*> \brief \b DGETRI * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DGETRI + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO ) * * .. Scalar Arguments .. * INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DGETRI computes the inverse of a matrix using the LU factorization *> computed by DGETRF. *> *> This method inverts U and then computes inv(A) by solving the system *> inv(A)*L = inv(U) for inv(A). *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the factors L and U from the factorization *> A = P*L*U as computed by DGETRF. *> On exit, if INFO = 0, the inverse of the original matrix A. *> \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) *> The pivot indices from DGETRF; for 1<=i<=N, row i of the *> matrix was interchanged with row IPIV(i). *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) *> On exit, if INFO=0, then WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The dimension of the array WORK. LWORK >= max(1,N). *> For optimal performance LWORK >= N*NB, where NB is *> the optimal blocksize returned by ILAENV. *> *> If LWORK = -1, then a workspace query is assumed; the routine *> only calculates the optimal size of the WORK array, returns *> this value as the first entry of the WORK array, and no error *> message related to LWORK is issued by XERBLA. *> \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, U(i,i) is exactly zero; 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. * *> \ingroup doubleGEcomputational * * ===================================================================== SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB, \$ NBMIN, NN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. External Subroutines .. EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( N.LT.0 ) THEN INFO = -1 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -3 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRI', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) \$ RETURN * * Form inv(U). If INFO > 0 from DTRTRI, then U is singular, * and the inverse is not computed. * CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO ) IF( INFO.GT.0 ) \$ RETURN * NBMIN = 2 LDWORK = N IF( NB.GT.1 .AND. NB.LT.N ) THEN IWS = MAX( LDWORK*NB, 1 ) IF( LWORK.LT.IWS ) THEN NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) ) END IF ELSE IWS = N END IF * * Solve the equation inv(A)*L = inv(U) for inv(A). * IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN * * Use unblocked code. * DO 20 J = N, 1, -1 * * Copy current column of L to WORK and replace with zeros. * DO 10 I = J + 1, N WORK( I ) = A( I, J ) A( I, J ) = ZERO 10 CONTINUE * * Compute current column of inv(A). * IF( J.LT.N ) \$ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ), \$ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 ) 20 CONTINUE ELSE * * Use blocked code. * NN = ( ( N-1 ) / NB )*NB + 1 DO 50 J = NN, 1, -NB JB = MIN( NB, N-J+1 ) * * Copy current block column of L to WORK and replace with * zeros. * DO 40 JJ = J, J + JB - 1 DO 30 I = JJ + 1, N WORK( I+( JJ-J )*LDWORK ) = A( I, JJ ) A( I, JJ ) = ZERO 30 CONTINUE 40 CONTINUE * * Compute current block column of inv(A). * IF( J+JB.LE.N ) \$ CALL DGEMM( 'No transpose', 'No transpose', N, JB, \$ N-J-JB+1, -ONE, A( 1, J+JB ), LDA, \$ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA ) CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB, \$ ONE, WORK( J ), LDWORK, A( 1, J ), LDA ) 50 CONTINUE END IF * * Apply column interchanges. * DO 60 J = N - 1, 1, -1 JP = IPIV( J ) IF( JP.NE.J ) \$ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 ) 60 CONTINUE * WORK( 1 ) = IWS RETURN * * End of DGETRI * END