LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dsytri2x()

subroutine dsytri2x ( character  uplo,
integer  n,
double precision, dimension( lda, * )  a,
integer  lda,
integer, dimension( * )  ipiv,
double precision, dimension( n+nb+1,* )  work,
integer  nb,
integer  info 
)

DSYTRI2X

Download DSYTRI2X + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 DSYTRI2X 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
 DSYTRF.
Parameters
[in]UPLO
          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.
[in]N
          N is INTEGER
          The order of the matrix A.  N >= 0.
[in,out]A
          A is DOUBLE PRECISION 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 DSYTRF.

          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.
[in]LDA
          LDA is INTEGER
          The leading dimension of the array A.  LDA >= max(1,N).
[in]IPIV
          IPIV is INTEGER array, dimension (N)
          Details of the interchanges and the NNB structure of D
          as determined by DSYTRF.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (N+NB+1,NB+3)
[in]NB
          NB is INTEGER
          Block size
[out]INFO
          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.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.

Definition at line 119 of file dsytri2x.f.

120*
121* -- LAPACK computational routine --
122* -- LAPACK is a software package provided by Univ. of Tennessee, --
123* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
124*
125* .. Scalar Arguments ..
126 CHARACTER UPLO
127 INTEGER INFO, LDA, N, NB
128* ..
129* .. Array Arguments ..
130 INTEGER IPIV( * )
131 DOUBLE PRECISION A( LDA, * ), WORK( N+NB+1,* )
132* ..
133*
134* =====================================================================
135*
136* .. Parameters ..
137 DOUBLE PRECISION ONE, ZERO
138 parameter( one = 1.0d+0, zero = 0.0d+0 )
139* ..
140* .. Local Scalars ..
141 LOGICAL UPPER
142 INTEGER I, IINFO, IP, K, CUT, NNB
143 INTEGER COUNT
144 INTEGER J, U11, INVD
145
146 DOUBLE PRECISION AK, AKKP1, AKP1, D, T
147 DOUBLE PRECISION U01_I_J, U01_IP1_J
148 DOUBLE PRECISION U11_I_J, U11_IP1_J
149* ..
150* .. External Functions ..
151 LOGICAL LSAME
152 EXTERNAL lsame
153* ..
154* .. External Subroutines ..
155 EXTERNAL dsyconv, xerbla, dtrtri
156 EXTERNAL dgemm, dtrmm, dsyswapr
157* ..
158* .. Intrinsic Functions ..
159 INTRINSIC max
160* ..
161* .. Executable Statements ..
162*
163* Test the input parameters.
164*
165 info = 0
166 upper = lsame( uplo, 'U' )
167 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
168 info = -1
169 ELSE IF( n.LT.0 ) THEN
170 info = -2
171 ELSE IF( lda.LT.max( 1, n ) ) THEN
172 info = -4
173 END IF
174*
175* Quick return if possible
176*
177*
178 IF( info.NE.0 ) THEN
179 CALL xerbla( 'DSYTRI2X', -info )
180 RETURN
181 END IF
182 IF( n.EQ.0 )
183 $ RETURN
184*
185* Convert A
186* Workspace got Non-diag elements of D
187*
188 CALL dsyconv( uplo, 'C', n, a, lda, ipiv, work, iinfo )
189*
190* Check that the diagonal matrix D is nonsingular.
191*
192 IF( upper ) THEN
193*
194* Upper triangular storage: examine D from bottom to top
195*
196 DO info = n, 1, -1
197 IF( ipiv( info ).GT.0 .AND. a( info, info ).EQ.zero )
198 $ RETURN
199 END DO
200 ELSE
201*
202* Lower triangular storage: examine D from top to bottom.
203*
204 DO info = 1, n
205 IF( ipiv( info ).GT.0 .AND. a( info, info ).EQ.zero )
206 $ RETURN
207 END DO
208 END IF
209 info = 0
210*
211* Splitting Workspace
212* U01 is a block (N,NB+1)
213* The first element of U01 is in WORK(1,1)
214* U11 is a block (NB+1,NB+1)
215* The first element of U11 is in WORK(N+1,1)
216 u11 = n
217* INVD is a block (N,2)
218* The first element of INVD is in WORK(1,INVD)
219 invd = nb+2
220
221 IF( upper ) THEN
222*
223* invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
224*
225 CALL dtrtri( uplo, 'U', n, a, lda, info )
226*
227* inv(D) and inv(D)*inv(U)
228*
229 k=1
230 DO WHILE ( k .LE. n )
231 IF( ipiv( k ).GT.0 ) THEN
232* 1 x 1 diagonal NNB
233 work(k,invd) = one / a( k, k )
234 work(k,invd+1) = 0
235 k=k+1
236 ELSE
237* 2 x 2 diagonal NNB
238 t = work(k+1,1)
239 ak = a( k, k ) / t
240 akp1 = a( k+1, k+1 ) / t
241 akkp1 = work(k+1,1) / t
242 d = t*( ak*akp1-one )
243 work(k,invd) = akp1 / d
244 work(k+1,invd+1) = ak / d
245 work(k,invd+1) = -akkp1 / d
246 work(k+1,invd) = -akkp1 / d
247 k=k+2
248 END IF
249 END DO
250*
251* inv(U**T) = (inv(U))**T
252*
253* inv(U**T)*inv(D)*inv(U)
254*
255 cut=n
256 DO WHILE (cut .GT. 0)
257 nnb=nb
258 IF (cut .LE. nnb) THEN
259 nnb=cut
260 ELSE
261 count = 0
262* count negative elements,
263 DO i=cut+1-nnb,cut
264 IF (ipiv(i) .LT. 0) count=count+1
265 END DO
266* need a even number for a clear cut
267 IF (mod(count,2) .EQ. 1) nnb=nnb+1
268 END IF
269
270 cut=cut-nnb
271*
272* U01 Block
273*
274 DO i=1,cut
275 DO j=1,nnb
276 work(i,j)=a(i,cut+j)
277 END DO
278 END DO
279*
280* U11 Block
281*
282 DO i=1,nnb
283 work(u11+i,i)=one
284 DO j=1,i-1
285 work(u11+i,j)=zero
286 END DO
287 DO j=i+1,nnb
288 work(u11+i,j)=a(cut+i,cut+j)
289 END DO
290 END DO
291*
292* invD*U01
293*
294 i=1
295 DO WHILE (i .LE. cut)
296 IF (ipiv(i) > 0) THEN
297 DO j=1,nnb
298 work(i,j)=work(i,invd)*work(i,j)
299 END DO
300 i=i+1
301 ELSE
302 DO j=1,nnb
303 u01_i_j = work(i,j)
304 u01_ip1_j = work(i+1,j)
305 work(i,j)=work(i,invd)*u01_i_j+
306 $ work(i,invd+1)*u01_ip1_j
307 work(i+1,j)=work(i+1,invd)*u01_i_j+
308 $ work(i+1,invd+1)*u01_ip1_j
309 END DO
310 i=i+2
311 END IF
312 END DO
313*
314* invD1*U11
315*
316 i=1
317 DO WHILE (i .LE. nnb)
318 IF (ipiv(cut+i) > 0) THEN
319 DO j=i,nnb
320 work(u11+i,j)=work(cut+i,invd)*work(u11+i,j)
321 END DO
322 i=i+1
323 ELSE
324 DO j=i,nnb
325 u11_i_j = work(u11+i,j)
326 u11_ip1_j = work(u11+i+1,j)
327 work(u11+i,j)=work(cut+i,invd)*work(u11+i,j) +
328 $ work(cut+i,invd+1)*work(u11+i+1,j)
329 work(u11+i+1,j)=work(cut+i+1,invd)*u11_i_j+
330 $ work(cut+i+1,invd+1)*u11_ip1_j
331 END DO
332 i=i+2
333 END IF
334 END DO
335*
336* U11**T*invD1*U11->U11
337*
338 CALL dtrmm('L','U','T','U',nnb, nnb,
339 $ one,a(cut+1,cut+1),lda,work(u11+1,1),n+nb+1)
340*
341 DO i=1,nnb
342 DO j=i,nnb
343 a(cut+i,cut+j)=work(u11+i,j)
344 END DO
345 END DO
346*
347* U01**T*invD*U01->A(CUT+I,CUT+J)
348*
349 CALL dgemm('T','N',nnb,nnb,cut,one,a(1,cut+1),lda,
350 $ work,n+nb+1, zero, work(u11+1,1), n+nb+1)
351
352*
353* U11 = U11**T*invD1*U11 + U01**T*invD*U01
354*
355 DO i=1,nnb
356 DO j=i,nnb
357 a(cut+i,cut+j)=a(cut+i,cut+j)+work(u11+i,j)
358 END DO
359 END DO
360*
361* U01 = U00**T*invD0*U01
362*
363 CALL dtrmm('L',uplo,'T','U',cut, nnb,
364 $ one,a,lda,work,n+nb+1)
365
366*
367* Update U01
368*
369 DO i=1,cut
370 DO j=1,nnb
371 a(i,cut+j)=work(i,j)
372 END DO
373 END DO
374*
375* Next Block
376*
377 END DO
378*
379* Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
380*
381 i=1
382 DO WHILE ( i .LE. n )
383 IF( ipiv(i) .GT. 0 ) THEN
384 ip=ipiv(i)
385 IF (i .LT. ip) CALL dsyswapr( uplo, n, a, lda, i ,ip )
386 IF (i .GT. ip) CALL dsyswapr( uplo, n, a, lda, ip ,i )
387 ELSE
388 ip=-ipiv(i)
389 i=i+1
390 IF ( (i-1) .LT. ip)
391 $ CALL dsyswapr( uplo, n, a, lda, i-1 ,ip )
392 IF ( (i-1) .GT. ip)
393 $ CALL dsyswapr( uplo, n, a, lda, ip ,i-1 )
394 ENDIF
395 i=i+1
396 END DO
397 ELSE
398*
399* LOWER...
400*
401* invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
402*
403 CALL dtrtri( uplo, 'U', n, a, lda, info )
404*
405* inv(D) and inv(D)*inv(U)
406*
407 k=n
408 DO WHILE ( k .GE. 1 )
409 IF( ipiv( k ).GT.0 ) THEN
410* 1 x 1 diagonal NNB
411 work(k,invd) = one / a( k, k )
412 work(k,invd+1) = 0
413 k=k-1
414 ELSE
415* 2 x 2 diagonal NNB
416 t = work(k-1,1)
417 ak = a( k-1, k-1 ) / t
418 akp1 = a( k, k ) / t
419 akkp1 = work(k-1,1) / t
420 d = t*( ak*akp1-one )
421 work(k-1,invd) = akp1 / d
422 work(k,invd) = ak / d
423 work(k,invd+1) = -akkp1 / d
424 work(k-1,invd+1) = -akkp1 / d
425 k=k-2
426 END IF
427 END DO
428*
429* inv(U**T) = (inv(U))**T
430*
431* inv(U**T)*inv(D)*inv(U)
432*
433 cut=0
434 DO WHILE (cut .LT. n)
435 nnb=nb
436 IF (cut + nnb .GT. n) THEN
437 nnb=n-cut
438 ELSE
439 count = 0
440* count negative elements,
441 DO i=cut+1,cut+nnb
442 IF (ipiv(i) .LT. 0) count=count+1
443 END DO
444* need a even number for a clear cut
445 IF (mod(count,2) .EQ. 1) nnb=nnb+1
446 END IF
447* L21 Block
448 DO i=1,n-cut-nnb
449 DO j=1,nnb
450 work(i,j)=a(cut+nnb+i,cut+j)
451 END DO
452 END DO
453* L11 Block
454 DO i=1,nnb
455 work(u11+i,i)=one
456 DO j=i+1,nnb
457 work(u11+i,j)=zero
458 END DO
459 DO j=1,i-1
460 work(u11+i,j)=a(cut+i,cut+j)
461 END DO
462 END DO
463*
464* invD*L21
465*
466 i=n-cut-nnb
467 DO WHILE (i .GE. 1)
468 IF (ipiv(cut+nnb+i) > 0) THEN
469 DO j=1,nnb
470 work(i,j)=work(cut+nnb+i,invd)*work(i,j)
471 END DO
472 i=i-1
473 ELSE
474 DO j=1,nnb
475 u01_i_j = work(i,j)
476 u01_ip1_j = work(i-1,j)
477 work(i,j)=work(cut+nnb+i,invd)*u01_i_j+
478 $ work(cut+nnb+i,invd+1)*u01_ip1_j
479 work(i-1,j)=work(cut+nnb+i-1,invd+1)*u01_i_j+
480 $ work(cut+nnb+i-1,invd)*u01_ip1_j
481 END DO
482 i=i-2
483 END IF
484 END DO
485*
486* invD1*L11
487*
488 i=nnb
489 DO WHILE (i .GE. 1)
490 IF (ipiv(cut+i) > 0) THEN
491 DO j=1,nnb
492 work(u11+i,j)=work(cut+i,invd)*work(u11+i,j)
493 END DO
494 i=i-1
495 ELSE
496 DO j=1,nnb
497 u11_i_j = work(u11+i,j)
498 u11_ip1_j = work(u11+i-1,j)
499 work(u11+i,j)=work(cut+i,invd)*work(u11+i,j) +
500 $ work(cut+i,invd+1)*u11_ip1_j
501 work(u11+i-1,j)=work(cut+i-1,invd+1)*u11_i_j+
502 $ work(cut+i-1,invd)*u11_ip1_j
503 END DO
504 i=i-2
505 END IF
506 END DO
507*
508* L11**T*invD1*L11->L11
509*
510 CALL dtrmm('L',uplo,'T','U',nnb, nnb,
511 $ one,a(cut+1,cut+1),lda,work(u11+1,1),n+nb+1)
512
513*
514 DO i=1,nnb
515 DO j=1,i
516 a(cut+i,cut+j)=work(u11+i,j)
517 END DO
518 END DO
519*
520 IF ( (cut+nnb) .LT. n ) THEN
521*
522* L21**T*invD2*L21->A(CUT+I,CUT+J)
523*
524 CALL dgemm('T','N',nnb,nnb,n-nnb-cut,one,a(cut+nnb+1,cut+1)
525 $ ,lda,work,n+nb+1, zero, work(u11+1,1), n+nb+1)
526
527*
528* L11 = L11**T*invD1*L11 + U01**T*invD*U01
529*
530 DO i=1,nnb
531 DO j=1,i
532 a(cut+i,cut+j)=a(cut+i,cut+j)+work(u11+i,j)
533 END DO
534 END DO
535*
536* L01 = L22**T*invD2*L21
537*
538 CALL dtrmm('L',uplo,'T','U', n-nnb-cut, nnb,
539 $ one,a(cut+nnb+1,cut+nnb+1),lda,work,n+nb+1)
540*
541* Update L21
542*
543 DO i=1,n-cut-nnb
544 DO j=1,nnb
545 a(cut+nnb+i,cut+j)=work(i,j)
546 END DO
547 END DO
548
549 ELSE
550*
551* L11 = L11**T*invD1*L11
552*
553 DO i=1,nnb
554 DO j=1,i
555 a(cut+i,cut+j)=work(u11+i,j)
556 END DO
557 END DO
558 END IF
559*
560* Next Block
561*
562 cut=cut+nnb
563 END DO
564*
565* Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
566*
567 i=n
568 DO WHILE ( i .GE. 1 )
569 IF( ipiv(i) .GT. 0 ) THEN
570 ip=ipiv(i)
571 IF (i .LT. ip) CALL dsyswapr( uplo, n, a, lda, i ,ip )
572 IF (i .GT. ip) CALL dsyswapr( uplo, n, a, lda, ip ,i )
573 ELSE
574 ip=-ipiv(i)
575 IF ( i .LT. ip) CALL dsyswapr( uplo, n, a, lda, i ,ip )
576 IF ( i .GT. ip) CALL dsyswapr( uplo, n, a, lda, ip, i )
577 i=i-1
578 ENDIF
579 i=i-1
580 END DO
581 END IF
582*
583 RETURN
584*
585* End of DSYTRI2X
586*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dgemm(transa, transb, m, n, k, alpha, a, lda, b, ldb, beta, c, ldc)
DGEMM
Definition dgemm.f:188
subroutine dsyswapr(uplo, n, a, lda, i1, i2)
DSYSWAPR applies an elementary permutation on the rows and columns of a symmetric matrix.
Definition dsyswapr.f:100
logical function lsame(ca, cb)
LSAME
Definition lsame.f:48
subroutine dsyconv(uplo, way, n, a, lda, ipiv, e, info)
DSYCONV
Definition dsyconv.f:114
subroutine dtrmm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
DTRMM
Definition dtrmm.f:177
subroutine dtrtri(uplo, diag, n, a, lda, info)
DTRTRI
Definition dtrtri.f:109
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