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- *> \brief \b CSYTRI2X
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download CSYTRI2X + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csytri2x.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csytri2x.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csytri2x.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
- *
- * .. Scalar Arguments ..
- * CHARACTER UPLO
- * INTEGER INFO, LDA, N, NB
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * )
- * COMPLEX A( LDA, * ), WORK( N+NB+1,* )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CSYTRI2X computes the inverse of a real symmetric indefinite matrix
- *> A using the factorization A = U*D*U**T or A = L*D*L**T computed by
- *> CSYTRF.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] UPLO
- *> \verbatim
- *> UPLO is CHARACTER*1
- *> Specifies whether the details of the factorization are stored
- *> as an upper or lower triangular matrix.
- *> = 'U': Upper triangular, form is A = U*D*U**T;
- *> = 'L': Lower triangular, form is A = L*D*L**T.
- *> \endverbatim
- *>
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is COMPLEX array, dimension (LDA,N)
- *> On entry, the NNB diagonal matrix D and the multipliers
- *> used to obtain the factor U or L as computed by CSYTRF.
- *>
- *> On exit, if INFO = 0, the (symmetric) inverse of the original
- *> matrix. If UPLO = 'U', the upper triangular part of the
- *> inverse is formed and the part of A below the diagonal is not
- *> referenced; if UPLO = 'L' the lower triangular part of the
- *> inverse is formed and the part of A above the diagonal is
- *> not referenced.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1,N).
- *> \endverbatim
- *>
- *> \param[in] IPIV
- *> \verbatim
- *> IPIV is INTEGER array, dimension (N)
- *> Details of the interchanges and the NNB structure of D
- *> as determined by CSYTRF.
- *> \endverbatim
- *>
- *> \param[out] WORK
- *> \verbatim
- *> WORK is COMPLEX array, dimension (N+NB+1,NB+3)
- *> \endverbatim
- *>
- *> \param[in] NB
- *> \verbatim
- *> NB is INTEGER
- *> Block size
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> < 0: if INFO = -i, the i-th argument had an illegal value
- *> > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
- *> inverse could not be computed.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \date June 2017
- *
- *> \ingroup complexSYcomputational
- *
- * =====================================================================
- SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
- *
- * -- LAPACK computational routine (version 3.7.1) --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- * June 2017
- *
- * .. Scalar Arguments ..
- CHARACTER UPLO
- INTEGER INFO, LDA, N, NB
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * )
- COMPLEX A( LDA, * ), WORK( N+NB+1,* )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- COMPLEX ONE, ZERO
- PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ),
- $ ZERO = ( 0.0E+0, 0.0E+0 ) )
- * ..
- * .. Local Scalars ..
- LOGICAL UPPER
- INTEGER I, IINFO, IP, K, CUT, NNB
- INTEGER COUNT
- INTEGER J, U11, INVD
-
- COMPLEX AK, AKKP1, AKP1, D, T
- COMPLEX U01_I_J, U01_IP1_J
- COMPLEX U11_I_J, U11_IP1_J
- * ..
- * .. External Functions ..
- LOGICAL LSAME
- EXTERNAL LSAME
- * ..
- * .. External Subroutines ..
- EXTERNAL CSYCONV, XERBLA, CTRTRI
- EXTERNAL CGEMM, CTRMM, CSYSWAPR
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC MAX
- * ..
- * .. Executable Statements ..
- *
- * Test the input parameters.
- *
- INFO = 0
- UPPER = LSAME( UPLO, 'U' )
- IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
- INFO = -1
- ELSE IF( N.LT.0 ) THEN
- INFO = -2
- ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
- INFO = -4
- END IF
- *
- * Quick return if possible
- *
- *
- IF( INFO.NE.0 ) THEN
- CALL XERBLA( 'CSYTRI2X', -INFO )
- RETURN
- END IF
- IF( N.EQ.0 )
- $ RETURN
- *
- * Convert A
- * Workspace got Non-diag elements of D
- *
- CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
- *
- * Check that the diagonal matrix D is nonsingular.
- *
- IF( UPPER ) THEN
- *
- * Upper triangular storage: examine D from bottom to top
- *
- DO INFO = N, 1, -1
- IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
- $ RETURN
- END DO
- ELSE
- *
- * Lower triangular storage: examine D from top to bottom.
- *
- DO INFO = 1, N
- IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
- $ RETURN
- END DO
- END IF
- INFO = 0
- *
- * Splitting Workspace
- * U01 is a block (N,NB+1)
- * The first element of U01 is in WORK(1,1)
- * U11 is a block (NB+1,NB+1)
- * The first element of U11 is in WORK(N+1,1)
- U11 = N
- * INVD is a block (N,2)
- * The first element of INVD is in WORK(1,INVD)
- INVD = NB+2
-
- IF( UPPER ) THEN
- *
- * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
- *
- CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
- *
- * inv(D) and inv(D)*inv(U)
- *
- K=1
- DO WHILE ( K .LE. N )
- IF( IPIV( K ).GT.0 ) THEN
- * 1 x 1 diagonal NNB
- WORK(K,INVD) = ONE / A( K, K )
- WORK(K,INVD+1) = 0
- K=K+1
- ELSE
- * 2 x 2 diagonal NNB
- T = WORK(K+1,1)
- AK = A( K, K ) / T
- AKP1 = A( K+1, K+1 ) / T
- AKKP1 = WORK(K+1,1) / T
- D = T*( AK*AKP1-ONE )
- WORK(K,INVD) = AKP1 / D
- WORK(K+1,INVD+1) = AK / D
- WORK(K,INVD+1) = -AKKP1 / D
- WORK(K+1,INVD) = -AKKP1 / D
- K=K+2
- END IF
- END DO
- *
- * inv(U**T) = (inv(U))**T
- *
- * inv(U**T)*inv(D)*inv(U)
- *
- CUT=N
- DO WHILE (CUT .GT. 0)
- NNB=NB
- IF (CUT .LE. NNB) THEN
- NNB=CUT
- ELSE
- COUNT = 0
- * count negative elements,
- DO I=CUT+1-NNB,CUT
- IF (IPIV(I) .LT. 0) COUNT=COUNT+1
- END DO
- * need a even number for a clear cut
- IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
- END IF
-
- CUT=CUT-NNB
- *
- * U01 Block
- *
- DO I=1,CUT
- DO J=1,NNB
- WORK(I,J)=A(I,CUT+J)
- END DO
- END DO
- *
- * U11 Block
- *
- DO I=1,NNB
- WORK(U11+I,I)=ONE
- DO J=1,I-1
- WORK(U11+I,J)=ZERO
- END DO
- DO J=I+1,NNB
- WORK(U11+I,J)=A(CUT+I,CUT+J)
- END DO
- END DO
- *
- * invD*U01
- *
- I=1
- DO WHILE (I .LE. CUT)
- IF (IPIV(I) > 0) THEN
- DO J=1,NNB
- WORK(I,J)=WORK(I,INVD)*WORK(I,J)
- END DO
- I=I+1
- ELSE
- DO J=1,NNB
- U01_I_J = WORK(I,J)
- U01_IP1_J = WORK(I+1,J)
- WORK(I,J)=WORK(I,INVD)*U01_I_J+
- $ WORK(I,INVD+1)*U01_IP1_J
- WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
- $ WORK(I+1,INVD+1)*U01_IP1_J
- END DO
- I=I+2
- END IF
- END DO
- *
- * invD1*U11
- *
- I=1
- DO WHILE (I .LE. NNB)
- IF (IPIV(CUT+I) > 0) THEN
- DO J=I,NNB
- WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
- END DO
- I=I+1
- ELSE
- DO J=I,NNB
- U11_I_J = WORK(U11+I,J)
- U11_IP1_J = WORK(U11+I+1,J)
- WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
- $ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
- WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
- $ WORK(CUT+I+1,INVD+1)*U11_IP1_J
- END DO
- I=I+2
- END IF
- END DO
- *
- * U11**T*invD1*U11->U11
- *
- CALL CTRMM('L','U','T','U',NNB, NNB,
- $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
- *
- DO I=1,NNB
- DO J=I,NNB
- A(CUT+I,CUT+J)=WORK(U11+I,J)
- END DO
- END DO
- *
- * U01**T*invD*U01->A(CUT+I,CUT+J)
- *
- CALL CGEMM('T','N',NNB,NNB,CUT,ONE,A(1,CUT+1),LDA,
- $ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
- *
- * U11 = U11**T*invD1*U11 + U01**T*invD*U01
- *
- DO I=1,NNB
- DO J=I,NNB
- A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
- END DO
- END DO
- *
- * U01 = U00**T*invD0*U01
- *
- CALL CTRMM('L',UPLO,'T','U',CUT, NNB,
- $ ONE,A,LDA,WORK,N+NB+1)
-
- *
- * Update U01
- *
- DO I=1,CUT
- DO J=1,NNB
- A(I,CUT+J)=WORK(I,J)
- END DO
- END DO
- *
- * Next Block
- *
- END DO
- *
- * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
- *
- I=1
- DO WHILE ( I .LE. N )
- IF( IPIV(I) .GT. 0 ) THEN
- IP=IPIV(I)
- IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
- IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
- ELSE
- IP=-IPIV(I)
- I=I+1
- IF ( (I-1) .LT. IP)
- $ CALL CSYSWAPR( UPLO, N, A, LDA, I-1 ,IP )
- IF ( (I-1) .GT. IP)
- $ CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I-1 )
- ENDIF
- I=I+1
- END DO
- ELSE
- *
- * LOWER...
- *
- * invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
- *
- CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
- *
- * inv(D) and inv(D)*inv(U)
- *
- K=N
- DO WHILE ( K .GE. 1 )
- IF( IPIV( K ).GT.0 ) THEN
- * 1 x 1 diagonal NNB
- WORK(K,INVD) = ONE / A( K, K )
- WORK(K,INVD+1) = 0
- K=K-1
- ELSE
- * 2 x 2 diagonal NNB
- T = WORK(K-1,1)
- AK = A( K-1, K-1 ) / T
- AKP1 = A( K, K ) / T
- AKKP1 = WORK(K-1,1) / T
- D = T*( AK*AKP1-ONE )
- WORK(K-1,INVD) = AKP1 / D
- WORK(K,INVD) = AK / D
- WORK(K,INVD+1) = -AKKP1 / D
- WORK(K-1,INVD+1) = -AKKP1 / D
- K=K-2
- END IF
- END DO
- *
- * inv(U**T) = (inv(U))**T
- *
- * inv(U**T)*inv(D)*inv(U)
- *
- CUT=0
- DO WHILE (CUT .LT. N)
- NNB=NB
- IF (CUT + NNB .GE. N) THEN
- NNB=N-CUT
- ELSE
- COUNT = 0
- * count negative elements,
- DO I=CUT+1,CUT+NNB
- IF (IPIV(I) .LT. 0) COUNT=COUNT+1
- END DO
- * need a even number for a clear cut
- IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
- END IF
- * L21 Block
- DO I=1,N-CUT-NNB
- DO J=1,NNB
- WORK(I,J)=A(CUT+NNB+I,CUT+J)
- END DO
- END DO
- * L11 Block
- DO I=1,NNB
- WORK(U11+I,I)=ONE
- DO J=I+1,NNB
- WORK(U11+I,J)=ZERO
- END DO
- DO J=1,I-1
- WORK(U11+I,J)=A(CUT+I,CUT+J)
- END DO
- END DO
- *
- * invD*L21
- *
- I=N-CUT-NNB
- DO WHILE (I .GE. 1)
- IF (IPIV(CUT+NNB+I) > 0) THEN
- DO J=1,NNB
- WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
- END DO
- I=I-1
- ELSE
- DO J=1,NNB
- U01_I_J = WORK(I,J)
- U01_IP1_J = WORK(I-1,J)
- WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
- $ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
- WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
- $ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
- END DO
- I=I-2
- END IF
- END DO
- *
- * invD1*L11
- *
- I=NNB
- DO WHILE (I .GE. 1)
- IF (IPIV(CUT+I) > 0) THEN
- DO J=1,NNB
- WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
- END DO
- I=I-1
- ELSE
- DO J=1,NNB
- U11_I_J = WORK(U11+I,J)
- U11_IP1_J = WORK(U11+I-1,J)
- WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
- $ WORK(CUT+I,INVD+1)*U11_IP1_J
- WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
- $ WORK(CUT+I-1,INVD)*U11_IP1_J
- END DO
- I=I-2
- END IF
- END DO
- *
- * L11**T*invD1*L11->L11
- *
- CALL CTRMM('L',UPLO,'T','U',NNB, NNB,
- $ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
- *
- DO I=1,NNB
- DO J=1,I
- A(CUT+I,CUT+J)=WORK(U11+I,J)
- END DO
- END DO
- *
- IF ( (CUT+NNB) .LT. N ) THEN
- *
- * L21**T*invD2*L21->A(CUT+I,CUT+J)
- *
- CALL CGEMM('T','N',NNB,NNB,N-NNB-CUT,ONE,A(CUT+NNB+1,CUT+1)
- $ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
-
- *
- * L11 = L11**T*invD1*L11 + U01**T*invD*U01
- *
- DO I=1,NNB
- DO J=1,I
- A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
- END DO
- END DO
- *
- * L01 = L22**T*invD2*L21
- *
- CALL CTRMM('L',UPLO,'T','U', N-NNB-CUT, NNB,
- $ ONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
-
- * Update L21
- DO I=1,N-CUT-NNB
- DO J=1,NNB
- A(CUT+NNB+I,CUT+J)=WORK(I,J)
- END DO
- END DO
- ELSE
- *
- * L11 = L11**T*invD1*L11
- *
- DO I=1,NNB
- DO J=1,I
- A(CUT+I,CUT+J)=WORK(U11+I,J)
- END DO
- END DO
- END IF
- *
- * Next Block
- *
- CUT=CUT+NNB
- END DO
- *
- * Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
- *
- I=N
- DO WHILE ( I .GE. 1 )
- IF( IPIV(I) .GT. 0 ) THEN
- IP=IPIV(I)
- IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
- IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
- ELSE
- IP=-IPIV(I)
- IF ( I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
- IF ( I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
- I=I-1
- ENDIF
- I=I-1
- END DO
- END IF
- *
- RETURN
- *
- * End of CSYTRI2X
- *
- END
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