291 lines
		
	
	
		
			8.9 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			291 lines
		
	
	
		
			8.9 KiB
		
	
	
	
		
			Fortran
		
	
	
	
*> \brief <b> DSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matrices</b>
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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 DSYSV_ROOK + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsysv_rook.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/dsysv_rook.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/dsysv_rook.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 DSYSV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
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*                         LWORK, INFO )
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*
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*       .. Scalar Arguments ..
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*       CHARACTER          UPLO
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*       INTEGER            INFO, LDA, LDB, LWORK, N, NRHS
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*       ..
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*       .. Array Arguments ..
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*       INTEGER            IPIV( * )
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*       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
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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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*> DSYSV_ROOK computes the solution to a real system of linear
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*> equations
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*>    A * X = B,
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*> where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
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*> matrices.
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*>
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*> The diagonal pivoting method is used to factor A as
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*>    A = U * D * U**T,  if UPLO = 'U', or
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*>    A = L * D * L**T,  if UPLO = 'L',
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*> where U (or L) is a product of permutation and unit upper (lower)
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*> triangular matrices, and D is symmetric and block diagonal with
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*> 1-by-1 and 2-by-2 diagonal blocks.
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*>
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*> DSYTRF_ROOK is called to compute the factorization of a real
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*> symmetric matrix A using the bounded Bunch-Kaufman ("rook") diagonal
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*> pivoting method.
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*>
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*> The factored form of A is then used to solve the system
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*> of equations A * X = B by calling DSYTRS_ROOK.
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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 triangle of A is stored;
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*>          = 'L':  Lower triangle of A is stored.
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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 number of linear equations, i.e., the order of the
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*>          matrix A.  N >= 0.
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*> \endverbatim
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*>
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*> \param[in] NRHS
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*> \verbatim
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*>          NRHS is INTEGER
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*>          The number of right hand sides, i.e., the number of columns
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*>          of the matrix B.  NRHS >= 0.
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*> \endverbatim
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*>
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*> \param[in,out] A
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*> \verbatim
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*>          A is DOUBLE PRECISION array, dimension (LDA,N)
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*>          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
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*>          N-by-N upper triangular part of A contains the upper
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*>          triangular part of the matrix A, and the strictly lower
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*>          triangular part of A is not referenced.  If UPLO = 'L', the
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*>          leading N-by-N lower triangular part of A contains the lower
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*>          triangular part of the matrix A, and the strictly upper
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*>          triangular part of A is not referenced.
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*>
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*>          On exit, if INFO = 0, the block diagonal matrix D and the
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*>          multipliers used to obtain the factor U or L from the
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*>          factorization A = U*D*U**T or A = L*D*L**T as computed by
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*>          DSYTRF_ROOK.
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*> \endverbatim
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*>
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*> \param[in] LDA
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*> \verbatim
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*>          LDA is INTEGER
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*>          The leading dimension of the array A.  LDA >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] IPIV
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*> \verbatim
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*>          IPIV is INTEGER array, dimension (N)
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*>          Details of the interchanges and the block structure of D,
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*>          as determined by DSYTRF_ROOK.
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*>
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*>          If UPLO = 'U':
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*>               If IPIV(k) > 0, then rows and columns k and IPIV(k)
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*>               were interchanged and D(k,k) is a 1-by-1 diagonal block.
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*>
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*>               If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
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*>               columns k and -IPIV(k) were interchanged and rows and
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*>               columns k-1 and -IPIV(k-1) were inerchaged,
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*>               D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
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*>
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*>          If UPLO = 'L':
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*>               If IPIV(k) > 0, then rows and columns k and IPIV(k)
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*>               were interchanged and D(k,k) is a 1-by-1 diagonal block.
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*>
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*>               If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
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*>               columns k and -IPIV(k) were interchanged and rows and
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*>               columns k+1 and -IPIV(k+1) were inerchaged,
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*>               D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
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*>          On entry, the N-by-NRHS right hand side matrix B.
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*>          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*>          LDB is INTEGER
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*>          The leading dimension of the array B.  LDB >= max(1,N).
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*> \endverbatim
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*>
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*> \param[out] WORK
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*> \verbatim
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*>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
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*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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*> \endverbatim
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*>
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*> \param[in] LWORK
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*> \verbatim
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*>          LWORK is INTEGER
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*>          The length of WORK.  LWORK >= 1, and for best performance
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*>          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
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*>          DSYTRF_ROOK.
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*>
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*>          TRS will be done with Level 2 BLAS
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*>
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*>          If LWORK = -1, then a workspace query is assumed; the routine
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*>          only calculates the optimal size of the WORK array, returns
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*>          this value as the first entry of the WORK array, and no error
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*>          message related to LWORK is issued by XERBLA.
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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, D(i,i) is exactly zero.  The factorization
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*>               has been completed, but the block diagonal matrix D is
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*>               exactly singular, so the solution 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 doubleSYsolve
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*
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*> \par Contributors:
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*  ==================
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*>
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*> \verbatim
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*>
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*>   April 2012, Igor Kozachenko,
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*>                  Computer Science Division,
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*>                  University of California, Berkeley
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*>
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*>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
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*>                  School of Mathematics,
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*>                  University of Manchester
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*>
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*> \endverbatim
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*
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*  =====================================================================
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      SUBROUTINE DSYSV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
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     $                  LWORK, INFO )
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*
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*  -- LAPACK driver 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, LDA, LDB, LWORK, N, NRHS
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*     ..
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*     .. Array Arguments ..
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      INTEGER            IPIV( * )
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      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
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*     ..
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*
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*  =====================================================================
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*
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*     .. Local Scalars ..
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      LOGICAL            LQUERY
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      INTEGER            LWKOPT
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*     ..
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*     .. External Functions ..
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      LOGICAL            LSAME
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      EXTERNAL           LSAME
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*     ..
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*     .. External Subroutines ..
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      EXTERNAL           XERBLA, DSYTRF_ROOK, DSYTRS_ROOK
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*     ..
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*     .. Intrinsic Functions ..
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      INTRINSIC          MAX
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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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      LQUERY = ( LWORK.EQ.-1 )
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      IF( .NOT.LSAME( UPLO, 'U' ) .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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      ELSE IF( NRHS.LT.0 ) THEN
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         INFO = -3
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      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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         INFO = -5
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      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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         INFO = -8
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      ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
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         INFO = -10
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      END IF
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*
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      IF( INFO.EQ.0 ) THEN
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         IF( N.EQ.0 ) THEN
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            LWKOPT = 1
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         ELSE
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            CALL DSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, -1, INFO )
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            LWKOPT = INT( WORK( 1 ) )
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         END IF
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         WORK( 1 ) = LWKOPT
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      END IF
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*
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      IF( INFO.NE.0 ) THEN
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         CALL XERBLA( 'DSYSV_ROOK ', -INFO )
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         RETURN
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      ELSE IF( LQUERY ) THEN
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         RETURN
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      END IF
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*
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*     Compute the factorization A = U*D*U**T or A = L*D*L**T.
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*
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      CALL DSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
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      IF( INFO.EQ.0 ) THEN
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*
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*        Solve the system A*X = B, overwriting B with X.
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*
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*        Solve with TRS_ROOK ( Use Level 2 BLAS)
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*
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         CALL DSYTRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
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*
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      END IF
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*
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      WORK( 1 ) = LWKOPT
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*
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      RETURN
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*
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*     End of DSYSV_ROOK
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*
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      END
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