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250 lines
6.8 KiB
C
250 lines
6.8 KiB
C
#include "blaswrap.h"
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#ifdef _cpluscplus
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extern "C" {
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#endif
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#include "f2c.h"
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/* Subroutine */ int dgetri_(integer *n, doublereal *a, integer *lda, integer
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*ipiv, doublereal *work, integer *lwork, integer *info)
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{
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/* -- LAPACK routine (version 3.0) --
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Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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Courant Institute, Argonne National Lab, and Rice University
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June 30, 1999
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Purpose
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=======
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DGETRI computes the inverse of a matrix using the LU factorization
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computed by DGETRF.
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This method inverts U and then computes inv(A) by solving the system
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inv(A)*L = inv(U) for inv(A).
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Arguments
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=========
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N (input) INTEGER
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The order of the matrix A. N >= 0.
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A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
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On entry, the factors L and U from the factorization
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A = P*L*U as computed by DGETRF.
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On exit, if INFO = 0, the inverse of the original matrix A.
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LDA (input) INTEGER
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The leading dimension of the array A. LDA >= max(1,N).
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IPIV (input) INTEGER array, dimension (N)
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The pivot indices from DGETRF; for 1<=i<=N, row i of the
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matrix was interchanged with row IPIV(i).
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WORK (workspace/output) DOUBLE PRECISION array, dimension (LWORK)
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On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
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LWORK (input) INTEGER
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The dimension of the array WORK. LWORK >= max(1,N).
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For optimal performance LWORK >= N*NB, where NB is
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the optimal blocksize returned by ILAENV.
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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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INFO (output) 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, U(i,i) is exactly zero; the matrix is
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singular and its inverse could not be computed.
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=====================================================================
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Test the input parameters.
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Parameter adjustments */
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/* Table of constant values */
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static integer c__1 = 1;
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static integer c_n1 = -1;
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static integer c__2 = 2;
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static doublereal c_b20 = -1.;
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static doublereal c_b22 = 1.;
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/* System generated locals */
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integer a_dim1, a_offset, i__1, i__2, i__3;
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/* Local variables */
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static integer i__, j;
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extern /* Subroutine */ int dgemm_(char *, char *, integer *, integer *,
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integer *, doublereal *, doublereal *, integer *, doublereal *,
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integer *, doublereal *, doublereal *, integer *),
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dgemv_(char *, integer *, integer *, doublereal *, doublereal *,
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integer *, doublereal *, integer *, doublereal *, doublereal *,
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integer *);
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static integer nbmin;
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extern /* Subroutine */ int dswap_(integer *, doublereal *, integer *,
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doublereal *, integer *), dtrsm_(char *, char *, char *, char *,
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integer *, integer *, doublereal *, doublereal *, integer *,
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doublereal *, integer *);
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static integer jb, nb, jj, jp, nn;
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extern /* Subroutine */ int xerbla_(char *, integer *);
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extern integer ilaenv_(integer *, char *, char *, integer *, integer *,
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integer *, integer *, ftnlen, ftnlen);
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static integer ldwork;
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extern /* Subroutine */ int dtrtri_(char *, char *, integer *, doublereal
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*, integer *, integer *);
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static integer lwkopt;
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static logical lquery;
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static integer iws;
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#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
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a_dim1 = *lda;
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a_offset = 1 + a_dim1 * 1;
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a -= a_offset;
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--ipiv;
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--work;
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/* Function Body */
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*info = 0;
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nb = ilaenv_(&c__1, "DGETRI", " ", n, &c_n1, &c_n1, &c_n1, (ftnlen)6, (
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ftnlen)1);
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lwkopt = *n * nb;
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work[1] = (doublereal) lwkopt;
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lquery = *lwork == -1;
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if (*n < 0) {
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*info = -1;
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} else if (*lda < max(1,*n)) {
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*info = -3;
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} else if (*lwork < max(1,*n) && ! lquery) {
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*info = -6;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DGETRI", &i__1);
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return 0;
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} else if (lquery) {
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0) {
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return 0;
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}
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/* Form inv(U). If INFO > 0 from DTRTRI, then U is singular,
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and the inverse is not computed. */
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dtrtri_("Upper", "Non-unit", n, &a[a_offset], lda, info);
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if (*info > 0) {
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return 0;
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}
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nbmin = 2;
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ldwork = *n;
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if (nb > 1 && nb < *n) {
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/* Computing MAX */
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i__1 = ldwork * nb;
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iws = max(i__1,1);
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if (*lwork < iws) {
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nb = *lwork / ldwork;
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/* Computing MAX */
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i__1 = 2, i__2 = ilaenv_(&c__2, "DGETRI", " ", n, &c_n1, &c_n1, &
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c_n1, (ftnlen)6, (ftnlen)1);
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nbmin = max(i__1,i__2);
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}
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} else {
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iws = *n;
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}
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/* Solve the equation inv(A)*L = inv(U) for inv(A). */
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if (nb < nbmin || nb >= *n) {
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/* Use unblocked code. */
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for (j = *n; j >= 1; --j) {
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/* Copy current column of L to WORK and replace with zeros. */
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i__1 = *n;
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for (i__ = j + 1; i__ <= i__1; ++i__) {
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work[i__] = a_ref(i__, j);
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a_ref(i__, j) = 0.;
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/* L10: */
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}
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/* Compute current column of inv(A). */
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if (j < *n) {
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i__1 = *n - j;
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dgemv_("No transpose", n, &i__1, &c_b20, &a_ref(1, j + 1),
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lda, &work[j + 1], &c__1, &c_b22, &a_ref(1, j), &c__1);
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}
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/* L20: */
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}
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} else {
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/* Use blocked code. */
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nn = (*n - 1) / nb * nb + 1;
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i__1 = -nb;
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for (j = nn; i__1 < 0 ? j >= 1 : j <= 1; j += i__1) {
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/* Computing MIN */
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i__2 = nb, i__3 = *n - j + 1;
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jb = min(i__2,i__3);
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/* Copy current block column of L to WORK and replace with
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zeros. */
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i__2 = j + jb - 1;
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for (jj = j; jj <= i__2; ++jj) {
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i__3 = *n;
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for (i__ = jj + 1; i__ <= i__3; ++i__) {
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work[i__ + (jj - j) * ldwork] = a_ref(i__, jj);
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a_ref(i__, jj) = 0.;
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/* L30: */
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}
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/* L40: */
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}
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/* Compute current block column of inv(A). */
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if (j + jb <= *n) {
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i__2 = *n - j - jb + 1;
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dgemm_("No transpose", "No transpose", n, &jb, &i__2, &c_b20,
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&a_ref(1, j + jb), lda, &work[j + jb], &ldwork, &
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c_b22, &a_ref(1, j), lda);
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}
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dtrsm_("Right", "Lower", "No transpose", "Unit", n, &jb, &c_b22, &
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work[j], &ldwork, &a_ref(1, j), lda);
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/* L50: */
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}
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}
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/* Apply column interchanges. */
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for (j = *n - 1; j >= 1; --j) {
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jp = ipiv[j];
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if (jp != j) {
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dswap_(n, &a_ref(1, j), &c__1, &a_ref(1, jp), &c__1);
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}
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/* L60: */
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}
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work[1] = (doublereal) iws;
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return 0;
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/* End of DGETRI */
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} /* dgetri_ */
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#undef a_ref
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#ifdef _cpluscplus
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}
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#endif
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