mirror of
https://github.com/opencv/opencv.git
synced 2024-12-18 11:28:02 +08:00
368 lines
9.6 KiB
C
368 lines
9.6 KiB
C
#include "clapack.h"
|
|
|
|
/* Subroutine */ int dsytri_(char *uplo, integer *n, doublereal *a, integer *
|
|
lda, integer *ipiv, doublereal *work, integer *info)
|
|
{
|
|
/* -- LAPACK routine (version 3.0) --
|
|
Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
|
|
Courant Institute, Argonne National Lab, and Rice University
|
|
March 31, 1993
|
|
|
|
|
|
Purpose
|
|
=======
|
|
|
|
DSYTRI 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.
|
|
|
|
Arguments
|
|
=========
|
|
|
|
UPLO (input) 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.
|
|
|
|
N (input) INTEGER
|
|
The order of the matrix A. N >= 0.
|
|
|
|
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
|
|
On entry, the block 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.
|
|
|
|
LDA (input) INTEGER
|
|
The leading dimension of the array A. LDA >= max(1,N).
|
|
|
|
IPIV (input) INTEGER array, dimension (N)
|
|
Details of the interchanges and the block structure of D
|
|
as determined by DSYTRF.
|
|
|
|
WORK (workspace) DOUBLE PRECISION array, dimension (N)
|
|
|
|
INFO (output) 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.
|
|
|
|
=====================================================================
|
|
|
|
|
|
Test the input parameters.
|
|
|
|
Parameter adjustments */
|
|
/* Table of constant values */
|
|
static integer c__1 = 1;
|
|
static doublereal c_b11 = -1.;
|
|
static doublereal c_b13 = 0.;
|
|
|
|
/* System generated locals */
|
|
integer a_dim1, a_offset, i__1;
|
|
doublereal d__1;
|
|
/* Local variables */
|
|
extern doublereal ddot_(integer *, doublereal *, integer *, doublereal *,
|
|
integer *);
|
|
static doublereal temp, akkp1, d__;
|
|
static integer k;
|
|
static doublereal t;
|
|
extern logical lsame_(char *, char *);
|
|
extern /* Subroutine */ int dcopy_(integer *, doublereal *, integer *,
|
|
doublereal *, integer *), dswap_(integer *, doublereal *, integer
|
|
*, doublereal *, integer *);
|
|
static integer kstep;
|
|
static logical upper;
|
|
extern /* Subroutine */ int dsymv_(char *, integer *, doublereal *,
|
|
doublereal *, integer *, doublereal *, integer *, doublereal *,
|
|
doublereal *, integer *);
|
|
static doublereal ak;
|
|
static integer kp;
|
|
extern /* Subroutine */ int xerbla_(char *, integer *);
|
|
static doublereal akp1;
|
|
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
|
|
|
|
|
|
a_dim1 = *lda;
|
|
a_offset = 1 + a_dim1 * 1;
|
|
a -= a_offset;
|
|
--ipiv;
|
|
--work;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
upper = lsame_(uplo, "U");
|
|
if (! upper && ! lsame_(uplo, "L")) {
|
|
*info = -1;
|
|
} else if (*n < 0) {
|
|
*info = -2;
|
|
} else if (*lda < max(1,*n)) {
|
|
*info = -4;
|
|
}
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("DSYTRI", &i__1);
|
|
return 0;
|
|
}
|
|
|
|
/* Quick return if possible */
|
|
|
|
if (*n == 0) {
|
|
return 0;
|
|
}
|
|
|
|
/* Check that the diagonal matrix D is nonsingular. */
|
|
|
|
if (upper) {
|
|
|
|
/* Upper triangular storage: examine D from bottom to top */
|
|
|
|
for (*info = *n; *info >= 1; --(*info)) {
|
|
if (ipiv[*info] > 0 && a_ref(*info, *info) == 0.) {
|
|
return 0;
|
|
}
|
|
/* L10: */
|
|
}
|
|
} else {
|
|
|
|
/* Lower triangular storage: examine D from top to bottom. */
|
|
|
|
i__1 = *n;
|
|
for (*info = 1; *info <= i__1; ++(*info)) {
|
|
if (ipiv[*info] > 0 && a_ref(*info, *info) == 0.) {
|
|
return 0;
|
|
}
|
|
/* L20: */
|
|
}
|
|
}
|
|
*info = 0;
|
|
|
|
if (upper) {
|
|
|
|
/* Compute inv(A) from the factorization A = U*D*U'.
|
|
|
|
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. */
|
|
|
|
k = 1;
|
|
L30:
|
|
|
|
/* If K > N, exit from loop. */
|
|
|
|
if (k > *n) {
|
|
goto L40;
|
|
}
|
|
|
|
if (ipiv[k] > 0) {
|
|
|
|
/* 1 x 1 diagonal block
|
|
|
|
Invert the diagonal block. */
|
|
|
|
a_ref(k, k) = 1. / a_ref(k, k);
|
|
|
|
/* Compute column K of the inverse. */
|
|
|
|
if (k > 1) {
|
|
i__1 = k - 1;
|
|
dcopy_(&i__1, &a_ref(1, k), &c__1, &work[1], &c__1);
|
|
i__1 = k - 1;
|
|
dsymv_(uplo, &i__1, &c_b11, &a[a_offset], lda, &work[1], &
|
|
c__1, &c_b13, &a_ref(1, k), &c__1);
|
|
i__1 = k - 1;
|
|
a_ref(k, k) = a_ref(k, k) - ddot_(&i__1, &work[1], &c__1, &
|
|
a_ref(1, k), &c__1);
|
|
}
|
|
kstep = 1;
|
|
} else {
|
|
|
|
/* 2 x 2 diagonal block
|
|
|
|
Invert the diagonal block. */
|
|
|
|
t = (d__1 = a_ref(k, k + 1), abs(d__1));
|
|
ak = a_ref(k, k) / t;
|
|
akp1 = a_ref(k + 1, k + 1) / t;
|
|
akkp1 = a_ref(k, k + 1) / t;
|
|
d__ = t * (ak * akp1 - 1.);
|
|
a_ref(k, k) = akp1 / d__;
|
|
a_ref(k + 1, k + 1) = ak / d__;
|
|
a_ref(k, k + 1) = -akkp1 / d__;
|
|
|
|
/* Compute columns K and K+1 of the inverse. */
|
|
|
|
if (k > 1) {
|
|
i__1 = k - 1;
|
|
dcopy_(&i__1, &a_ref(1, k), &c__1, &work[1], &c__1);
|
|
i__1 = k - 1;
|
|
dsymv_(uplo, &i__1, &c_b11, &a[a_offset], lda, &work[1], &
|
|
c__1, &c_b13, &a_ref(1, k), &c__1);
|
|
i__1 = k - 1;
|
|
a_ref(k, k) = a_ref(k, k) - ddot_(&i__1, &work[1], &c__1, &
|
|
a_ref(1, k), &c__1);
|
|
i__1 = k - 1;
|
|
a_ref(k, k + 1) = a_ref(k, k + 1) - ddot_(&i__1, &a_ref(1, k),
|
|
&c__1, &a_ref(1, k + 1), &c__1);
|
|
i__1 = k - 1;
|
|
dcopy_(&i__1, &a_ref(1, k + 1), &c__1, &work[1], &c__1);
|
|
i__1 = k - 1;
|
|
dsymv_(uplo, &i__1, &c_b11, &a[a_offset], lda, &work[1], &
|
|
c__1, &c_b13, &a_ref(1, k + 1), &c__1);
|
|
i__1 = k - 1;
|
|
a_ref(k + 1, k + 1) = a_ref(k + 1, k + 1) - ddot_(&i__1, &
|
|
work[1], &c__1, &a_ref(1, k + 1), &c__1);
|
|
}
|
|
kstep = 2;
|
|
}
|
|
|
|
kp = (i__1 = ipiv[k], abs(i__1));
|
|
if (kp != k) {
|
|
|
|
/* Interchange rows and columns K and KP in the leading
|
|
submatrix A(1:k+1,1:k+1) */
|
|
|
|
i__1 = kp - 1;
|
|
dswap_(&i__1, &a_ref(1, k), &c__1, &a_ref(1, kp), &c__1);
|
|
i__1 = k - kp - 1;
|
|
dswap_(&i__1, &a_ref(kp + 1, k), &c__1, &a_ref(kp, kp + 1), lda);
|
|
temp = a_ref(k, k);
|
|
a_ref(k, k) = a_ref(kp, kp);
|
|
a_ref(kp, kp) = temp;
|
|
if (kstep == 2) {
|
|
temp = a_ref(k, k + 1);
|
|
a_ref(k, k + 1) = a_ref(kp, k + 1);
|
|
a_ref(kp, k + 1) = temp;
|
|
}
|
|
}
|
|
|
|
k += kstep;
|
|
goto L30;
|
|
L40:
|
|
|
|
;
|
|
} else {
|
|
|
|
/* Compute inv(A) from the factorization A = L*D*L'.
|
|
|
|
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. */
|
|
|
|
k = *n;
|
|
L50:
|
|
|
|
/* If K < 1, exit from loop. */
|
|
|
|
if (k < 1) {
|
|
goto L60;
|
|
}
|
|
|
|
if (ipiv[k] > 0) {
|
|
|
|
/* 1 x 1 diagonal block
|
|
|
|
Invert the diagonal block. */
|
|
|
|
a_ref(k, k) = 1. / a_ref(k, k);
|
|
|
|
/* Compute column K of the inverse. */
|
|
|
|
if (k < *n) {
|
|
i__1 = *n - k;
|
|
dcopy_(&i__1, &a_ref(k + 1, k), &c__1, &work[1], &c__1);
|
|
i__1 = *n - k;
|
|
dsymv_(uplo, &i__1, &c_b11, &a_ref(k + 1, k + 1), lda, &work[
|
|
1], &c__1, &c_b13, &a_ref(k + 1, k), &c__1)
|
|
;
|
|
i__1 = *n - k;
|
|
a_ref(k, k) = a_ref(k, k) - ddot_(&i__1, &work[1], &c__1, &
|
|
a_ref(k + 1, k), &c__1);
|
|
}
|
|
kstep = 1;
|
|
} else {
|
|
|
|
/* 2 x 2 diagonal block
|
|
|
|
Invert the diagonal block. */
|
|
|
|
t = (d__1 = a_ref(k, k - 1), abs(d__1));
|
|
ak = a_ref(k - 1, k - 1) / t;
|
|
akp1 = a_ref(k, k) / t;
|
|
akkp1 = a_ref(k, k - 1) / t;
|
|
d__ = t * (ak * akp1 - 1.);
|
|
a_ref(k - 1, k - 1) = akp1 / d__;
|
|
a_ref(k, k) = ak / d__;
|
|
a_ref(k, k - 1) = -akkp1 / d__;
|
|
|
|
/* Compute columns K-1 and K of the inverse. */
|
|
|
|
if (k < *n) {
|
|
i__1 = *n - k;
|
|
dcopy_(&i__1, &a_ref(k + 1, k), &c__1, &work[1], &c__1);
|
|
i__1 = *n - k;
|
|
dsymv_(uplo, &i__1, &c_b11, &a_ref(k + 1, k + 1), lda, &work[
|
|
1], &c__1, &c_b13, &a_ref(k + 1, k), &c__1)
|
|
;
|
|
i__1 = *n - k;
|
|
a_ref(k, k) = a_ref(k, k) - ddot_(&i__1, &work[1], &c__1, &
|
|
a_ref(k + 1, k), &c__1);
|
|
i__1 = *n - k;
|
|
a_ref(k, k - 1) = a_ref(k, k - 1) - ddot_(&i__1, &a_ref(k + 1,
|
|
k), &c__1, &a_ref(k + 1, k - 1), &c__1);
|
|
i__1 = *n - k;
|
|
dcopy_(&i__1, &a_ref(k + 1, k - 1), &c__1, &work[1], &c__1);
|
|
i__1 = *n - k;
|
|
dsymv_(uplo, &i__1, &c_b11, &a_ref(k + 1, k + 1), lda, &work[
|
|
1], &c__1, &c_b13, &a_ref(k + 1, k - 1), &c__1);
|
|
i__1 = *n - k;
|
|
a_ref(k - 1, k - 1) = a_ref(k - 1, k - 1) - ddot_(&i__1, &
|
|
work[1], &c__1, &a_ref(k + 1, k - 1), &c__1);
|
|
}
|
|
kstep = 2;
|
|
}
|
|
|
|
kp = (i__1 = ipiv[k], abs(i__1));
|
|
if (kp != k) {
|
|
|
|
/* Interchange rows and columns K and KP in the trailing
|
|
submatrix A(k-1:n,k-1:n) */
|
|
|
|
if (kp < *n) {
|
|
i__1 = *n - kp;
|
|
dswap_(&i__1, &a_ref(kp + 1, k), &c__1, &a_ref(kp + 1, kp), &
|
|
c__1);
|
|
}
|
|
i__1 = kp - k - 1;
|
|
dswap_(&i__1, &a_ref(k + 1, k), &c__1, &a_ref(kp, k + 1), lda);
|
|
temp = a_ref(k, k);
|
|
a_ref(k, k) = a_ref(kp, kp);
|
|
a_ref(kp, kp) = temp;
|
|
if (kstep == 2) {
|
|
temp = a_ref(k, k - 1);
|
|
a_ref(k, k - 1) = a_ref(kp, k - 1);
|
|
a_ref(kp, k - 1) = temp;
|
|
}
|
|
}
|
|
|
|
k -= kstep;
|
|
goto L50;
|
|
L60:
|
|
;
|
|
}
|
|
|
|
return 0;
|
|
|
|
/* End of DSYTRI */
|
|
|
|
} /* dsytri_ */
|
|
|
|
#undef a_ref
|
|
|
|
|