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csytri2x.f 16 kB

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  1. *> \brief \b CSYTRI2X
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CSYTRI2X + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csytri2x.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csytri2x.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csytri2x.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CSYTRI2X( 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. *> CSYTRI2X 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. *> CSYTRF.
  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 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 CSYTRF.
  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 CSYTRF.
  86. *> \endverbatim
  87. *>
  88. *> \param[out] WORK
  89. *> \verbatim
  90. *> WORK is COMPLEX array, dimension (N+NNB+1,NNB+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. *> \date November 2011
  117. *
  118. *> \ingroup complexSYcomputational
  119. *
  120. * =====================================================================
  121. SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
  122. *
  123. * -- LAPACK computational routine (version 3.4.0) --
  124. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  125. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  126. * November 2011
  127. *
  128. * .. Scalar Arguments ..
  129. CHARACTER UPLO
  130. INTEGER INFO, LDA, N, NB
  131. * ..
  132. * .. Array Arguments ..
  133. INTEGER IPIV( * )
  134. COMPLEX A( LDA, * ), WORK( N+NB+1,* )
  135. * ..
  136. *
  137. * =====================================================================
  138. *
  139. * .. Parameters ..
  140. COMPLEX ONE, ZERO
  141. PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ),
  142. $ ZERO = ( 0.0E+0, 0.0E+0 ) )
  143. * ..
  144. * .. Local Scalars ..
  145. LOGICAL UPPER
  146. INTEGER I, IINFO, IP, K, CUT, NNB
  147. INTEGER COUNT
  148. INTEGER J, U11, INVD
  149. COMPLEX AK, AKKP1, AKP1, D, T
  150. COMPLEX U01_I_J, U01_IP1_J
  151. COMPLEX U11_I_J, U11_IP1_J
  152. * ..
  153. * .. External Functions ..
  154. LOGICAL LSAME
  155. EXTERNAL LSAME
  156. * ..
  157. * .. External Subroutines ..
  158. EXTERNAL CSYCONV, XERBLA, CTRTRI
  159. EXTERNAL CGEMM, CTRMM, CSYSWAPR
  160. * ..
  161. * .. Intrinsic Functions ..
  162. INTRINSIC MAX
  163. * ..
  164. * .. Executable Statements ..
  165. *
  166. * Test the input parameters.
  167. *
  168. INFO = 0
  169. UPPER = LSAME( UPLO, 'U' )
  170. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  171. INFO = -1
  172. ELSE IF( N.LT.0 ) THEN
  173. INFO = -2
  174. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  175. INFO = -4
  176. END IF
  177. *
  178. * Quick return if possible
  179. *
  180. *
  181. IF( INFO.NE.0 ) THEN
  182. CALL XERBLA( 'CSYTRI2X', -INFO )
  183. RETURN
  184. END IF
  185. IF( N.EQ.0 )
  186. $ RETURN
  187. *
  188. * Convert A
  189. * Workspace got Non-diag elements of D
  190. *
  191. CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  192. *
  193. * Check that the diagonal matrix D is nonsingular.
  194. *
  195. IF( UPPER ) THEN
  196. *
  197. * Upper triangular storage: examine D from bottom to top
  198. *
  199. DO INFO = N, 1, -1
  200. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  201. $ RETURN
  202. END DO
  203. ELSE
  204. *
  205. * Lower triangular storage: examine D from top to bottom.
  206. *
  207. DO INFO = 1, N
  208. IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
  209. $ RETURN
  210. END DO
  211. END IF
  212. INFO = 0
  213. *
  214. * Splitting Workspace
  215. * U01 is a block (N,NB+1)
  216. * The first element of U01 is in WORK(1,1)
  217. * U11 is a block (NB+1,NB+1)
  218. * The first element of U11 is in WORK(N+1,1)
  219. U11 = N
  220. * INVD is a block (N,2)
  221. * The first element of INVD is in WORK(1,INVD)
  222. INVD = NB+2
  223. IF( UPPER ) THEN
  224. *
  225. * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
  226. *
  227. CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
  228. *
  229. * inv(D) and inv(D)*inv(U)
  230. *
  231. K=1
  232. DO WHILE ( K .LE. N )
  233. IF( IPIV( K ).GT.0 ) THEN
  234. * 1 x 1 diagonal NNB
  235. WORK(K,INVD) = ONE / A( K, K )
  236. WORK(K,INVD+1) = 0
  237. K=K+1
  238. ELSE
  239. * 2 x 2 diagonal NNB
  240. T = WORK(K+1,1)
  241. AK = A( K, K ) / T
  242. AKP1 = A( K+1, K+1 ) / T
  243. AKKP1 = WORK(K+1,1) / T
  244. D = T*( AK*AKP1-ONE )
  245. WORK(K,INVD) = AKP1 / D
  246. WORK(K+1,INVD+1) = AK / D
  247. WORK(K,INVD+1) = -AKKP1 / D
  248. WORK(K+1,INVD) = -AKKP1 / D
  249. K=K+2
  250. END IF
  251. END DO
  252. *
  253. * inv(U**T) = (inv(U))**T
  254. *
  255. * inv(U**T)*inv(D)*inv(U)
  256. *
  257. CUT=N
  258. DO WHILE (CUT .GT. 0)
  259. NNB=NB
  260. IF (CUT .LE. NNB) THEN
  261. NNB=CUT
  262. ELSE
  263. COUNT = 0
  264. * count negative elements,
  265. DO I=CUT+1-NNB,CUT
  266. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  267. END DO
  268. * need a even number for a clear cut
  269. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  270. END IF
  271. CUT=CUT-NNB
  272. *
  273. * U01 Block
  274. *
  275. DO I=1,CUT
  276. DO J=1,NNB
  277. WORK(I,J)=A(I,CUT+J)
  278. END DO
  279. END DO
  280. *
  281. * U11 Block
  282. *
  283. DO I=1,NNB
  284. WORK(U11+I,I)=ONE
  285. DO J=1,I-1
  286. WORK(U11+I,J)=ZERO
  287. END DO
  288. DO J=I+1,NNB
  289. WORK(U11+I,J)=A(CUT+I,CUT+J)
  290. END DO
  291. END DO
  292. *
  293. * invD*U01
  294. *
  295. I=1
  296. DO WHILE (I .LE. CUT)
  297. IF (IPIV(I) > 0) THEN
  298. DO J=1,NNB
  299. WORK(I,J)=WORK(I,INVD)*WORK(I,J)
  300. END DO
  301. I=I+1
  302. ELSE
  303. DO J=1,NNB
  304. U01_I_J = WORK(I,J)
  305. U01_IP1_J = WORK(I+1,J)
  306. WORK(I,J)=WORK(I,INVD)*U01_I_J+
  307. $ WORK(I,INVD+1)*U01_IP1_J
  308. WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
  309. $ WORK(I+1,INVD+1)*U01_IP1_J
  310. END DO
  311. I=I+2
  312. END IF
  313. END DO
  314. *
  315. * invD1*U11
  316. *
  317. I=1
  318. DO WHILE (I .LE. NNB)
  319. IF (IPIV(CUT+I) > 0) THEN
  320. DO J=I,NNB
  321. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  322. END DO
  323. I=I+1
  324. ELSE
  325. DO J=I,NNB
  326. U11_I_J = WORK(U11+I,J)
  327. U11_IP1_J = WORK(U11+I+1,J)
  328. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  329. $ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
  330. WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
  331. $ WORK(CUT+I+1,INVD+1)*U11_IP1_J
  332. END DO
  333. I=I+2
  334. END IF
  335. END DO
  336. *
  337. * U11**T*invD1*U11->U11
  338. *
  339. CALL CTRMM('L','U','T','U',NNB, NNB,
  340. $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  341. *
  342. DO I=1,NNB
  343. DO J=I,NNB
  344. A(CUT+I,CUT+J)=WORK(U11+I,J)
  345. END DO
  346. END DO
  347. *
  348. * U01**T*invD*U01->A(CUT+I,CUT+J)
  349. *
  350. CALL CGEMM('T','N',NNB,NNB,CUT,ONE,A(1,CUT+1),LDA,
  351. $ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  352. *
  353. * U11 = U11**T*invD1*U11 + U01**T*invD*U01
  354. *
  355. DO I=1,NNB
  356. DO J=I,NNB
  357. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  358. END DO
  359. END DO
  360. *
  361. * U01 = U00**T*invD0*U01
  362. *
  363. CALL CTRMM('L',UPLO,'T','U',CUT, NNB,
  364. $ ONE,A,LDA,WORK,N+NB+1)
  365. *
  366. * Update U01
  367. *
  368. DO I=1,CUT
  369. DO J=1,NNB
  370. A(I,CUT+J)=WORK(I,J)
  371. END DO
  372. END DO
  373. *
  374. * Next Block
  375. *
  376. END DO
  377. *
  378. * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
  379. *
  380. I=1
  381. DO WHILE ( I .LE. N )
  382. IF( IPIV(I) .GT. 0 ) THEN
  383. IP=IPIV(I)
  384. IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
  385. IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
  386. ELSE
  387. IP=-IPIV(I)
  388. I=I+1
  389. IF ( (I-1) .LT. IP)
  390. $ CALL CSYSWAPR( UPLO, N, A, LDA, I-1 ,IP )
  391. IF ( (I-1) .GT. IP)
  392. $ CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I-1 )
  393. ENDIF
  394. I=I+1
  395. END DO
  396. ELSE
  397. *
  398. * LOWER...
  399. *
  400. * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
  401. *
  402. CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
  403. *
  404. * inv(D) and inv(D)*inv(U)
  405. *
  406. K=N
  407. DO WHILE ( K .GE. 1 )
  408. IF( IPIV( K ).GT.0 ) THEN
  409. * 1 x 1 diagonal NNB
  410. WORK(K,INVD) = ONE / A( K, K )
  411. WORK(K,INVD+1) = 0
  412. K=K-1
  413. ELSE
  414. * 2 x 2 diagonal NNB
  415. T = WORK(K-1,1)
  416. AK = A( K-1, K-1 ) / T
  417. AKP1 = A( K, K ) / T
  418. AKKP1 = WORK(K-1,1) / T
  419. D = T*( AK*AKP1-ONE )
  420. WORK(K-1,INVD) = AKP1 / D
  421. WORK(K,INVD) = AK / D
  422. WORK(K,INVD+1) = -AKKP1 / D
  423. WORK(K-1,INVD+1) = -AKKP1 / D
  424. K=K-2
  425. END IF
  426. END DO
  427. *
  428. * inv(U**T) = (inv(U))**T
  429. *
  430. * inv(U**T)*inv(D)*inv(U)
  431. *
  432. CUT=0
  433. DO WHILE (CUT .LT. N)
  434. NNB=NB
  435. IF (CUT + NNB .GE. N) THEN
  436. NNB=N-CUT
  437. ELSE
  438. COUNT = 0
  439. * count negative elements,
  440. DO I=CUT+1,CUT+NNB
  441. IF (IPIV(I) .LT. 0) COUNT=COUNT+1
  442. END DO
  443. * need a even number for a clear cut
  444. IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
  445. END IF
  446. * L21 Block
  447. DO I=1,N-CUT-NNB
  448. DO J=1,NNB
  449. WORK(I,J)=A(CUT+NNB+I,CUT+J)
  450. END DO
  451. END DO
  452. * L11 Block
  453. DO I=1,NNB
  454. WORK(U11+I,I)=ONE
  455. DO J=I+1,NNB
  456. WORK(U11+I,J)=ZERO
  457. END DO
  458. DO J=1,I-1
  459. WORK(U11+I,J)=A(CUT+I,CUT+J)
  460. END DO
  461. END DO
  462. *
  463. * invD*L21
  464. *
  465. I=N-CUT-NNB
  466. DO WHILE (I .GE. 1)
  467. IF (IPIV(CUT+NNB+I) > 0) THEN
  468. DO J=1,NNB
  469. WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
  470. END DO
  471. I=I-1
  472. ELSE
  473. DO J=1,NNB
  474. U01_I_J = WORK(I,J)
  475. U01_IP1_J = WORK(I-1,J)
  476. WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
  477. $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
  478. WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
  479. $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
  480. END DO
  481. I=I-2
  482. END IF
  483. END DO
  484. *
  485. * invD1*L11
  486. *
  487. I=NNB
  488. DO WHILE (I .GE. 1)
  489. IF (IPIV(CUT+I) > 0) THEN
  490. DO J=1,NNB
  491. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
  492. END DO
  493. I=I-1
  494. ELSE
  495. DO J=1,NNB
  496. U11_I_J = WORK(U11+I,J)
  497. U11_IP1_J = WORK(U11+I-1,J)
  498. WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
  499. $ WORK(CUT+I,INVD+1)*U11_IP1_J
  500. WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
  501. $ WORK(CUT+I-1,INVD)*U11_IP1_J
  502. END DO
  503. I=I-2
  504. END IF
  505. END DO
  506. *
  507. * L11**T*invD1*L11->L11
  508. *
  509. CALL CTRMM('L',UPLO,'T','U',NNB, NNB,
  510. $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
  511. *
  512. DO I=1,NNB
  513. DO J=1,I
  514. A(CUT+I,CUT+J)=WORK(U11+I,J)
  515. END DO
  516. END DO
  517. *
  518. IF ( (CUT+NNB) .LT. N ) THEN
  519. *
  520. * L21**T*invD2*L21->A(CUT+I,CUT+J)
  521. *
  522. CALL CGEMM('T','N',NNB,NNB,N-NNB-CUT,ONE,A(CUT+NNB+1,CUT+1)
  523. $ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
  524. *
  525. * L11 = L11**T*invD1*L11 + U01**T*invD*U01
  526. *
  527. DO I=1,NNB
  528. DO J=1,I
  529. A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
  530. END DO
  531. END DO
  532. *
  533. * L01 = L22**T*invD2*L21
  534. *
  535. CALL CTRMM('L',UPLO,'T','U', N-NNB-CUT, NNB,
  536. $ ONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
  537. * Update L21
  538. DO I=1,N-CUT-NNB
  539. DO J=1,NNB
  540. A(CUT+NNB+I,CUT+J)=WORK(I,J)
  541. END DO
  542. END DO
  543. ELSE
  544. *
  545. * L11 = L11**T*invD1*L11
  546. *
  547. DO I=1,NNB
  548. DO J=1,I
  549. A(CUT+I,CUT+J)=WORK(U11+I,J)
  550. END DO
  551. END DO
  552. END IF
  553. *
  554. * Next Block
  555. *
  556. CUT=CUT+NNB
  557. END DO
  558. *
  559. * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
  560. *
  561. I=N
  562. DO WHILE ( I .GE. 1 )
  563. IF( IPIV(I) .GT. 0 ) THEN
  564. IP=IPIV(I)
  565. IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
  566. IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
  567. ELSE
  568. IP=-IPIV(I)
  569. IF ( I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
  570. IF ( I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
  571. I=I-1
  572. ENDIF
  573. I=I-1
  574. END DO
  575. END IF
  576. *
  577. RETURN
  578. *
  579. * End of CSYTRI2X
  580. *
  581. END