2010-07-16 20:54:53 +08:00
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/* dsytri.f -- translated by f2c (version 20061008).
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You must link the resulting object file with libf2c:
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on Microsoft Windows system, link with libf2c.lib;
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on Linux or Unix systems, link with .../path/to/libf2c.a -lm
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or, if you install libf2c.a in a standard place, with -lf2c -lm
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-- in that order, at the end of the command line, as in
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cc *.o -lf2c -lm
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Source for libf2c is in /netlib/f2c/libf2c.zip, e.g.,
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http://www.netlib.org/f2c/libf2c.zip
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*/
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2010-05-12 01:44:00 +08:00
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#include "clapack.h"
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2010-07-16 20:54:53 +08:00
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/* Table of constant values */
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static integer c__1 = 1;
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static doublereal c_b11 = -1.;
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static doublereal c_b13 = 0.;
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2010-05-12 01:44:00 +08:00
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/* Subroutine */ int dsytri_(char *uplo, integer *n, doublereal *a, integer *
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lda, integer *ipiv, doublereal *work, integer *info)
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{
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2010-07-16 20:54:53 +08:00
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/* System generated locals */
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integer a_dim1, a_offset, i__1;
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doublereal d__1;
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* Local variables */
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doublereal d__;
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integer k;
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doublereal t, ak;
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integer kp;
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doublereal akp1;
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extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
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integer *);
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doublereal temp, akkp1;
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extern logical lsame_(char *, char *);
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extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
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doublereal *, integer *), dswap_(integer *, doublereal *, integer
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*, doublereal *, integer *);
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integer kstep;
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logical upper;
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extern /* Subroutine */ int dsymv_(char *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, doublereal *,
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doublereal *, integer *), xerbla_(char *, integer *);
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* -- LAPACK routine (version 3.2) -- */
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/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
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/* November 2006 */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* .. Scalar Arguments .. */
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/* .. */
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/* .. Array Arguments .. */
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/* .. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* Purpose */
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/* ======= */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* DSYTRI computes the inverse of a real symmetric indefinite matrix */
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/* A using the factorization A = U*D*U**T or A = L*D*L**T computed by */
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/* DSYTRF. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* Arguments */
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/* ========= */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* UPLO (input) CHARACTER*1 */
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/* Specifies whether the details of the factorization are stored */
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/* as an upper or lower triangular matrix. */
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/* = 'U': Upper triangular, form is A = U*D*U**T; */
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/* = 'L': Lower triangular, form is A = L*D*L**T. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* N (input) INTEGER */
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/* The order of the matrix A. N >= 0. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) */
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/* On entry, the block diagonal matrix D and the multipliers */
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/* used to obtain the factor U or L as computed by DSYTRF. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* On exit, if INFO = 0, the (symmetric) inverse of the original */
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/* matrix. If UPLO = 'U', the upper triangular part of the */
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/* inverse is formed and the part of A below the diagonal is not */
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/* referenced; if UPLO = 'L' the lower triangular part of the */
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/* inverse is formed and the part of A above the diagonal is */
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/* not referenced. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* LDA (input) INTEGER */
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/* The leading dimension of the array A. LDA >= max(1,N). */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* IPIV (input) INTEGER array, dimension (N) */
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/* Details of the interchanges and the block structure of D */
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/* as determined by DSYTRF. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* WORK (workspace) DOUBLE PRECISION array, dimension (N) */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* INFO (output) INTEGER */
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/* = 0: successful exit */
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/* < 0: if INFO = -i, the i-th argument had an illegal value */
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/* > 0: if INFO = i, D(i,i) = 0; the matrix is singular and its */
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/* inverse could not be computed. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* ===================================================================== */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* .. Parameters .. */
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/* .. */
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/* .. Local Scalars .. */
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/* .. */
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/* .. External Functions .. */
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/* .. */
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/* .. External Subroutines .. */
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/* .. */
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/* .. Intrinsic Functions .. */
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/* .. */
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/* .. Executable Statements .. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* Test the input parameters. */
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/* Parameter adjustments */
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2010-05-12 01:44:00 +08:00
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a_dim1 = *lda;
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2010-07-16 20:54:53 +08:00
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a_offset = 1 + a_dim1;
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2010-05-12 01:44:00 +08:00
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a -= a_offset;
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--ipiv;
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--work;
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/* Function Body */
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*info = 0;
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upper = lsame_(uplo, "U");
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if (! upper && ! lsame_(uplo, "L")) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*lda < max(1,*n)) {
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*info = -4;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DSYTRI", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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/* Check that the diagonal matrix D is nonsingular. */
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if (upper) {
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/* Upper triangular storage: examine D from bottom to top */
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for (*info = *n; *info >= 1; --(*info)) {
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2010-07-16 20:54:53 +08:00
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if (ipiv[*info] > 0 && a[*info + *info * a_dim1] == 0.) {
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2010-05-12 01:44:00 +08:00
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return 0;
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}
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/* L10: */
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}
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} else {
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/* Lower triangular storage: examine D from top to bottom. */
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i__1 = *n;
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for (*info = 1; *info <= i__1; ++(*info)) {
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2010-07-16 20:54:53 +08:00
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if (ipiv[*info] > 0 && a[*info + *info * a_dim1] == 0.) {
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2010-05-12 01:44:00 +08:00
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return 0;
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}
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/* L20: */
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}
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}
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*info = 0;
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if (upper) {
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2010-07-16 20:54:53 +08:00
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/* Compute inv(A) from the factorization A = U*D*U'. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* K is the main loop index, increasing from 1 to N in steps of */
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/* 1 or 2, depending on the size of the diagonal blocks. */
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2010-05-12 01:44:00 +08:00
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k = 1;
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L30:
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/* If K > N, exit from loop. */
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if (k > *n) {
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goto L40;
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}
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if (ipiv[k] > 0) {
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2010-07-16 20:54:53 +08:00
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/* 1 x 1 diagonal block */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* Invert the diagonal block. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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a[k + k * a_dim1] = 1. / a[k + k * a_dim1];
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2010-05-12 01:44:00 +08:00
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/* Compute column K of the inverse. */
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if (k > 1) {
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i__1 = k - 1;
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2010-07-16 20:54:53 +08:00
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dcopy_(&i__1, &a[k * a_dim1 + 1], &c__1, &work[1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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dsymv_(uplo, &i__1, &c_b11, &a[a_offset], lda, &work[1], &
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2010-07-16 20:54:53 +08:00
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c__1, &c_b13, &a[k * a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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2010-07-16 20:54:53 +08:00
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a[k + k * a_dim1] -= ddot_(&i__1, &work[1], &c__1, &a[k *
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a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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}
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kstep = 1;
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} else {
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2010-07-16 20:54:53 +08:00
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/* 2 x 2 diagonal block */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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/* Invert the diagonal block. */
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2010-05-12 01:44:00 +08:00
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2010-07-16 20:54:53 +08:00
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t = (d__1 = a[k + (k + 1) * a_dim1], abs(d__1));
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ak = a[k + k * a_dim1] / t;
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akp1 = a[k + 1 + (k + 1) * a_dim1] / t;
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akkp1 = a[k + (k + 1) * a_dim1] / t;
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2010-05-12 01:44:00 +08:00
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d__ = t * (ak * akp1 - 1.);
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2010-07-16 20:54:53 +08:00
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a[k + k * a_dim1] = akp1 / d__;
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a[k + 1 + (k + 1) * a_dim1] = ak / d__;
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a[k + (k + 1) * a_dim1] = -akkp1 / d__;
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2010-05-12 01:44:00 +08:00
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/* Compute columns K and K+1 of the inverse. */
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if (k > 1) {
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i__1 = k - 1;
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2010-07-16 20:54:53 +08:00
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dcopy_(&i__1, &a[k * a_dim1 + 1], &c__1, &work[1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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dsymv_(uplo, &i__1, &c_b11, &a[a_offset], lda, &work[1], &
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2010-07-16 20:54:53 +08:00
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c__1, &c_b13, &a[k * a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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2010-07-16 20:54:53 +08:00
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a[k + k * a_dim1] -= ddot_(&i__1, &work[1], &c__1, &a[k *
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a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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2010-07-16 20:54:53 +08:00
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a[k + (k + 1) * a_dim1] -= ddot_(&i__1, &a[k * a_dim1 + 1], &
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c__1, &a[(k + 1) * a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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2010-07-16 20:54:53 +08:00
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dcopy_(&i__1, &a[(k + 1) * a_dim1 + 1], &c__1, &work[1], &
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c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
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dsymv_(uplo, &i__1, &c_b11, &a[a_offset], lda, &work[1], &
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2010-07-16 20:54:53 +08:00
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c__1, &c_b13, &a[(k + 1) * a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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i__1 = k - 1;
|
2010-07-16 20:54:53 +08:00
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a[k + 1 + (k + 1) * a_dim1] -= ddot_(&i__1, &work[1], &c__1, &
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a[(k + 1) * a_dim1 + 1], &c__1);
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2010-05-12 01:44:00 +08:00
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}
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kstep = 2;
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}
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kp = (i__1 = ipiv[k], abs(i__1));
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if (kp != k) {
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2010-07-16 20:54:53 +08:00
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/* Interchange rows and columns K and KP in the leading */
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/* submatrix A(1:k+1,1:k+1) */
|
2010-05-12 01:44:00 +08:00
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i__1 = kp - 1;
|
2010-07-16 20:54:53 +08:00
|
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|
dswap_(&i__1, &a[k * a_dim1 + 1], &c__1, &a[kp * a_dim1 + 1], &
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c__1);
|
2010-05-12 01:44:00 +08:00
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i__1 = k - kp - 1;
|
2010-07-16 20:54:53 +08:00
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dswap_(&i__1, &a[kp + 1 + k * a_dim1], &c__1, &a[kp + (kp + 1) *
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a_dim1], lda);
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temp = a[k + k * a_dim1];
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a[k + k * a_dim1] = a[kp + kp * a_dim1];
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a[kp + kp * a_dim1] = temp;
|
2010-05-12 01:44:00 +08:00
|
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|
if (kstep == 2) {
|
2010-07-16 20:54:53 +08:00
|
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temp = a[k + (k + 1) * a_dim1];
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a[k + (k + 1) * a_dim1] = a[kp + (k + 1) * a_dim1];
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a[kp + (k + 1) * a_dim1] = temp;
|
2010-05-12 01:44:00 +08:00
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}
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}
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k += kstep;
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|
goto L30;
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L40:
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;
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} else {
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|
2010-07-16 20:54:53 +08:00
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|
/* Compute inv(A) from the factorization A = L*D*L'. */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
/* K is the main loop index, increasing from 1 to N in steps of */
|
|
|
|
/* 1 or 2, depending on the size of the diagonal blocks. */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
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|
|
k = *n;
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|
|
L50:
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|
|
|
|
|
|
/* If K < 1, exit from loop. */
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|
|
|
|
|
|
|
if (k < 1) {
|
|
|
|
goto L60;
|
|
|
|
}
|
|
|
|
|
|
|
|
if (ipiv[k] > 0) {
|
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
/* 1 x 1 diagonal block */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
/* Invert the diagonal block. */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
a[k + k * a_dim1] = 1. / a[k + k * a_dim1];
|
2010-05-12 01:44:00 +08:00
|
|
|
|
|
|
|
/* Compute column K of the inverse. */
|
|
|
|
|
|
|
|
if (k < *n) {
|
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
dcopy_(&i__1, &a[k + 1 + k * a_dim1], &c__1, &work[1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
dsymv_(uplo, &i__1, &c_b11, &a[k + 1 + (k + 1) * a_dim1], lda,
|
|
|
|
&work[1], &c__1, &c_b13, &a[k + 1 + k * a_dim1], &
|
|
|
|
c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
a[k + k * a_dim1] -= ddot_(&i__1, &work[1], &c__1, &a[k + 1 +
|
|
|
|
k * a_dim1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
}
|
|
|
|
kstep = 1;
|
|
|
|
} else {
|
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
/* 2 x 2 diagonal block */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
/* Invert the diagonal block. */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
t = (d__1 = a[k + (k - 1) * a_dim1], abs(d__1));
|
|
|
|
ak = a[k - 1 + (k - 1) * a_dim1] / t;
|
|
|
|
akp1 = a[k + k * a_dim1] / t;
|
|
|
|
akkp1 = a[k + (k - 1) * a_dim1] / t;
|
2010-05-12 01:44:00 +08:00
|
|
|
d__ = t * (ak * akp1 - 1.);
|
2010-07-16 20:54:53 +08:00
|
|
|
a[k - 1 + (k - 1) * a_dim1] = akp1 / d__;
|
|
|
|
a[k + k * a_dim1] = ak / d__;
|
|
|
|
a[k + (k - 1) * a_dim1] = -akkp1 / d__;
|
2010-05-12 01:44:00 +08:00
|
|
|
|
|
|
|
/* Compute columns K-1 and K of the inverse. */
|
|
|
|
|
|
|
|
if (k < *n) {
|
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
dcopy_(&i__1, &a[k + 1 + k * a_dim1], &c__1, &work[1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
dsymv_(uplo, &i__1, &c_b11, &a[k + 1 + (k + 1) * a_dim1], lda,
|
|
|
|
&work[1], &c__1, &c_b13, &a[k + 1 + k * a_dim1], &
|
|
|
|
c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
a[k + k * a_dim1] -= ddot_(&i__1, &work[1], &c__1, &a[k + 1 +
|
|
|
|
k * a_dim1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
a[k + (k - 1) * a_dim1] -= ddot_(&i__1, &a[k + 1 + k * a_dim1]
|
|
|
|
, &c__1, &a[k + 1 + (k - 1) * a_dim1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
dcopy_(&i__1, &a[k + 1 + (k - 1) * a_dim1], &c__1, &work[1], &
|
|
|
|
c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
dsymv_(uplo, &i__1, &c_b11, &a[k + 1 + (k + 1) * a_dim1], lda,
|
|
|
|
&work[1], &c__1, &c_b13, &a[k + 1 + (k - 1) * a_dim1]
|
|
|
|
, &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
i__1 = *n - k;
|
2010-07-16 20:54:53 +08:00
|
|
|
a[k - 1 + (k - 1) * a_dim1] -= ddot_(&i__1, &work[1], &c__1, &
|
|
|
|
a[k + 1 + (k - 1) * a_dim1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
}
|
|
|
|
kstep = 2;
|
|
|
|
}
|
|
|
|
|
|
|
|
kp = (i__1 = ipiv[k], abs(i__1));
|
|
|
|
if (kp != k) {
|
|
|
|
|
2010-07-16 20:54:53 +08:00
|
|
|
/* Interchange rows and columns K and KP in the trailing */
|
|
|
|
/* submatrix A(k-1:n,k-1:n) */
|
2010-05-12 01:44:00 +08:00
|
|
|
|
|
|
|
if (kp < *n) {
|
|
|
|
i__1 = *n - kp;
|
2010-07-16 20:54:53 +08:00
|
|
|
dswap_(&i__1, &a[kp + 1 + k * a_dim1], &c__1, &a[kp + 1 + kp *
|
|
|
|
a_dim1], &c__1);
|
2010-05-12 01:44:00 +08:00
|
|
|
}
|
|
|
|
i__1 = kp - k - 1;
|
2010-07-16 20:54:53 +08:00
|
|
|
dswap_(&i__1, &a[k + 1 + k * a_dim1], &c__1, &a[kp + (k + 1) *
|
|
|
|
a_dim1], lda);
|
|
|
|
temp = a[k + k * a_dim1];
|
|
|
|
a[k + k * a_dim1] = a[kp + kp * a_dim1];
|
|
|
|
a[kp + kp * a_dim1] = temp;
|
2010-05-12 01:44:00 +08:00
|
|
|
if (kstep == 2) {
|
2010-07-16 20:54:53 +08:00
|
|
|
temp = a[k + (k - 1) * a_dim1];
|
|
|
|
a[k + (k - 1) * a_dim1] = a[kp + (k - 1) * a_dim1];
|
|
|
|
a[kp + (k - 1) * a_dim1] = temp;
|
2010-05-12 01:44:00 +08:00
|
|
|
}
|
|
|
|
}
|
|
|
|
|
|
|
|
k -= kstep;
|
|
|
|
goto L50;
|
|
|
|
L60:
|
|
|
|
;
|
|
|
|
}
|
|
|
|
|
|
|
|
return 0;
|
|
|
|
|
|
|
|
/* End of DSYTRI */
|
|
|
|
|
|
|
|
} /* dsytri_ */
|