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cpftri.f 14 kB

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  1. *> \brief \b CPFTRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CPFTRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cpftri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cpftri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cpftri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CPFTRI( TRANSR, UPLO, N, A, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER TRANSR, UPLO
  25. * INTEGER INFO, N
  26. * .. Array Arguments ..
  27. * COMPLEX A( 0: * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CPFTRI computes the inverse of a complex Hermitian positive definite
  37. *> matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
  38. *> computed by CPFTRF.
  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. *> = 'C': The Conjugate-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 COMPLEX array, dimension ( N*(N+1)/2 );
  67. *> On entry, the Hermitian 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 = 'C' then RFP is
  71. *> the Conjugate-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. *> 'C'. 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 Hermitian 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. *> \ingroup complexOTHERcomputational
  101. *
  102. *> \par Further Details:
  103. * =====================
  104. *>
  105. *> \verbatim
  106. *>
  107. *> We first consider Standard Packed Format when N is even.
  108. *> We give an example where N = 6.
  109. *>
  110. *> AP is Upper AP is Lower
  111. *>
  112. *> 00 01 02 03 04 05 00
  113. *> 11 12 13 14 15 10 11
  114. *> 22 23 24 25 20 21 22
  115. *> 33 34 35 30 31 32 33
  116. *> 44 45 40 41 42 43 44
  117. *> 55 50 51 52 53 54 55
  118. *>
  119. *>
  120. *> Let TRANSR = 'N'. RFP holds AP as follows:
  121. *> For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last
  122. *> three columns of AP upper. The lower triangle A(4:6,0:2) consists of
  123. *> conjugate-transpose of the first three columns of AP upper.
  124. *> For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first
  125. *> three columns of AP lower. The upper triangle A(0:2,0:2) consists of
  126. *> conjugate-transpose of the last three columns of AP lower.
  127. *> To denote conjugate we place -- above the element. This covers the
  128. *> case N even and TRANSR = 'N'.
  129. *>
  130. *> RFP A RFP A
  131. *>
  132. *> -- -- --
  133. *> 03 04 05 33 43 53
  134. *> -- --
  135. *> 13 14 15 00 44 54
  136. *> --
  137. *> 23 24 25 10 11 55
  138. *>
  139. *> 33 34 35 20 21 22
  140. *> --
  141. *> 00 44 45 30 31 32
  142. *> -- --
  143. *> 01 11 55 40 41 42
  144. *> -- -- --
  145. *> 02 12 22 50 51 52
  146. *>
  147. *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  148. *> transpose of RFP A above. One therefore gets:
  149. *>
  150. *>
  151. *> RFP A RFP A
  152. *>
  153. *> -- -- -- -- -- -- -- -- -- --
  154. *> 03 13 23 33 00 01 02 33 00 10 20 30 40 50
  155. *> -- -- -- -- -- -- -- -- -- --
  156. *> 04 14 24 34 44 11 12 43 44 11 21 31 41 51
  157. *> -- -- -- -- -- -- -- -- -- --
  158. *> 05 15 25 35 45 55 22 53 54 55 22 32 42 52
  159. *>
  160. *>
  161. *> We next consider Standard Packed Format when N is odd.
  162. *> We give an example where N = 5.
  163. *>
  164. *> AP is Upper AP is Lower
  165. *>
  166. *> 00 01 02 03 04 00
  167. *> 11 12 13 14 10 11
  168. *> 22 23 24 20 21 22
  169. *> 33 34 30 31 32 33
  170. *> 44 40 41 42 43 44
  171. *>
  172. *>
  173. *> Let TRANSR = 'N'. RFP holds AP as follows:
  174. *> For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last
  175. *> three columns of AP upper. The lower triangle A(3:4,0:1) consists of
  176. *> conjugate-transpose of the first two columns of AP upper.
  177. *> For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first
  178. *> three columns of AP lower. The upper triangle A(0:1,1:2) consists of
  179. *> conjugate-transpose of the last two columns of AP lower.
  180. *> To denote conjugate we place -- above the element. This covers the
  181. *> case N odd and TRANSR = 'N'.
  182. *>
  183. *> RFP A RFP A
  184. *>
  185. *> -- --
  186. *> 02 03 04 00 33 43
  187. *> --
  188. *> 12 13 14 10 11 44
  189. *>
  190. *> 22 23 24 20 21 22
  191. *> --
  192. *> 00 33 34 30 31 32
  193. *> -- --
  194. *> 01 11 44 40 41 42
  195. *>
  196. *> Now let TRANSR = 'C'. RFP A in both UPLO cases is just the conjugate-
  197. *> transpose of RFP A above. One therefore gets:
  198. *>
  199. *>
  200. *> RFP A RFP A
  201. *>
  202. *> -- -- -- -- -- -- -- -- --
  203. *> 02 12 22 00 01 00 10 20 30 40 50
  204. *> -- -- -- -- -- -- -- -- --
  205. *> 03 13 23 33 11 33 11 21 31 41 51
  206. *> -- -- -- -- -- -- -- -- --
  207. *> 04 14 24 34 44 43 44 22 32 42 52
  208. *> \endverbatim
  209. *>
  210. * =====================================================================
  211. SUBROUTINE CPFTRI( TRANSR, UPLO, N, A, INFO )
  212. *
  213. * -- LAPACK computational routine --
  214. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  215. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  216. *
  217. * .. Scalar Arguments ..
  218. CHARACTER TRANSR, UPLO
  219. INTEGER INFO, N
  220. * .. Array Arguments ..
  221. COMPLEX A( 0: * )
  222. * ..
  223. *
  224. * =====================================================================
  225. *
  226. * .. Parameters ..
  227. REAL ONE
  228. COMPLEX CONE
  229. PARAMETER ( ONE = 1.0E+0, CONE = ( 1.0E+0, 0.0E+0 ) )
  230. * ..
  231. * .. Local Scalars ..
  232. LOGICAL LOWER, NISODD, NORMALTRANSR
  233. INTEGER N1, N2, K
  234. * ..
  235. * .. External Functions ..
  236. LOGICAL LSAME
  237. EXTERNAL LSAME
  238. * ..
  239. * .. External Subroutines ..
  240. EXTERNAL XERBLA, CTFTRI, CLAUUM, CTRMM, CHERK
  241. * ..
  242. * .. Intrinsic Functions ..
  243. INTRINSIC MOD
  244. * ..
  245. * .. Executable Statements ..
  246. *
  247. * Test the input parameters.
  248. *
  249. INFO = 0
  250. NORMALTRANSR = LSAME( TRANSR, 'N' )
  251. LOWER = LSAME( UPLO, 'L' )
  252. IF( .NOT.NORMALTRANSR .AND. .NOT.LSAME( TRANSR, 'C' ) ) THEN
  253. INFO = -1
  254. ELSE IF( .NOT.LOWER .AND. .NOT.LSAME( UPLO, 'U' ) ) THEN
  255. INFO = -2
  256. ELSE IF( N.LT.0 ) THEN
  257. INFO = -3
  258. END IF
  259. IF( INFO.NE.0 ) THEN
  260. CALL XERBLA( 'CPFTRI', -INFO )
  261. RETURN
  262. END IF
  263. *
  264. * Quick return if possible
  265. *
  266. IF( N.EQ.0 )
  267. $ RETURN
  268. *
  269. * Invert the triangular Cholesky factor U or L.
  270. *
  271. CALL CTFTRI( TRANSR, UPLO, 'N', N, A, INFO )
  272. IF( INFO.GT.0 )
  273. $ RETURN
  274. *
  275. * If N is odd, set NISODD = .TRUE.
  276. * If N is even, set K = N/2 and NISODD = .FALSE.
  277. *
  278. IF( MOD( N, 2 ).EQ.0 ) THEN
  279. K = N / 2
  280. NISODD = .FALSE.
  281. ELSE
  282. NISODD = .TRUE.
  283. END IF
  284. *
  285. * Set N1 and N2 depending on LOWER
  286. *
  287. IF( LOWER ) THEN
  288. N2 = N / 2
  289. N1 = N - N2
  290. ELSE
  291. N1 = N / 2
  292. N2 = N - N1
  293. END IF
  294. *
  295. * Start execution of triangular matrix multiply: inv(U)*inv(U)^C or
  296. * inv(L)^C*inv(L). There are eight cases.
  297. *
  298. IF( NISODD ) THEN
  299. *
  300. * N is odd
  301. *
  302. IF( NORMALTRANSR ) THEN
  303. *
  304. * N is odd and TRANSR = 'N'
  305. *
  306. IF( LOWER ) THEN
  307. *
  308. * SRPA for LOWER, NORMAL and N is odd ( a(0:n-1,0:N1-1) )
  309. * T1 -> a(0,0), T2 -> a(0,1), S -> a(N1,0)
  310. * T1 -> a(0), T2 -> a(n), S -> a(N1)
  311. *
  312. CALL CLAUUM( 'L', N1, A( 0 ), N, INFO )
  313. CALL CHERK( 'L', 'C', N1, N2, ONE, A( N1 ), N, ONE,
  314. $ A( 0 ), N )
  315. CALL CTRMM( 'L', 'U', 'N', 'N', N2, N1, CONE, A( N ), N,
  316. $ A( N1 ), N )
  317. CALL CLAUUM( 'U', N2, A( N ), N, INFO )
  318. *
  319. ELSE
  320. *
  321. * SRPA for UPPER, NORMAL and N is odd ( a(0:n-1,0:N2-1)
  322. * T1 -> a(N1+1,0), T2 -> a(N1,0), S -> a(0,0)
  323. * T1 -> a(N2), T2 -> a(N1), S -> a(0)
  324. *
  325. CALL CLAUUM( 'L', N1, A( N2 ), N, INFO )
  326. CALL CHERK( 'L', 'N', N1, N2, ONE, A( 0 ), N, ONE,
  327. $ A( N2 ), N )
  328. CALL CTRMM( 'R', 'U', 'C', 'N', N1, N2, CONE, A( N1 ), N,
  329. $ A( 0 ), N )
  330. CALL CLAUUM( 'U', N2, A( N1 ), N, INFO )
  331. *
  332. END IF
  333. *
  334. ELSE
  335. *
  336. * N is odd and TRANSR = 'C'
  337. *
  338. IF( LOWER ) THEN
  339. *
  340. * SRPA for LOWER, TRANSPOSE, and N is odd
  341. * T1 -> a(0), T2 -> a(1), S -> a(0+N1*N1)
  342. *
  343. CALL CLAUUM( 'U', N1, A( 0 ), N1, INFO )
  344. CALL CHERK( 'U', 'N', N1, N2, ONE, A( N1*N1 ), N1, ONE,
  345. $ A( 0 ), N1 )
  346. CALL CTRMM( 'R', 'L', 'N', 'N', N1, N2, CONE, A( 1 ), N1,
  347. $ A( N1*N1 ), N1 )
  348. CALL CLAUUM( 'L', N2, A( 1 ), N1, INFO )
  349. *
  350. ELSE
  351. *
  352. * SRPA for UPPER, TRANSPOSE, and N is odd
  353. * T1 -> a(0+N2*N2), T2 -> a(0+N1*N2), S -> a(0)
  354. *
  355. CALL CLAUUM( 'U', N1, A( N2*N2 ), N2, INFO )
  356. CALL CHERK( 'U', 'C', N1, N2, ONE, A( 0 ), N2, ONE,
  357. $ A( N2*N2 ), N2 )
  358. CALL CTRMM( 'L', 'L', 'C', 'N', N2, N1, CONE, A( N1*N2 ),
  359. $ N2, A( 0 ), N2 )
  360. CALL CLAUUM( 'L', N2, A( N1*N2 ), N2, INFO )
  361. *
  362. END IF
  363. *
  364. END IF
  365. *
  366. ELSE
  367. *
  368. * N is even
  369. *
  370. IF( NORMALTRANSR ) THEN
  371. *
  372. * N is even and TRANSR = 'N'
  373. *
  374. IF( LOWER ) THEN
  375. *
  376. * SRPA for LOWER, NORMAL, and N is even ( a(0:n,0:k-1) )
  377. * T1 -> a(1,0), T2 -> a(0,0), S -> a(k+1,0)
  378. * T1 -> a(1), T2 -> a(0), S -> a(k+1)
  379. *
  380. CALL CLAUUM( 'L', K, A( 1 ), N+1, INFO )
  381. CALL CHERK( 'L', 'C', K, K, ONE, A( K+1 ), N+1, ONE,
  382. $ A( 1 ), N+1 )
  383. CALL CTRMM( 'L', 'U', 'N', 'N', K, K, CONE, A( 0 ), N+1,
  384. $ A( K+1 ), N+1 )
  385. CALL CLAUUM( 'U', K, A( 0 ), N+1, INFO )
  386. *
  387. ELSE
  388. *
  389. * SRPA for UPPER, NORMAL, and N is even ( a(0:n,0:k-1) )
  390. * T1 -> a(k+1,0) , T2 -> a(k,0), S -> a(0,0)
  391. * T1 -> a(k+1), T2 -> a(k), S -> a(0)
  392. *
  393. CALL CLAUUM( 'L', K, A( K+1 ), N+1, INFO )
  394. CALL CHERK( 'L', 'N', K, K, ONE, A( 0 ), N+1, ONE,
  395. $ A( K+1 ), N+1 )
  396. CALL CTRMM( 'R', 'U', 'C', 'N', K, K, CONE, A( K ), N+1,
  397. $ A( 0 ), N+1 )
  398. CALL CLAUUM( 'U', K, A( K ), N+1, INFO )
  399. *
  400. END IF
  401. *
  402. ELSE
  403. *
  404. * N is even and TRANSR = 'C'
  405. *
  406. IF( LOWER ) THEN
  407. *
  408. * SRPA for LOWER, TRANSPOSE, and N is even (see paper)
  409. * T1 -> B(0,1), T2 -> B(0,0), S -> B(0,k+1),
  410. * T1 -> a(0+k), T2 -> a(0+0), S -> a(0+k*(k+1)); lda=k
  411. *
  412. CALL CLAUUM( 'U', K, A( K ), K, INFO )
  413. CALL CHERK( 'U', 'N', K, K, ONE, A( K*( K+1 ) ), K, ONE,
  414. $ A( K ), K )
  415. CALL CTRMM( 'R', 'L', 'N', 'N', K, K, CONE, A( 0 ), K,
  416. $ A( K*( K+1 ) ), K )
  417. CALL CLAUUM( 'L', K, A( 0 ), K, INFO )
  418. *
  419. ELSE
  420. *
  421. * SRPA for UPPER, TRANSPOSE, and N is even (see paper)
  422. * T1 -> B(0,k+1), T2 -> B(0,k), S -> B(0,0),
  423. * T1 -> a(0+k*(k+1)), T2 -> a(0+k*k), S -> a(0+0)); lda=k
  424. *
  425. CALL CLAUUM( 'U', K, A( K*( K+1 ) ), K, INFO )
  426. CALL CHERK( 'U', 'C', K, K, ONE, A( 0 ), K, ONE,
  427. $ A( K*( K+1 ) ), K )
  428. CALL CTRMM( 'L', 'L', 'C', 'N', K, K, CONE, A( K*K ), K,
  429. $ A( 0 ), K )
  430. CALL CLAUUM( 'L', K, A( K*K ), K, INFO )
  431. *
  432. END IF
  433. *
  434. END IF
  435. *
  436. END IF
  437. *
  438. RETURN
  439. *
  440. * End of CPFTRI
  441. *
  442. END