numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/chetri_3.f | 7805B | -rw-r--r-- |
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*> \brief \b CHETRI_3 * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CHETRI_3 + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/chetri_3.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/chetri_3.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/chetri_3.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CHETRI_3( UPLO, N, A, LDA, E, IPIV, WORK, LWORK, * INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. * INTEGER IPIV( * ) * COMPLEX A( LDA, * ), E( * ), WORK( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> CHETRI_3 computes the inverse of a complex Hermitian indefinite *> matrix A using the factorization computed by CHETRF_RK or CHETRF_BK: *> *> A = P*U*D*(U**H)*(P**T) or A = P*L*D*(L**H)*(P**T), *> *> where U (or L) is unit upper (or lower) triangular matrix, *> U**H (or L**H) is the conjugate of U (or L), P is a permutation *> matrix, P**T is the transpose of P, and D is Hermitian and block *> diagonal with 1-by-1 and 2-by-2 diagonal blocks. *> *> CHETRI_3 sets the leading dimension of the workspace before calling *> CHETRI_3X that actually computes the inverse. This is the blocked *> version of the algorithm, calling Level 3 BLAS. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> Specifies whether the details of the factorization are *> stored as an upper or lower triangular matrix. *> = 'U': Upper triangle of A is stored; *> = 'L': Lower triangle of A is stored. *> \endverbatim *> *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. N >= 0. *> \endverbatim *> *> \param[in,out] A *> \verbatim *> A is COMPLEX array, dimension (LDA,N) *> On entry, diagonal of the block diagonal matrix D and *> factors U or L as computed by CHETRF_RK and CHETRF_BK: *> a) ONLY diagonal elements of the Hermitian block diagonal *> matrix D on the diagonal of A, i.e. D(k,k) = A(k,k); *> (superdiagonal (or subdiagonal) elements of D *> should be provided on entry in array E), and *> b) If UPLO = 'U': factor U in the superdiagonal part of A. *> If UPLO = 'L': factor L in the subdiagonal part of A. *> *> On exit, if INFO = 0, the Hermitian 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. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \endverbatim *> *> \param[in] E *> \verbatim *> E is COMPLEX array, dimension (N) *> On entry, contains the superdiagonal (or subdiagonal) *> elements of the Hermitian block diagonal matrix D *> with 1-by-1 or 2-by-2 diagonal blocks, where *> If UPLO = 'U': E(i) = D(i-1,i),i=2:N, E(1) not referenced; *> If UPLO = 'L': E(i) = D(i+1,i),i=1:N-1, E(N) not referenced. *> *> NOTE: For 1-by-1 diagonal block D(k), where *> 1 <= k <= N, the element E(k) is not referenced in both *> UPLO = 'U' or UPLO = 'L' cases. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N) *> Details of the interchanges and the block structure of D *> as determined by CHETRF_RK or CHETRF_BK. *> \endverbatim *> *> \param[out] WORK *> \verbatim *> WORK is COMPLEX array, dimension (MAX(1,LWORK)). *> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. *> \endverbatim *> *> \param[in] LWORK *> \verbatim *> LWORK is INTEGER *> The length of WORK. *> If N = 0, LWORK >= 1, else LWORK >= (N+NB+1)*(NB+3). *> *> If LWORK = -1, then a workspace query is assumed; *> the routine only calculates the optimal size of 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. *> \endverbatim *> *> \param[out] INFO *> \verbatim *> INFO is 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. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup hetri_3 * *> \par Contributors: * ================== *> \verbatim *> *> November 2017, Igor Kozachenko, *> Computer Science Division, *> University of California, Berkeley *> *> \endverbatim * * ===================================================================== SUBROUTINE CHETRI_3( UPLO, N, A, LDA, E, IPIV, WORK, LWORK, $ INFO ) * * -- LAPACK computational routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. CHARACTER UPLO INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. INTEGER IPIV( * ) COMPLEX A( LDA, * ), E( * ), WORK( * ) * .. * * ===================================================================== * * .. Local Scalars .. LOGICAL UPPER, LQUERY INTEGER LWKOPT, NB * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV REAL SROUNDUP_LWORK EXTERNAL LSAME, ILAENV, SROUNDUP_LWORK * .. * .. External Subroutines .. EXTERNAL CHETRI_3X, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) LQUERY = ( LWORK.EQ.-1 ) * * Determine the block size * IF( N.EQ.0 ) THEN LWKOPT = 1 ELSE NB = MAX( 1, ILAENV( 1, 'CHETRI_3', UPLO, N, -1, -1, -1 ) ) LWKOPT = ( N+NB+1 ) * ( NB+3 ) END IF WORK( 1 ) = SROUNDUP_LWORK( LWKOPT ) * IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -4 ELSE IF( LWORK.LT.LWKOPT .AND. .NOT.LQUERY ) THEN INFO = -8 END IF * IF( INFO.NE.0 ) THEN CALL XERBLA( 'CHETRI_3', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * CALL CHETRI_3X( UPLO, N, A, LDA, E, IPIV, WORK, NB, INFO ) * WORK( 1 ) = SROUNDUP_LWORK( LWKOPT ) * RETURN * * End of CHETRI_3 * END