Block
  273. *
  274. DO I=1,CUT
  275. DO J=1,NNB
  276. WORK(I,J)=A(I,CUT+J)
  277. END DO
  278. END DO
  279. *
  280. * U11 Block
  281. *
  282. DO I=1,NNB
  283. WORK(U11+I,I)=CONE
  284. DO J=1,I-1
  285. WORK(U11+I,J)=ZERO
  286. END DO
  287. DO J=I+1,NNB
  288. WORK(U11+I,J)=A(CUT+I,CUT+J)
  289. END DO
  290. END DO
  291. *
  292. * invD*U01
  293. *
  294. I=1
  295. DO WHILE (I .LE. CUT)
  296. IF (IPIV(I) > 0) THEN
  297. DO J=1,NNB
  298. WORK(I,J)=WORK(I,INVD)*WORK(I,J)
  299. END DO
  300. I=I+1
  301. ELSE
  302. DO J=1,NNB
  303. U01_I_J = WORK(I,J)
  304. U01_IP1_J = WORK(I+1,J)
  305. WORK(I,J)=WORK(I,INVD)*U01_I_J+
  306. $ WORK(I,INVD+1)*U01_IP1_J
  307. WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
  308. $ WORK(I+1,INVD+1)*U01_IP1_J
  309. END DO
  310. I=I+2
  311. END IF
  312. END DO
  313. *
  314. * invD1*U11
  315. *
  316. I=1
  317. DO WHILE (I .LE. NNB)
  318. IF (IPIV(CUT+I) > 0) THEN
  319. DO J=I,NNB
  320. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  321. END DO
  322. I=I+1
  323. ELSE
  324. DO J=I,NNB
  325. U11_I_J = WORK(U11+I,J)
  326. U11_IP1_J = WORK(U11+I+1,J)
  327. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  328. $ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
  329. WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
  330. $ WORK(CUT+I+1,INVD+1)*U11_IP1_J
  331. END DO
  332. I=I+2
  333. END IF
  334. END DO
  335. *
  336. * U11**H*invD1*U11->U11
  337. *
  338. CALL CTRMM('L','U','C','U',NNB, NNB,
  339. $ CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  340. *
  341. DO I=1,NNB
  342. DO J=I,NNB
  343. A(CUT+I,CUT+J)=WORK(U11+I,J)
  344. END DO
  345. END DO
  346. *
  347. * U01**H*invD*U01->A(CUT+I,CUT+J)
  348. *
  349. CALL CGEMM('C','N',NNB,NNB,CUT,CONE,A(1,CUT+1),LDA,
  350. $ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  351. *
  352. * U11 = U11**H*invD1*U11 + U01**H*invD*U01
  353. *
  354. DO I=1,NNB
  355. DO J=I,NNB
  356. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  357. END DO
  358. END DO
  359. *
  360. * U01 = U00**H*invD0*U01
  361. *
  362. CALL CTRMM('L',UPLO,'C','U',CUT, NNB,
  363. $ CONE,A,LDA,WORK,N+NB+1)
  364. *
  365. * Update U01
  366. *
  367. DO I=1,CUT
  368. DO J=1,NNB
  369. A(I,CUT+J)=WORK(I,J)
  370. END DO
  371. END DO
  372. *
  373. * Next Block
  374. *
  375. END DO
  376. *
  377. * Apply PERMUTATIONS P and P**H: P * inv(U**H)*inv(D)*inv(U) *P**H
  378. *
  379. I=1
  380. DO WHILE ( I .LE. N )
  381. IF( IPIV(I) .GT. 0 ) THEN
  382. IP=IPIV(I)
  383. IF (I .LT. IP) CALL CHESWAPR( UPLO, N, A, LDA, I ,IP )
  384. IF (I .GT. IP) CALL CHESWAPR( UPLO, N, A, LDA, IP ,I )
  385. ELSE
  386. IP=-IPIV(I)
  387. I=I+1
  388. IF ( (I-1) .LT. IP)
  389. $ CALL CHESWAPR( UPLO, N, A, LDA, I-1 ,IP )
  390. IF ( (I-1) .GT. IP)
  391. $ CALL CHESWAPR( UPLO, N, A, LDA, IP ,I-1 )
  392. ENDIF
  393. I=I+1
  394. END DO
  395. ELSE
  396. *
  397. * LOWER...
  398. *
  399. * invA = P * inv(U**H)*inv(D)*inv(U)*P**H.
  400. *
  401. CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
  402. *
  403. * inv(D) and inv(D)*inv(U)
  404. *
  405. K=N
  406. DO WHILE ( K .GE. 1 )
  407. IF( IPIV( K ).GT.0 ) THEN
  408. * 1 x 1 diagonal NNB
  409. WORK(K,INVD) = ONE / REAL ( A( K, K ) )
  410. WORK(K,INVD+1) = 0
  411. K=K-1
  412. ELSE
  413. * 2 x 2 diagonal NNB
  414. T = ABS ( WORK(K-1,1) )
  415. AK = REAL ( A( K-1, K-1 ) ) / T
  416. AKP1 = REAL ( A( K, K ) ) / T
  417. AKKP1 = WORK(K-1,1) / T
  418. D = T*( AK*AKP1-ONE )
  419. WORK(K-1,INVD) = AKP1 / D
  420. WORK(K,INVD) = AK / D
  421. WORK(K,INVD+1) = -AKKP1 / D
  422. WORK(K-1,INVD+1) = CONJG (WORK(K,INVD+1) )
  423. K=K-2
  424. END IF
  425. END DO
  426. *
  427. * inv(U**H) = (inv(U))**H
  428. *
  429. * inv(U**H)*inv(D)*inv(U)
  430. *
  431. CUT=0
  432. DO WHILE (CUT .LT. N)
  433. NNB=NB
  434. IF (CUT + NNB .GE. N) THEN
  435. NNB=N-CUT
  436. ELSE
  437. COUNT = 0
  438. * count negative elements,
  439. DO I=CUT+1,CUT+NNB
  440. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  441. END DO
  442. * need a even number for a clear cut
  443. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  444. END IF
  445. * L21 Block
  446. DO I=1,N-CUT-NNB
  447. DO J=1,NNB
  448. WORK(I,J)=A(CUT+NNB+I,CUT+J)
  449. END DO
  450. END DO
  451. * L11 Block
  452. DO I=1,NNB
  453. WORK(U11+I,I)=CONE
  454. DO J=I+1,NNB
  455. WORK(U11+I,J)=ZERO
  456. END DO
  457. DO J=1,I-1
  458. WORK(U11+I,J)=A(CUT+I,CUT+J)
  459. END DO
  460. END DO
  461. *
  462. * invD*L21
  463. *
  464. I=N-CUT-NNB
  465. DO WHILE (I .GE. 1)
  466. IF (IPIV(CUT+NNB+I) > 0) THEN
  467. DO J=1,NNB
  468. WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
  469. END DO
  470. I=I-1
  471. ELSE
  472. DO J=1,NNB
  473. U01_I_J = WORK(I,J)
  474. U01_IP1_J = WORK(I-1,J)
  475. WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
  476. $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
  477. WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
  478. $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
  479. END DO
  480. I=I-2
  481. END IF
  482. END DO
  483. *
  484. * invD1*L11
  485. *
  486. I=NNB
  487. DO WHILE (I .GE. 1)
  488. IF (IPIV(CUT+I) > 0) THEN
  489. DO J=1,NNB
  490. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  491. END DO
  492. I=I-1
  493. ELSE
  494. DO J=1,NNB
  495. U11_I_J = WORK(U11+I,J)
  496. U11_IP1_J = WORK(U11+I-1,J)
  497. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  498. $ WORK(CUT+I,INVD+1)*U11_IP1_J
  499. WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
  500. $ WORK(CUT+I-1,INVD)*U11_IP1_J
  501. END DO
  502. I=I-2
  503. END IF
  504. END DO
  505. *
  506. * L11**H*invD1*L11->L11
  507. *
  508. CALL CTRMM('L',UPLO,'C','U',NNB, NNB,
  509. $ CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  510. *
  511. DO I=1,NNB
  512. DO J=1,I
  513. A(CUT+I,CUT+J)=WORK(U11+I,J)
  514. END DO
  515. END DO
  516. *
  517. IF ( (CUT+NNB) .LT. N ) THEN
  518. *
  519. * L21**H*invD2*L21->A(CUT+I,CUT+J)
  520. *
  521. CALL CGEMM('C','N',NNB,NNB,N-NNB-CUT,CONE,A(CUT+NNB+1,CUT+1)
  522. $ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  523. *
  524. * L11 = L11**H*invD1*L11 + U01**H*invD*U01
  525. *
  526. DO I=1,NNB
  527. DO J=1,I
  528. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  529. END DO
  530. END DO
  531. *
  532. * L01 = L22**H*invD2*L21
  533. *
  534. CALL CTRMM('L',UPLO,'C','U', N-NNB-CUT, NNB,
  535. $ CONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
  536. * Update L21
  537. DO I=1,N-CUT-NNB
  538. DO J=1,NNB
  539. A(CUT+NNB+I,CUT+J)=WORK(I,J)
  540. END DO
  541. END DO
  542. ELSE
  543. *
  544. * L11 = L11**H*invD1*L11
  545. *
  546. DO I=1,NNB
  547. DO J=1,I
  548. A(CUT+I,CUT+J)=WORK(U11+I,J)
  549. END DO
  550. END DO
  551. END IF
  552. *
  553. * Next Block
  554. *
  555. CUT=CUT+NNB
  556. END DO
  557. *
  558. * Apply PERMUTATIONS P and P**H: P * inv(U**H)*inv(D)*inv(U) *P**H
  559. *
  560. I=N
  561. DO WHILE ( I .GE. 1 )
  562. IF( IPIV(I) .GT. 0 ) THEN
  563. IP=IPIV(I)
  564. IF (I .LT. IP) CALL CHESWAPR( UPLO, N, A, LDA, I ,IP )
  565. IF (I .GT. IP) CALL CHESWAPR( UPLO, N, A, LDA, IP ,I )
  566. ELSE
  567. IP=-IPIV(I)
  568. IF ( I .LT. IP) CALL CHESWAPR( UPLO, N, A, LDA, I ,IP )
  569. IF ( I .GT. IP) CALL CHESWAPR( UPLO, N, A, LDA, IP ,I )
  570. I=I-1
  571. ENDIF
  572. I=I-1
  573. END DO
  574. END IF
  575. *
  576. RETURN
  577. *
  578. * End of CHETRI2X
  579. *
  580. END