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186 lines
4.9 KiB
FortranFixed
186 lines
4.9 KiB
FortranFixed
*> \brief \b DPPTRI
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download DPPTRI + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dpptri.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dpptri.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dpptri.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DPPTRI( UPLO, N, AP, INFO )
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*
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* .. Scalar Arguments ..
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* CHARACTER UPLO
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* INTEGER INFO, N
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* ..
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* .. Array Arguments ..
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* DOUBLE PRECISION AP( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> DPPTRI computes the inverse of a real symmetric positive definite
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*> matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
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*> computed by DPPTRF.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] UPLO
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*> \verbatim
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*> UPLO is CHARACTER*1
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*> = 'U': Upper triangular factor is stored in AP;
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*> = 'L': Lower triangular factor is stored in AP.
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A. N >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] AP
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*> \verbatim
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*> AP is DOUBLE PRECISION array, dimension (N*(N+1)/2)
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*> On entry, the triangular factor U or L from the Cholesky
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*> factorization A = U**T*U or A = L*L**T, packed columnwise as
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*> a linear array. The j-th column of U or L is stored in the
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*> array AP as follows:
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*> if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
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*> if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
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*>
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*> On exit, the upper or lower triangle of the (symmetric)
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*> inverse of A, overwriting the input factor U or L.
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*> \endverbatim
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*>
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*> \param[out] INFO
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*> \verbatim
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*> INFO is INTEGER
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*> = 0: successful exit
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*> < 0: if INFO = -i, the i-th argument had an illegal value
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*> > 0: if INFO = i, the (i,i) element of the factor U or L is
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*> zero, and the inverse could not be computed.
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \ingroup doubleOTHERcomputational
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*
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* =====================================================================
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SUBROUTINE DPPTRI( UPLO, N, AP, INFO )
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*
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* -- LAPACK computational routine --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, N
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION AP( * )
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* ..
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ONE
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PARAMETER ( ONE = 1.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL UPPER
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INTEGER J, JC, JJ, JJN
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DOUBLE PRECISION AJJ
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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DOUBLE PRECISION DDOT
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EXTERNAL LSAME, DDOT
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* ..
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* .. External Subroutines ..
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EXTERNAL DSCAL, DSPR, DTPMV, DTPTRI, XERBLA
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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UPPER = LSAME( UPLO, 'U' )
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IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -1
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ELSE IF( N.LT.0 ) THEN
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INFO = -2
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DPPTRI', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 )
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$ RETURN
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*
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* Invert the triangular Cholesky factor U or L.
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*
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CALL DTPTRI( UPLO, 'Non-unit', N, AP, INFO )
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IF( INFO.GT.0 )
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$ RETURN
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*
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IF( UPPER ) THEN
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*
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* Compute the product inv(U) * inv(U)**T.
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*
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JJ = 0
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DO 10 J = 1, N
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JC = JJ + 1
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JJ = JJ + J
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IF( J.GT.1 )
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$ CALL DSPR( 'Upper', J-1, ONE, AP( JC ), 1, AP )
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AJJ = AP( JJ )
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CALL DSCAL( J, AJJ, AP( JC ), 1 )
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10 CONTINUE
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*
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ELSE
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*
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* Compute the product inv(L)**T * inv(L).
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*
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JJ = 1
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DO 20 J = 1, N
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JJN = JJ + N - J + 1
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AP( JJ ) = DDOT( N-J+1, AP( JJ ), 1, AP( JJ ), 1 )
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IF( J.LT.N )
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$ CALL DTPMV( 'Lower', 'Transpose', 'Non-unit', N-J,
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$ AP( JJN ), AP( JJ+1 ), 1 )
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JJ = JJN
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20 CONTINUE
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END IF
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*
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RETURN
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*
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* End of DPPTRI
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*
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END
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