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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/ssytri.f
Move LAPACK trunk into position.
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+ SUBROUTINE SSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER UPLO
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ REAL A( LDA, * ), WORK( * )
+* ..
+*
+* Purpose
+* =======
+*
+* SSYTRI 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
+* SSYTRF.
+*
+* Arguments
+* =========
+*
+* UPLO (input) 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.
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) REAL array, dimension (LDA,N)
+* On entry, the block diagonal matrix D and the multipliers
+* used to obtain the factor U or L as computed by SSYTRF.
+*
+* 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.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,N).
+*
+* IPIV (input) INTEGER array, dimension (N)
+* Details of the interchanges and the block structure of D
+* as determined by SSYTRF.
+*
+* WORK (workspace) REAL array, dimension (N)
+*
+* INFO (output) 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.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ONE, ZERO
+ PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL UPPER
+ INTEGER K, KP, KSTEP
+ REAL AK, AKKP1, AKP1, D, T, TEMP
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ REAL SDOT
+ EXTERNAL LSAME, SDOT
+* ..
+* .. External Subroutines ..
+ EXTERNAL SCOPY, SSWAP, SSYMV, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, 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
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'SSYTRI', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Check that the diagonal matrix D is nonsingular.
+*
+ IF( UPPER ) THEN
+*
+* Upper triangular storage: examine D from bottom to top
+*
+ DO 10 INFO = N, 1, -1
+ IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 10 CONTINUE
+ ELSE
+*
+* Lower triangular storage: examine D from top to bottom.
+*
+ DO 20 INFO = 1, N
+ IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
+ $ RETURN
+ 20 CONTINUE
+ END IF
+ INFO = 0
+*
+ IF( UPPER ) THEN
+*
+* Compute inv(A) from the factorization A = U*D*U'.
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = 1
+ 30 CONTINUE
+*
+* If K > N, exit from loop.
+*
+ IF( K.GT.N )
+ $ GO TO 40
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Invert the diagonal block.
+*
+ A( K, K ) = ONE / A( K, K )
+*
+* Compute column K of the inverse.
+*
+ IF( K.GT.1 ) THEN
+ CALL SCOPY( K-1, A( 1, K ), 1, WORK, 1 )
+ CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
+ $ A( 1, K ), 1 )
+ A( K, K ) = A( K, K ) - SDOT( K-1, WORK, 1, A( 1, K ),
+ $ 1 )
+ END IF
+ KSTEP = 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Invert the diagonal block.
+*
+ T = ABS( A( K, K+1 ) )
+ AK = A( K, K ) / T
+ AKP1 = A( K+1, K+1 ) / T
+ AKKP1 = A( K, K+1 ) / T
+ D = T*( AK*AKP1-ONE )
+ A( K, K ) = AKP1 / D
+ A( K+1, K+1 ) = AK / D
+ A( K, K+1 ) = -AKKP1 / D
+*
+* Compute columns K and K+1 of the inverse.
+*
+ IF( K.GT.1 ) THEN
+ CALL SCOPY( K-1, A( 1, K ), 1, WORK, 1 )
+ CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
+ $ A( 1, K ), 1 )
+ A( K, K ) = A( K, K ) - SDOT( K-1, WORK, 1, A( 1, K ),
+ $ 1 )
+ A( K, K+1 ) = A( K, K+1 ) -
+ $ SDOT( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
+ CALL SCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
+ CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO,
+ $ A( 1, K+1 ), 1 )
+ A( K+1, K+1 ) = A( K+1, K+1 ) -
+ $ SDOT( K-1, WORK, 1, A( 1, K+1 ), 1 )
+ END IF
+ KSTEP = 2
+ END IF
+*
+ KP = ABS( IPIV( K ) )
+ IF( KP.NE.K ) THEN
+*
+* Interchange rows and columns K and KP in the leading
+* submatrix A(1:k+1,1:k+1)
+*
+ CALL SSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
+ CALL SSWAP( K-KP-1, A( KP+1, K ), 1, A( KP, KP+1 ), LDA )
+ TEMP = A( K, K )
+ A( K, K ) = A( KP, KP )
+ A( KP, KP ) = TEMP
+ IF( KSTEP.EQ.2 ) THEN
+ TEMP = A( K, K+1 )
+ A( K, K+1 ) = A( KP, K+1 )
+ A( KP, K+1 ) = TEMP
+ END IF
+ END IF
+*
+ K = K + KSTEP
+ GO TO 30
+ 40 CONTINUE
+*
+ ELSE
+*
+* Compute inv(A) from the factorization A = L*D*L'.
+*
+* K is the main loop index, increasing from 1 to N in steps of
+* 1 or 2, depending on the size of the diagonal blocks.
+*
+ K = N
+ 50 CONTINUE
+*
+* If K < 1, exit from loop.
+*
+ IF( K.LT.1 )
+ $ GO TO 60
+*
+ IF( IPIV( K ).GT.0 ) THEN
+*
+* 1 x 1 diagonal block
+*
+* Invert the diagonal block.
+*
+ A( K, K ) = ONE / A( K, K )
+*
+* Compute column K of the inverse.
+*
+ IF( K.LT.N ) THEN
+ CALL SCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
+ CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
+ $ ZERO, A( K+1, K ), 1 )
+ A( K, K ) = A( K, K ) - SDOT( N-K, WORK, 1, A( K+1, K ),
+ $ 1 )
+ END IF
+ KSTEP = 1
+ ELSE
+*
+* 2 x 2 diagonal block
+*
+* Invert the diagonal block.
+*
+ T = ABS( A( K, K-1 ) )
+ AK = A( K-1, K-1 ) / T
+ AKP1 = A( K, K ) / T
+ AKKP1 = A( K, K-1 ) / T
+ D = T*( AK*AKP1-ONE )
+ A( K-1, K-1 ) = AKP1 / D
+ A( K, K ) = AK / D
+ A( K, K-1 ) = -AKKP1 / D
+*
+* Compute columns K-1 and K of the inverse.
+*
+ IF( K.LT.N ) THEN
+ CALL SCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
+ CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
+ $ ZERO, A( K+1, K ), 1 )
+ A( K, K ) = A( K, K ) - SDOT( N-K, WORK, 1, A( K+1, K ),
+ $ 1 )
+ A( K, K-1 ) = A( K, K-1 ) -
+ $ SDOT( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
+ $ 1 )
+ CALL SCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
+ CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1,
+ $ ZERO, A( K+1, K-1 ), 1 )
+ A( K-1, K-1 ) = A( K-1, K-1 ) -
+ $ SDOT( N-K, WORK, 1, A( K+1, K-1 ), 1 )
+ END IF
+ KSTEP = 2
+ END IF
+*
+ KP = ABS( IPIV( K ) )
+ IF( KP.NE.K ) THEN
+*
+* Interchange rows and columns K and KP in the trailing
+* submatrix A(k-1:n,k-1:n)
+*
+ IF( KP.LT.N )
+ $ CALL SSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
+ CALL SSWAP( KP-K-1, A( K+1, K ), 1, A( KP, K+1 ), LDA )
+ TEMP = A( K, K )
+ A( K, K ) = A( KP, KP )
+ A( KP, KP ) = TEMP
+ IF( KSTEP.EQ.2 ) THEN
+ TEMP = A( K, K-1 )
+ A( K, K-1 ) = A( KP, K-1 )
+ A( KP, K-1 ) = TEMP
+ END IF
+ END IF
+*
+ K = K - KSTEP
+ GO TO 50
+ 60 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of SSYTRI
+*
+ END