mirror of https://github.com/opencv/opencv.git
Open Source Computer Vision Library
https://opencv.org/
You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
429 lines
11 KiB
429 lines
11 KiB
15 years ago
|
#include "clapack.h"
|
||
|
|
||
|
/* Subroutine */ int dsytrs_(char *uplo, integer *n, integer *nrhs,
|
||
|
doublereal *a, integer *lda, integer *ipiv, doublereal *b, integer *
|
||
|
ldb, integer *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
|
||
|
|
||
|
|
||
|
Purpose
|
||
|
=======
|
||
|
|
||
|
DSYTRS solves a system of linear equations A*X = B with a real
|
||
|
symmetric matrix A using the factorization A = U*D*U**T or
|
||
|
A = L*D*L**T computed by DSYTRF.
|
||
|
|
||
|
Arguments
|
||
|
=========
|
||
|
|
||
|
UPLO (input) CHARACTER*1
|
||
|
Specifies whether the details of the factorization are stored
|
||
|
as an upper or lower triangular matrix.
|
||
|
= 'U': Upper triangular, form is A = U*D*U**T;
|
||
|
= 'L': Lower triangular, form is A = L*D*L**T.
|
||
|
|
||
|
N (input) INTEGER
|
||
|
The order of the matrix A. N >= 0.
|
||
|
|
||
|
NRHS (input) INTEGER
|
||
|
The number of right hand sides, i.e., the number of columns
|
||
|
of the matrix B. NRHS >= 0.
|
||
|
|
||
|
A (input) DOUBLE PRECISION array, dimension (LDA,N)
|
||
|
The block diagonal matrix D and the multipliers used to
|
||
|
obtain the factor U or L as computed by DSYTRF.
|
||
|
|
||
|
LDA (input) INTEGER
|
||
|
The leading dimension of the array A. LDA >= max(1,N).
|
||
|
|
||
|
IPIV (input) INTEGER array, dimension (N)
|
||
|
Details of the interchanges and the block structure of D
|
||
|
as determined by DSYTRF.
|
||
|
|
||
|
B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
|
||
|
On entry, the right hand side matrix B.
|
||
|
On exit, the solution matrix X.
|
||
|
|
||
|
LDB (input) INTEGER
|
||
|
The leading dimension of the array B. LDB >= max(1,N).
|
||
|
|
||
|
INFO (output) INTEGER
|
||
|
= 0: successful exit
|
||
|
< 0: if INFO = -i, the i-th argument had an illegal value
|
||
|
|
||
|
=====================================================================
|
||
|
|
||
|
|
||
|
Parameter adjustments */
|
||
|
/* Table of constant values */
|
||
|
static doublereal c_b7 = -1.;
|
||
|
static integer c__1 = 1;
|
||
|
static doublereal c_b19 = 1.;
|
||
|
|
||
|
/* System generated locals */
|
||
|
integer a_dim1, a_offset, b_dim1, b_offset, i__1;
|
||
|
doublereal d__1;
|
||
|
/* Local variables */
|
||
|
extern /* Subroutine */ int dger_(integer *, integer *, doublereal *,
|
||
|
doublereal *, integer *, doublereal *, integer *, doublereal *,
|
||
|
integer *);
|
||
|
static doublereal akm1k;
|
||
|
static integer j, k;
|
||
|
extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
|
||
|
integer *);
|
||
|
extern logical lsame_(char *, char *);
|
||
|
static doublereal denom;
|
||
|
extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
|
||
|
doublereal *, doublereal *, integer *, doublereal *, integer *,
|
||
|
doublereal *, doublereal *, integer *), dswap_(integer *,
|
||
|
doublereal *, integer *, doublereal *, integer *);
|
||
|
static logical upper;
|
||
|
static doublereal ak, bk;
|
||
|
static integer kp;
|
||
|
extern /* Subroutine */ int xerbla_(char *, integer *);
|
||
|
static doublereal akm1, bkm1;
|
||
|
#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
|
||
|
#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
|
||
|
|
||
|
|
||
|
a_dim1 = *lda;
|
||
|
a_offset = 1 + a_dim1 * 1;
|
||
|
a -= a_offset;
|
||
|
--ipiv;
|
||
|
b_dim1 = *ldb;
|
||
|
b_offset = 1 + b_dim1 * 1;
|
||
|
b -= b_offset;
|
||
|
|
||
|
/* Function Body */
|
||
|
*info = 0;
|
||
|
upper = lsame_(uplo, "U");
|
||
|
if (! upper && ! lsame_(uplo, "L")) {
|
||
|
*info = -1;
|
||
|
} else if (*n < 0) {
|
||
|
*info = -2;
|
||
|
} else if (*nrhs < 0) {
|
||
|
*info = -3;
|
||
|
} else if (*lda < max(1,*n)) {
|
||
|
*info = -5;
|
||
|
} else if (*ldb < max(1,*n)) {
|
||
|
*info = -8;
|
||
|
}
|
||
|
if (*info != 0) {
|
||
|
i__1 = -(*info);
|
||
|
xerbla_("DSYTRS", &i__1);
|
||
|
return 0;
|
||
|
}
|
||
|
|
||
|
/* Quick return if possible */
|
||
|
|
||
|
if (*n == 0 || *nrhs == 0) {
|
||
|
return 0;
|
||
|
}
|
||
|
|
||
|
if (upper) {
|
||
|
|
||
|
/* Solve A*X = B, where A = U*D*U'.
|
||
|
|
||
|
First solve U*D*X = B, overwriting B with X.
|
||
|
|
||
|
K is the main loop index, decreasing from N to 1 in steps of
|
||
|
1 or 2, depending on the size of the diagonal blocks. */
|
||
|
|
||
|
k = *n;
|
||
|
L10:
|
||
|
|
||
|
/* If K < 1, exit from loop. */
|
||
|
|
||
|
if (k < 1) {
|
||
|
goto L30;
|
||
|
}
|
||
|
|
||
|
if (ipiv[k] > 0) {
|
||
|
|
||
|
/* 1 x 1 diagonal block
|
||
|
|
||
|
Interchange rows K and IPIV(K). */
|
||
|
|
||
|
kp = ipiv[k];
|
||
|
if (kp != k) {
|
||
|
dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Multiply by inv(U(K)), where U(K) is the transformation
|
||
|
stored in column K of A. */
|
||
|
|
||
|
i__1 = k - 1;
|
||
|
dger_(&i__1, nrhs, &c_b7, &a_ref(1, k), &c__1, &b_ref(k, 1), ldb,
|
||
|
&b_ref(1, 1), ldb);
|
||
|
|
||
|
/* Multiply by the inverse of the diagonal block. */
|
||
|
|
||
|
d__1 = 1. / a_ref(k, k);
|
||
|
dscal_(nrhs, &d__1, &b_ref(k, 1), ldb);
|
||
|
--k;
|
||
|
} else {
|
||
|
|
||
|
/* 2 x 2 diagonal block
|
||
|
|
||
|
Interchange rows K-1 and -IPIV(K). */
|
||
|
|
||
|
kp = -ipiv[k];
|
||
|
if (kp != k - 1) {
|
||
|
dswap_(nrhs, &b_ref(k - 1, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Multiply by inv(U(K)), where U(K) is the transformation
|
||
|
stored in columns K-1 and K of A. */
|
||
|
|
||
|
i__1 = k - 2;
|
||
|
dger_(&i__1, nrhs, &c_b7, &a_ref(1, k), &c__1, &b_ref(k, 1), ldb,
|
||
|
&b_ref(1, 1), ldb);
|
||
|
i__1 = k - 2;
|
||
|
dger_(&i__1, nrhs, &c_b7, &a_ref(1, k - 1), &c__1, &b_ref(k - 1,
|
||
|
1), ldb, &b_ref(1, 1), ldb);
|
||
|
|
||
|
/* Multiply by the inverse of the diagonal block. */
|
||
|
|
||
|
akm1k = a_ref(k - 1, k);
|
||
|
akm1 = a_ref(k - 1, k - 1) / akm1k;
|
||
|
ak = a_ref(k, k) / akm1k;
|
||
|
denom = akm1 * ak - 1.;
|
||
|
i__1 = *nrhs;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
bkm1 = b_ref(k - 1, j) / akm1k;
|
||
|
bk = b_ref(k, j) / akm1k;
|
||
|
b_ref(k - 1, j) = (ak * bkm1 - bk) / denom;
|
||
|
b_ref(k, j) = (akm1 * bk - bkm1) / denom;
|
||
|
/* L20: */
|
||
|
}
|
||
|
k += -2;
|
||
|
}
|
||
|
|
||
|
goto L10;
|
||
|
L30:
|
||
|
|
||
|
/* Next solve U'*X = B, overwriting B with X.
|
||
|
|
||
|
K is the main loop index, increasing from 1 to N in steps of
|
||
|
1 or 2, depending on the size of the diagonal blocks. */
|
||
|
|
||
|
k = 1;
|
||
|
L40:
|
||
|
|
||
|
/* If K > N, exit from loop. */
|
||
|
|
||
|
if (k > *n) {
|
||
|
goto L50;
|
||
|
}
|
||
|
|
||
|
if (ipiv[k] > 0) {
|
||
|
|
||
|
/* 1 x 1 diagonal block
|
||
|
|
||
|
Multiply by inv(U'(K)), where U(K) is the transformation
|
||
|
stored in column K of A. */
|
||
|
|
||
|
i__1 = k - 1;
|
||
|
dgemv_("Transpose", &i__1, nrhs, &c_b7, &b[b_offset], ldb, &a_ref(
|
||
|
1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
|
||
|
|
||
|
/* Interchange rows K and IPIV(K). */
|
||
|
|
||
|
kp = ipiv[k];
|
||
|
if (kp != k) {
|
||
|
dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
++k;
|
||
|
} else {
|
||
|
|
||
|
/* 2 x 2 diagonal block
|
||
|
|
||
|
Multiply by inv(U'(K+1)), where U(K+1) is the transformation
|
||
|
stored in columns K and K+1 of A. */
|
||
|
|
||
|
i__1 = k - 1;
|
||
|
dgemv_("Transpose", &i__1, nrhs, &c_b7, &b[b_offset], ldb, &a_ref(
|
||
|
1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
|
||
|
i__1 = k - 1;
|
||
|
dgemv_("Transpose", &i__1, nrhs, &c_b7, &b[b_offset], ldb, &a_ref(
|
||
|
1, k + 1), &c__1, &c_b19, &b_ref(k + 1, 1), ldb);
|
||
|
|
||
|
/* Interchange rows K and -IPIV(K). */
|
||
|
|
||
|
kp = -ipiv[k];
|
||
|
if (kp != k) {
|
||
|
dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
k += 2;
|
||
|
}
|
||
|
|
||
|
goto L40;
|
||
|
L50:
|
||
|
|
||
|
;
|
||
|
} else {
|
||
|
|
||
|
/* Solve A*X = B, where A = L*D*L'.
|
||
|
|
||
|
First solve L*D*X = B, overwriting B with X.
|
||
|
|
||
|
K is the main loop index, increasing from 1 to N in steps of
|
||
|
1 or 2, depending on the size of the diagonal blocks. */
|
||
|
|
||
|
k = 1;
|
||
|
L60:
|
||
|
|
||
|
/* If K > N, exit from loop. */
|
||
|
|
||
|
if (k > *n) {
|
||
|
goto L80;
|
||
|
}
|
||
|
|
||
|
if (ipiv[k] > 0) {
|
||
|
|
||
|
/* 1 x 1 diagonal block
|
||
|
|
||
|
Interchange rows K and IPIV(K). */
|
||
|
|
||
|
kp = ipiv[k];
|
||
|
if (kp != k) {
|
||
|
dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Multiply by inv(L(K)), where L(K) is the transformation
|
||
|
stored in column K of A. */
|
||
|
|
||
|
if (k < *n) {
|
||
|
i__1 = *n - k;
|
||
|
dger_(&i__1, nrhs, &c_b7, &a_ref(k + 1, k), &c__1, &b_ref(k,
|
||
|
1), ldb, &b_ref(k + 1, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Multiply by the inverse of the diagonal block. */
|
||
|
|
||
|
d__1 = 1. / a_ref(k, k);
|
||
|
dscal_(nrhs, &d__1, &b_ref(k, 1), ldb);
|
||
|
++k;
|
||
|
} else {
|
||
|
|
||
|
/* 2 x 2 diagonal block
|
||
|
|
||
|
Interchange rows K+1 and -IPIV(K). */
|
||
|
|
||
|
kp = -ipiv[k];
|
||
|
if (kp != k + 1) {
|
||
|
dswap_(nrhs, &b_ref(k + 1, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Multiply by inv(L(K)), where L(K) is the transformation
|
||
|
stored in columns K and K+1 of A. */
|
||
|
|
||
|
if (k < *n - 1) {
|
||
|
i__1 = *n - k - 1;
|
||
|
dger_(&i__1, nrhs, &c_b7, &a_ref(k + 2, k), &c__1, &b_ref(k,
|
||
|
1), ldb, &b_ref(k + 2, 1), ldb);
|
||
|
i__1 = *n - k - 1;
|
||
|
dger_(&i__1, nrhs, &c_b7, &a_ref(k + 2, k + 1), &c__1, &b_ref(
|
||
|
k + 1, 1), ldb, &b_ref(k + 2, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Multiply by the inverse of the diagonal block. */
|
||
|
|
||
|
akm1k = a_ref(k + 1, k);
|
||
|
akm1 = a_ref(k, k) / akm1k;
|
||
|
ak = a_ref(k + 1, k + 1) / akm1k;
|
||
|
denom = akm1 * ak - 1.;
|
||
|
i__1 = *nrhs;
|
||
|
for (j = 1; j <= i__1; ++j) {
|
||
|
bkm1 = b_ref(k, j) / akm1k;
|
||
|
bk = b_ref(k + 1, j) / akm1k;
|
||
|
b_ref(k, j) = (ak * bkm1 - bk) / denom;
|
||
|
b_ref(k + 1, j) = (akm1 * bk - bkm1) / denom;
|
||
|
/* L70: */
|
||
|
}
|
||
|
k += 2;
|
||
|
}
|
||
|
|
||
|
goto L60;
|
||
|
L80:
|
||
|
|
||
|
/* Next solve L'*X = B, overwriting B with X.
|
||
|
|
||
|
K is the main loop index, decreasing from N to 1 in steps of
|
||
|
1 or 2, depending on the size of the diagonal blocks. */
|
||
|
|
||
|
k = *n;
|
||
|
L90:
|
||
|
|
||
|
/* If K < 1, exit from loop. */
|
||
|
|
||
|
if (k < 1) {
|
||
|
goto L100;
|
||
|
}
|
||
|
|
||
|
if (ipiv[k] > 0) {
|
||
|
|
||
|
/* 1 x 1 diagonal block
|
||
|
|
||
|
Multiply by inv(L'(K)), where L(K) is the transformation
|
||
|
stored in column K of A. */
|
||
|
|
||
|
if (k < *n) {
|
||
|
i__1 = *n - k;
|
||
|
dgemv_("Transpose", &i__1, nrhs, &c_b7, &b_ref(k + 1, 1), ldb,
|
||
|
&a_ref(k + 1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
|
||
|
}
|
||
|
|
||
|
/* Interchange rows K and IPIV(K). */
|
||
|
|
||
|
kp = ipiv[k];
|
||
|
if (kp != k) {
|
||
|
dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
--k;
|
||
|
} else {
|
||
|
|
||
|
/* 2 x 2 diagonal block
|
||
|
|
||
|
Multiply by inv(L'(K-1)), where L(K-1) is the transformation
|
||
|
stored in columns K-1 and K of A. */
|
||
|
|
||
|
if (k < *n) {
|
||
|
i__1 = *n - k;
|
||
|
dgemv_("Transpose", &i__1, nrhs, &c_b7, &b_ref(k + 1, 1), ldb,
|
||
|
&a_ref(k + 1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
|
||
|
i__1 = *n - k;
|
||
|
dgemv_("Transpose", &i__1, nrhs, &c_b7, &b_ref(k + 1, 1), ldb,
|
||
|
&a_ref(k + 1, k - 1), &c__1, &c_b19, &b_ref(k - 1, 1)
|
||
|
, ldb);
|
||
|
}
|
||
|
|
||
|
/* Interchange rows K and -IPIV(K). */
|
||
|
|
||
|
kp = -ipiv[k];
|
||
|
if (kp != k) {
|
||
|
dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
|
||
|
}
|
||
|
k += -2;
|
||
|
}
|
||
|
|
||
|
goto L90;
|
||
|
L100:
|
||
|
;
|
||
|
}
|
||
|
|
||
|
return 0;
|
||
|
|
||
|
/* End of DSYTRS */
|
||
|
|
||
|
} /* dsytrs_ */
|
||
|
|
||
|
#undef b_ref
|
||
|
#undef a_ref
|
||
|
|
||
|
|