1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
|
SUBROUTINE CPPTRI( UPLO, N, AP, INFO )
*
* -- LAPACK routine (version 3.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* .. Scalar Arguments ..
CHARACTER UPLO
INTEGER INFO, N
* ..
* .. Array Arguments ..
COMPLEX AP( * )
* ..
*
* Purpose
* =======
*
* CPPTRI computes the inverse of a complex Hermitian positive definite
* matrix A using the Cholesky factorization A = U**H*U or A = L*L**H
* computed by CPPTRF.
*
* Arguments
* =========
*
* UPLO (input) CHARACTER*1
* = 'U': Upper triangular factor is stored in AP;
* = 'L': Lower triangular factor is stored in AP.
*
* N (input) INTEGER
* The order of the matrix A. N >= 0.
*
* AP (input/output) COMPLEX array, dimension (N*(N+1)/2)
* On entry, the triangular factor U or L from the Cholesky
* factorization A = U**H*U or A = L*L**H, packed columnwise as
* a linear array. The j-th column of U or L is stored in the
* array AP as follows:
* if UPLO = 'U', AP(i + (j-1)*j/2) = U(i,j) for 1<=i<=j;
* if UPLO = 'L', AP(i + (j-1)*(2n-j)/2) = L(i,j) for j<=i<=n.
*
* On exit, the upper or lower triangle of the (Hermitian)
* inverse of A, overwriting the input factor U or L.
*
* INFO (output) INTEGER
* = 0: successful exit
* < 0: if INFO = -i, the i-th argument had an illegal value
* > 0: if INFO = i, the (i,i) element of the factor U or L is
* zero, and the inverse could not be computed.
*
* =====================================================================
*
* .. Parameters ..
REAL ONE
PARAMETER ( ONE = 1.0E+0 )
* ..
* .. Local Scalars ..
LOGICAL UPPER
INTEGER J, JC, JJ, JJN
REAL AJJ
* ..
* .. External Functions ..
LOGICAL LSAME
COMPLEX CDOTC
EXTERNAL LSAME, CDOTC
* ..
* .. External Subroutines ..
EXTERNAL CHPR, CSSCAL, CTPMV, CTPTRI, XERBLA
* ..
* .. Intrinsic Functions ..
INTRINSIC REAL
* ..
* .. 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
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'CPPTRI', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Invert the triangular Cholesky factor U or L.
*
CALL CTPTRI( UPLO, 'Non-unit', N, AP, INFO )
IF( INFO.GT.0 )
$ RETURN
IF( UPPER ) THEN
*
* Compute the product inv(U) * inv(U)**H.
*
JJ = 0
DO 10 J = 1, N
JC = JJ + 1
JJ = JJ + J
IF( J.GT.1 )
$ CALL CHPR( 'Upper', J-1, ONE, AP( JC ), 1, AP )
AJJ = AP( JJ )
CALL CSSCAL( J, AJJ, AP( JC ), 1 )
10 CONTINUE
*
ELSE
*
* Compute the product inv(L)**H * inv(L).
*
JJ = 1
DO 20 J = 1, N
JJN = JJ + N - J + 1
AP( JJ ) = REAL( CDOTC( N-J+1, AP( JJ ), 1, AP( JJ ), 1 ) )
IF( J.LT.N )
$ CALL CTPMV( 'Lower', 'Conjugate transpose', 'Non-unit',
$ N-J, AP( JJN ), AP( JJ+1 ), 1 )
JJ = JJN
20 CONTINUE
END IF
*
RETURN
*
* End of CPPTRI
*
END
|