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/Users/julie/Documents/Boulot/lapack-dev/lapack/trunk/SRC/chetri2x.f

00001       SUBROUTINE CHETRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
00002 *
00003 *  -- LAPACK routine (version 3.3.0) --
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 2010
00007 *
00008 *  -- Written by Julie Langou of the Univ. of TN    --
00009 *
00010 *     .. Scalar Arguments ..
00011       CHARACTER          UPLO
00012       INTEGER            INFO, LDA, N, NB
00013 *     ..
00014 *     .. Array Arguments ..
00015       INTEGER            IPIV( * )
00016       COMPLEX            A( LDA, * ), WORK( N+NB+1,* )
00017 *     ..
00018 *
00019 *  Purpose
00020 *  =======
00021 *
00022 *  CHETRI2X computes the inverse of a complex Hermitian indefinite matrix
00023 *  A using the factorization A = U*D*U**H or A = L*D*L**H computed by
00024 *  CHETRF.
00025 *
00026 *  Arguments
00027 *  =========
00028 *
00029 *  UPLO    (input) CHARACTER*1
00030 *          Specifies whether the details of the factorization are stored
00031 *          as an upper or lower triangular matrix.
00032 *          = 'U':  Upper triangular, form is A = U*D*U**H;
00033 *          = 'L':  Lower triangular, form is A = L*D*L**H.
00034 *
00035 *  N       (input) INTEGER
00036 *          The order of the matrix A.  N >= 0.
00037 *
00038 *  A       (input/output) COMPLEX array, dimension (LDA,N)
00039 *          On entry, the NNB diagonal matrix D and the multipliers
00040 *          used to obtain the factor U or L as computed by CHETRF.
00041 *
00042 *          On exit, if INFO = 0, the (symmetric) inverse of the original
00043 *          matrix.  If UPLO = 'U', the upper triangular part of the
00044 *          inverse is formed and the part of A below the diagonal is not
00045 *          referenced; if UPLO = 'L' the lower triangular part of the
00046 *          inverse is formed and the part of A above the diagonal is
00047 *          not referenced.
00048 *
00049 *  LDA     (input) INTEGER
00050 *          The leading dimension of the array A.  LDA >= max(1,N).
00051 *
00052 *  IPIV    (input) INTEGER array, dimension (N)
00053 *          Details of the interchanges and the NNB structure of D
00054 *          as determined by CHETRF.
00055 *
00056 *  WORK    (workspace) COMPLEX array, dimension (N+NNB+1,NNB+3)
00057 *
00058 *  NB      (input) INTEGER
00059 *          Block size
00060 *
00061 *  INFO    (output) INTEGER
00062 *          = 0: successful exit
00063 *          < 0: if INFO = -i, the i-th argument had an illegal value
00064 *          > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its
00065 *               inverse could not be computed.
00066 *
00067 *  =====================================================================
00068 *
00069 *     .. Parameters ..
00070       REAL               ONE
00071       COMPLEX            CONE, ZERO
00072       PARAMETER          ( ONE = 1.0E+0,
00073      $                   CONE = ( 1.0E+0, 0.0E+0 ),
00074      $                   ZERO = ( 0.0E+0, 0.0E+0 ) )
00075 *     ..
00076 *     .. Local Scalars ..
00077       LOGICAL            UPPER
00078       INTEGER            I, IINFO, IP, K, CUT, NNB
00079       INTEGER            COUNT
00080       INTEGER            J, U11, INVD
00081 
00082       COMPLEX   AK, AKKP1, AKP1, D, T
00083       COMPLEX   U01_I_J, U01_IP1_J
00084       COMPLEX   U11_I_J, U11_IP1_J
00085 *     ..
00086 *     .. External Functions ..
00087       LOGICAL            LSAME
00088       EXTERNAL           LSAME
00089 *     ..
00090 *     .. External Subroutines ..
00091       EXTERNAL           CSYCONV, XERBLA, CTRTRI
00092       EXTERNAL           CGEMM, CTRMM, CSYSWAPR
00093 *     ..
00094 *     .. Intrinsic Functions ..
00095       INTRINSIC          MAX
00096 *     ..
00097 *     .. Executable Statements ..
00098 *
00099 *     Test the input parameters.
00100 *
00101       INFO = 0
00102       UPPER = LSAME( UPLO, 'U' )
00103       IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
00104          INFO = -1
00105       ELSE IF( N.LT.0 ) THEN
00106          INFO = -2
00107       ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
00108          INFO = -4
00109       END IF
00110 *
00111 *     Quick return if possible
00112 *
00113 *
00114       IF( INFO.NE.0 ) THEN
00115          CALL XERBLA( 'CHETRI2X', -INFO )
00116          RETURN
00117       END IF
00118       IF( N.EQ.0 )
00119      $   RETURN
00120 *
00121 *     Convert A
00122 *     Workspace got Non-diag elements of D
00123 *
00124       CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
00125 *
00126 *     Check that the diagonal matrix D is nonsingular.
00127 *
00128       IF( UPPER ) THEN
00129 *
00130 *        Upper triangular storage: examine D from bottom to top
00131 *
00132          DO INFO = N, 1, -1
00133             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
00134      $         RETURN
00135          END DO
00136       ELSE
00137 *
00138 *        Lower triangular storage: examine D from top to bottom.
00139 *
00140          DO INFO = 1, N
00141             IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
00142      $         RETURN
00143          END DO
00144       END IF
00145       INFO = 0
00146 *
00147 *  Splitting Workspace
00148 *     U01 is a block (N,NB+1) 
00149 *     The first element of U01 is in WORK(1,1)
00150 *     U11 is a block (NB+1,NB+1)
00151 *     The first element of U11 is in WORK(N+1,1)
00152       U11 = N
00153 *     INVD is a block (N,2)
00154 *     The first element of INVD is in WORK(1,INVD)
00155       INVD = NB+2
00156 
00157       IF( UPPER ) THEN
00158 *
00159 *        invA = P * inv(U')*inv(D)*inv(U)*P'.
00160 *
00161         CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
00162 *
00163 *       inv(D) and inv(D)*inv(U)
00164 * 
00165         K=1
00166         DO WHILE ( K .LE. N )
00167          IF( IPIV( K ).GT.0 ) THEN
00168 *           1 x 1 diagonal NNB
00169              WORK(K,INVD) = ONE / REAL ( A( K, K ) )
00170              WORK(K,INVD+1) = 0
00171             K=K+1
00172          ELSE
00173 *           2 x 2 diagonal NNB
00174              T = ABS ( WORK(K+1,1) )
00175              AK = REAL ( A( K, K ) ) / T
00176              AKP1 = REAL ( A( K+1, K+1 ) ) / T
00177              AKKP1 = WORK(K+1,1)  / T
00178              D = T*( AK*AKP1-ONE )
00179              WORK(K,INVD) = AKP1 / D
00180              WORK(K+1,INVD+1) = AK / D
00181              WORK(K,INVD+1) = -AKKP1 / D  
00182              WORK(K+1,INVD) = -AKKP1 / D  
00183             K=K+2
00184          END IF
00185         END DO
00186 *
00187 *       inv(U') = (inv(U))'
00188 *
00189 *       inv(U')*inv(D)*inv(U)
00190 *
00191         CUT=N
00192         DO WHILE (CUT .GT. 0)
00193            NNB=NB
00194            IF (CUT .LE. NNB) THEN
00195               NNB=CUT
00196            ELSE
00197               COUNT = 0
00198 *             count negative elements, 
00199               DO I=CUT+1-NNB,CUT
00200                   IF (IPIV(I) .LT. 0) COUNT=COUNT+1
00201               END DO
00202 *             need a even number for a clear cut
00203               IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
00204            END IF
00205 
00206            CUT=CUT-NNB
00207 *
00208 *          U01 Block 
00209 *
00210            DO I=1,CUT
00211              DO J=1,NNB
00212               WORK(I,J)=A(I,CUT+J)
00213              END DO
00214            END DO
00215 *
00216 *          U11 Block
00217 *
00218            DO I=1,NNB
00219              WORK(U11+I,I)=CONE
00220              DO J=1,I-1
00221                 WORK(U11+I,J)=ZERO
00222              END DO
00223              DO J=I+1,NNB
00224                 WORK(U11+I,J)=A(CUT+I,CUT+J)
00225              END DO
00226            END DO
00227 *
00228 *          invD*U01
00229 *
00230            I=1
00231            DO WHILE (I .LE. CUT)
00232              IF (IPIV(I) > 0) THEN
00233                 DO J=1,NNB
00234                     WORK(I,J)=WORK(I,INVD)*WORK(I,J)
00235                 END DO
00236                 I=I+1
00237              ELSE
00238                 DO J=1,NNB
00239                    U01_I_J = WORK(I,J)
00240                    U01_IP1_J = WORK(I+1,J)
00241                    WORK(I,J)=WORK(I,INVD)*U01_I_J+
00242      $                      WORK(I,INVD+1)*U01_IP1_J
00243                    WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
00244      $                      WORK(I+1,INVD+1)*U01_IP1_J
00245                 END DO
00246                 I=I+2
00247              END IF
00248            END DO
00249 *
00250 *        invD1*U11
00251 *
00252            I=1
00253            DO WHILE (I .LE. NNB)
00254              IF (IPIV(CUT+I) > 0) THEN
00255                 DO J=I,NNB
00256                     WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
00257                 END DO
00258                 I=I+1
00259              ELSE
00260                 DO J=I,NNB
00261                    U11_I_J = WORK(U11+I,J)
00262                    U11_IP1_J = WORK(U11+I+1,J)
00263                 WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
00264      $                      WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
00265                 WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
00266      $                      WORK(CUT+I+1,INVD+1)*U11_IP1_J
00267                 END DO
00268                 I=I+2
00269              END IF
00270            END DO
00271 *    
00272 *       U11T*invD1*U11->U11
00273 *
00274         CALL CTRMM('L','U','C','U',NNB, NNB,
00275      $             CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
00276 *
00277 *          U01'invD*U01->A(CUT+I,CUT+J)
00278 *
00279          CALL CGEMM('C','N',NNB,NNB,CUT,CONE,A(1,CUT+1),LDA,
00280      $              WORK,N+NB+1, ZERO, A(CUT+1,CUT+1), LDA)
00281 *
00282 *        U11 =  U11T*invD1*U11 + U01'invD*U01 (Prem + Deus)
00283 *
00284          DO I=1,NNB
00285             DO J=I,NNB
00286               A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
00287             END DO
00288          END DO
00289 *
00290 *        U01 =  U00T*invD0*U01
00291 *
00292          CALL CTRMM('L',UPLO,'C','U',CUT, NNB,
00293      $             CONE,A,LDA,WORK,N+NB+1)
00294 
00295 *
00296 *        Update U01
00297 *
00298          DO I=1,CUT
00299            DO J=1,NNB
00300             A(I,CUT+J)=WORK(I,J)
00301            END DO
00302          END DO
00303 *    Next Block
00304        END DO
00305 *
00306 *        Apply PERMUTATIONS P and P': P * inv(U')*inv(D)*inv(U) *P'
00307 *  
00308             I=1
00309             DO WHILE ( I .LE. N )
00310                IF( IPIV(I) .GT. 0 ) THEN
00311                   IP=IPIV(I)
00312                  IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, I ,IP )
00313                  IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, IP ,I )
00314                ELSE
00315                  IP=-IPIV(I)
00316                  I=I+1
00317                  IF ( (I-1) .LT. IP) 
00318      $                  CALL CSYSWAPR( UPLO, N, A, I-1 ,IP )
00319                  IF ( (I-1) .GT. IP) 
00320      $                  CALL CSYSWAPR( UPLO, N, A, IP ,I-1 )
00321               ENDIF
00322                I=I+1
00323             END DO
00324 
00325         DO I=1,N
00326           DO J=I+1,N
00327             A(J,I)=A(I,J)
00328           END DO
00329         END DO
00330       ELSE
00331 *
00332 *        LOWER...
00333 *
00334 *        invA = P * inv(U')*inv(D)*inv(U)*P'.
00335 *
00336          CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
00337 *
00338 *       inv(D) and inv(D)*inv(U)
00339 * 
00340         K=N
00341         DO WHILE ( K .GE. 1 )
00342          IF( IPIV( K ).GT.0 ) THEN
00343 *           1 x 1 diagonal NNB
00344              WORK(K,INVD) = ONE / REAL ( A( K, K ) )
00345              WORK(K,INVD+1) = 0
00346             K=K-1
00347          ELSE
00348 *           2 x 2 diagonal NNB
00349              T = ABS ( WORK(K-1,1) )
00350              AK = REAL ( A( K-1, K-1 ) ) / T
00351              AKP1 = REAL ( A( K, K ) ) / T
00352              AKKP1 = WORK(K-1,1) / T
00353              D = T*( AK*AKP1-ONE )
00354              WORK(K-1,INVD) = AKP1 / D
00355              WORK(K,INVD) = AK / D
00356              WORK(K,INVD+1) = -AKKP1 / D  
00357              WORK(K-1,INVD+1) = -AKKP1 / D  
00358             K=K-2
00359          END IF
00360         END DO
00361 *
00362 *       inv(U') = (inv(U))'
00363 *
00364 *       inv(U')*inv(D)*inv(U)
00365 *
00366         CUT=0
00367         DO WHILE (CUT .LT. N)
00368            NNB=NB
00369            IF (CUT + NNB .GE. N) THEN
00370               NNB=N-CUT
00371            ELSE
00372               COUNT = 0
00373 *             count negative elements, 
00374               DO I=CUT+1,CUT+NNB
00375                   IF (IPIV(I) .LT. 0) COUNT=COUNT+1
00376               END DO
00377 *             need a even number for a clear cut
00378               IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
00379            END IF
00380 *      L21 Block
00381            DO I=1,N-CUT-NNB
00382              DO J=1,NNB
00383               WORK(I,J)=A(CUT+NNB+I,CUT+J)
00384              END DO
00385            END DO
00386 *     L11 Block
00387            DO I=1,NNB
00388              WORK(U11+I,I)=CONE
00389              DO J=I+1,NNB
00390                 WORK(U11+I,J)=ZERO
00391              END DO
00392              DO J=1,I-1
00393                 WORK(U11+I,J)=A(CUT+I,CUT+J)
00394              END DO
00395            END DO
00396 *
00397 *          invD*L21
00398 *
00399            I=N-CUT-NNB
00400            DO WHILE (I .GE. 1)
00401              IF (IPIV(CUT+NNB+I) > 0) THEN
00402                 DO J=1,NNB
00403                     WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
00404                 END DO
00405                 I=I-1
00406              ELSE
00407                 DO J=1,NNB
00408                    U01_I_J = WORK(I,J)
00409                    U01_IP1_J = WORK(I-1,J)
00410                    WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
00411      $                        WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
00412                    WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
00413      $                        WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
00414                 END DO
00415                 I=I-2
00416              END IF
00417            END DO
00418 *
00419 *        invD1*L11
00420 *
00421            I=NNB
00422            DO WHILE (I .GE. 1)
00423              IF (IPIV(CUT+I) > 0) THEN
00424                 DO J=1,NNB
00425                     WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
00426                 END DO
00427                 I=I-1
00428              ELSE
00429                 DO J=1,NNB
00430                    U11_I_J = WORK(U11+I,J)
00431                    U11_IP1_J = WORK(U11+I-1,J)
00432                 WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
00433      $                      WORK(CUT+I,INVD+1)*U11_IP1_J
00434                 WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
00435      $                      WORK(CUT+I-1,INVD)*U11_IP1_J
00436                 END DO
00437                 I=I-2
00438              END IF
00439            END DO
00440 *    
00441 *       U11T*invD1*U11->U11
00442 *
00443         CALL CTRMM('L',UPLO,'C','U',NNB, NNB,
00444      $             CONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
00445 *
00446 *          L21T*invD2*L21->A(CUT+I,CUT+J)
00447 *
00448          CALL CGEMM('C','N',NNB,NNB,N-NNB-CUT,CONE,A(CUT+NNB+1,CUT+1)
00449      $             ,LDA,WORK,N+NB+1, ZERO, A(CUT+1,CUT+1), LDA)
00450        
00451 *
00452 *        L11 =  L11T*invD1*L11 + U01'invD*U01 (Prem + Deus)
00453 *
00454          DO I=1,NNB
00455             DO J=1,I
00456               A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
00457             END DO
00458          END DO
00459 *
00460 *        U01 =  L22T*invD2*L21
00461 *
00462          CALL CTRMM('L',UPLO,'C','U', N-NNB-CUT, NNB,
00463      $             CONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
00464 
00465 *      Update L21
00466          DO I=1,N-CUT-NNB
00467            DO J=1,NNB
00468               A(CUT+NNB+I,CUT+J)=WORK(I,J)
00469            END DO
00470          END DO
00471 *      Next Block
00472            CUT=CUT+NNB
00473        END DO
00474 *
00475 *        Apply PERMUTATIONS P and P': P * inv(U')*inv(D)*inv(U) *P'
00476 * 
00477             I=N
00478             DO WHILE ( I .GE. 1 )
00479                IF( IPIV(I) .GT. 0 ) THEN
00480                   IP=IPIV(I)
00481                  IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, I ,IP  )
00482                  IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, IP ,I )
00483                ELSE
00484                  IP=-IPIV(I)
00485                  IF ( I .LT. IP) CALL CSYSWAPR( UPLO, N, A, I ,IP )
00486                  IF ( I .GT. IP) CALL CSYSWAPR(  UPLO, N, A, IP ,I )
00487                  I=I-1
00488                ENDIF
00489                I=I-1
00490             END DO
00491       END IF
00492 *
00493       RETURN
00494 *
00495 *     End of CHETRI2X
00496 *
00497       END
00498 

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