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ssytri.f 11 kB

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  1. *> \brief \b SSYTRI
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SSYTRI + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/ssytri.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/ssytri.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/ssytri.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * CHARACTER UPLO
  25. * INTEGER INFO, LDA, N
  26. * ..
  27. * .. Array Arguments ..
  28. * INTEGER IPIV( * )
  29. * REAL A( LDA, * ), WORK( * )
  30. * ..
  31. *
  32. *
  33. *> \par Purpose:
  34. * =============
  35. *>
  36. *> \verbatim
  37. *>
  38. *> SSYTRI computes the inverse of a real symmetric indefinite matrix
  39. *> A using the factorization A = U*D*U**T or A = L*D*L**T computed by
  40. *> SSYTRF.
  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**T;
  52. *> = 'L': Lower triangular, form is A = L*D*L**T.
  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 REAL array, dimension (LDA,N)
  64. *> On entry, the block diagonal matrix D and the multipliers
  65. *> used to obtain the factor U or L as computed by SSYTRF.
  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 block structure of D
  85. *> as determined by SSYTRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is REAL array, dimension (N)
  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, D(i,i) = 0; the matrix is singular and its
  99. *> 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. *> \ingroup realSYcomputational
  111. *
  112. * =====================================================================
  113. SUBROUTINE SSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
  114. *
  115. * -- LAPACK computational routine --
  116. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  117. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  118. *
  119. * .. Scalar Arguments ..
  120. CHARACTER UPLO
  121. INTEGER INFO, LDA, N
  122. * ..
  123. * .. Array Arguments ..
  124. INTEGER IPIV( * )
  125. REAL A( LDA, * ), WORK( * )
  126. * ..
  127. *
  128. * =====================================================================
  129. *
  130. * .. Parameters ..
  131. REAL ONE, ZERO
  132. PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
  133. * ..
  134. * .. Local Scalars ..
  135. LOGICAL UPPER
  136. INTEGER K, KP, KSTEP
  137. REAL AK, AKKP1, AKP1, D, T, TEMP
  138. * ..
  139. * .. External Functions ..
  140. LOGICAL LSAME
  141. REAL SDOT
  142. EXTERNAL LSAME, SDOT
  143. * ..
  144. * .. External Subroutines ..
  145. EXTERNAL SCOPY, SSWAP, SSYMV, XERBLA
  146. * ..
  147. * .. Intrinsic Functions ..
  148. INTRINSIC ABS, MAX
  149. * ..
  150. * .. Executable Statements ..
  151. *
  152. * Test the input parameters.
  153. *
  154. INFO = 0
  155. UPPER = LSAME( UPLO, 'U' )
  156. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  157. INFO = -1
  158. ELSE IF( N.LT.0 ) THEN
  159. INFO = -2
  160. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  161. INFO = -4
  162. END IF
  163. IF( INFO.NE.0 ) THEN
  164. CALL XERBLA( 'SSYTRI', -INFO )
  165. RETURN
  166. END IF
  167. *
  168. * Quick return if possible
  169. *
  170. IF( N.EQ.0 )
  171. $ RETURN
  172. *
  173. * Check that the diagonal matrix D is nonsingular.
  174. *
  175. IF( UPPER ) THEN
  176. *
  177. * Upper triangular storage: examine D from bottom to top
  178. *
  179. DO 10 INFO = N, 1, -1
  180. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  181. $ RETURN
  182. 10 CONTINUE
  183. ELSE
  184. *
  185. * Lower triangular storage: examine D from top to bottom.
  186. *
  187. DO 20 INFO = 1, N
  188. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  189. $ RETURN
  190. 20 CONTINUE
  191. END IF
  192. INFO = 0
  193. *
  194. IF( UPPER ) THEN
  195. *
  196. * Compute inv(A) from the factorization A = U*D*U**T.
  197. *
  198. * K is the main loop index, increasing from 1 to N in steps of
  199. * 1 or 2, depending on the size of the diagonal blocks.
  200. *
  201. K = 1
  202. 30 CONTINUE
  203. *
  204. * If K > N, exit from loop.
  205. *
  206. IF( K.GT.N )
  207. $ GO TO 40
  208. *
  209. IF( IPIV( K ).GT.0 ) THEN
  210. *
  211. * 1 x 1 diagonal block
  212. *
  213. * Invert the diagonal block.
  214. *
  215. A( K, K ) = ONE / A( K, K )
  216. *
  217. * Compute column K of the inverse.
  218. *
  219. IF( K.GT.1 ) THEN
  220. CALL SCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  221. CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  222. $ A( 1, K ), 1 )
  223. A( K, K ) = A( K, K ) - SDOT( K-1, WORK, 1, A( 1, K ),
  224. $ 1 )
  225. END IF
  226. KSTEP = 1
  227. ELSE
  228. *
  229. * 2 x 2 diagonal block
  230. *
  231. * Invert the diagonal block.
  232. *
  233. T = ABS( A( K, K+1 ) )
  234. AK = A( K, K ) / T
  235. AKP1 = A( K+1, K+1 ) / T
  236. AKKP1 = A( K, K+1 ) / T
  237. D = T*( AK*AKP1-ONE )
  238. A( K, K ) = AKP1 / D
  239. A( K+1, K+1 ) = AK / D
  240. A( K, K+1 ) = -AKKP1 / D
  241. *
  242. * Compute columns K and K+1 of the inverse.
  243. *
  244. IF( K.GT.1 ) THEN
  245. CALL SCOPY( K-1, A( 1, K ), 1, WORK, 1 )
  246. CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  247. $ A( 1, K ), 1 )
  248. A( K, K ) = A( K, K ) - SDOT( K-1, WORK, 1, A( 1, K ),
  249. $ 1 )
  250. A( K, K+1 ) = A( K, K+1 ) -
  251. $ SDOT( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
  252. CALL SCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
  253. CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
  254. $ A( 1, K+1 ), 1 )
  255. A( K+1, K+1 ) = A( K+1, K+1 ) -
  256. $ SDOT( K-1, WORK, 1, A( 1, K+1 ), 1 )
  257. END IF
  258. KSTEP = 2
  259. END IF
  260. *
  261. KP = ABS( IPIV( K ) )
  262. IF( KP.NE.K ) THEN
  263. *
  264. * Interchange rows and columns K and KP in the leading
  265. * submatrix A(1:k+1,1:k+1)
  266. *
  267. CALL SSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
  268. CALL SSWAP( K-KP-1, A( KP+1, K ), 1, A( KP, KP+1 ), LDA )
  269. TEMP = A( K, K )
  270. A( K, K ) = A( KP, KP )
  271. A( KP, KP ) = TEMP
  272. IF( KSTEP.EQ.2 ) THEN
  273. TEMP = A( K, K+1 )
  274. A( K, K+1 ) = A( KP, K+1 )
  275. A( KP, K+1 ) = TEMP
  276. END IF
  277. END IF
  278. *
  279. K = K + KSTEP
  280. GO TO 30
  281. 40 CONTINUE
  282. *
  283. ELSE
  284. *
  285. * Compute inv(A) from the factorization A = L*D*L**T.
  286. *
  287. * K is the main loop index, increasing from 1 to N in steps of
  288. * 1 or 2, depending on the size of the diagonal blocks.
  289. *
  290. K = N
  291. 50 CONTINUE
  292. *
  293. * If K < 1, exit from loop.
  294. *
  295. IF( K.LT.1 )
  296. $ GO TO 60
  297. *
  298. IF( IPIV( K ).GT.0 ) THEN
  299. *
  300. * 1 x 1 diagonal block
  301. *
  302. * Invert the diagonal block.
  303. *
  304. A( K, K ) = ONE / A( K, K )
  305. *
  306. * Compute column K of the inverse.
  307. *
  308. IF( K.LT.N ) THEN
  309. CALL SCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  310. CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  311. $ ZERO, A( K+1, K ), 1 )
  312. A( K, K ) = A( K, K ) - SDOT( N-K, WORK, 1, A( K+1, K ),
  313. $ 1 )
  314. END IF
  315. KSTEP = 1
  316. ELSE
  317. *
  318. * 2 x 2 diagonal block
  319. *
  320. * Invert the diagonal block.
  321. *
  322. T = ABS( A( K, K-1 ) )
  323. AK = A( K-1, K-1 ) / T
  324. AKP1 = A( K, K ) / T
  325. AKKP1 = A( K, K-1 ) / T
  326. D = T*( AK*AKP1-ONE )
  327. A( K-1, K-1 ) = AKP1 / D
  328. A( K, K ) = AK / D
  329. A( K, K-1 ) = -AKKP1 / D
  330. *
  331. * Compute columns K-1 and K of the inverse.
  332. *
  333. IF( K.LT.N ) THEN
  334. CALL SCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
  335. CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  336. $ ZERO, A( K+1, K ), 1 )
  337. A( K, K ) = A( K, K ) - SDOT( N-K, WORK, 1, A( K+1, K ),
  338. $ 1 )
  339. A( K, K-1 ) = A( K, K-1 ) -
  340. $ SDOT( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
  341. $ 1 )
  342. CALL SCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
  343. CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
  344. $ ZERO, A( K+1, K-1 ), 1 )
  345. A( K-1, K-1 ) = A( K-1, K-1 ) -
  346. $ SDOT( N-K, WORK, 1, A( K+1, K-1 ), 1 )
  347. END IF
  348. KSTEP = 2
  349. END IF
  350. *
  351. KP = ABS( IPIV( K ) )
  352. IF( KP.NE.K ) THEN
  353. *
  354. * Interchange rows and columns K and KP in the trailing
  355. * submatrix A(k-1:n,k-1:n)
  356. *
  357. IF( KP.LT.N )
  358. $ CALL SSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
  359. CALL SSWAP( KP-K-1, A( K+1, K ), 1, A( KP, K+1 ), LDA )
  360. TEMP = A( K, K )
  361. A( K, K ) = A( KP, KP )
  362. A( KP, KP ) = TEMP
  363. IF( KSTEP.EQ.2 ) THEN
  364. TEMP = A( K, K-1 )
  365. A( K, K-1 ) = A( KP, K-1 )
  366. A( KP, K-1 ) = TEMP
  367. END IF
  368. END IF
  369. *
  370. K = K - KSTEP
  371. GO TO 50
  372. 60 CONTINUE
  373. END IF
  374. *
  375. RETURN
  376. *
  377. * End of SSYTRI
  378. *
  379. END