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来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 352 行 · 第 1/2 页

     $                     A( 1, K ), 1 )
               A( K, K ) = A( K, K ) - REAL( CDOTC( K-1, WORK, 1, A( 1,
     $                     K ), 1 ) )
            END IF
            KSTEP = 1
         ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           2 x 2 diagonal block
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Invert the diagonal block.
</span><span class="comment">*</span><span class="comment">
</span>            T = ABS( A( K, K+1 ) )
            AK = REAL( A( K, K ) ) / T
            AKP1 = REAL( A( K+1, K+1 ) ) / T
            AKKP1 = A( K, K+1 ) / T
            D = T*( AK*AKP1-ONE )
            A( K, K ) = AKP1 / D
            A( K+1, K+1 ) = AK / D
            A( K, K+1 ) = -AKKP1 / D
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute columns K and K+1 of the inverse.
</span><span class="comment">*</span><span class="comment">
</span>            IF( K.GT.1 ) THEN
               CALL CCOPY( K-1, A( 1, K ), 1, WORK, 1 )
               CALL CHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, ZERO,
     $                     A( 1, K ), 1 )
               A( K, K ) = A( K, K ) - REAL( CDOTC( K-1, WORK, 1, A( 1,
     $                     K ), 1 ) )
               A( K, K+1 ) = A( K, K+1 ) -
     $                       CDOTC( K-1, A( 1, K ), 1, A( 1, K+1 ), 1 )
               CALL CCOPY( K-1, A( 1, K+1 ), 1, WORK, 1 )
               CALL CHEMV( UPLO, K-1, -CONE, A, LDA, WORK, 1, ZERO,
     $                     A( 1, K+1 ), 1 )
               A( K+1, K+1 ) = A( K+1, K+1 ) -
     $                         REAL( CDOTC( K-1, WORK, 1, A( 1, K+1 ),
     $                         1 ) )
            END IF
            KSTEP = 2
         END IF
<span class="comment">*</span><span class="comment">
</span>         KP = ABS( IPIV( K ) )
         IF( KP.NE.K ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Interchange rows and columns K and KP in the leading
</span><span class="comment">*</span><span class="comment">           submatrix A(1:k+1,1:k+1)
</span><span class="comment">*</span><span class="comment">
</span>            CALL CSWAP( KP-1, A( 1, K ), 1, A( 1, KP ), 1 )
            DO 40 J = KP + 1, K - 1
               TEMP = CONJG( A( J, K ) )
               A( J, K ) = CONJG( A( KP, J ) )
               A( KP, J ) = TEMP
   40       CONTINUE
            A( KP, K ) = CONJG( A( KP, K ) )
            TEMP = A( K, K )
            A( K, K ) = A( KP, KP )
            A( KP, KP ) = TEMP
            IF( KSTEP.EQ.2 ) THEN
               TEMP = A( K, K+1 )
               A( K, K+1 ) = A( KP, K+1 )
               A( KP, K+1 ) = TEMP
            END IF
         END IF
<span class="comment">*</span><span class="comment">
</span>         K = K + KSTEP
         GO TO 30
   50    CONTINUE
<span class="comment">*</span><span class="comment">
</span>      ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Compute inv(A) from the factorization A = L*D*L'.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        K is the main loop index, increasing from 1 to N in steps of
</span><span class="comment">*</span><span class="comment">        1 or 2, depending on the size of the diagonal blocks.
</span><span class="comment">*</span><span class="comment">
</span>         K = N
   60    CONTINUE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        If K &lt; 1, exit from loop.
</span><span class="comment">*</span><span class="comment">
</span>         IF( K.LT.1 )
     $      GO TO 80
<span class="comment">*</span><span class="comment">
</span>         IF( IPIV( K ).GT.0 ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           1 x 1 diagonal block
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Invert the diagonal block.
</span><span class="comment">*</span><span class="comment">
</span>            A( K, K ) = ONE / REAL( A( K, K ) )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute column K of the inverse.
</span><span class="comment">*</span><span class="comment">
</span>            IF( K.LT.N ) THEN
               CALL CCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
               CALL CHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
     $                     1, ZERO, A( K+1, K ), 1 )
               A( K, K ) = A( K, K ) - REAL( CDOTC( N-K, WORK, 1,
     $                     A( K+1, K ), 1 ) )
            END IF
            KSTEP = 1
         ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           2 x 2 diagonal block
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Invert the diagonal block.
</span><span class="comment">*</span><span class="comment">
</span>            T = ABS( A( K, K-1 ) )
            AK = REAL( A( K-1, K-1 ) ) / T
            AKP1 = REAL( A( K, K ) ) / T
            AKKP1 = A( K, K-1 ) / T
            D = T*( AK*AKP1-ONE )
            A( K-1, K-1 ) = AKP1 / D
            A( K, K ) = AK / D
            A( K, K-1 ) = -AKKP1 / D
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Compute columns K-1 and K of the inverse.
</span><span class="comment">*</span><span class="comment">
</span>            IF( K.LT.N ) THEN
               CALL CCOPY( N-K, A( K+1, K ), 1, WORK, 1 )
               CALL CHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
     $                     1, ZERO, A( K+1, K ), 1 )
               A( K, K ) = A( K, K ) - REAL( CDOTC( N-K, WORK, 1,
     $                     A( K+1, K ), 1 ) )
               A( K, K-1 ) = A( K, K-1 ) -
     $                       CDOTC( N-K, A( K+1, K ), 1, A( K+1, K-1 ),
     $                       1 )
               CALL CCOPY( N-K, A( K+1, K-1 ), 1, WORK, 1 )
               CALL CHEMV( UPLO, N-K, -CONE, A( K+1, K+1 ), LDA, WORK,
     $                     1, ZERO, A( K+1, K-1 ), 1 )
               A( K-1, K-1 ) = A( K-1, K-1 ) -
     $                         REAL( CDOTC( N-K, WORK, 1, A( K+1, K-1 ),
     $                         1 ) )
            END IF
            KSTEP = 2
         END IF
<span class="comment">*</span><span class="comment">
</span>         KP = ABS( IPIV( K ) )
         IF( KP.NE.K ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Interchange rows and columns K and KP in the trailing
</span><span class="comment">*</span><span class="comment">           submatrix A(k-1:n,k-1:n)
</span><span class="comment">*</span><span class="comment">
</span>            IF( KP.LT.N )
     $         CALL CSWAP( N-KP, A( KP+1, K ), 1, A( KP+1, KP ), 1 )
            DO 70 J = K + 1, KP - 1
               TEMP = CONJG( A( J, K ) )
               A( J, K ) = CONJG( A( KP, J ) )
               A( KP, J ) = TEMP
   70       CONTINUE
            A( KP, K ) = CONJG( A( KP, K ) )
            TEMP = A( K, K )
            A( K, K ) = A( KP, KP )
            A( KP, KP ) = TEMP
            IF( KSTEP.EQ.2 ) THEN
               TEMP = A( K, K-1 )
               A( K, K-1 ) = A( KP, K-1 )
               A( KP, K-1 ) = TEMP
            END IF
         END IF
<span class="comment">*</span><span class="comment">
</span>         K = K - KSTEP
         GO TO 60
   80    CONTINUE
      END IF
<span class="comment">*</span><span class="comment">
</span>      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="CHETRI.325"></a><a href="chetri.f.html#CHETRI.1">CHETRI</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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