OpenLibm/slatec/sspdi.f
Viral B. Shah c977aa998f Add Makefile.extras to build libopenlibm-extras.
Replace amos with slatec
2012-12-31 16:37:05 -05:00

256 lines
8.2 KiB
Fortran

*DECK SSPDI
SUBROUTINE SSPDI (AP, N, KPVT, DET, INERT, WORK, JOB)
C***BEGIN PROLOGUE SSPDI
C***PURPOSE Compute the determinant, inertia, inverse of a real
C symmetric matrix stored in packed form using the factors
C from SSPFA.
C***LIBRARY SLATEC (LINPACK)
C***CATEGORY D2B1A, D3B1A
C***TYPE SINGLE PRECISION (SSPDI-S, DSPDI-D, CHPDI-C, CSPDI-C)
C***KEYWORDS DETERMINANT, INVERSE, LINEAR ALGEBRA, LINPACK, MATRIX,
C PACKED, SYMMETRIC
C***AUTHOR Bunch, J., (UCSD)
C***DESCRIPTION
C
C SSPDI computes the determinant, inertia and inverse
C of a real symmetric matrix using the factors from SSPFA,
C where the matrix is stored in packed form.
C
C On Entry
C
C AP REAL (N*(N+1)/2)
C the output from SSPFA.
C
C N INTEGER
C the order of the matrix A.
C
C KPVT INTEGER(N)
C the pivot vector from SSPFA.
C
C WORK REAL(N)
C work vector. Contents ignored.
C
C JOB INTEGER
C JOB has the decimal expansion ABC where
C If C .NE. 0, the inverse is computed,
C If B .NE. 0, the determinant is computed,
C If A .NE. 0, the inertia is computed.
C
C For example, JOB = 111 gives all three.
C
C On Return
C
C Variables not requested by JOB are not used.
C
C AP contains the upper triangle of the inverse of
C the original matrix, stored in packed form.
C The columns of the upper triangle are stored
C sequentially in a one-dimensional array.
C
C DET REAL(2)
C determinant of original matrix.
C Determinant = DET(1) * 10.0**DET(2)
C with 1.0 .LE. ABS(DET(1)) .LT. 10.0
C or DET(1) = 0.0.
C
C INERT INTEGER(3)
C the inertia of the original matrix.
C INERT(1) = number of positive eigenvalues.
C INERT(2) = number of negative eigenvalues.
C INERT(3) = number of zero eigenvalues.
C
C Error Condition
C
C A division by zero will occur if the inverse is requested
C and SSPCO has set RCOND .EQ. 0.0
C or SSPFA has set INFO .NE. 0 .
C
C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
C Stewart, LINPACK Users' Guide, SIAM, 1979.
C***ROUTINES CALLED SAXPY, SCOPY, SDOT, SSWAP
C***REVISION HISTORY (YYMMDD)
C 780814 DATE WRITTEN
C 890531 Changed all specific intrinsics to generic. (WRB)
C 890831 Modified array declarations. (WRB)
C 891107 Modified routine equivalence list. (WRB)
C 891107 REVISION DATE from Version 3.2
C 891214 Prologue converted to Version 4.0 format. (BAB)
C 900326 Removed duplicate information from DESCRIPTION section.
C (WRB)
C 920501 Reformatted the REFERENCES section. (WRB)
C***END PROLOGUE SSPDI
INTEGER N,JOB
REAL AP(*),WORK(*)
REAL DET(2)
INTEGER KPVT(*),INERT(3)
C
REAL AKKP1,SDOT,TEMP
REAL TEN,D,T,AK,AKP1
INTEGER IJ,IK,IKP1,IKS,J,JB,JK,JKP1
INTEGER K,KK,KKP1,KM1,KS,KSJ,KSKP1,KSTEP
LOGICAL NOINV,NODET,NOERT
C***FIRST EXECUTABLE STATEMENT SSPDI
NOINV = MOD(JOB,10) .EQ. 0
NODET = MOD(JOB,100)/10 .EQ. 0
NOERT = MOD(JOB,1000)/100 .EQ. 0
C
IF (NODET .AND. NOERT) GO TO 140
IF (NOERT) GO TO 10
INERT(1) = 0
INERT(2) = 0
INERT(3) = 0
10 CONTINUE
IF (NODET) GO TO 20
DET(1) = 1.0E0
DET(2) = 0.0E0
TEN = 10.0E0
20 CONTINUE
T = 0.0E0
IK = 0
DO 130 K = 1, N
KK = IK + K
D = AP(KK)
C
C CHECK IF 1 BY 1
C
IF (KPVT(K) .GT. 0) GO TO 50
C
C 2 BY 2 BLOCK
C USE DET (D S) = (D/T * C - T) * T , T = ABS(S)
C (S C)
C TO AVOID UNDERFLOW/OVERFLOW TROUBLES.
C TAKE TWO PASSES THROUGH SCALING. USE T FOR FLAG.
C
IF (T .NE. 0.0E0) GO TO 30
IKP1 = IK + K
KKP1 = IKP1 + K
T = ABS(AP(KKP1))
D = (D/T)*AP(KKP1+1) - T
GO TO 40
30 CONTINUE
D = T
T = 0.0E0
40 CONTINUE
50 CONTINUE
C
IF (NOERT) GO TO 60
IF (D .GT. 0.0E0) INERT(1) = INERT(1) + 1
IF (D .LT. 0.0E0) INERT(2) = INERT(2) + 1
IF (D .EQ. 0.0E0) INERT(3) = INERT(3) + 1
60 CONTINUE
C
IF (NODET) GO TO 120
DET(1) = D*DET(1)
IF (DET(1) .EQ. 0.0E0) GO TO 110
70 IF (ABS(DET(1)) .GE. 1.0E0) GO TO 80
DET(1) = TEN*DET(1)
DET(2) = DET(2) - 1.0E0
GO TO 70
80 CONTINUE
90 IF (ABS(DET(1)) .LT. TEN) GO TO 100
DET(1) = DET(1)/TEN
DET(2) = DET(2) + 1.0E0
GO TO 90
100 CONTINUE
110 CONTINUE
120 CONTINUE
IK = IK + K
130 CONTINUE
140 CONTINUE
C
C COMPUTE INVERSE(A)
C
IF (NOINV) GO TO 270
K = 1
IK = 0
150 IF (K .GT. N) GO TO 260
KM1 = K - 1
KK = IK + K
IKP1 = IK + K
KKP1 = IKP1 + K
IF (KPVT(K) .LT. 0) GO TO 180
C
C 1 BY 1
C
AP(KK) = 1.0E0/AP(KK)
IF (KM1 .LT. 1) GO TO 170
CALL SCOPY(KM1,AP(IK+1),1,WORK,1)
IJ = 0
DO 160 J = 1, KM1
JK = IK + J
AP(JK) = SDOT(J,AP(IJ+1),1,WORK,1)
CALL SAXPY(J-1,WORK(J),AP(IJ+1),1,AP(IK+1),1)
IJ = IJ + J
160 CONTINUE
AP(KK) = AP(KK) + SDOT(KM1,WORK,1,AP(IK+1),1)
170 CONTINUE
KSTEP = 1
GO TO 220
180 CONTINUE
C
C 2 BY 2
C
T = ABS(AP(KKP1))
AK = AP(KK)/T
AKP1 = AP(KKP1+1)/T
AKKP1 = AP(KKP1)/T
D = T*(AK*AKP1 - 1.0E0)
AP(KK) = AKP1/D
AP(KKP1+1) = AK/D
AP(KKP1) = -AKKP1/D
IF (KM1 .LT. 1) GO TO 210
CALL SCOPY(KM1,AP(IKP1+1),1,WORK,1)
IJ = 0
DO 190 J = 1, KM1
JKP1 = IKP1 + J
AP(JKP1) = SDOT(J,AP(IJ+1),1,WORK,1)
CALL SAXPY(J-1,WORK(J),AP(IJ+1),1,AP(IKP1+1),1)
IJ = IJ + J
190 CONTINUE
AP(KKP1+1) = AP(KKP1+1)
1 + SDOT(KM1,WORK,1,AP(IKP1+1),1)
AP(KKP1) = AP(KKP1)
1 + SDOT(KM1,AP(IK+1),1,AP(IKP1+1),1)
CALL SCOPY(KM1,AP(IK+1),1,WORK,1)
IJ = 0
DO 200 J = 1, KM1
JK = IK + J
AP(JK) = SDOT(J,AP(IJ+1),1,WORK,1)
CALL SAXPY(J-1,WORK(J),AP(IJ+1),1,AP(IK+1),1)
IJ = IJ + J
200 CONTINUE
AP(KK) = AP(KK) + SDOT(KM1,WORK,1,AP(IK+1),1)
210 CONTINUE
KSTEP = 2
220 CONTINUE
C
C SWAP
C
KS = ABS(KPVT(K))
IF (KS .EQ. K) GO TO 250
IKS = (KS*(KS - 1))/2
CALL SSWAP(KS,AP(IKS+1),1,AP(IK+1),1)
KSJ = IK + KS
DO 230 JB = KS, K
J = K + KS - JB
JK = IK + J
TEMP = AP(JK)
AP(JK) = AP(KSJ)
AP(KSJ) = TEMP
KSJ = KSJ - (J - 1)
230 CONTINUE
IF (KSTEP .EQ. 1) GO TO 240
KSKP1 = IKP1 + KS
TEMP = AP(KSKP1)
AP(KSKP1) = AP(KKP1)
AP(KKP1) = TEMP
240 CONTINUE
250 CONTINUE
IK = IK + K
IF (KSTEP .EQ. 2) IK = IK + K + 1
K = K + KSTEP
GO TO 150
260 CONTINUE
270 CONTINUE
RETURN
END