subroutine dpori(a,lda,n)
integer lda,n
double precision a(lda,*)
c
c dpori computes the inverse of the factor of a
c double precision symmetric positive definite matrix
c using the factors computed by dpofa.
c
c modification of dpodi by BaT 05/11/95
c
c on entry
c
c a double precision(lda, n)
c the output a from dpofa
c
c lda integer
c the leading dimension of the array a .
c
c n integer
c the order of the matrix a .
c
c on return
c
c a if dpofa was used to factor a then
c dpodi produces the upper half of inverse(a) .
c elements of a below the diagonal are unchanged.
c
c error condition
c
c a division by zero will occur if the input factor contains
c a zero on the diagonal and the inverse is requested.
c it will not occur if the subroutines are called correctly
c and if dpoco or dpofa has set info .eq. 0 .
c
c linpack. this version dated 08/14/78 .
c cleve moler, university of new mexico, argonne national lab.
c modified by Berwin A. Turlach 05/11/95
c
c subroutines and functions
c
c blas daxpy,dscal
c fortran mod
c
c internal variables
c
double precision t
integer j,k,kp1
c
c compute inverse(r)
c
do 100 k = 1, n
a(k,k) = 1.0d0/a(k,k)
t = -a(k,k)
call dscal(k-1,t,a(1,k),1)
kp1 = k + 1
if (n .lt. kp1) go to 90
do 80 j = kp1, n
t = a(k,j)
a(k,j) = 0.0d0
call daxpy(k,t,a(1,k),1,a(1,j),1)
80 continue
90 continue
100 continue
return
end
subroutine dposl(a,lda,n,b)
integer lda,n
double precision a(lda,*),b(*)
c
c dposl solves the double precision symmetric positive definite
c system a * x = b
c using the factors computed by dpoco or dpofa.
c
c on entry
c
c a double precision(lda, n)
c the output from dpoco or dpofa.
c
c lda integer
c the leading dimension of the array a .
c
c n integer
c the order of the matrix a .
c
c b double precision(n)
c the right hand side vector.
c
c on return
c
c b the solution vector x .
c
c error condition
c
c a division by zero will occur if the input factor contains
c a zero on the diagonal. technically this indicates
c singularity but it is usually caused by improper subroutine
c arguments. it will not occur if the subroutines are called
c correctly and info .eq. 0 .
c
c to compute inverse(a) * c where c is a matrix
c with p columns
c call dpoco(a,lda,n,rcond,z,info)
c if (rcond is too small .or. info .ne. 0) go to ...
c do 10 j = 1, p
c call dposl(a,lda,n,c(1,j))
c 10 continue
c
c linpack. this version dated 08/14/78 .
c cleve moler, university of new mexico, argonne national lab.
c
c subroutines and functions
c
c blas daxpy,ddot
c
c internal variables
c
double precision ddot,t
integer k,kb
c
c solve trans(r)*y = b
c
do 10 k = 1, n
t = ddot(k-1,a(1,k),1,b(1),1)
b(k) = (b(k) - t)/a(k,k)
10 continue
c
c solve r*x = y
c
do 20 kb = 1, n
k = n + 1 - kb
b(k) = b(k)/a(k,k)
t = -b(k)
call daxpy(k-1,t,a(1,k),1,b(1),1)
20 continue
return
end