sppdi.f 4.1 KB

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  1. *DECK SPPDI
  2. SUBROUTINE SPPDI (AP, N, DET, JOB)
  3. C***BEGIN PROLOGUE SPPDI
  4. C***PURPOSE Compute the determinant and inverse of a real symmetric
  5. C positive definite matrix using factors from SPPCO or SPPFA.
  6. C***LIBRARY SLATEC (LINPACK)
  7. C***CATEGORY D2B1B, D3B1B
  8. C***TYPE SINGLE PRECISION (SPPDI-S, DPPDI-D, CPPDI-C)
  9. C***KEYWORDS DETERMINANT, INVERSE, LINEAR ALGEBRA, LINPACK, MATRIX,
  10. C PACKED, POSITIVE DEFINITE
  11. C***AUTHOR Moler, C. B., (U. of New Mexico)
  12. C***DESCRIPTION
  13. C
  14. C SPPDI computes the determinant and inverse
  15. C of a real symmetric positive definite matrix
  16. C using the factors computed by SPPCO or SPPFA .
  17. C
  18. C On Entry
  19. C
  20. C AP REAL (N*(N+1)/2)
  21. C the output from SPPCO or SPPFA.
  22. C
  23. C N INTEGER
  24. C the order of the matrix A .
  25. C
  26. C JOB INTEGER
  27. C = 11 both determinant and inverse.
  28. C = 01 inverse only.
  29. C = 10 determinant only.
  30. C
  31. C On Return
  32. C
  33. C AP the upper triangular half of the inverse .
  34. C The strict lower triangle is unaltered.
  35. C
  36. C DET REAL(2)
  37. C determinant of original matrix if requested.
  38. C Otherwise not referenced.
  39. C Determinant = DET(1) * 10.0**DET(2)
  40. C with 1.0 .LE. DET(1) .LT. 10.0
  41. C or DET(1) .EQ. 0.0 .
  42. C
  43. C Error Condition
  44. C
  45. C A division by zero will occur if the input factor contains
  46. C a zero on the diagonal and the inverse is requested.
  47. C It will not occur if the subroutines are called correctly
  48. C and if SPOCO or SPOFA has set INFO .EQ. 0 .
  49. C
  50. C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
  51. C Stewart, LINPACK Users' Guide, SIAM, 1979.
  52. C***ROUTINES CALLED SAXPY, SSCAL
  53. C***REVISION HISTORY (YYMMDD)
  54. C 780814 DATE WRITTEN
  55. C 890831 Modified array declarations. (WRB)
  56. C 890831 REVISION DATE from Version 3.2
  57. C 891214 Prologue converted to Version 4.0 format. (BAB)
  58. C 900326 Removed duplicate information from DESCRIPTION section.
  59. C (WRB)
  60. C 920501 Reformatted the REFERENCES section. (WRB)
  61. C***END PROLOGUE SPPDI
  62. INTEGER N,JOB
  63. REAL AP(*)
  64. REAL DET(2)
  65. C
  66. REAL T
  67. REAL S
  68. INTEGER I,II,J,JJ,JM1,J1,K,KJ,KK,KP1,K1
  69. C***FIRST EXECUTABLE STATEMENT SPPDI
  70. C
  71. C COMPUTE DETERMINANT
  72. C
  73. IF (JOB/10 .EQ. 0) GO TO 70
  74. DET(1) = 1.0E0
  75. DET(2) = 0.0E0
  76. S = 10.0E0
  77. II = 0
  78. DO 50 I = 1, N
  79. II = II + I
  80. DET(1) = AP(II)**2*DET(1)
  81. IF (DET(1) .EQ. 0.0E0) GO TO 60
  82. 10 IF (DET(1) .GE. 1.0E0) GO TO 20
  83. DET(1) = S*DET(1)
  84. DET(2) = DET(2) - 1.0E0
  85. GO TO 10
  86. 20 CONTINUE
  87. 30 IF (DET(1) .LT. S) GO TO 40
  88. DET(1) = DET(1)/S
  89. DET(2) = DET(2) + 1.0E0
  90. GO TO 30
  91. 40 CONTINUE
  92. 50 CONTINUE
  93. 60 CONTINUE
  94. 70 CONTINUE
  95. C
  96. C COMPUTE INVERSE(R)
  97. C
  98. IF (MOD(JOB,10) .EQ. 0) GO TO 140
  99. KK = 0
  100. DO 100 K = 1, N
  101. K1 = KK + 1
  102. KK = KK + K
  103. AP(KK) = 1.0E0/AP(KK)
  104. T = -AP(KK)
  105. CALL SSCAL(K-1,T,AP(K1),1)
  106. KP1 = K + 1
  107. J1 = KK + 1
  108. KJ = KK + K
  109. IF (N .LT. KP1) GO TO 90
  110. DO 80 J = KP1, N
  111. T = AP(KJ)
  112. AP(KJ) = 0.0E0
  113. CALL SAXPY(K,T,AP(K1),1,AP(J1),1)
  114. J1 = J1 + J
  115. KJ = KJ + J
  116. 80 CONTINUE
  117. 90 CONTINUE
  118. 100 CONTINUE
  119. C
  120. C FORM INVERSE(R) * TRANS(INVERSE(R))
  121. C
  122. JJ = 0
  123. DO 130 J = 1, N
  124. J1 = JJ + 1
  125. JJ = JJ + J
  126. JM1 = J - 1
  127. K1 = 1
  128. KJ = J1
  129. IF (JM1 .LT. 1) GO TO 120
  130. DO 110 K = 1, JM1
  131. T = AP(KJ)
  132. CALL SAXPY(K,T,AP(J1),1,AP(K1),1)
  133. K1 = K1 + K
  134. KJ = KJ + 1
  135. 110 CONTINUE
  136. 120 CONTINUE
  137. T = AP(JJ)
  138. CALL SSCAL(J,T,AP(J1),1)
  139. 130 CONTINUE
  140. 140 CONTINUE
  141. RETURN
  142. END