numeric-linalg
Educational material on the SciPy implementation of numerical linear algebra algorithms
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lapack/SRC/dpotri.f | 4097B | -rw-r--r-- |
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*> \brief \b DPOTRI * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download DPOTRI + dependencies *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpotri.f"> *> [TGZ]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpotri.f"> *> [ZIP]</a> *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpotri.f"> *> [TXT]</a> *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE DPOTRI( UPLO, N, A, LDA, INFO ) * * .. Scalar Arguments .. * CHARACTER UPLO * INTEGER INFO, LDA, N * .. * .. Array Arguments .. * DOUBLE PRECISION A( LDA, * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> DPOTRI computes the inverse of a real symmetric positive definite *> matrix A using the Cholesky factorization A = U**T*U or A = L*L**T *> computed by DPOTRF. *> \endverbatim * * Arguments: * ========== * *> \param[in] UPLO *> \verbatim *> UPLO is CHARACTER*1 *> = '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 DOUBLE PRECISION array, dimension (LDA,N) *> On entry, the triangular factor U or L from the Cholesky *> factorization A = U**T*U or A = L*L**T, as computed by *> DPOTRF. *> On exit, the upper or lower triangle of the (symmetric) *> inverse of A, overwriting the input factor U or L. *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1,N). *> \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, the (i,i) element of the factor U or L is *> zero, and the 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 potri * * ===================================================================== SUBROUTINE DPOTRI( UPLO, N, A, LDA, 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, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ) * .. * * ===================================================================== * * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DLAUUM, DTRTRI, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( .NOT.LSAME( UPLO, 'U' ) .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 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DPOTRI', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Invert the triangular Cholesky factor U or L. * CALL DTRTRI( UPLO, 'Non-unit', N, A, LDA, INFO ) IF( INFO.GT.0 ) $ RETURN * * Form inv(U) * inv(U)**T or inv(L)**T * inv(L). * CALL DLAUUM( UPLO, N, A, LDA, INFO ) * RETURN * * End of DPOTRI * END