446 lines
12 KiB
Fortran
446 lines
12 KiB
Fortran
*> \brief \b DSYTRS
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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 DSYTRS + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsytrs.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/dsytrs.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/dsytrs.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 DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, 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, 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, * )
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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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*> DSYTRS solves a system of linear equations A*X = B with a real
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*> symmetric matrix A using the factorization A = U*D*U**T or
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*> A = L*D*L**T computed by DSYTRF.
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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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*> Specifies whether the details of the factorization are stored
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*> as an upper or lower triangular matrix.
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*> = 'U': Upper triangular, form is A = U*D*U**T;
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*> = 'L': Lower triangular, form is A = L*D*L**T.
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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] 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] A
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*> \verbatim
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*> A is DOUBLE PRECISION array, dimension (LDA,N)
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*> The block diagonal matrix D and the multipliers used to
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*> obtain the factor U or L as computed by DSYTRF.
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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[in] 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.
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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 right hand side matrix B.
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*> On exit, the 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] 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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*> \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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*> \date December 2016
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*
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*> \ingroup doubleSYcomputational
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*
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* =====================================================================
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SUBROUTINE DSYTRS( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
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*
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* -- LAPACK computational routine (version 3.7.0) --
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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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* December 2016
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*
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* .. Scalar Arguments ..
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CHARACTER UPLO
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INTEGER INFO, LDA, LDB, 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, * )
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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, K, KP
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DOUBLE PRECISION AK, AKM1, AKM1K, BK, BKM1, DENOM
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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 DGEMV, DGER, DSCAL, DSWAP, XERBLA
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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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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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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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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DSYTRS', -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 .OR. NRHS.EQ.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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* Solve A*X = B, where A = U*D*U**T.
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*
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* First solve U*D*X = B, overwriting B with X.
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*
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* K is the main loop index, decreasing from N to 1 in steps of
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* 1 or 2, depending on the size of the diagonal blocks.
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*
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K = N
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10 CONTINUE
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*
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* If K < 1, exit from loop.
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*
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IF( K.LT.1 )
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$ GO TO 30
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*
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IF( IPIV( K ).GT.0 ) THEN
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*
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* 1 x 1 diagonal block
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*
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* Interchange rows K and IPIV(K).
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*
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KP = IPIV( K )
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IF( KP.NE.K )
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$ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
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*
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* Multiply by inv(U(K)), where U(K) is the transformation
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* stored in column K of A.
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*
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CALL DGER( K-1, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
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$ B( 1, 1 ), LDB )
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*
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* Multiply by the inverse of the diagonal block.
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*
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CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
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K = K - 1
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ELSE
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*
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* 2 x 2 diagonal block
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*
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* Interchange rows K-1 and -IPIV(K).
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*
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KP = -IPIV( K )
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IF( KP.NE.K-1 )
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$ CALL DSWAP( NRHS, B( K-1, 1 ), LDB, B( KP, 1 ), LDB )
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*
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* Multiply by inv(U(K)), where U(K) is the transformation
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* stored in columns K-1 and K of A.
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*
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CALL DGER( K-2, NRHS, -ONE, A( 1, K ), 1, B( K, 1 ), LDB,
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$ B( 1, 1 ), LDB )
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CALL DGER( K-2, NRHS, -ONE, A( 1, K-1 ), 1, B( K-1, 1 ),
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$ LDB, B( 1, 1 ), LDB )
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*
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* Multiply by the inverse of the diagonal block.
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*
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AKM1K = A( K-1, K )
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AKM1 = A( K-1, K-1 ) / AKM1K
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AK = A( K, K ) / AKM1K
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DENOM = AKM1*AK - ONE
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DO 20 J = 1, NRHS
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BKM1 = B( K-1, J ) / AKM1K
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BK = B( K, J ) / AKM1K
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B( K-1, J ) = ( AK*BKM1-BK ) / DENOM
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B( K, J ) = ( AKM1*BK-BKM1 ) / DENOM
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20 CONTINUE
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K = K - 2
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END IF
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*
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GO TO 10
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30 CONTINUE
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*
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* Next solve U**T *X = B, overwriting B with X.
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*
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* K is the main loop index, increasing from 1 to N in steps of
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* 1 or 2, depending on the size of the diagonal blocks.
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*
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K = 1
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40 CONTINUE
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*
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* If K > N, exit from loop.
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*
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IF( K.GT.N )
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$ GO TO 50
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*
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IF( IPIV( K ).GT.0 ) THEN
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*
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* 1 x 1 diagonal block
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*
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* Multiply by inv(U**T(K)), where U(K) is the transformation
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* stored in column K of A.
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*
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CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, A( 1, K ),
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$ 1, ONE, B( K, 1 ), LDB )
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*
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* Interchange rows K and IPIV(K).
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*
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KP = IPIV( K )
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IF( KP.NE.K )
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$ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
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K = K + 1
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ELSE
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*
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* 2 x 2 diagonal block
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*
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* Multiply by inv(U**T(K+1)), where U(K+1) is the transformation
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* stored in columns K and K+1 of A.
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*
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CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB, A( 1, K ),
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$ 1, ONE, B( K, 1 ), LDB )
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CALL DGEMV( 'Transpose', K-1, NRHS, -ONE, B, LDB,
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$ A( 1, K+1 ), 1, ONE, B( K+1, 1 ), LDB )
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*
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* Interchange rows K and -IPIV(K).
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*
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KP = -IPIV( K )
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IF( KP.NE.K )
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$ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
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K = K + 2
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END IF
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*
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GO TO 40
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50 CONTINUE
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*
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ELSE
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*
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* Solve A*X = B, where A = L*D*L**T.
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*
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* First solve L*D*X = B, overwriting B with X.
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*
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* K is the main loop index, increasing from 1 to N in steps of
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* 1 or 2, depending on the size of the diagonal blocks.
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*
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K = 1
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60 CONTINUE
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*
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* If K > N, exit from loop.
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*
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IF( K.GT.N )
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$ GO TO 80
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*
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IF( IPIV( K ).GT.0 ) THEN
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*
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* 1 x 1 diagonal block
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*
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* Interchange rows K and IPIV(K).
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*
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KP = IPIV( K )
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IF( KP.NE.K )
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$ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
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*
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* Multiply by inv(L(K)), where L(K) is the transformation
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* stored in column K of A.
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*
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IF( K.LT.N )
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$ CALL DGER( N-K, NRHS, -ONE, A( K+1, K ), 1, B( K, 1 ),
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$ LDB, B( K+1, 1 ), LDB )
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*
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* Multiply by the inverse of the diagonal block.
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*
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CALL DSCAL( NRHS, ONE / A( K, K ), B( K, 1 ), LDB )
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K = K + 1
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ELSE
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*
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* 2 x 2 diagonal block
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*
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* Interchange rows K+1 and -IPIV(K).
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*
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KP = -IPIV( K )
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IF( KP.NE.K+1 )
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$ CALL DSWAP( NRHS, B( K+1, 1 ), LDB, B( KP, 1 ), LDB )
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*
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* Multiply by inv(L(K)), where L(K) is the transformation
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* stored in columns K and K+1 of A.
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*
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IF( K.LT.N-1 ) THEN
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CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K ), 1, B( K, 1 ),
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$ LDB, B( K+2, 1 ), LDB )
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CALL DGER( N-K-1, NRHS, -ONE, A( K+2, K+1 ), 1,
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$ B( K+1, 1 ), LDB, B( K+2, 1 ), LDB )
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END IF
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*
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* Multiply by the inverse of the diagonal block.
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*
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AKM1K = A( K+1, K )
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AKM1 = A( K, K ) / AKM1K
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AK = A( K+1, K+1 ) / AKM1K
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DENOM = AKM1*AK - ONE
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DO 70 J = 1, NRHS
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BKM1 = B( K, J ) / AKM1K
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BK = B( K+1, J ) / AKM1K
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B( K, J ) = ( AK*BKM1-BK ) / DENOM
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B( K+1, J ) = ( AKM1*BK-BKM1 ) / DENOM
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70 CONTINUE
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K = K + 2
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END IF
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*
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GO TO 60
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80 CONTINUE
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*
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* Next solve L**T *X = B, overwriting B with X.
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*
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* K is the main loop index, decreasing from N to 1 in steps of
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* 1 or 2, depending on the size of the diagonal blocks.
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*
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K = N
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90 CONTINUE
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*
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* If K < 1, exit from loop.
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*
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IF( K.LT.1 )
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$ GO TO 100
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*
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IF( IPIV( K ).GT.0 ) THEN
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*
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* 1 x 1 diagonal block
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*
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* Multiply by inv(L**T(K)), where L(K) is the transformation
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* stored in column K of A.
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*
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IF( K.LT.N )
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$ CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
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$ LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
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*
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* Interchange rows K and IPIV(K).
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*
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KP = IPIV( K )
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IF( KP.NE.K )
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$ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
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K = K - 1
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ELSE
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*
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* 2 x 2 diagonal block
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*
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* Multiply by inv(L**T(K-1)), where L(K-1) is the transformation
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* stored in columns K-1 and K of A.
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*
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IF( K.LT.N ) THEN
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CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
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$ LDB, A( K+1, K ), 1, ONE, B( K, 1 ), LDB )
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CALL DGEMV( 'Transpose', N-K, NRHS, -ONE, B( K+1, 1 ),
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$ LDB, A( K+1, K-1 ), 1, ONE, B( K-1, 1 ),
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$ LDB )
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END IF
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*
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* Interchange rows K and -IPIV(K).
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*
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KP = -IPIV( K )
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IF( KP.NE.K )
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$ CALL DSWAP( NRHS, B( K, 1 ), LDB, B( KP, 1 ), LDB )
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K = K - 2
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END IF
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*
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GO TO 90
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100 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 DSYTRS
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*
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END
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