added LAPACK driver dsysv_rook.f

1 files changed, 286 insertions, 0 deletions

diff --git a/SRC/dsysv_rook.f b/SRC/dsysv_rook.f
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+*> \brief <b> DSYSV_ROOK computes the solution to system of linear equations A * X = B for SY matrices</b>
+*
+*  =========== DOCUMENTATION ===========
+*
+* Online html documentation available at 
+*            http://www.netlib.org/lapack/explore-html/ 
+*
+*> \htmlonly
+*> Download DSYSV_ROOK + dependencies 
+*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dsysv_rook.f"> 
+*> [TGZ]</a> 
+*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dsysv_rook.f"> 
+*> [ZIP]</a> 
+*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dsysv_rook.f"> 
+*> [TXT]</a>
+*> \endhtmlonly 
+*
+*  Definition:
+*  ===========
+*
+*       SUBROUTINE DSYSV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
+*                         LWORK, INFO )
+* 
+*       .. Scalar Arguments ..
+*       CHARACTER          UPLO
+*       INTEGER            INFO, LDA, LDB, LWORK, N, NRHS
+*       ..
+*       .. Array Arguments ..
+*       INTEGER            IPIV( * )
+*       DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
+*       ..
+*  
+*
+*> \par Purpose:
+*  =============
+*>
+*> \verbatim
+*>
+*> DSYSV_ROOK computes the solution to a real system of linear equations
+*>    A * X = B,
+*> where A is an N-by-N symmetric matrix and X and B are N-by-NRHS
+*> matrices.
+*>
+*> The diagonal pivoting method is used to factor A as
+*>    A = U * D * U**T,  if UPLO = 'U', or
+*>    A = L * D * L**T,  if UPLO = 'L',
+*> where U (or L) is a product of permutation and unit upper (lower)
+*> triangular matrices, and D is symmetric and block diagonal with
+*> 1-by-1 and 2-by-2 diagonal blocks.  The factored form of A is then
+*> used to solve the system of equations A * X = B.
+*> \endverbatim
+*
+*  Arguments:
+*  ==========
+*
+*> \param[in] UPLO
+*> \verbatim
+*>          UPLO is CHARACTER*1
+*>          = 'U':  Upper triangle of A is stored;
+*>          = 'L':  Lower triangle of A is stored.
+*> \endverbatim
+*>
+*> \param[in] N
+*> \verbatim
+*>          N is INTEGER
+*>          The number of linear equations, i.e., the order of the
+*>          matrix A.  N >= 0.
+*> \endverbatim
+*>
+*> \param[in] NRHS
+*> \verbatim
+*>          NRHS is INTEGER
+*>          The number of right hand sides, i.e., the number of columns
+*>          of the matrix B.  NRHS >= 0.
+*> \endverbatim
+*>
+*> \param[in,out] A
+*> \verbatim
+*>          A is DOUBLE PRECISION array, dimension (LDA,N)
+*>          On entry, the symmetric matrix A.  If UPLO = 'U', the leading
+*>          N-by-N upper triangular part of A contains the upper
+*>          triangular part of the matrix A, and the strictly lower
+*>          triangular part of A is not referenced.  If UPLO = 'L', the
+*>          leading N-by-N lower triangular part of A contains the lower
+*>          triangular part of the matrix A, and the strictly upper
+*>          triangular part of A is not referenced.
+*>
+*>          On exit, if INFO = 0, the block diagonal matrix D and the
+*>          multipliers used to obtain the factor U or L from the
+*>          factorization A = U*D*U**T or A = L*D*L**T as computed by
+*>          DSYTRF_ROOK.
+*> \endverbatim
+*>
+*> \param[in] LDA
+*> \verbatim
+*>          LDA is INTEGER
+*>          The leading dimension of the array A.  LDA >= max(1,N).
+*> \endverbatim
+*>
+*> \param[out] IPIV
+*> \verbatim
+*>          IPIV is INTEGER array, dimension (N)
+*>          Details of the interchanges and the block structure of D,
+*>          as determined by DSYTRF_ROOK.
+*>
+*>          If UPLO = 'U':
+*>               If IPIV(k) > 0, then rows and columns k and IPIV(k)
+*>               were interchanged and D(k,k) is a 1-by-1 diagonal block.
+*>
+*>               If IPIV(k) < 0 and IPIV(k-1) < 0, then rows and
+*>               columns k and -IPIV(k) were interchanged and rows and
+*>               columns k-1 and -IPIV(k-1) were inerchaged,
+*>               D(k-1:k,k-1:k) is a 2-by-2 diagonal block.
+*>
+*>          If UPLO = 'L':
+*>               If IPIV(k) > 0, then rows and columns k and IPIV(k)
+*>               were interchanged and D(k,k) is a 1-by-1 diagonal block.
+*>
+*>               If IPIV(k) < 0 and IPIV(k+1) < 0, then rows and
+*>               columns k and -IPIV(k) were interchanged and rows and
+*>               columns k+1 and -IPIV(k+1) were inerchaged,
+*>               D(k:k+1,k:k+1) is a 2-by-2 diagonal block.
+*> \endverbatim
+*>
+*> \param[in,out] B
+*> \verbatim
+*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
+*>          On entry, the N-by-NRHS right hand side matrix B.
+*>          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
+*> \endverbatim
+*>
+*> \param[in] LDB
+*> \verbatim
+*>          LDB is INTEGER
+*>          The leading dimension of the array B.  LDB >= max(1,N).
+*> \endverbatim
+*>
+*> \param[out] WORK
+*> \verbatim
+*>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
+*>          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*> \endverbatim
+*>
+*> \param[in] LWORK
+*> \verbatim
+*>          LWORK is INTEGER
+*>          The length of WORK.  LWORK >= 1, and for best performance
+*>          LWORK >= max(1,N*NB), where NB is the optimal blocksize for
+*>          DSYTRF_ROOK.
+*>          
+*>          TRS will be done with Level 2 BLAS
+*>
+*>          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, D(i,i) is exactly zero.  The factorization
+*>               has been completed, but the block diagonal matrix D is
+*>               exactly singular, so the solution could not be computed.
+*> \endverbatim
+*
+*  Authors:
+*  ========
+*
+*> \author Univ. of Tennessee 
+*> \author Univ. of California Berkeley 
+*> \author Univ. of Colorado Denver 
+*> \author NAG Ltd. 
+*
+*> \date November 2011
+*
+*> \ingroup doubleSYsolve
+*
+*> \par Contributors:
+*  ==================
+*>
+*> \verbatim
+*>
+*>   November 2011, Igor Kozachenko,
+*>                  Computer Science Division,
+*>                  University of California, Berkeley
+*>
+*>  September 2007, Sven Hammarling, Nicholas J. Higham, Craig Lucas,
+*>                  School of Mathematics,
+*>                  University of Manchester
+*>
+*> \endverbatim
+*
+*  =====================================================================
+      SUBROUTINE DSYSV_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, WORK,
+     $                  LWORK, INFO )
+*
+*  -- LAPACK driver routine (version 3.4.0) --
+*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
+*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
+*     November 2011
+*
+*     .. Scalar Arguments ..
+      CHARACTER          UPLO
+      INTEGER            INFO, LDA, LDB, LWORK, N, NRHS
+*     ..
+*     .. Array Arguments ..
+      INTEGER            IPIV( * )
+      DOUBLE PRECISION   A( LDA, * ), B( LDB, * ), WORK( * )
+*     ..
+*
+*  =====================================================================
+*
+*     .. Local Scalars ..
+      LOGICAL            LQUERY
+      INTEGER            LWKOPT
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      EXTERNAL           LSAME
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           XERBLA, DSYTRF_ROOK, DSYTRS_ROOK
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          MAX
+*     ..
+*     .. Executable Statements ..
+*
+*     Test the input parameters.
+*
+      INFO = 0
+      LQUERY = ( LWORK.EQ.-1 )
+      IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
+         INFO = -1
+      ELSE IF( N.LT.0 ) THEN
+         INFO = -2
+      ELSE IF( NRHS.LT.0 ) THEN
+         INFO = -3
+      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
+         INFO = -5
+      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+         INFO = -8
+      ELSE IF( LWORK.LT.1 .AND. .NOT.LQUERY ) THEN
+         INFO = -10
+      END IF
+*
+      IF( INFO.EQ.0 ) THEN
+         IF( N.EQ.0 ) THEN
+            LWKOPT = 1
+         ELSE
+            CALL DSYTRF( UPLO, N, A, LDA, IPIV, WORK, -1, INFO )
+            LWKOPT = WORK(1)
+         END IF
+         WORK( 1 ) = LWKOPT
+      END IF
+*
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'DSYSV_ROOK ', -INFO )
+         RETURN
+      ELSE IF( LQUERY ) THEN
+         RETURN
+      END IF
+*
+*     Compute the factorization A = U*D*U**T or A = L*D*L**T.
+*
+      CALL DSYTRF_ROOK( UPLO, N, A, LDA, IPIV, WORK, LWORK, INFO )
+      IF( INFO.EQ.0 ) THEN
+*
+*        Solve the system A*X = B, overwriting B with X.
+*
+*        Solve with TRS_ROOK ( Use Level 2 BLAS)
+*
+         CALL DSYTRS_ROOK( UPLO, N, NRHS, A, LDA, IPIV, B, LDB, INFO )
+*
+      END IF
+*
+      WORK( 1 ) = LWKOPT
+*
+      RETURN
+*
+*     End of DSYSV_ROOK
+*
+      END