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Cloned library LAPACK-3.11.0 with extra build files for internal package management.
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LAPACK-3.11.0/SRC/csytri2x.f

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*> \brief \b CSYTRI2X
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download CSYTRI2X + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/csytri2x.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/csytri2x.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/csytri2x.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, INFO )
*
* .. Scalar Arguments ..
* CHARACTER UPLO
* INTEGER INFO, LDA, N, NB
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* COMPLEX A( LDA, * ), WORK( N+NB+1,* )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> CSYTRI2X computes the inverse of a real symmetric indefinite matrix
*> A using the factorization A = U*D*U**T or A = L*D*L**T computed by
*> CSYTRF.
*> \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 triangular, form is A = U*D*U**T;
*> = 'L': Lower triangular, form is A = L*D*L**T.
*> \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, the NNB diagonal matrix D and the multipliers
*> used to obtain the factor U or L as computed by CSYTRF.
*>
*> On exit, if INFO = 0, the (symmetric) 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] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (N)
*> Details of the interchanges and the NNB structure of D
*> as determined by CSYTRF.
*> \endverbatim
*>
*> \param[out] WORK
*> \verbatim
*> WORK is COMPLEX array, dimension (N+NB+1,NB+3)
*> \endverbatim
*>
*> \param[in] NB
*> \verbatim
*> NB is INTEGER
*> Block size
*> \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 complexSYcomputational
*
* =====================================================================
SUBROUTINE CSYTRI2X( UPLO, N, A, LDA, IPIV, WORK, NB, 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, NB
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
COMPLEX A( LDA, * ), WORK( N+NB+1,* )
* ..
*
* =====================================================================
*
* .. Parameters ..
COMPLEX ONE, ZERO
PARAMETER ( ONE = ( 1.0E+0, 0.0E+0 ),
$ ZERO = ( 0.0E+0, 0.0E+0 ) )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER I, IINFO, IP, K, CUT, NNB
INTEGER COUNT
INTEGER J, U11, INVD
COMPLEX AK, AKKP1, AKP1, D, T
COMPLEX U01_I_J, U01_IP1_J
COMPLEX U11_I_J, U11_IP1_J
* ..
* .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
* ..
* .. External Subroutines ..
EXTERNAL CSYCONV, XERBLA, CTRTRI
EXTERNAL CGEMM, CTRMM, CSYSWAPR
* ..
* .. Intrinsic Functions ..
INTRINSIC MAX
* ..
* .. Executable Statements ..
*
* Test the input parameters.
*
INFO = 0
UPPER = LSAME( UPLO, 'U' )
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
END IF
*
* Quick return if possible
*
*
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CSYTRI2X', -INFO )
RETURN
END IF
IF( N.EQ.0 )
$ RETURN
*
* Convert A
* Workspace got Non-diag elements of D
*
CALL CSYCONV( UPLO, 'C', N, A, LDA, IPIV, WORK, IINFO )
*
* Check that the diagonal matrix D is nonsingular.
*
IF( UPPER ) THEN
*
* Upper triangular storage: examine D from bottom to top
*
DO INFO = N, 1, -1
IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
$ RETURN
END DO
ELSE
*
* Lower triangular storage: examine D from top to bottom.
*
DO INFO = 1, N
IF( IPIV( INFO ).GT.0 .AND. A( INFO, INFO ).EQ.ZERO )
$ RETURN
END DO
END IF
INFO = 0
*
* Splitting Workspace
* U01 is a block (N,NB+1)
* The first element of U01 is in WORK(1,1)
* U11 is a block (NB+1,NB+1)
* The first element of U11 is in WORK(N+1,1)
U11 = N
* INVD is a block (N,2)
* The first element of INVD is in WORK(1,INVD)
INVD = NB+2
IF( UPPER ) THEN
*
* invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
*
CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
*
* inv(D) and inv(D)*inv(U)
*
K=1
DO WHILE ( K .LE. N )
IF( IPIV( K ).GT.0 ) THEN
* 1 x 1 diagonal NNB
WORK(K,INVD) = ONE / A( K, K )
WORK(K,INVD+1) = 0
K=K+1
ELSE
* 2 x 2 diagonal NNB
T = WORK(K+1,1)
AK = A( K, K ) / T
AKP1 = A( K+1, K+1 ) / T
AKKP1 = WORK(K+1,1) / T
D = T*( AK*AKP1-ONE )
WORK(K,INVD) = AKP1 / D
WORK(K+1,INVD+1) = AK / D
WORK(K,INVD+1) = -AKKP1 / D
WORK(K+1,INVD) = -AKKP1 / D
K=K+2
END IF
END DO
*
* inv(U**T) = (inv(U))**T
*
* inv(U**T)*inv(D)*inv(U)
*
CUT=N
DO WHILE (CUT .GT. 0)
NNB=NB
IF (CUT .LE. NNB) THEN
NNB=CUT
ELSE
COUNT = 0
* count negative elements,
DO I=CUT+1-NNB,CUT
IF (IPIV(I) .LT. 0) COUNT=COUNT+1
END DO
* need a even number for a clear cut
IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
END IF
CUT=CUT-NNB
*
* U01 Block
*
DO I=1,CUT
DO J=1,NNB
WORK(I,J)=A(I,CUT+J)
END DO
END DO
*
* U11 Block
*
DO I=1,NNB
WORK(U11+I,I)=ONE
DO J=1,I-1
WORK(U11+I,J)=ZERO
END DO
DO J=I+1,NNB
WORK(U11+I,J)=A(CUT+I,CUT+J)
END DO
END DO
*
* invD*U01
*
I=1
DO WHILE (I .LE. CUT)
IF (IPIV(I) > 0) THEN
DO J=1,NNB
WORK(I,J)=WORK(I,INVD)*WORK(I,J)
END DO
I=I+1
ELSE
DO J=1,NNB
U01_I_J = WORK(I,J)
U01_IP1_J = WORK(I+1,J)
WORK(I,J)=WORK(I,INVD)*U01_I_J+
$ WORK(I,INVD+1)*U01_IP1_J
WORK(I+1,J)=WORK(I+1,INVD)*U01_I_J+
$ WORK(I+1,INVD+1)*U01_IP1_J
END DO
I=I+2
END IF
END DO
*
* invD1*U11
*
I=1
DO WHILE (I .LE. NNB)
IF (IPIV(CUT+I) > 0) THEN
DO J=I,NNB
WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
END DO
I=I+1
ELSE
DO J=I,NNB
U11_I_J = WORK(U11+I,J)
U11_IP1_J = WORK(U11+I+1,J)
WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
$ WORK(CUT+I,INVD+1)*WORK(U11+I+1,J)
WORK(U11+I+1,J)=WORK(CUT+I+1,INVD)*U11_I_J+
$ WORK(CUT+I+1,INVD+1)*U11_IP1_J
END DO
I=I+2
END IF
END DO
*
* U11**T*invD1*U11->U11
*
CALL CTRMM('L','U','T','U',NNB, NNB,
$ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
*
DO I=1,NNB
DO J=I,NNB
A(CUT+I,CUT+J)=WORK(U11+I,J)
END DO
END DO
*
* U01**T*invD*U01->A(CUT+I,CUT+J)
*
CALL CGEMM('T','N',NNB,NNB,CUT,ONE,A(1,CUT+1),LDA,
$ WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
*
* U11 = U11**T*invD1*U11 + U01**T*invD*U01
*
DO I=1,NNB
DO J=I,NNB
A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
END DO
END DO
*
* U01 = U00**T*invD0*U01
*
CALL CTRMM('L',UPLO,'T','U',CUT, NNB,
$ ONE,A,LDA,WORK,N+NB+1)
*
* Update U01
*
DO I=1,CUT
DO J=1,NNB
A(I,CUT+J)=WORK(I,J)
END DO
END DO
*
* Next Block
*
END DO
*
* Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
*
I=1
DO WHILE ( I .LE. N )
IF( IPIV(I) .GT. 0 ) THEN
IP=IPIV(I)
IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
ELSE
IP=-IPIV(I)
I=I+1
IF ( (I-1) .LT. IP)
$ CALL CSYSWAPR( UPLO, N, A, LDA, I-1 ,IP )
IF ( (I-1) .GT. IP)
$ CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I-1 )
ENDIF
I=I+1
END DO
ELSE
*
* LOWER...
*
* invA = P * inv(U**T)*inv(D)*inv(U)*P**T.
*
CALL CTRTRI( UPLO, 'U', N, A, LDA, INFO )
*
* inv(D) and inv(D)*inv(U)
*
K=N
DO WHILE ( K .GE. 1 )
IF( IPIV( K ).GT.0 ) THEN
* 1 x 1 diagonal NNB
WORK(K,INVD) = ONE / A( K, K )
WORK(K,INVD+1) = 0
K=K-1
ELSE
* 2 x 2 diagonal NNB
T = WORK(K-1,1)
AK = A( K-1, K-1 ) / T
AKP1 = A( K, K ) / T
AKKP1 = WORK(K-1,1) / T
D = T*( AK*AKP1-ONE )
WORK(K-1,INVD) = AKP1 / D
WORK(K,INVD) = AK / D
WORK(K,INVD+1) = -AKKP1 / D
WORK(K-1,INVD+1) = -AKKP1 / D
K=K-2
END IF
END DO
*
* inv(U**T) = (inv(U))**T
*
* inv(U**T)*inv(D)*inv(U)
*
CUT=0
DO WHILE (CUT .LT. N)
NNB=NB
IF (CUT + NNB .GE. N) THEN
NNB=N-CUT
ELSE
COUNT = 0
* count negative elements,
DO I=CUT+1,CUT+NNB
IF (IPIV(I) .LT. 0) COUNT=COUNT+1
END DO
* need a even number for a clear cut
IF (MOD(COUNT,2) .EQ. 1) NNB=NNB+1
END IF
* L21 Block
DO I=1,N-CUT-NNB
DO J=1,NNB
WORK(I,J)=A(CUT+NNB+I,CUT+J)
END DO
END DO
* L11 Block
DO I=1,NNB
WORK(U11+I,I)=ONE
DO J=I+1,NNB
WORK(U11+I,J)=ZERO
END DO
DO J=1,I-1
WORK(U11+I,J)=A(CUT+I,CUT+J)
END DO
END DO
*
* invD*L21
*
I=N-CUT-NNB
DO WHILE (I .GE. 1)
IF (IPIV(CUT+NNB+I) > 0) THEN
DO J=1,NNB
WORK(I,J)=WORK(CUT+NNB+I,INVD)*WORK(I,J)
END DO
I=I-1
ELSE
DO J=1,NNB
U01_I_J = WORK(I,J)
U01_IP1_J = WORK(I-1,J)
WORK(I,J)=WORK(CUT+NNB+I,INVD)*U01_I_J+
$ WORK(CUT+NNB+I,INVD+1)*U01_IP1_J
WORK(I-1,J)=WORK(CUT+NNB+I-1,INVD+1)*U01_I_J+
$ WORK(CUT+NNB+I-1,INVD)*U01_IP1_J
END DO
I=I-2
END IF
END DO
*
* invD1*L11
*
I=NNB
DO WHILE (I .GE. 1)
IF (IPIV(CUT+I) > 0) THEN
DO J=1,NNB
WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J)
END DO
I=I-1
ELSE
DO J=1,NNB
U11_I_J = WORK(U11+I,J)
U11_IP1_J = WORK(U11+I-1,J)
WORK(U11+I,J)=WORK(CUT+I,INVD)*WORK(U11+I,J) +
$ WORK(CUT+I,INVD+1)*U11_IP1_J
WORK(U11+I-1,J)=WORK(CUT+I-1,INVD+1)*U11_I_J+
$ WORK(CUT+I-1,INVD)*U11_IP1_J
END DO
I=I-2
END IF
END DO
*
* L11**T*invD1*L11->L11
*
CALL CTRMM('L',UPLO,'T','U',NNB, NNB,
$ ONE,A(CUT+1,CUT+1),LDA,WORK(U11+1,1),N+NB+1)
*
DO I=1,NNB
DO J=1,I
A(CUT+I,CUT+J)=WORK(U11+I,J)
END DO
END DO
*
IF ( (CUT+NNB) .LT. N ) THEN
*
* L21**T*invD2*L21->A(CUT+I,CUT+J)
*
CALL CGEMM('T','N',NNB,NNB,N-NNB-CUT,ONE,A(CUT+NNB+1,CUT+1)
$ ,LDA,WORK,N+NB+1, ZERO, WORK(U11+1,1), N+NB+1)
*
* L11 = L11**T*invD1*L11 + U01**T*invD*U01
*
DO I=1,NNB
DO J=1,I
A(CUT+I,CUT+J)=A(CUT+I,CUT+J)+WORK(U11+I,J)
END DO
END DO
*
* L01 = L22**T*invD2*L21
*
CALL CTRMM('L',UPLO,'T','U', N-NNB-CUT, NNB,
$ ONE,A(CUT+NNB+1,CUT+NNB+1),LDA,WORK,N+NB+1)
* Update L21
DO I=1,N-CUT-NNB
DO J=1,NNB
A(CUT+NNB+I,CUT+J)=WORK(I,J)
END DO
END DO
ELSE
*
* L11 = L11**T*invD1*L11
*
DO I=1,NNB
DO J=1,I
A(CUT+I,CUT+J)=WORK(U11+I,J)
END DO
END DO
END IF
*
* Next Block
*
CUT=CUT+NNB
END DO
*
* Apply PERMUTATIONS P and P**T: P * inv(U**T)*inv(D)*inv(U) *P**T
*
I=N
DO WHILE ( I .GE. 1 )
IF( IPIV(I) .GT. 0 ) THEN
IP=IPIV(I)
IF (I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
IF (I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
ELSE
IP=-IPIV(I)
IF ( I .LT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, I ,IP )
IF ( I .GT. IP) CALL CSYSWAPR( UPLO, N, A, LDA, IP ,I )
I=I-1
ENDIF
I=I-1
END DO
END IF
*
RETURN
*
* End of CSYTRI2X
*
END