LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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dsytrs_3.f
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1*> \brief \b DSYTRS_3
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download DSYTRS_3 + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrs_3.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsytrs_3.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsytrs_3.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE DSYTRS_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
22* INFO )
23*
24* .. Scalar Arguments ..
25* CHARACTER UPLO
26* INTEGER INFO, LDA, LDB, N, NRHS
27* ..
28* .. Array Arguments ..
29* INTEGER IPIV( * )
30* DOUBLE PRECISION A( LDA, * ), B( LDB, * ), E( * )
31* ..
32*
33*
34*> \par Purpose:
35* =============
36*>
37*> \verbatim
38*> DSYTRS_3 solves a system of linear equations A * X = B with a real
39*> symmetric matrix A using the factorization computed
40*> by DSYTRF_RK or DSYTRF_BK:
41*>
42*> A = P*U*D*(U**T)*(P**T) or A = P*L*D*(L**T)*(P**T),
43*>
44*> where U (or L) is unit upper (or lower) triangular matrix,
45*> U**T (or L**T) is the transpose of U (or L), P is a permutation
46*> matrix, P**T is the transpose of P, and D is symmetric and block
47*> diagonal with 1-by-1 and 2-by-2 diagonal blocks.
48*>
49*> This algorithm is using Level 3 BLAS.
50*> \endverbatim
51*
52* Arguments:
53* ==========
54*
55*> \param[in] UPLO
56*> \verbatim
57*> UPLO is CHARACTER*1
58*> Specifies whether the details of the factorization are
59*> stored as an upper or lower triangular matrix:
60*> = 'U': Upper triangular, form is A = P*U*D*(U**T)*(P**T);
61*> = 'L': Lower triangular, form is A = P*L*D*(L**T)*(P**T).
62*> \endverbatim
63*>
64*> \param[in] N
65*> \verbatim
66*> N is INTEGER
67*> The order of the matrix A. N >= 0.
68*> \endverbatim
69*>
70*> \param[in] NRHS
71*> \verbatim
72*> NRHS is INTEGER
73*> The number of right hand sides, i.e., the number of columns
74*> of the matrix B. NRHS >= 0.
75*> \endverbatim
76*>
77*> \param[in] A
78*> \verbatim
79*> A is DOUBLE PRECISION array, dimension (LDA,N)
80*> Diagonal of the block diagonal matrix D and factors U or L
81*> as computed by DSYTRF_RK and DSYTRF_BK:
82*> a) ONLY diagonal elements of the symmetric block diagonal
83*> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k);
84*> (superdiagonal (or subdiagonal) elements of D
85*> should be provided on entry in array E), and
86*> b) If UPLO = 'U': factor U in the superdiagonal part of A.
87*> If UPLO = 'L': factor L in the subdiagonal part of A.
88*> \endverbatim
89*>
90*> \param[in] LDA
91*> \verbatim
92*> LDA is INTEGER
93*> The leading dimension of the array A. LDA >= max(1,N).
94*> \endverbatim
95*>
96*> \param[in] E
97*> \verbatim
98*> E is DOUBLE PRECISION array, dimension (N)
99*> On entry, contains the superdiagonal (or subdiagonal)
100*> elements of the symmetric block diagonal matrix D
101*> with 1-by-1 or 2-by-2 diagonal blocks, where
102*> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced;
103*> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced.
104*>
105*> NOTE: For 1-by-1 diagonal block D(k), where
106*> 1 <= k <= N, the element E(k) is not referenced in both
107*> UPLO = 'U' or UPLO = 'L' cases.
108*> \endverbatim
109*>
110*> \param[in] IPIV
111*> \verbatim
112*> IPIV is INTEGER array, dimension (N)
113*> Details of the interchanges and the block structure of D
114*> as determined by DSYTRF_RK or DSYTRF_BK.
115*> \endverbatim
116*>
117*> \param[in,out] B
118*> \verbatim
119*> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
120*> On entry, the right hand side matrix B.
121*> On exit, the solution matrix X.
122*> \endverbatim
123*>
124*> \param[in] LDB
125*> \verbatim
126*> LDB is INTEGER
127*> The leading dimension of the array B. LDB >= max(1,N).
128*> \endverbatim
129*>
130*> \param[out] INFO
131*> \verbatim
132*> INFO is INTEGER
133*> = 0: successful exit
134*> < 0: if INFO = -i, the i-th argument had an illegal value
135*> \endverbatim
136*
137* Authors:
138* ========
139*
140*> \author Univ. of Tennessee
141*> \author Univ. of California Berkeley
142*> \author Univ. of Colorado Denver
143*> \author NAG Ltd.
144*
145*> \ingroup hetrs_3
146*
147*> \par Contributors:
148* ==================
149*>
150*> \verbatim
151*>
152*> June 2017, Igor Kozachenko,
153*> Computer Science Division,
154*> University of California, Berkeley
155*>
156*> September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
157*> School of Mathematics,
158*> University of Manchester
159*>
160*> \endverbatim
161*
162* =====================================================================
163 SUBROUTINE dsytrs_3( UPLO, N, NRHS, A, LDA, E, IPIV, B, LDB,
164 $ INFO )
165*
166* -- LAPACK computational routine --
167* -- LAPACK is a software package provided by Univ. of Tennessee, --
168* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
169*
170* .. Scalar Arguments ..
171 CHARACTER UPLO
172 INTEGER INFO, LDA, LDB, N, NRHS
173* ..
174* .. Array Arguments ..
175 INTEGER IPIV( * )
176 DOUBLE PRECISION A( LDA, * ), B( LDB, * ), E( * )
177* ..
178*
179* =====================================================================
180*
181* .. Parameters ..
182 DOUBLE PRECISION ONE
183 parameter( one = 1.0d+0 )
184* ..
185* .. Local Scalars ..
186 LOGICAL UPPER
187 INTEGER I, J, K, KP
188 DOUBLE PRECISION AK, AKM1, AKM1K, BK, BKM1, DENOM
189* ..
190* .. External Functions ..
191 LOGICAL LSAME
192 EXTERNAL lsame
193* ..
194* .. External Subroutines ..
195 EXTERNAL dscal, dswap, dtrsm, xerbla
196* ..
197* .. Intrinsic Functions ..
198 INTRINSIC abs, max
199* ..
200* .. Executable Statements ..
201*
202 info = 0
203 upper = lsame( uplo, 'U' )
204 IF( .NOT.upper .AND. .NOT.lsame( uplo, 'L' ) ) THEN
205 info = -1
206 ELSE IF( n.LT.0 ) THEN
207 info = -2
208 ELSE IF( nrhs.LT.0 ) THEN
209 info = -3
210 ELSE IF( lda.LT.max( 1, n ) ) THEN
211 info = -5
212 ELSE IF( ldb.LT.max( 1, n ) ) THEN
213 info = -9
214 END IF
215 IF( info.NE.0 ) THEN
216 CALL xerbla( 'DSYTRS_3', -info )
217 RETURN
218 END IF
219*
220* Quick return if possible
221*
222 IF( n.EQ.0 .OR. nrhs.EQ.0 )
223 $ RETURN
224*
225 IF( upper ) THEN
226*
227* Begin Upper
228*
229* Solve A*X = B, where A = U*D*U**T.
230*
231* P**T * B
232*
233* Interchange rows K and IPIV(K) of matrix B in the same order
234* that the formation order of IPIV(I) vector for Upper case.
235*
236* (We can do the simple loop over IPIV with decrement -1,
237* since the ABS value of IPIV( I ) represents the row index
238* of the interchange with row i in both 1x1 and 2x2 pivot cases)
239*
240 DO k = n, 1, -1
241 kp = abs( ipiv( k ) )
242 IF( kp.NE.k ) THEN
243 CALL dswap( nrhs, b( k, 1 ), ldb, b( kp, 1 ), ldb )
244 END IF
245 END DO
246*
247* Compute (U \P**T * B) -> B [ (U \P**T * B) ]
248*
249 CALL dtrsm( 'L', 'U', 'N', 'U', n, nrhs, one, a, lda, b, ldb )
250*
251* Compute D \ B -> B [ D \ (U \P**T * B) ]
252*
253 i = n
254 DO WHILE ( i.GE.1 )
255 IF( ipiv( i ).GT.0 ) THEN
256 CALL dscal( nrhs, one / a( i, i ), b( i, 1 ), ldb )
257 ELSE IF ( i.GT.1 ) THEN
258 akm1k = e( i )
259 akm1 = a( i-1, i-1 ) / akm1k
260 ak = a( i, i ) / akm1k
261 denom = akm1*ak - one
262 DO j = 1, nrhs
263 bkm1 = b( i-1, j ) / akm1k
264 bk = b( i, j ) / akm1k
265 b( i-1, j ) = ( ak*bkm1-bk ) / denom
266 b( i, j ) = ( akm1*bk-bkm1 ) / denom
267 END DO
268 i = i - 1
269 END IF
270 i = i - 1
271 END DO
272*
273* Compute (U**T \ B) -> B [ U**T \ (D \ (U \P**T * B) ) ]
274*
275 CALL dtrsm( 'L', 'U', 'T', 'U', n, nrhs, one, a, lda, b, ldb )
276*
277* P * B [ P * (U**T \ (D \ (U \P**T * B) )) ]
278*
279* Interchange rows K and IPIV(K) of matrix B in reverse order
280* from the formation order of IPIV(I) vector for Upper case.
281*
282* (We can do the simple loop over IPIV with increment 1,
283* since the ABS value of IPIV(I) represents the row index
284* of the interchange with row i in both 1x1 and 2x2 pivot cases)
285*
286 DO k = 1, n
287 kp = abs( ipiv( k ) )
288 IF( kp.NE.k ) THEN
289 CALL dswap( nrhs, b( k, 1 ), ldb, b( kp, 1 ), ldb )
290 END IF
291 END DO
292*
293 ELSE
294*
295* Begin Lower
296*
297* Solve A*X = B, where A = L*D*L**T.
298*
299* P**T * B
300* Interchange rows K and IPIV(K) of matrix B in the same order
301* that the formation order of IPIV(I) vector for Lower case.
302*
303* (We can do the simple loop over IPIV with increment 1,
304* since the ABS value of IPIV(I) represents the row index
305* of the interchange with row i in both 1x1 and 2x2 pivot cases)
306*
307 DO k = 1, n
308 kp = abs( ipiv( k ) )
309 IF( kp.NE.k ) THEN
310 CALL dswap( nrhs, b( k, 1 ), ldb, b( kp, 1 ), ldb )
311 END IF
312 END DO
313*
314* Compute (L \P**T * B) -> B [ (L \P**T * B) ]
315*
316 CALL dtrsm( 'L', 'L', 'N', 'U', n, nrhs, one, a, lda, b, ldb )
317*
318* Compute D \ B -> B [ D \ (L \P**T * B) ]
319*
320 i = 1
321 DO WHILE ( i.LE.n )
322 IF( ipiv( i ).GT.0 ) THEN
323 CALL dscal( nrhs, one / a( i, i ), b( i, 1 ), ldb )
324 ELSE IF( i.LT.n ) THEN
325 akm1k = e( i )
326 akm1 = a( i, i ) / akm1k
327 ak = a( i+1, i+1 ) / akm1k
328 denom = akm1*ak - one
329 DO j = 1, nrhs
330 bkm1 = b( i, j ) / akm1k
331 bk = b( i+1, j ) / akm1k
332 b( i, j ) = ( ak*bkm1-bk ) / denom
333 b( i+1, j ) = ( akm1*bk-bkm1 ) / denom
334 END DO
335 i = i + 1
336 END IF
337 i = i + 1
338 END DO
339*
340* Compute (L**T \ B) -> B [ L**T \ (D \ (L \P**T * B) ) ]
341*
342 CALL dtrsm('L', 'L', 'T', 'U', n, nrhs, one, a, lda, b, ldb )
343*
344* P * B [ P * (L**T \ (D \ (L \P**T * B) )) ]
345*
346* Interchange rows K and IPIV(K) of matrix B in reverse order
347* from the formation order of IPIV(I) vector for Lower case.
348*
349* (We can do the simple loop over IPIV with decrement -1,
350* since the ABS value of IPIV(I) represents the row index
351* of the interchange with row i in both 1x1 and 2x2 pivot cases)
352*
353 DO k = n, 1, -1
354 kp = abs( ipiv( k ) )
355 IF( kp.NE.k ) THEN
356 CALL dswap( nrhs, b( k, 1 ), ldb, b( kp, 1 ), ldb )
357 END IF
358 END DO
359*
360* END Lower
361*
362 END IF
363*
364 RETURN
365*
366* End of DSYTRS_3
367*
368 END
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dsytrs_3(uplo, n, nrhs, a, lda, e, ipiv, b, ldb, info)
DSYTRS_3
Definition dsytrs_3.f:165
subroutine dscal(n, da, dx, incx)
DSCAL
Definition dscal.f:79
subroutine dswap(n, dx, incx, dy, incy)
DSWAP
Definition dswap.f:82
subroutine dtrsm(side, uplo, transa, diag, m, n, alpha, a, lda, b, ldb)
DTRSM
Definition dtrsm.f:181