1 SUBROUTINE DGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
2 *
3 * -- LAPACK routine (version 3.2) --
4 * -- LAPACK is a software package provided by Univ. of Tennessee, --
5 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6 * November 2006
7 *
8 * .. Scalar Arguments ..
9 INTEGER INFO, LDA, LWORK, N
10 * ..
11 * .. Array Arguments ..
12 INTEGER IPIV( * )
13 DOUBLE PRECISION A( LDA, * ), WORK( * )
14 * ..
15 *
16 * Purpose
17 * =======
18 *
19 * DGETRI computes the inverse of a matrix using the LU factorization
20 * computed by DGETRF.
21 *
22 * This method inverts U and then computes inv(A) by solving the system
23 * inv(A)*L = inv(U) for inv(A).
24 *
25 * Arguments
26 * =========
27 *
28 * N (input) INTEGER
29 * The order of the matrix A. N >= 0.
30 *
31 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
32 * On entry, the factors L and U from the factorization
33 * A = P*L*U as computed by DGETRF.
34 * On exit, if INFO = 0, the inverse of the original matrix A.
35 *
36 * LDA (input) INTEGER
37 * The leading dimension of the array A. LDA >= max(1,N).
38 *
39 * IPIV (input) INTEGER array, dimension (N)
40 * The pivot indices from DGETRF; for 1<=i<=N, row i of the
41 * matrix was interchanged with row IPIV(i).
42 *
43 * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
44 * On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
45 *
46 * LWORK (input) INTEGER
47 * The dimension of the array WORK. LWORK >= max(1,N).
48 * For optimal performance LWORK >= N*NB, where NB is
49 * the optimal blocksize returned by ILAENV.
50 *
51 * If LWORK = -1, then a workspace query is assumed; the routine
52 * only calculates the optimal size of the WORK array, returns
53 * this value as the first entry of the WORK array, and no error
54 * message related to LWORK is issued by XERBLA.
55 *
56 * INFO (output) INTEGER
57 * = 0: successful exit
58 * < 0: if INFO = -i, the i-th argument had an illegal value
59 * > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
60 * singular and its inverse could not be computed.
61 *
62 * =====================================================================
63 *
64 * .. Parameters ..
65 DOUBLE PRECISION ZERO, ONE
66 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
67 * ..
68 * .. Local Scalars ..
69 LOGICAL LQUERY
70 INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
71 $ NBMIN, NN
72 * ..
73 * .. External Functions ..
74 INTEGER ILAENV
75 EXTERNAL ILAENV
76 * ..
77 * .. External Subroutines ..
78 EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA
79 * ..
80 * .. Intrinsic Functions ..
81 INTRINSIC MAX, MIN
82 * ..
83 * .. Executable Statements ..
84 *
85 * Test the input parameters.
86 *
87 INFO = 0
88 NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 )
89 LWKOPT = N*NB
90 WORK( 1 ) = LWKOPT
91 LQUERY = ( LWORK.EQ.-1 )
92 IF( N.LT.0 ) THEN
93 INFO = -1
94 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
95 INFO = -3
96 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
97 INFO = -6
98 END IF
99 IF( INFO.NE.0 ) THEN
100 CALL XERBLA( 'DGETRI', -INFO )
101 RETURN
102 ELSE IF( LQUERY ) THEN
103 RETURN
104 END IF
105 *
106 * Quick return if possible
107 *
108 IF( N.EQ.0 )
109 $ RETURN
110 *
111 * Form inv(U). If INFO > 0 from DTRTRI, then U is singular,
112 * and the inverse is not computed.
113 *
114 CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
115 IF( INFO.GT.0 )
116 $ RETURN
117 *
118 NBMIN = 2
119 LDWORK = N
120 IF( NB.GT.1 .AND. NB.LT.N ) THEN
121 IWS = MAX( LDWORK*NB, 1 )
122 IF( LWORK.LT.IWS ) THEN
123 NB = LWORK / LDWORK
124 NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) )
125 END IF
126 ELSE
127 IWS = N
128 END IF
129 *
130 * Solve the equation inv(A)*L = inv(U) for inv(A).
131 *
132 IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
133 *
134 * Use unblocked code.
135 *
136 DO 20 J = N, 1, -1
137 *
138 * Copy current column of L to WORK and replace with zeros.
139 *
140 DO 10 I = J + 1, N
141 WORK( I ) = A( I, J )
142 A( I, J ) = ZERO
143 10 CONTINUE
144 *
145 * Compute current column of inv(A).
146 *
147 IF( J.LT.N )
148 $ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
149 $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
150 20 CONTINUE
151 ELSE
152 *
153 * Use blocked code.
154 *
155 NN = ( ( N-1 ) / NB )*NB + 1
156 DO 50 J = NN, 1, -NB
157 JB = MIN( NB, N-J+1 )
158 *
159 * Copy current block column of L to WORK and replace with
160 * zeros.
161 *
162 DO 40 JJ = J, J + JB - 1
163 DO 30 I = JJ + 1, N
164 WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
165 A( I, JJ ) = ZERO
166 30 CONTINUE
167 40 CONTINUE
168 *
169 * Compute current block column of inv(A).
170 *
171 IF( J+JB.LE.N )
172 $ CALL DGEMM( 'No transpose', 'No transpose', N, JB,
173 $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
174 $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
175 CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
176 $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
177 50 CONTINUE
178 END IF
179 *
180 * Apply column interchanges.
181 *
182 DO 60 J = N - 1, 1, -1
183 JP = IPIV( J )
184 IF( JP.NE.J )
185 $ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
186 60 CONTINUE
187 *
188 WORK( 1 ) = IWS
189 RETURN
190 *
191 * End of DGETRI
192 *
193 END
2 *
3 * -- LAPACK routine (version 3.2) --
4 * -- LAPACK is a software package provided by Univ. of Tennessee, --
5 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
6 * November 2006
7 *
8 * .. Scalar Arguments ..
9 INTEGER INFO, LDA, LWORK, N
10 * ..
11 * .. Array Arguments ..
12 INTEGER IPIV( * )
13 DOUBLE PRECISION A( LDA, * ), WORK( * )
14 * ..
15 *
16 * Purpose
17 * =======
18 *
19 * DGETRI computes the inverse of a matrix using the LU factorization
20 * computed by DGETRF.
21 *
22 * This method inverts U and then computes inv(A) by solving the system
23 * inv(A)*L = inv(U) for inv(A).
24 *
25 * Arguments
26 * =========
27 *
28 * N (input) INTEGER
29 * The order of the matrix A. N >= 0.
30 *
31 * A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
32 * On entry, the factors L and U from the factorization
33 * A = P*L*U as computed by DGETRF.
34 * On exit, if INFO = 0, the inverse of the original matrix A.
35 *
36 * LDA (input) INTEGER
37 * The leading dimension of the array A. LDA >= max(1,N).
38 *
39 * IPIV (input) INTEGER array, dimension (N)
40 * The pivot indices from DGETRF; for 1<=i<=N, row i of the
41 * matrix was interchanged with row IPIV(i).
42 *
43 * WORK (workspace/output) DOUBLE PRECISION array, dimension (MAX(1,LWORK))
44 * On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
45 *
46 * LWORK (input) INTEGER
47 * The dimension of the array WORK. LWORK >= max(1,N).
48 * For optimal performance LWORK >= N*NB, where NB is
49 * the optimal blocksize returned by ILAENV.
50 *
51 * If LWORK = -1, then a workspace query is assumed; the routine
52 * only calculates the optimal size of the WORK array, returns
53 * this value as the first entry of the WORK array, and no error
54 * message related to LWORK is issued by XERBLA.
55 *
56 * INFO (output) INTEGER
57 * = 0: successful exit
58 * < 0: if INFO = -i, the i-th argument had an illegal value
59 * > 0: if INFO = i, U(i,i) is exactly zero; the matrix is
60 * singular and its inverse could not be computed.
61 *
62 * =====================================================================
63 *
64 * .. Parameters ..
65 DOUBLE PRECISION ZERO, ONE
66 PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
67 * ..
68 * .. Local Scalars ..
69 LOGICAL LQUERY
70 INTEGER I, IWS, J, JB, JJ, JP, LDWORK, LWKOPT, NB,
71 $ NBMIN, NN
72 * ..
73 * .. External Functions ..
74 INTEGER ILAENV
75 EXTERNAL ILAENV
76 * ..
77 * .. External Subroutines ..
78 EXTERNAL DGEMM, DGEMV, DSWAP, DTRSM, DTRTRI, XERBLA
79 * ..
80 * .. Intrinsic Functions ..
81 INTRINSIC MAX, MIN
82 * ..
83 * .. Executable Statements ..
84 *
85 * Test the input parameters.
86 *
87 INFO = 0
88 NB = ILAENV( 1, 'DGETRI', ' ', N, -1, -1, -1 )
89 LWKOPT = N*NB
90 WORK( 1 ) = LWKOPT
91 LQUERY = ( LWORK.EQ.-1 )
92 IF( N.LT.0 ) THEN
93 INFO = -1
94 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
95 INFO = -3
96 ELSE IF( LWORK.LT.MAX( 1, N ) .AND. .NOT.LQUERY ) THEN
97 INFO = -6
98 END IF
99 IF( INFO.NE.0 ) THEN
100 CALL XERBLA( 'DGETRI', -INFO )
101 RETURN
102 ELSE IF( LQUERY ) THEN
103 RETURN
104 END IF
105 *
106 * Quick return if possible
107 *
108 IF( N.EQ.0 )
109 $ RETURN
110 *
111 * Form inv(U). If INFO > 0 from DTRTRI, then U is singular,
112 * and the inverse is not computed.
113 *
114 CALL DTRTRI( 'Upper', 'Non-unit', N, A, LDA, INFO )
115 IF( INFO.GT.0 )
116 $ RETURN
117 *
118 NBMIN = 2
119 LDWORK = N
120 IF( NB.GT.1 .AND. NB.LT.N ) THEN
121 IWS = MAX( LDWORK*NB, 1 )
122 IF( LWORK.LT.IWS ) THEN
123 NB = LWORK / LDWORK
124 NBMIN = MAX( 2, ILAENV( 2, 'DGETRI', ' ', N, -1, -1, -1 ) )
125 END IF
126 ELSE
127 IWS = N
128 END IF
129 *
130 * Solve the equation inv(A)*L = inv(U) for inv(A).
131 *
132 IF( NB.LT.NBMIN .OR. NB.GE.N ) THEN
133 *
134 * Use unblocked code.
135 *
136 DO 20 J = N, 1, -1
137 *
138 * Copy current column of L to WORK and replace with zeros.
139 *
140 DO 10 I = J + 1, N
141 WORK( I ) = A( I, J )
142 A( I, J ) = ZERO
143 10 CONTINUE
144 *
145 * Compute current column of inv(A).
146 *
147 IF( J.LT.N )
148 $ CALL DGEMV( 'No transpose', N, N-J, -ONE, A( 1, J+1 ),
149 $ LDA, WORK( J+1 ), 1, ONE, A( 1, J ), 1 )
150 20 CONTINUE
151 ELSE
152 *
153 * Use blocked code.
154 *
155 NN = ( ( N-1 ) / NB )*NB + 1
156 DO 50 J = NN, 1, -NB
157 JB = MIN( NB, N-J+1 )
158 *
159 * Copy current block column of L to WORK and replace with
160 * zeros.
161 *
162 DO 40 JJ = J, J + JB - 1
163 DO 30 I = JJ + 1, N
164 WORK( I+( JJ-J )*LDWORK ) = A( I, JJ )
165 A( I, JJ ) = ZERO
166 30 CONTINUE
167 40 CONTINUE
168 *
169 * Compute current block column of inv(A).
170 *
171 IF( J+JB.LE.N )
172 $ CALL DGEMM( 'No transpose', 'No transpose', N, JB,
173 $ N-J-JB+1, -ONE, A( 1, J+JB ), LDA,
174 $ WORK( J+JB ), LDWORK, ONE, A( 1, J ), LDA )
175 CALL DTRSM( 'Right', 'Lower', 'No transpose', 'Unit', N, JB,
176 $ ONE, WORK( J ), LDWORK, A( 1, J ), LDA )
177 50 CONTINUE
178 END IF
179 *
180 * Apply column interchanges.
181 *
182 DO 60 J = N - 1, 1, -1
183 JP = IPIV( J )
184 IF( JP.NE.J )
185 $ CALL DSWAP( N, A( 1, J ), 1, A( 1, JP ), 1 )
186 60 CONTINUE
187 *
188 WORK( 1 ) = IWS
189 RETURN
190 *
191 * End of DGETRI
192 *
193 END