SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO ) * * -- LAPACK routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * June 30, 1999 * * .. Scalar Arguments .. INTEGER INFO, LDA, LWORK, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), WORK( * ) * .. * * Purpose * ======= * * DGETRI computes the inverse of a matrix using the LU factorization * computed by DGETRF. * * This method inverts U and then computes inv(A) by solving the system * inv(A)*L = inv(U) for inv(A). * * Arguments * ========= * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) * On entry, the factors L and U from the factorization * A = P*L*U as computed by DGETRF. * On exit, if INFO = 0, the inverse of the original matrix A. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from DGETRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK) * On exit, if INFO=0, then WORK(1) returns the optimal LWORK. * * LWORK (input) INTEGER * The dimension of the array WORK. LWORK >= max(1,N). * For optimal performance LWORK >= N*NB, where NB is * the optimal blocksize returned by ILAENV. * * 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. * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero; the matrix is * singular and its inverse could not be computed. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO, ONE PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LQUERY INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB, $ NBMIN, NN * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. External Subroutines .. EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 ) LWKOPT = N*NB WORK( 1 ) = LWKOPT LQUERY = ( LWORK.EQ.-1 ) IF( N.LT.0 ) THEN INFO = -1 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -3 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRI', -INFO ) RETURN ELSE IF( LQUERY ) THEN RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Form inv(U). If INFO > 0 from DTRTRI, then U is singular, * and the inverse is not computed. * CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO ) IF( INFO.GT.0 ) $ RETURN * NBMIN = 2 LDWORK = N IF( NB.GT.1 .AND. NB.LT.N ) THEN IWS = MAX( LDWORK*NB, 1 ) IF( LWORK.LT.IWS ) THEN NB = LWORK / LDWORK NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) ) END IF ELSE IWS = N END IF * * Solve the equation inv(A)*L = inv(U) for inv(A). * IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN * * Use unblocked code. * DO 20 J = N, 1, -1 * * Copy current column of L to WORK and replace with zeros. * DO 10 I = J + 1, N WORK( I ) = A( I, J ) A( I, J ) = ZERO 10 CONTINUE * * Compute current column of inv(A). * IF( J.LT.N ) $ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ), $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 ) 20 CONTINUE ELSE * * Use blocked code. * NN = ( ( N-1 ) / NB )*NB + 1 DO 50 J = NN, 1, -NB JB = MIN( NB, N-J+1 ) * * Copy current block column of L to WORK and replace with * zeros. * DO 40 JJ = J, J + JB - 1 DO 30 I = JJ + 1, N WORK( I+( JJ-J )*LDWORK ) = A( I, JJ ) A( I, JJ ) = ZERO 30 CONTINUE 40 CONTINUE * * Compute current block column of inv(A). * IF( J+JB.LE.N ) $ CALL DGEMM( 'No transpose', 'No transpose', N, JB, $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA, $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA ) CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB, $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA ) 50 CONTINUE END IF * * Apply column interchanges. * DO 60 J = N - 1, 1, -1 JP = IPIV( J ) IF( JP.NE.J ) $ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 ) 60 CONTINUE * WORK( 1 ) = IWS RETURN * * End of DGETRI * END SUBROUTINE DTRTI2( UPLO, DIAG, N, A, LDA, INFO ) * * -- LAPACK routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * February 29, 1992 * * .. Scalar Arguments .. CHARACTER DIAG, UPLO INTEGER INFO, LDA, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ) * .. * * Purpose * ======= * * DTRTI2 computes the inverse of a real upper or lower triangular * matrix. * * This is the Level 2 BLAS version of the algorithm. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * Specifies whether the matrix A is upper or lower triangular. * = 'U': Upper triangular * = 'L': Lower triangular * * DIAG (input) CHARACTER*1 * Specifies whether or not the matrix A is unit triangular. * = 'N': Non-unit triangular * = 'U': Unit triangular * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) * On entry, the triangular matrix A. If UPLO = 'U', the * leading n by n upper triangular part of the array A contains * the upper triangular matrix, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading n by n lower triangular part of the array A contains * the lower triangular matrix, and the strictly upper * triangular part of A is not referenced. If DIAG = 'U', the * diagonal elements of A are also not referenced and are * assumed to be 1. * * On exit, the (triangular) inverse of the original matrix, in * the same storage format. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -k, the k-th argument had an illegal value * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOUNIT, UPPER INTEGER J DOUBLE PRECISION AJJ * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DSCAL, DTRMV, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) NOUNIT = LSAME( DIAG, 'N' ) IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DTRTI2', -INFO ) RETURN END IF * IF( UPPER ) THEN * * Compute inverse of upper triangular matrix. * DO 10 J = 1, N IF( NOUNIT ) THEN A( J, J ) = ONE / A( J, J ) AJJ = -A( J, J ) ELSE AJJ = -ONE END IF * * Compute elements 1:j-1 of j-th column. * CALL DTRMV( 'Upper', 'No transpose', DIAG, J-1, A, LDA, $ A( 1, J ), 1 ) CALL DSCAL( J-1, AJJ, A( 1, J ), 1 ) 10 CONTINUE ELSE * * Compute inverse of lower triangular matrix. * DO 20 J = N, 1, -1 IF( NOUNIT ) THEN A( J, J ) = ONE / A( J, J ) AJJ = -A( J, J ) ELSE AJJ = -ONE END IF IF( J.LT.N ) THEN * * Compute elements j+1:n of j-th column. * CALL DTRMV( 'Lower', 'No transpose', DIAG, N-J, $ A( J+1, J+1 ), LDA, A( J+1, J ), 1 ) CALL DSCAL( N-J, AJJ, A( J+1, J ), 1 ) END IF 20 CONTINUE END IF * RETURN * * End of DTRTI2 * END SUBROUTINE DTRTRI( UPLO, DIAG, N, A, LDA, INFO ) * * -- LAPACK routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 31, 1993 * * .. Scalar Arguments .. CHARACTER DIAG, UPLO INTEGER INFO, LDA, N * .. * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ) * .. * * Purpose * ======= * * DTRTRI computes the inverse of a real upper or lower triangular * matrix A. * * This is the Level 3 BLAS version of the algorithm. * * Arguments * ========= * * UPLO (input) CHARACTER*1 * = 'U': A is upper triangular; * = 'L': A is lower triangular. * * DIAG (input) CHARACTER*1 * = 'N': A is non-unit triangular; * = 'U': A is unit triangular. * * N (input) INTEGER * The order of the matrix A. N >= 0. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) * On entry, the triangular matrix A. If UPLO = 'U', the * leading N-by-N upper triangular part of the array A contains * the upper triangular matrix, and the strictly lower * triangular part of A is not referenced. If UPLO = 'L', the * leading N-by-N lower triangular part of the array A contains * the lower triangular matrix, and the strictly upper * triangular part of A is not referenced. If DIAG = 'U', the * diagonal elements of A are also not referenced and are * assumed to be 1. * On exit, the (triangular) inverse of the original matrix, in * the same storage format. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, A(i,i) is exactly zero. The triangular * matrix is singular and its inverse can not be computed. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOUNIT, UPPER INTEGER J, JB, NB, NN * .. * .. External Functions .. LOGICAL LSAME INTEGER ILAENV EXTERNAL LSAME, ILAENV * .. * .. External Subroutines .. EXTERNAL DTRMM, DTRSM, DTRTI2, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 UPPER = LSAME( UPLO, 'U' ) NOUNIT = LSAME( DIAG, 'N' ) IF( .NOT.UPPER .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN INFO = -1 ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DTRTRI', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 ) $ RETURN * * Check for singularity if non-unit. * IF( NOUNIT ) THEN DO 10 INFO = 1, N IF( A( INFO, INFO ).EQ.ZERO ) $ RETURN 10 CONTINUE INFO = 0 END IF * * Determine the block size for this environment. * NB = ILAENV( 1, 'DTRTRI', UPLO // DIAG, N, -1, -1, -1 ) IF( NB.LE.1 .OR. NB.GE.N ) THEN * * Use unblocked code * CALL DTRTI2( UPLO, DIAG, N, A, LDA, INFO ) ELSE * * Use blocked code * IF( UPPER ) THEN * * Compute inverse of upper triangular matrix * DO 20 J = 1, N, NB JB = MIN( NB, N-J+1 ) * * Compute rows 1:j-1 of current block column * CALL DTRMM( 'Left', 'Upper', 'No transpose', DIAG, J-1, $ JB, ONE, A, LDA, A( 1, J ), LDA ) CALL DTRSM( 'Right', 'Upper', 'No transpose', DIAG, J-1, $ JB, -ONE, A( J, J ), LDA, A( 1, J ), LDA ) * * Compute inverse of current diagonal block * CALL DTRTI2( 'Upper', DIAG, JB, A( J, J ), LDA, INFO ) 20 CONTINUE ELSE * * Compute inverse of lower triangular matrix * NN = ( ( N-1 ) / NB )*NB + 1 DO 30 J = NN, 1, -NB JB = MIN( NB, N-J+1 ) IF( J+JB.LE.N ) THEN * * Compute rows j+jb:n of current block column * CALL DTRMM( 'Left', 'Lower', 'No transpose', DIAG, $ N-J-JB+1, JB, ONE, A( J+JB, J+JB ), LDA, $ A( J+JB, J ), LDA ) CALL DTRSM( 'Right', 'Lower', 'No transpose', DIAG, $ N-J-JB+1, JB, -ONE, A( J, J ), LDA, $ A( J+JB, J ), LDA ) END IF * * Compute inverse of current diagonal block * CALL DTRTI2( 'Lower', DIAG, JB, A( J, J ), LDA, INFO ) 30 CONTINUE END IF END IF * RETURN * * End of DTRTRI * END INTEGER FUNCTION IEEECK( ISPEC, ZERO, ONE ) * * -- LAPACK auxiliary routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * June 30, 1998 * * .. Scalar Arguments .. INTEGER ISPEC REAL ONE, ZERO * .. * * Purpose * ======= * * IEEECK is called from the ILAENV to verify that Infinity and * possibly NaN arithmetic is safe (i.e. will not trap). * * Arguments * ========= * * ISPEC (input) INTEGER * Specifies whether to test just for inifinity arithmetic * or whether to test for infinity and NaN arithmetic. * = 0: Verify infinity arithmetic only. * = 1: Verify infinity and NaN arithmetic. * * ZERO (input) REAL * Must contain the value 0.0 * This is passed to prevent the compiler from optimizing * away this code. * * ONE (input) REAL * Must contain the value 1.0 * This is passed to prevent the compiler from optimizing * away this code. * * RETURN VALUE: INTEGER * = 0: Arithmetic failed to produce the correct answers * = 1: Arithmetic produced the correct answers * * .. Local Scalars .. REAL NAN1, NAN2, NAN3, NAN4, NAN5, NAN6, NEGINF, $ NEGZRO, NEWZRO, POSINF * .. * .. Executable Statements .. IEEECK = 1 * POSINF = ONE / ZERO IF( POSINF.LE.ONE ) THEN IEEECK = 0 RETURN END IF * NEGINF = -ONE / ZERO IF( NEGINF.GE.ZERO ) THEN IEEECK = 0 RETURN END IF * NEGZRO = ONE / ( NEGINF+ONE ) IF( NEGZRO.NE.ZERO ) THEN IEEECK = 0 RETURN END IF * NEGINF = ONE / NEGZRO IF( NEGINF.GE.ZERO ) THEN IEEECK = 0 RETURN END IF * NEWZRO = NEGZRO + ZERO IF( NEWZRO.NE.ZERO ) THEN IEEECK = 0 RETURN END IF * POSINF = ONE / NEWZRO IF( POSINF.LE.ONE ) THEN IEEECK = 0 RETURN END IF * NEGINF = NEGINF*POSINF IF( NEGINF.GE.ZERO ) THEN IEEECK = 0 RETURN END IF * POSINF = POSINF*POSINF IF( POSINF.LE.ONE ) THEN IEEECK = 0 RETURN END IF * * * * * Return if we were only asked to check infinity arithmetic * IF( ISPEC.EQ.0 ) $ RETURN * NAN1 = POSINF + NEGINF * NAN2 = POSINF / NEGINF * NAN3 = POSINF / POSINF * NAN4 = POSINF*ZERO * NAN5 = NEGINF*NEGZRO * NAN6 = NAN5*0.0 * IF( NAN1.EQ.NAN1 ) THEN IEEECK = 0 RETURN END IF * IF( NAN2.EQ.NAN2 ) THEN IEEECK = 0 RETURN END IF * IF( NAN3.EQ.NAN3 ) THEN IEEECK = 0 RETURN END IF * IF( NAN4.EQ.NAN4 ) THEN IEEECK = 0 RETURN END IF * IF( NAN5.EQ.NAN5 ) THEN IEEECK = 0 RETURN END IF * IF( NAN6.EQ.NAN6 ) THEN IEEECK = 0 RETURN END IF * RETURN END c END c LOGICAL FUNCTION LSAME( CA, CB ) * * -- LAPACK auxiliary routine (version 3.0) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * September 30, 1994 * * .. Scalar Arguments .. c CHARACTER CA, CB * .. * * Purpose * ======= * * LSAME returns .TRUE. if CA is the same letter as CB regardless of * case. * * Arguments * ========= * * CA (input) CHARACTER*1 * CB (input) CHARACTER*1 * CA and CB specify the single characters to be compared. * * ===================================================================== * * .. Intrinsic Functions .. c INTRINSIC ICHAR * .. * .. Local Scalars .. c INTEGER INTA, INTB, ZCODE * .. * .. Executable Statements .. * * Test if the characters are equal * c LSAME = CA.EQ.CB c IF( LSAME ) c $ RETURN * * Now test for equivalence if both characters are alphabetic. * c ZCODE = ICHAR( 'Z' ) * * Use 'Z' rather than 'A' so that ASCII can be detected on Prime * machines, on which ICHAR returns a value with bit 8 set. * ICHAR('A') on Prime machines returns 193 which is the same as * ICHAR('A') on an EBCDIC machine. * c INTA = ICHAR( CA ) c INTB = ICHAR( CB ) * c IF( ZCODE.EQ.90 .OR. ZCODE.EQ.122 ) THEN * * ASCII is assumed - ZCODE is the ASCII code of either lower or * upper case 'Z'. * c IF( INTA.GE.97 .AND. INTA.LE.122 ) INTA = INTA - 32 c IF( INTB.GE.97 .AND. INTB.LE.122 ) INTB = INTB - 32 * c ELSE IF( ZCODE.EQ.233 .OR. ZCODE.EQ.169 ) THEN * * EBCDIC is assumed - ZCODE is the EBCDIC code of either lower or * upper case 'Z'. * c IF( INTA.GE.129 .AND. INTA.LE.137 .OR. c $ INTA.GE.145 .AND. INTA.LE.153 .OR. c $ INTA.GE.162 .AND. INTA.LE.169 ) INTA = INTA + 64 c IF( INTB.GE.129 .AND. INTB.LE.137 .OR. c $ INTB.GE.145 .AND. INTB.LE.153 .OR. c $ INTB.GE.162 .AND. INTB.LE.169 ) INTB = INTB + 64 * c ELSE IF( ZCODE.EQ.218 .OR. ZCODE.EQ.250 ) THEN * * ASCII is assumed, on Prime machines - ZCODE is the ASCII code * plus 128 of either lower or upper case 'Z'. * c IF( INTA.GE.225 .AND. INTA.LE.250 ) INTA = INTA - 32 c IF( INTB.GE.225 .AND. INTB.LE.250 ) INTB = INTB - 32 c END IF c LSAME = INTA.EQ.INTB * * RETURN * * End of LSAME * c END c$$$ SUBROUTINE XERBLA( SRNAME, INFO ) c$$$* c$$$* -- LAPACK auxiliary routine (version 3.0) -- c$$$* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., c$$$* Courant Institute, Argonne National Lab, and Rice University c$$$* September 30, 1994 c$$$* c$$$* .. Scalar Arguments .. c$$$ CHARACTER*6 SRNAME c$$$ INTEGER INFO c$$$* .. c$$$* c$$$* Purpose c$$$* ======= c$$$* c$$$* XERBLA is an error handler for the LAPACK routines. c$$$* It is called by an LAPACK routine if an input parameter has an c$$$* invalid value. A message is printed and execution stops. c$$$* c$$$* Installers may consider modifying the STOP statement in order to c$$$* call system-specific exception-handling facilities. c$$$* c$$$* Arguments c$$$* ========= c$$$* c$$$* SRNAME (input) CHARACTER*6 c$$$* The name of the routine which called XERBLA. c$$$* c$$$* INFO (input) INTEGER c$$$* The position of the invalid parameter in the parameter list c$$$* of the calling routine. c$$$* c$$$* ===================================================================== c$$$* c$$$* .. Executable Statements .. c$$$* c$$$ WRITE( *, FMT = 9999 )SRNAME, INFO c$$$* c$$$ STOP c$$$* c$$$ 9999 FORMAT( ' ** On entry to ', A6, ' parameter number ', I2, ' had ', c$$$ $ 'an illegal value' ) c$$$* c$$$* End of XERBLA c$$$* c$$$ END