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dpptri.f 5.0 kB

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  1. *> \brief \b DPPTRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DPPTRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpptri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpptri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpptri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DPPTRI( UPLO, N, AP, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, N
  26. * ..
  27. * .. Array Arguments ..
  28. * DOUBLE PRECISION AP( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DPPTRI computes the inverse of a real symmetric positive definite
  38. *> matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
  39. *> computed by DPPTRF.
  40. *> \endverbatim
  41. *
  42. * Arguments:
  43. * ==========
  44. *
  45. *> \param[in] UPLO
  46. *> \verbatim
  47. *> UPLO is CHARACTER*1
  48. *> = 'U': Upper triangular factor is stored in AP;
  49. *> = 'L': Lower triangular factor is stored in AP.
  50. *> \endverbatim
  51. *>
  52. *> \param[in] N
  53. *> \verbatim
  54. *> N is INTEGER
  55. *> The order of the matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in,out] AP
  59. *> \verbatim
  60. *> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
  61. *> On entry, the triangular factor U or L from the Cholesky
  62. *> factorization A = U**T*U or A = L*L**T, packed columnwise as
  63. *> a linear array. The j-th column of U or L is stored in the
  64. *> array AP as follows:
  65. *> if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
  66. *> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
  67. *>
  68. *> On exit, the upper or lower triangle of the (symmetric)
  69. *> inverse of A, overwriting the input factor U or L.
  70. *> \endverbatim
  71. *>
  72. *> \param[out] INFO
  73. *> \verbatim
  74. *> INFO is INTEGER
  75. *> = 0: successful exit
  76. *> < 0: if INFO = -i, the i-th argument had an illegal value
  77. *> > 0: if INFO = i, the (i,i) element of the factor U or L is
  78. *> zero, and the inverse could not be computed.
  79. *> \endverbatim
  80. *
  81. * Authors:
  82. * ========
  83. *
  84. *> \author Univ. of Tennessee
  85. *> \author Univ. of California Berkeley
  86. *> \author Univ. of Colorado Denver
  87. *> \author NAG Ltd.
  88. *
  89. *> \ingroup doubleOTHERcomputational
  90. *
  91. * =====================================================================
  92. SUBROUTINE DPPTRI( UPLO, N, AP, INFO )
  93. *
  94. * -- LAPACK computational routine --
  95. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  96. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  97. *
  98. * .. Scalar Arguments ..
  99. CHARACTER UPLO
  100. INTEGER INFO, N
  101. * ..
  102. * .. Array Arguments ..
  103. DOUBLE PRECISION AP( * )
  104. * ..
  105. *
  106. * =====================================================================
  107. *
  108. * .. Parameters ..
  109. DOUBLE PRECISION ONE
  110. PARAMETER ( ONE = 1.0D+0 )
  111. * ..
  112. * .. Local Scalars ..
  113. LOGICAL UPPER
  114. INTEGER J, JC, JJ, JJN
  115. DOUBLE PRECISION AJJ
  116. * ..
  117. * .. External Functions ..
  118. LOGICAL LSAME
  119. DOUBLE PRECISION DDOT
  120. EXTERNAL LSAME, DDOT
  121. * ..
  122. * .. External Subroutines ..
  123. EXTERNAL DSCAL, DSPR, DTPMV, DTPTRI, XERBLA
  124. * ..
  125. * .. Executable Statements ..
  126. *
  127. * Test the input parameters.
  128. *
  129. INFO = 0
  130. UPPER = LSAME( UPLO, 'U' )
  131. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  132. INFO = -1
  133. ELSE IF( N.LT.0 ) THEN
  134. INFO = -2
  135. END IF
  136. IF( INFO.NE.0 ) THEN
  137. CALL XERBLA( 'DPPTRI', -INFO )
  138. RETURN
  139. END IF
  140. *
  141. * Quick return if possible
  142. *
  143. IF( N.EQ.0 )
  144. $ RETURN
  145. *
  146. * Invert the triangular Cholesky factor U or L.
  147. *
  148. CALL DTPTRI( UPLO, 'Non-unit', N, AP, INFO )
  149. IF( INFO.GT.0 )
  150. $ RETURN
  151. *
  152. IF( UPPER ) THEN
  153. *
  154. * Compute the product inv(U) * inv(U)**T.
  155. *
  156. JJ = 0
  157. DO 10 J = 1, N
  158. JC = JJ + 1
  159. JJ = JJ + J
  160. IF( J.GT.1 )
  161. $ CALL DSPR( 'Upper', J-1, ONE, AP( JC ), 1, AP )
  162. AJJ = AP( JJ )
  163. CALL DSCAL( J, AJJ, AP( JC ), 1 )
  164. 10 CONTINUE
  165. *
  166. ELSE
  167. *
  168. * Compute the product inv(L)**T * inv(L).
  169. *
  170. JJ = 1
  171. DO 20 J = 1, N
  172. JJN = JJ + N - J + 1
  173. AP( JJ ) = DDOT( N-J+1, AP( JJ ), 1, AP( JJ ), 1 )
  174. IF( J.LT.N )
  175. $ CALL DTPMV( 'Lower', 'Transpose', 'Non-unit', N-J,
  176. $ AP( JJN ), AP( JJ+1 ), 1 )
  177. JJ = JJN
  178. 20 CONTINUE
  179. END IF
  180. *
  181. RETURN
  182. *
  183. * End of DPPTRI
  184. *
  185. END