dpotri.f.html

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      SUBROUTINE <a name="DPOTRI.1"></a><a href="dpotri.f.html#DPOTRI.1">DPOTRI</a>( UPLO, N, A, LDA, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      CHARACTER          UPLO
      INTEGER            INFO, LDA, N
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      DOUBLE PRECISION   A( LDA, * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="DPOTRI.18"></a><a href="dpotri.f.html#DPOTRI.1">DPOTRI</a> computes the inverse of a real symmetric positive definite
</span><span class="comment">*</span><span class="comment">  matrix A using the Cholesky factorization A = U**T*U or A = L*L**T
</span><span class="comment">*</span><span class="comment">  computed by <a name="DPOTRF.20"></a><a href="dpotrf.f.html#DPOTRF.1">DPOTRF</a>.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  UPLO    (input) CHARACTER*1
</span><span class="comment">*</span><span class="comment">          = 'U':  Upper triangle of A is stored;
</span><span class="comment">*</span><span class="comment">          = 'L':  Lower triangle of A is stored.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The order of the matrix A.  N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the triangular factor U or L from the Cholesky
</span><span class="comment">*</span><span class="comment">          factorization A = U**T*U or A = L*L**T, as computed by
</span><span class="comment">*</span><span class="comment">          <a name="DPOTRF.35"></a><a href="dpotrf.f.html#DPOTRF.1">DPOTRF</a>.
</span><span class="comment">*</span><span class="comment">          On exit, the upper or lower triangle of the (symmetric)
</span><span class="comment">*</span><span class="comment">          inverse of A, overwriting the input factor U or L.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A.  LDA &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -i, the i-th argument had an illegal value
</span><span class="comment">*</span><span class="comment">          &gt; 0:  if INFO = i, the (i,i) element of the factor U or L is
</span><span class="comment">*</span><span class="comment">                zero, and the inverse could not be computed.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. External Functions ..
</span>      LOGICAL            <a name="LSAME.51"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
      EXTERNAL           <a name="LSAME.52"></a><a href="lsame.f.html#LSAME.1">LSAME</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="DLAUUM.55"></a><a href="dlauum.f.html#DLAUUM.1">DLAUUM</a>, <a name="DTRTRI.55"></a><a href="dtrtri.f.html#DTRTRI.1">DTRTRI</a>, <a name="XERBLA.55"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input parameters.
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      IF( .NOT.<a name="LSAME.65"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'U'</span> ) .AND. .NOT.<a name="LSAME.65"></a><a href="lsame.f.html#LSAME.1">LSAME</a>( UPLO, <span class="string">'L'</span> ) ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
         INFO = -4
      END IF
      IF( INFO.NE.0 ) THEN
         CALL <a name="XERBLA.73"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DPOTRI.73"></a><a href="dpotri.f.html#DPOTRI.1">DPOTRI</a>'</span>, -INFO )
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span>      IF( N.EQ.0 )
     $   RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Invert the triangular Cholesky factor U or L.
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="DTRTRI.84"></a><a href="dtrtri.f.html#DTRTRI.1">DTRTRI</a>( UPLO, <span class="string">'Non-unit'</span>, N, A, LDA, INFO )
      IF( INFO.GT.0 )
     $   RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Form inv(U)*inv(U)' or inv(L)'*inv(L).
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="DLAUUM.90"></a><a href="dlauum.f.html#DLAUUM.1">DLAUUM</a>( UPLO, N, A, LDA, INFO )
<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="DPOTRI.94"></a><a href="dpotri.f.html#DPOTRI.1">DPOTRI</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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