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ssytrs2.f 10 kB

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  1. *> \brief \b SSYTRS2
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSYTRS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssytrs2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssytrs2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssytrs2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  22. * WORK, INFO )
  23. *
  24. * .. Scalar Arguments ..
  25. * CHARACTER UPLO
  26. * INTEGER INFO, LDA, LDB, N, NRHS
  27. * ..
  28. * .. Array Arguments ..
  29. * INTEGER IPIV( * )
  30. * REAL A( LDA, * ), B( LDB, * ), WORK( * )
  31. * ..
  32. *
  33. *
  34. *> \par Purpose:
  35. * =============
  36. *>
  37. *> \verbatim
  38. *>
  39. *> SSYTRS2 solves a system of linear equations A*X = B with a real
  40. *> symmetric matrix A using the factorization A = U*D*U**T or
  41. *> A = L*D*L**T computed by SSYTRF and converted by SSYCONV.
  42. *> \endverbatim
  43. *
  44. * Arguments:
  45. * ==========
  46. *
  47. *> \param[in] UPLO
  48. *> \verbatim
  49. *> UPLO is CHARACTER*1
  50. *> Specifies whether the details of the factorization are stored
  51. *> as an upper or lower triangular matrix.
  52. *> = 'U': Upper triangular, form is A = U*D*U**T;
  53. *> = 'L': Lower triangular, form is A = L*D*L**T.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] N
  57. *> \verbatim
  58. *> N is INTEGER
  59. *> The order of the matrix A. N >= 0.
  60. *> \endverbatim
  61. *>
  62. *> \param[in] NRHS
  63. *> \verbatim
  64. *> NRHS is INTEGER
  65. *> The number of right hand sides, i.e., the number of columns
  66. *> of the matrix B. NRHS >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is REAL array, dimension (LDA,N)
  72. *> The block diagonal matrix D and the multipliers used to
  73. *> obtain the factor U or L as computed by SSYTRF.
  74. *> Note that A is input / output. This might be counter-intuitive,
  75. *> and one may think that A is input only. A is input / output. This
  76. *> is because, at the start of the subroutine, we permute A in a
  77. *> "better" form and then we permute A back to its original form at
  78. *> the end.
  79. *> \endverbatim
  80. *>
  81. *> \param[in] LDA
  82. *> \verbatim
  83. *> LDA is INTEGER
  84. *> The leading dimension of the array A. LDA >= max(1,N).
  85. *> \endverbatim
  86. *>
  87. *> \param[in] IPIV
  88. *> \verbatim
  89. *> IPIV is INTEGER array, dimension (N)
  90. *> Details of the interchanges and the block structure of D
  91. *> as determined by SSYTRF.
  92. *> \endverbatim
  93. *>
  94. *> \param[in,out] B
  95. *> \verbatim
  96. *> B is REAL array, dimension (LDB,NRHS)
  97. *> On entry, the right hand side matrix B.
  98. *> On exit, the solution matrix X.
  99. *> \endverbatim
  100. *>
  101. *> \param[in] LDB
  102. *> \verbatim
  103. *> LDB is INTEGER
  104. *> The leading dimension of the array B. LDB >= max(1,N).
  105. *> \endverbatim
  106. *>
  107. *> \param[out] WORK
  108. *> \verbatim
  109. *> WORK is REAL array, dimension (N)
  110. *> \endverbatim
  111. *>
  112. *> \param[out] INFO
  113. *> \verbatim
  114. *> INFO is INTEGER
  115. *> = 0: successful exit
  116. *> < 0: if INFO = -i, the i-th argument had an illegal value
  117. *> \endverbatim
  118. *
  119. * Authors:
  120. * ========
  121. *
  122. *> \author Univ. of Tennessee
  123. *> \author Univ. of California Berkeley
  124. *> \author Univ. of Colorado Denver
  125. *> \author NAG Ltd.
  126. *
  127. *> \ingroup realSYcomputational
  128. *
  129. * =====================================================================
  130. SUBROUTINE SSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  131. $ WORK, INFO )
  132. *
  133. * -- LAPACK computational routine --
  134. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  135. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  136. *
  137. * .. Scalar Arguments ..
  138. CHARACTER UPLO
  139. INTEGER INFO, LDA, LDB, N, NRHS
  140. * ..
  141. * .. Array Arguments ..
  142. INTEGER IPIV( * )
  143. REAL A( LDA, * ), B( LDB, * ), WORK( * )
  144. * ..
  145. *
  146. * =====================================================================
  147. *
  148. * .. Parameters ..
  149. REAL ONE
  150. PARAMETER ( ONE = 1.0E+0 )
  151. * ..
  152. * .. Local Scalars ..
  153. LOGICAL UPPER
  154. INTEGER I, IINFO, J, K, KP
  155. REAL AK, AKM1, AKM1K, BK, BKM1, DENOM
  156. * ..
  157. * .. External Functions ..
  158. LOGICAL LSAME
  159. EXTERNAL LSAME
  160. * ..
  161. * .. External Subroutines ..
  162. EXTERNAL SSCAL, SSYCONV, SSWAP, STRSM, XERBLA
  163. * ..
  164. * .. Intrinsic Functions ..
  165. INTRINSIC MAX
  166. * ..
  167. * .. Executable Statements ..
  168. *
  169. INFO = 0
  170. UPPER = LSAME( UPLO, 'U' )
  171. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  172. INFO = -1
  173. ELSE IF( N.LT.0 ) THEN
  174. INFO = -2
  175. ELSE IF( NRHS.LT.0 ) THEN
  176. INFO = -3
  177. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  178. INFO = -5
  179. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  180. INFO = -8
  181. END IF
  182. IF( INFO.NE.0 ) THEN
  183. CALL XERBLA( 'SSYTRS2', -INFO )
  184. RETURN
  185. END IF
  186. *
  187. * Quick return if possible
  188. *
  189. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  190. $ RETURN
  191. *
  192. * Convert A
  193. *
  194. CALL SSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  195. *
  196. IF( UPPER ) THEN
  197. *
  198. * Solve A*X = B, where A = U*D*U**T.
  199. *
  200. * P**T * B
  201. K=N
  202. DO WHILE ( K .GE. 1 )
  203. IF( IPIV( K ).GT.0 ) THEN
  204. * 1 x 1 diagonal block
  205. * Interchange rows K and IPIV(K).
  206. KP = IPIV( K )
  207. IF( KP.NE.K )
  208. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  209. K=K-1
  210. ELSE
  211. * 2 x 2 diagonal block
  212. * Interchange rows K-1 and -IPIV(K).
  213. KP = -IPIV( K )
  214. IF( KP.EQ.-IPIV( K-1 ) )
  215. $ CALL SSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  216. K=K-2
  217. END IF
  218. END DO
  219. *
  220. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  221. *
  222. CALL STRSM('L','U','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  223. *
  224. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  225. *
  226. I=N
  227. DO WHILE ( I .GE. 1 )
  228. IF( IPIV(I) .GT. 0 ) THEN
  229. CALL SSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
  230. ELSEIF ( I .GT. 1) THEN
  231. IF ( IPIV(I-1) .EQ. IPIV(I) ) THEN
  232. AKM1K = WORK(I)
  233. AKM1 = A( I-1, I-1 ) / AKM1K
  234. AK = A( I, I ) / AKM1K
  235. DENOM = AKM1*AK - ONE
  236. DO 15 J = 1, NRHS
  237. BKM1 = B( I-1, J ) / AKM1K
  238. BK = B( I, J ) / AKM1K
  239. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  240. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  241. 15 CONTINUE
  242. I = I - 1
  243. ENDIF
  244. ENDIF
  245. I = I - 1
  246. END DO
  247. *
  248. * Compute (U**T \ B) -> B [ U**T \ (D \ (U \P**T * B) ) ]
  249. *
  250. CALL STRSM('L','U','T','U',N,NRHS,ONE,A,LDA,B,LDB)
  251. *
  252. * P * B [ P * (U**T \ (D \ (U \P**T * B) )) ]
  253. *
  254. K=1
  255. DO WHILE ( K .LE. N )
  256. IF( IPIV( K ).GT.0 ) THEN
  257. * 1 x 1 diagonal block
  258. * Interchange rows K and IPIV(K).
  259. KP = IPIV( K )
  260. IF( KP.NE.K )
  261. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  262. K=K+1
  263. ELSE
  264. * 2 x 2 diagonal block
  265. * Interchange rows K-1 and -IPIV(K).
  266. KP = -IPIV( K )
  267. IF( K .LT. N .AND. KP.EQ.-IPIV( K+1 ) )
  268. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  269. K=K+2
  270. ENDIF
  271. END DO
  272. *
  273. ELSE
  274. *
  275. * Solve A*X = B, where A = L*D*L**T.
  276. *
  277. * P**T * B
  278. K=1
  279. DO WHILE ( K .LE. N )
  280. IF( IPIV( K ).GT.0 ) THEN
  281. * 1 x 1 diagonal block
  282. * Interchange rows K and IPIV(K).
  283. KP = IPIV( K )
  284. IF( KP.NE.K )
  285. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  286. K=K+1
  287. ELSE
  288. * 2 x 2 diagonal block
  289. * Interchange rows K and -IPIV(K+1).
  290. KP = -IPIV( K+1 )
  291. IF( KP.EQ.-IPIV( K ) )
  292. $ CALL SSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  293. K=K+2
  294. ENDIF
  295. END DO
  296. *
  297. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  298. *
  299. CALL STRSM('L','L','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  300. *
  301. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  302. *
  303. I=1
  304. DO WHILE ( I .LE. N )
  305. IF( IPIV(I) .GT. 0 ) THEN
  306. CALL SSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
  307. ELSE
  308. AKM1K = WORK(I)
  309. AKM1 = A( I, I ) / AKM1K
  310. AK = A( I+1, I+1 ) / AKM1K
  311. DENOM = AKM1*AK - ONE
  312. DO 25 J = 1, NRHS
  313. BKM1 = B( I, J ) / AKM1K
  314. BK = B( I+1, J ) / AKM1K
  315. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  316. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  317. 25 CONTINUE
  318. I = I + 1
  319. ENDIF
  320. I = I + 1
  321. END DO
  322. *
  323. * Compute (L**T \ B) -> B [ L**T \ (D \ (L \P**T * B) ) ]
  324. *
  325. CALL STRSM('L','L','T','U',N,NRHS,ONE,A,LDA,B,LDB)
  326. *
  327. * P * B [ P * (L**T \ (D \ (L \P**T * B) )) ]
  328. *
  329. K=N
  330. DO WHILE ( K .GE. 1 )
  331. IF( IPIV( K ).GT.0 ) THEN
  332. * 1 x 1 diagonal block
  333. * Interchange rows K and IPIV(K).
  334. KP = IPIV( K )
  335. IF( KP.NE.K )
  336. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  337. K=K-1
  338. ELSE
  339. * 2 x 2 diagonal block
  340. * Interchange rows K-1 and -IPIV(K).
  341. KP = -IPIV( K )
  342. IF( K.GT.1 .AND. KP.EQ.-IPIV( K-1 ) )
  343. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  344. K=K-2
  345. ENDIF
  346. END DO
  347. *
  348. END IF
  349. *
  350. * Revert A
  351. *
  352. CALL SSYCONV( UPLO, 'R', N, A, LDA, IPIV, WORK, IINFO )
  353. *
  354. RETURN
  355. *
  356. * End of SSYTRS2
  357. *
  358. END