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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] 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. *> \endverbatim
  75. *>
  76. *> \param[in] LDA
  77. *> \verbatim
  78. *> LDA is INTEGER
  79. *> The leading dimension of the array A. LDA >= max(1,N).
  80. *> \endverbatim
  81. *>
  82. *> \param[in] IPIV
  83. *> \verbatim
  84. *> IPIV is INTEGER array, dimension (N)
  85. *> Details of the interchanges and the block structure of D
  86. *> as determined by SSYTRF.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] B
  90. *> \verbatim
  91. *> B is REAL array, dimension (LDB,NRHS)
  92. *> On entry, the right hand side matrix B.
  93. *> On exit, the solution matrix X.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] WORK
  103. *> \verbatim
  104. *> WORK is REAL array, dimension (N)
  105. *> \endverbatim
  106. *>
  107. *> \param[out] INFO
  108. *> \verbatim
  109. *> INFO is INTEGER
  110. *> = 0: successful exit
  111. *> < 0: if INFO = -i, the i-th argument had an illegal value
  112. *> \endverbatim
  113. *
  114. * Authors:
  115. * ========
  116. *
  117. *> \author Univ. of Tennessee
  118. *> \author Univ. of California Berkeley
  119. *> \author Univ. of Colorado Denver
  120. *> \author NAG Ltd.
  121. *
  122. *> \date November 2011
  123. *
  124. *> \ingroup realSYcomputational
  125. *
  126. * =====================================================================
  127. SUBROUTINE SSYTRS2( UPLO, N, NRHS, A, LDA, IPIV, B, LDB,
  128. $ WORK, INFO )
  129. *
  130. * -- LAPACK computational routine (version 3.4.0) --
  131. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  132. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  133. * November 2011
  134. *
  135. * .. Scalar Arguments ..
  136. CHARACTER UPLO
  137. INTEGER INFO, LDA, LDB, N, NRHS
  138. * ..
  139. * .. Array Arguments ..
  140. INTEGER IPIV( * )
  141. REAL A( LDA, * ), B( LDB, * ), WORK( * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Parameters ..
  147. REAL ONE
  148. PARAMETER ( ONE = 1.0E+0 )
  149. * ..
  150. * .. Local Scalars ..
  151. LOGICAL UPPER
  152. INTEGER I, IINFO, J, K, KP
  153. REAL AK, AKM1, AKM1K, BK, BKM1, DENOM
  154. * ..
  155. * .. External Functions ..
  156. LOGICAL LSAME
  157. EXTERNAL LSAME
  158. * ..
  159. * .. External Subroutines ..
  160. EXTERNAL SSCAL, SSYCONV, SSWAP, STRSM, XERBLA
  161. * ..
  162. * .. Intrinsic Functions ..
  163. INTRINSIC MAX
  164. * ..
  165. * .. Executable Statements ..
  166. *
  167. INFO = 0
  168. UPPER = LSAME( UPLO, 'U' )
  169. IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
  170. INFO = -1
  171. ELSE IF( N.LT.0 ) THEN
  172. INFO = -2
  173. ELSE IF( NRHS.LT.0 ) THEN
  174. INFO = -3
  175. ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
  176. INFO = -5
  177. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  178. INFO = -8
  179. END IF
  180. IF( INFO.NE.0 ) THEN
  181. CALL XERBLA( 'SSYTRS2', -INFO )
  182. RETURN
  183. END IF
  184. *
  185. * Quick return if possible
  186. *
  187. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  188. $ RETURN
  189. *
  190. * Convert A
  191. *
  192. CALL SSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
  193. *
  194. IF( UPPER ) THEN
  195. *
  196. * Solve A*X = B, where A = U*D*U**T.
  197. *
  198. * P**T * B
  199. K=N
  200. DO WHILE ( K .GE. 1 )
  201. IF( IPIV( K ).GT.0 ) THEN
  202. * 1 x 1 diagonal block
  203. * Interchange rows K and IPIV(K).
  204. KP = IPIV( K )
  205. IF( KP.NE.K )
  206. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  207. K=K-1
  208. ELSE
  209. * 2 x 2 diagonal block
  210. * Interchange rows K-1 and -IPIV(K).
  211. KP = -IPIV( K )
  212. IF( KP.EQ.-IPIV( K-1 ) )
  213. $ CALL SSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
  214. K=K-2
  215. END IF
  216. END DO
  217. *
  218. * Compute (U \P**T * B) -> B [ (U \P**T * B) ]
  219. *
  220. CALL STRSM('L','U','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  221. *
  222. * Compute D \ B -> B [ D \ (U \P**T * B) ]
  223. *
  224. I=N
  225. DO WHILE ( I .GE. 1 )
  226. IF( IPIV(I) .GT. 0 ) THEN
  227. CALL SSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
  228. ELSEIF ( I .GT. 1) THEN
  229. IF ( IPIV(I-1) .EQ. IPIV(I) ) THEN
  230. AKM1K = WORK(I)
  231. AKM1 = A( I-1, I-1 ) / AKM1K
  232. AK = A( I, I ) / AKM1K
  233. DENOM = AKM1*AK - ONE
  234. DO 15 J = 1, NRHS
  235. BKM1 = B( I-1, J ) / AKM1K
  236. BK = B( I, J ) / AKM1K
  237. B( I-1, J ) = ( AK*BKM1-BK ) / DENOM
  238. B( I, J ) = ( AKM1*BK-BKM1 ) / DENOM
  239. 15 CONTINUE
  240. I = I - 1
  241. ENDIF
  242. ENDIF
  243. I = I - 1
  244. END DO
  245. *
  246. * Compute (U**T \ B) -> B [ U**T \ (D \ (U \P**T * B) ) ]
  247. *
  248. CALL STRSM('L','U','T','U',N,NRHS,ONE,A,LDA,B,LDB)
  249. *
  250. * P * B [ P * (U**T \ (D \ (U \P**T * B) )) ]
  251. *
  252. K=1
  253. DO WHILE ( K .LE. N )
  254. IF( IPIV( K ).GT.0 ) THEN
  255. * 1 x 1 diagonal block
  256. * Interchange rows K and IPIV(K).
  257. KP = IPIV( K )
  258. IF( KP.NE.K )
  259. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  260. K=K+1
  261. ELSE
  262. * 2 x 2 diagonal block
  263. * Interchange rows K-1 and -IPIV(K).
  264. KP = -IPIV( K )
  265. IF( K .LT. N .AND. KP.EQ.-IPIV( K+1 ) )
  266. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  267. K=K+2
  268. ENDIF
  269. END DO
  270. *
  271. ELSE
  272. *
  273. * Solve A*X = B, where A = L*D*L**T.
  274. *
  275. * P**T * B
  276. K=1
  277. DO WHILE ( K .LE. N )
  278. IF( IPIV( K ).GT.0 ) THEN
  279. * 1 x 1 diagonal block
  280. * Interchange rows K and IPIV(K).
  281. KP = IPIV( K )
  282. IF( KP.NE.K )
  283. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  284. K=K+1
  285. ELSE
  286. * 2 x 2 diagonal block
  287. * Interchange rows K and -IPIV(K+1).
  288. KP = -IPIV( K+1 )
  289. IF( KP.EQ.-IPIV( K ) )
  290. $ CALL SSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
  291. K=K+2
  292. ENDIF
  293. END DO
  294. *
  295. * Compute (L \P**T * B) -> B [ (L \P**T * B) ]
  296. *
  297. CALL STRSM('L','L','N','U',N,NRHS,ONE,A,LDA,B,LDB)
  298. *
  299. * Compute D \ B -> B [ D \ (L \P**T * B) ]
  300. *
  301. I=1
  302. DO WHILE ( I .LE. N )
  303. IF( IPIV(I) .GT. 0 ) THEN
  304. CALL SSCAL( NRHS, ONE / A( I, I ), B( I, 1 ), LDB )
  305. ELSE
  306. AKM1K = WORK(I)
  307. AKM1 = A( I, I ) / AKM1K
  308. AK = A( I+1, I+1 ) / AKM1K
  309. DENOM = AKM1*AK - ONE
  310. DO 25 J = 1, NRHS
  311. BKM1 = B( I, J ) / AKM1K
  312. BK = B( I+1, J ) / AKM1K
  313. B( I, J ) = ( AK*BKM1-BK ) / DENOM
  314. B( I+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
  315. 25 CONTINUE
  316. I = I + 1
  317. ENDIF
  318. I = I + 1
  319. END DO
  320. *
  321. * Compute (L**T \ B) -> B [ L**T \ (D \ (L \P**T * B) ) ]
  322. *
  323. CALL STRSM('L','L','T','U',N,NRHS,ONE,A,LDA,B,LDB)
  324. *
  325. * P * B [ P * (L**T \ (D \ (L \P**T * B) )) ]
  326. *
  327. K=N
  328. DO WHILE ( K .GE. 1 )
  329. IF( IPIV( K ).GT.0 ) THEN
  330. * 1 x 1 diagonal block
  331. * Interchange rows K and IPIV(K).
  332. KP = IPIV( K )
  333. IF( KP.NE.K )
  334. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  335. K=K-1
  336. ELSE
  337. * 2 x 2 diagonal block
  338. * Interchange rows K-1 and -IPIV(K).
  339. KP = -IPIV( K )
  340. IF( K.GT.1 .AND. KP.EQ.-IPIV( K-1 ) )
  341. $ CALL SSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
  342. K=K-2
  343. ENDIF
  344. END DO
  345. *
  346. END IF
  347. *
  348. * Revert A
  349. *
  350. CALL SSYCONV( UPLO, 'R', N, A, LDA, IPIV, WORK, IINFO )
  351. *
  352. RETURN
  353. *
  354. * End of SSYTRS2
  355. *
  356. END