LAPACK 3.3.0
|
00001 SUBROUTINE SSYTRI( UPLO, N, A, LDA, IPIV, WORK, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.2) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 CHARACTER UPLO 00010 INTEGER INFO, LDA, N 00011 * .. 00012 * .. Array Arguments .. 00013 INTEGER IPIV( * ) 00014 REAL A( LDA, * ), WORK( * ) 00015 * .. 00016 * 00017 * Purpose 00018 * ======= 00019 * 00020 * SSYTRI computes the inverse of a real symmetric indefinite matrix 00021 * A using the factorization A = U*D*U**T or A = L*D*L**T computed by 00022 * SSYTRF. 00023 * 00024 * Arguments 00025 * ========= 00026 * 00027 * UPLO (input) CHARACTER*1 00028 * Specifies whether the details of the factorization are stored 00029 * as an upper or lower triangular matrix. 00030 * = 'U': Upper triangular, form is A = U*D*U**T; 00031 * = 'L': Lower triangular, form is A = L*D*L**T. 00032 * 00033 * N (input) INTEGER 00034 * The order of the matrix A. N >= 0. 00035 * 00036 * A (input/output) REAL array, dimension (LDA,N) 00037 * On entry, the block diagonal matrix D and the multipliers 00038 * used to obtain the factor U or L as computed by SSYTRF. 00039 * 00040 * On exit, if INFO = 0, the (symmetric) inverse of the original 00041 * matrix. If UPLO = 'U', the upper triangular part of the 00042 * inverse is formed and the part of A below the diagonal is not 00043 * referenced; if UPLO = 'L' the lower triangular part of the 00044 * inverse is formed and the part of A above the diagonal is 00045 * not referenced. 00046 * 00047 * LDA (input) INTEGER 00048 * The leading dimension of the array A. LDA >= max(1,N). 00049 * 00050 * IPIV (input) INTEGER array, dimension (N) 00051 * Details of the interchanges and the block structure of D 00052 * as determined by SSYTRF. 00053 * 00054 * WORK (workspace) REAL array, dimension (N) 00055 * 00056 * INFO (output) INTEGER 00057 * = 0: successful exit 00058 * < 0: if INFO = -i, the i-th argument had an illegal value 00059 * > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its 00060 * inverse could not be computed. 00061 * 00062 * ===================================================================== 00063 * 00064 * .. Parameters .. 00065 REAL ONE, ZERO 00066 PARAMETER ( ONE = 1.0E+0, ZERO = 0.0E+0 ) 00067 * .. 00068 * .. Local Scalars .. 00069 LOGICAL UPPER 00070 INTEGER K, KP, KSTEP 00071 REAL AK, AKKP1, AKP1, D, T, TEMP 00072 * .. 00073 * .. External Functions .. 00074 LOGICAL LSAME 00075 REAL SDOT 00076 EXTERNAL LSAME, SDOT 00077 * .. 00078 * .. External Subroutines .. 00079 EXTERNAL SCOPY, SSWAP, SSYMV, XERBLA 00080 * .. 00081 * .. Intrinsic Functions .. 00082 INTRINSIC ABS, MAX 00083 * .. 00084 * .. Executable Statements .. 00085 * 00086 * Test the input parameters. 00087 * 00088 INFO = 0 00089 UPPER = LSAME( UPLO, 'U' ) 00090 IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN 00091 INFO = -1 00092 ELSE IF( N.LT.0 ) THEN 00093 INFO = -2 00094 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN 00095 INFO = -4 00096 END IF 00097 IF( INFO.NE.0 ) THEN 00098 CALL XERBLA( 'SSYTRI', -INFO ) 00099 RETURN 00100 END IF 00101 * 00102 * Quick return if possible 00103 * 00104 IF( N.EQ.0 ) 00105 $ RETURN 00106 * 00107 * Check that the diagonal matrix D is nonsingular. 00108 * 00109 IF( UPPER ) THEN 00110 * 00111 * Upper triangular storage: examine D from bottom to top 00112 * 00113 DO 10 INFO = N, 1, -1 00114 IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO ) 00115 $ RETURN 00116 10 CONTINUE 00117 ELSE 00118 * 00119 * Lower triangular storage: examine D from top to bottom. 00120 * 00121 DO 20 INFO = 1, N 00122 IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO ) 00123 $ RETURN 00124 20 CONTINUE 00125 END IF 00126 INFO = 0 00127 * 00128 IF( UPPER ) THEN 00129 * 00130 * Compute inv(A) from the factorization A = U*D*U'. 00131 * 00132 * K is the main loop index, increasing from 1 to N in steps of 00133 * 1 or 2, depending on the size of the diagonal blocks. 00134 * 00135 K = 1 00136 30 CONTINUE 00137 * 00138 * If K > N, exit from loop. 00139 * 00140 IF( K.GT.N ) 00141 $ GO TO 40 00142 * 00143 IF( IPIV( K ).GT.0 ) THEN 00144 * 00145 * 1 x 1 diagonal block 00146 * 00147 * Invert the diagonal block. 00148 * 00149 A( K, K ) = ONE / A( K, K ) 00150 * 00151 * Compute column K of the inverse. 00152 * 00153 IF( K.GT.1 ) THEN 00154 CALL SCOPY( K-1, A( 1, K ), 1, WORK, 1 ) 00155 CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO, 00156 $ A( 1, K ), 1 ) 00157 A( K, K ) = A( K, K ) - SDOT( K-1, WORK, 1, A( 1, K ), 00158 $ 1 ) 00159 END IF 00160 KSTEP = 1 00161 ELSE 00162 * 00163 * 2 x 2 diagonal block 00164 * 00165 * Invert the diagonal block. 00166 * 00167 T = ABS( A( K, K+1 ) ) 00168 AK = A( K, K ) / T 00169 AKP1 = A( K+1, K+1 ) / T 00170 AKKP1 = A( K, K+1 ) / T 00171 D = T*( AK*AKP1-ONE ) 00172 A( K, K ) = AKP1 / D 00173 A( K+1, K+1 ) = AK / D 00174 A( K, K+1 ) = -AKKP1 / D 00175 * 00176 * Compute columns K and K+1 of the inverse. 00177 * 00178 IF( K.GT.1 ) THEN 00179 CALL SCOPY( K-1, A( 1, K ), 1, WORK, 1 ) 00180 CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO, 00181 $ A( 1, K ), 1 ) 00182 A( K, K ) = A( K, K ) - SDOT( K-1, WORK, 1, A( 1, K ), 00183 $ 1 ) 00184 A( K, K+1 ) = A( K, K+1 ) - 00185 $ SDOT( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 ) 00186 CALL SCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 ) 00187 CALL SSYMV( UPLO, K-1, -ONE, A, LDA, WORK, 1, ZERO, 00188 $ A( 1, K+1 ), 1 ) 00189 A( K+1, K+1 ) = A( K+1, K+1 ) - 00190 $ SDOT( K-1, WORK, 1, A( 1, K+1 ), 1 ) 00191 END IF 00192 KSTEP = 2 00193 END IF 00194 * 00195 KP = ABS( IPIV( K ) ) 00196 IF( KP.NE.K ) THEN 00197 * 00198 * Interchange rows and columns K and KP in the leading 00199 * submatrix A(1:k+1,1:k+1) 00200 * 00201 CALL SSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 ) 00202 CALL SSWAP( K-KP-1, A( KP+1, K ), 1, A( KP, KP+1 ), LDA ) 00203 TEMP = A( K, K ) 00204 A( K, K ) = A( KP, KP ) 00205 A( KP, KP ) = TEMP 00206 IF( KSTEP.EQ.2 ) THEN 00207 TEMP = A( K, K+1 ) 00208 A( K, K+1 ) = A( KP, K+1 ) 00209 A( KP, K+1 ) = TEMP 00210 END IF 00211 END IF 00212 * 00213 K = K + KSTEP 00214 GO TO 30 00215 40 CONTINUE 00216 * 00217 ELSE 00218 * 00219 * Compute inv(A) from the factorization A = L*D*L'. 00220 * 00221 * K is the main loop index, increasing from 1 to N in steps of 00222 * 1 or 2, depending on the size of the diagonal blocks. 00223 * 00224 K = N 00225 50 CONTINUE 00226 * 00227 * If K < 1, exit from loop. 00228 * 00229 IF( K.LT.1 ) 00230 $ GO TO 60 00231 * 00232 IF( IPIV( K ).GT.0 ) THEN 00233 * 00234 * 1 x 1 diagonal block 00235 * 00236 * Invert the diagonal block. 00237 * 00238 A( K, K ) = ONE / A( K, K ) 00239 * 00240 * Compute column K of the inverse. 00241 * 00242 IF( K.LT.N ) THEN 00243 CALL SCOPY( N-K, A( K+1, K ), 1, WORK, 1 ) 00244 CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1, 00245 $ ZERO, A( K+1, K ), 1 ) 00246 A( K, K ) = A( K, K ) - SDOT( N-K, WORK, 1, A( K+1, K ), 00247 $ 1 ) 00248 END IF 00249 KSTEP = 1 00250 ELSE 00251 * 00252 * 2 x 2 diagonal block 00253 * 00254 * Invert the diagonal block. 00255 * 00256 T = ABS( A( K, K-1 ) ) 00257 AK = A( K-1, K-1 ) / T 00258 AKP1 = A( K, K ) / T 00259 AKKP1 = A( K, K-1 ) / T 00260 D = T*( AK*AKP1-ONE ) 00261 A( K-1, K-1 ) = AKP1 / D 00262 A( K, K ) = AK / D 00263 A( K, K-1 ) = -AKKP1 / D 00264 * 00265 * Compute columns K-1 and K of the inverse. 00266 * 00267 IF( K.LT.N ) THEN 00268 CALL SCOPY( N-K, A( K+1, K ), 1, WORK, 1 ) 00269 CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1, 00270 $ ZERO, A( K+1, K ), 1 ) 00271 A( K, K ) = A( K, K ) - SDOT( N-K, WORK, 1, A( K+1, K ), 00272 $ 1 ) 00273 A( K, K-1 ) = A( K, K-1 ) - 00274 $ SDOT( N-K, A( K+1, K ), 1, A( K+1, K-1 ), 00275 $ 1 ) 00276 CALL SCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 ) 00277 CALL SSYMV( UPLO, N-K, -ONE, A( K+1, K+1 ), LDA, WORK, 1, 00278 $ ZERO, A( K+1, K-1 ), 1 ) 00279 A( K-1, K-1 ) = A( K-1, K-1 ) - 00280 $ SDOT( N-K, WORK, 1, A( K+1, K-1 ), 1 ) 00281 END IF 00282 KSTEP = 2 00283 END IF 00284 * 00285 KP = ABS( IPIV( K ) ) 00286 IF( KP.NE.K ) THEN 00287 * 00288 * Interchange rows and columns K and KP in the trailing 00289 * submatrix A(k-1:n,k-1:n) 00290 * 00291 IF( KP.LT.N ) 00292 $ CALL SSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 ) 00293 CALL SSWAP( KP-K-1, A( K+1, K ), 1, A( KP, K+1 ), LDA ) 00294 TEMP = A( K, K ) 00295 A( K, K ) = A( KP, KP ) 00296 A( KP, KP ) = TEMP 00297 IF( KSTEP.EQ.2 ) THEN 00298 TEMP = A( K, K-1 ) 00299 A( K, K-1 ) = A( KP, K-1 ) 00300 A( KP, K-1 ) = TEMP 00301 END IF 00302 END IF 00303 * 00304 K = K - KSTEP 00305 GO TO 50 00306 60 CONTINUE 00307 END IF 00308 * 00309 RETURN 00310 * 00311 * End of SSYTRI 00312 * 00313 END