diff libcruft/lapack/dgetri.f @ 4329:d53c33d93440

[project @ 2003-02-18 20:00:48 by jwe]
author jwe
date Tue, 18 Feb 2003 20:08:20 +0000
parents
children 68db500cb558
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/dgetri.f	Tue Feb 18 20:08:20 2003 +0000
@@ -0,0 +1,193 @@
+      SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
+*
+*  -- LAPACK routine (version 3.0) --
+*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+*     Courant Institute, Argonne National Lab, and Rice University
+*     June 30, 1999
+*
+*     .. Scalar Arguments ..
+      INTEGER            INFO, LDA, LWORK, N
+*     ..
+*     .. Array Arguments ..
+      INTEGER            IPIV( * )
+      DOUBLE PRECISION   A( LDA, * ), WORK( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DGETRI computes the inverse of a matrix using the LU factorization
+*  computed by DGETRF.
+*
+*  This method inverts U and then computes inv(A) by solving the system
+*  inv(A)*L = inv(U) for inv(A).
+*
+*  Arguments
+*  =========
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+*          On entry, the factors L and U from the factorization
+*          A = P*L*U as computed by DGETRF.
+*          On exit, if INFO = 0, the inverse of the original matrix A.
+*
+*  LDA     (input) INTEGER
+*          The leading dimension of the array A.  LDA >= max(1,N).
+*
+*  IPIV    (input) INTEGER array, dimension (N)
+*          The pivot indices from DGETRF; for 1<=i<=N, row i of the
+*          matrix was interchanged with row IPIV(i).
+*
+*  WORK    (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
+*          On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
+*
+*  LWORK   (input) INTEGER
+*          The dimension of the array WORK.  LWORK >= max(1,N).
+*          For optimal performance LWORK >= N*NB, where NB is
+*          the optimal blocksize returned by ILAENV.
+*
+*          If LWORK = -1, then a workspace query is assumed; the routine
+*          only calculates the optimal size of the WORK array, returns
+*          this value as the first entry of the WORK array, and no error
+*          message related to LWORK is issued by XERBLA.
+*
+*  INFO    (output) INTEGER
+*          = 0:  successful exit
+*          < 0:  if INFO = -i, the i-th argument had an illegal value
+*          > 0:  if INFO = i, U(i,i) is exactly zero; the matrix is
+*                singular and its inverse could not be computed.
+*
+*  =====================================================================
+*
+*     .. Parameters ..
+      DOUBLE PRECISION   ZERO, ONE
+      PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+*     ..
+*     .. Local Scalars ..
+      LOGICAL            LQUERY
+      INTEGER            I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
+     $                   NBMIN, NN
+*     ..
+*     .. External Functions ..
+      INTEGER            ILAENV
+      EXTERNAL           ILAENV
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          MAX, MIN
+*     ..
+*     .. Executable Statements ..
+*
+*     Test the input parameters.
+*
+      INFO = 0
+      NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 )
+      LWKOPT = N*NB
+      WORK( 1 ) = LWKOPT
+      LQUERY = ( LWORK.EQ.-1 )
+      IF( N.LT.0 ) THEN
+         INFO = -1
+      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+         INFO = -3
+      ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
+         INFO = -6
+      END IF
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'DGETRI', -INFO )
+         RETURN
+      ELSE IF( LQUERY ) THEN
+         RETURN
+      END IF
+*
+*     Quick return if possible
+*
+      IF( N.EQ.0 )
+     $   RETURN
+*
+*     Form inv(U).  If INFO > 0 from DTRTRI, then U is singular,
+*     and the inverse is not computed.
+*
+      CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
+      IF( INFO.GT.0 )
+     $   RETURN
+*
+      NBMIN = 2
+      LDWORK = N
+      IF( NB.GT.1 .AND. NB.LT.N ) THEN
+         IWS = MAX( LDWORK*NB, 1 )
+         IF( LWORK.LT.IWS ) THEN
+            NB = LWORK / LDWORK
+            NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) )
+         END IF
+      ELSE
+         IWS = N
+      END IF
+*
+*     Solve the equation inv(A)*L = inv(U) for inv(A).
+*
+      IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
+*
+*        Use unblocked code.
+*
+         DO 20 J = N, 1, -1
+*
+*           Copy current column of L to WORK and replace with zeros.
+*
+            DO 10 I = J + 1, N
+               WORK( I ) = A( I, J )
+               A( I, J ) = ZERO
+   10       CONTINUE
+*
+*           Compute current column of inv(A).
+*
+            IF( J.LT.N )
+     $         CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
+     $                     LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
+   20    CONTINUE
+      ELSE
+*
+*        Use blocked code.
+*
+         NN = ( ( N-1 ) / NB )*NB + 1
+         DO 50 J = NN, 1, -NB
+            JB = MIN( NB, N-J+1 )
+*
+*           Copy current block column of L to WORK and replace with
+*           zeros.
+*
+            DO 40 JJ = J, J + JB - 1
+               DO 30 I = JJ + 1, N
+                  WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
+                  A( I, JJ ) = ZERO
+   30          CONTINUE
+   40       CONTINUE
+*
+*           Compute current block column of inv(A).
+*
+            IF( J+JB.LE.N )
+     $         CALL DGEMM( 'No transpose', 'No transpose', N, JB,
+     $                     N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
+     $                     WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
+            CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
+     $                  ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
+   50    CONTINUE
+      END IF
+*
+*     Apply column interchanges.
+*
+      DO 60 J = N - 1, 1, -1
+         JP = IPIV( J )
+         IF( JP.NE.J )
+     $      CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
+   60 CONTINUE
+*
+      WORK( 1 ) = IWS
+      RETURN
+*
+*     End of DGETRI
+*
+      END