SRC/dpftri.f(3)
πΈ NAME πΈ
SRC/dpftri.f β bestie, this is the page from the Library Functions Manual, and it's all about the DPFTRI subroutine. π
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine dpftri (transr, uplo, n, a, info)
DPFTRI
π Function/Subroutine Documentation π
subroutine dpftri (character transr, character uplo, integer n, double
precision, dimension( 0: * ) a, integer info)
DPFTRI
Purpose:
Okay so DPFTRI computes the inverse of a (real) symmetric positive definite matrix A using the Cholesky factorization A = U**T*U or A = L*L**T computed by DPFTRF. That's the whole plot, and it's iconic πβ¨
Parameters
TRANSRβ isCHARACTER*1:= 'N': The Normal TRANSR of RFP A is stored;= 'T': The Transpose TRANSR of RFP A is stored.
UPLOβ isCHARACTER*1:= 'U': Upper triangle of A is stored;= 'L': Lower triangle of A is stored.
Nβ isINTEGER; the order of the matrixA.N >= 0.Aβ isDOUBLE PRECISION array, dimension( N*(N+1)/2 ).- On entry, the symmetric matrix
Ain RFP format. RFP format is described byTRANSR,UPLO, andNas follows: IfTRANSR = 'N'then RFP A is(0:N,0:k-1)whenNis even;k=N/2. RFP A is(0:N-1,0:k)whenNis odd;k=N/2. IFTRANSR = 'T'then RFP is the transpose of RFP A as defined whenTRANSR = 'N'. The contents of RFP A are defined byUPLOas follows: IfUPLO = 'U'the RFP A contains the nt elements of upper packed A. IfUPLO = 'L'the RFP A contains the elements of lower packed A. The LDA of RFP A is(N+1)/2whenTRANSR = 'T'. WhenTRANSRis'N'the LDA isN+1whenNis even andNis odd. See the Note below for more details. - On exit, the symmetric inverse of the original matrix, in the same storage format.
- On entry, the symmetric matrix
INFOβ isINTEGER:= 0: successful exit< 0: ifINFO = -i, the i-th argument had an illegal value> 0: ifINFO = i, the (i,i) element of the factor U or L is zero, and the inverse could not be computed.
Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Further Details:
Okay, this is the rectangular full packed lore, and it's a lot β but we're getting through it together π
We first consider Rectangular Full Packed (RFP) Format when N is even. We give an example where N = 6.
AP is Upper AP is Lower
00 01 02 03 04 05 00
11 12 13 14 15 10 11
22 23 24 25 20 21 22
33 34 35 30 31 32 33
44 45 40 41 42 43 44
55 50 51 52 53 54 55
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:5,0:2) consists of the last three columns of AP upper. The lower triangle A(4:6,0:2) consists of the transpose of the first three columns of AP upper.
For UPLO = 'L' the lower trapezoid A(1:6,0:2) consists of the first three columns of AP lower. The upper triangle A(0:2,0:2) consists of the transpose of the last three columns of AP lower.
This covers the case N even and TRANSR = 'N'.
RFP A RFP A
03 04 05 33 43 53
13 14 15 00 44 54
23 24 25 10 11 55
33 34 35 20 21 22
00 44 45 30 31 32
01 11 55 40 41 42
02 12 22 50 51 52
Now let TRANSR = 'T'. RFP A in both UPLO cases is just the transpose of RFP A above. One therefore gets:
RFP A RFP A
03 13 23 33 00 01 02 33 00 10 20 30 40 50
04 14 24 34 44 11 12 43 44 11 21 31 41 51
05 15 25 35 45 55 22 53 54 55 22 32 42 52
We then consider Rectangular Full Packed (RFP) Format when N is odd. We give an example where N = 5.
AP is Upper AP is Lower
00 01 02 03 04 00
11 12 13 14 10 11
22 23 24 20 21 22
33 34 30 31 32 33
44 40 41 42 43 44
Let TRANSR = 'N'. RFP holds AP as follows:
For UPLO = 'U' the upper trapezoid A(0:4,0:2) consists of the last three columns of AP upper. The lower triangle A(3:4,0:1) consists of the transpose of the first two columns of AP upper.
For UPLO = 'L' the lower trapezoid A(0:4,0:2) consists of the first three columns of AP lower. The upper triangle A(0:1,1:2) consists of the transpose of the last two columns of AP lower.
This covers the case N odd and TRANSR = 'N'.
RFP A RFP A
02 03 04 00 33 43
12 13 14 10 11 44
22 23 24 20 21 22
00 33 34 30 31 32
01 11 44 40 41 42
Now let TRANSR = 'T'. RFP A in both UPLO cases is just the transpose of RFP A above. One therefore gets:
RFP A RFP A
02 12 22 00 01 00 10 20 30 40 50
03 13 23 33 11 33 11 21 31 41 51
04 14 24 34 44 43 44 22 32 42 52
Definition at line 190 of file dpftri.f.
π Author π
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