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142 lines
4.2 KiB
Fortran
142 lines
4.2 KiB
Fortran
*DECK DPPDI
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SUBROUTINE DPPDI (AP, N, DET, JOB)
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C***BEGIN PROLOGUE DPPDI
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C***PURPOSE Compute the determinant and inverse of a real symmetric
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C positive definite matrix using factors from DPPCO or DPPFA.
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C***LIBRARY SLATEC (LINPACK)
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C***CATEGORY D2B1B, D3B1B
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C***TYPE DOUBLE PRECISION (SPPDI-S, DPPDI-D, CPPDI-C)
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C***KEYWORDS DETERMINANT, INVERSE, LINEAR ALGEBRA, LINPACK, MATRIX,
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C PACKED, POSITIVE DEFINITE
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C***AUTHOR Moler, C. B., (U. of New Mexico)
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C***DESCRIPTION
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C
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C DPPDI computes the determinant and inverse
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C of a double precision symmetric positive definite matrix
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C using the factors computed by DPPCO or DPPFA .
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C
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C On Entry
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C
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C AP DOUBLE PRECISION (N*(N+1)/2)
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C the output from DPPCO or DPPFA.
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C
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C N INTEGER
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C the order of the matrix A .
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C
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C JOB INTEGER
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C = 11 both determinant and inverse.
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C = 01 inverse only.
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C = 10 determinant only.
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C
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C On Return
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C
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C AP the upper triangular half of the inverse .
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C The strict lower triangle is unaltered.
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C
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C DET DOUBLE PRECISION(2)
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C determinant of original matrix if requested.
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C Otherwise not referenced.
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C DETERMINANT = DET(1) * 10.0**DET(2)
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C with 1.0 .LE. DET(1) .LT. 10.0
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C or DET(1) .EQ. 0.0 .
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C
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C Error Condition
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C
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C A division by zero will occur if the input factor contains
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C a zero on the diagonal and the inverse is requested.
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C It will not occur if the subroutines are called correctly
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C and if DPOCO or DPOFA has set INFO .EQ. 0 .
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C
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C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
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C Stewart, LINPACK Users' Guide, SIAM, 1979.
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C***ROUTINES CALLED DAXPY, DSCAL
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C***REVISION HISTORY (YYMMDD)
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C 780814 DATE WRITTEN
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C 890831 Modified array declarations. (WRB)
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C 890831 REVISION DATE from Version 3.2
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C 891214 Prologue converted to Version 4.0 format. (BAB)
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C 900326 Removed duplicate information from DESCRIPTION section.
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C (WRB)
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C 920501 Reformatted the REFERENCES section. (WRB)
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C***END PROLOGUE DPPDI
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INTEGER N,JOB
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DOUBLE PRECISION AP(*)
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DOUBLE PRECISION DET(2)
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C
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DOUBLE PRECISION T
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DOUBLE PRECISION S
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INTEGER I,II,J,JJ,JM1,J1,K,KJ,KK,KP1,K1
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C***FIRST EXECUTABLE STATEMENT DPPDI
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C
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C COMPUTE DETERMINANT
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C
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IF (JOB/10 .EQ. 0) GO TO 70
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DET(1) = 1.0D0
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DET(2) = 0.0D0
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S = 10.0D0
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II = 0
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DO 50 I = 1, N
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II = II + I
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DET(1) = AP(II)**2*DET(1)
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IF (DET(1) .EQ. 0.0D0) GO TO 60
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10 IF (DET(1) .GE. 1.0D0) GO TO 20
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DET(1) = S*DET(1)
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DET(2) = DET(2) - 1.0D0
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GO TO 10
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20 CONTINUE
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30 IF (DET(1) .LT. S) GO TO 40
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DET(1) = DET(1)/S
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DET(2) = DET(2) + 1.0D0
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GO TO 30
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40 CONTINUE
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50 CONTINUE
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60 CONTINUE
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70 CONTINUE
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C
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C COMPUTE INVERSE(R)
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C
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IF (MOD(JOB,10) .EQ. 0) GO TO 140
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KK = 0
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DO 100 K = 1, N
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K1 = KK + 1
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KK = KK + K
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AP(KK) = 1.0D0/AP(KK)
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T = -AP(KK)
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CALL DSCAL(K-1,T,AP(K1),1)
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KP1 = K + 1
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J1 = KK + 1
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KJ = KK + K
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IF (N .LT. KP1) GO TO 90
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DO 80 J = KP1, N
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T = AP(KJ)
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AP(KJ) = 0.0D0
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CALL DAXPY(K,T,AP(K1),1,AP(J1),1)
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J1 = J1 + J
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KJ = KJ + J
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80 CONTINUE
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90 CONTINUE
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100 CONTINUE
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C
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C FORM INVERSE(R) * TRANS(INVERSE(R))
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C
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JJ = 0
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DO 130 J = 1, N
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J1 = JJ + 1
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JJ = JJ + J
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JM1 = J - 1
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K1 = 1
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KJ = J1
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IF (JM1 .LT. 1) GO TO 120
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DO 110 K = 1, JM1
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T = AP(KJ)
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CALL DAXPY(K,T,AP(J1),1,AP(K1),1)
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K1 = K1 + K
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KJ = KJ + 1
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110 CONTINUE
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120 CONTINUE
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T = AP(JJ)
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CALL DSCAL(J,T,AP(J1),1)
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130 CONTINUE
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140 CONTINUE
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RETURN
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END
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