numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/sgetri.f	7474B	-rw-r--r--

*> \brief \b SGETRI
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SGETRI + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgetri.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgetri.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgetri.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE SGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDA, LWORK, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       REAL               A( LDA, * ), WORK( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> SGETRI computes the inverse of a matrix using the LU factorization
*> computed by SGETRF.
*>
*> This method inverts U and then computes inv(A) by solving the system
*> inv(A)*L = inv(U) for inv(A).
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is REAL array, dimension (LDA,N)
*>          On entry, the factors L and U from the factorization
*>          A = P*L*U as computed by SGETRF.
*>          On exit, if INFO = 0, the inverse of the original matrix A.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,N).
*> \endverbatim
*>
*> \param[in] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N)
*>          The pivot indices from SGETRF; for 1<=i<=N, row i of the
*>          matrix was interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*>          WORK is REAL array, dimension (MAX(1,LWORK))
*>          On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
*> \endverbatim
*>
*> \param[in] LWORK
*> \verbatim
*>          LWORK is 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.
*> \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, U(i,i) is exactly zero; 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 getri
*
*  =====================================================================
      SUBROUTINE SGETRI( N, A, LDA, 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 ..
      INTEGER            INFO, LDA, LWORK, N
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      REAL               A( LDA, * ), WORK( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ZERO, ONE
      PARAMETER          ( ZERO = 0.0E+0, ONE = 1.0E+0 )
*     ..
*     .. Local Scalars ..
      LOGICAL            LQUERY
      INTEGER            I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
     $                   NBMIN, NN
*     ..
*     .. External Functions ..
      INTEGER            ILAENV
      EXTERNAL           ILAENV
      REAL               SROUNDUP_LWORK
      EXTERNAL           SROUNDUP_LWORK
*     ..
*     .. External Subroutines ..
      EXTERNAL           SGEMM, SGEMV, SSWAP, STRSM, STRTRI,
     $                   XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      NB = ILAENV( 1, 'SGETRI', ' ', N, -1, -1, -1 )
      LWKOPT = MAX( 1, N*NB )
      WORK( 1 ) = SROUNDUP_LWORK( 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( 'SGETRI', -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 STRTRI, then U is singular,
*     and the inverse is not computed.
*
      CALL STRTRI( '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, 'SGETRI', ' ', 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 SGEMV( '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 SGEMM( '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 STRSM( '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 SSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
   60 CONTINUE
*
      WORK( 1 ) = SROUNDUP_LWORK( IWS )
      RETURN
*
*     End of SGETRI
*
      END