429 lines
11 KiB
C
429 lines
11 KiB
C
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#include "clapack.h"
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/* Subroutine */ int dsytrs_(char *uplo, integer *n, integer *nrhs,
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doublereal *a, integer *lda, integer *ipiv, doublereal *b, integer *
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ldb, integer *info)
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{
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/* -- LAPACK routine (version 3.0) --
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Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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Courant Institute, Argonne National Lab, and Rice University
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March 31, 1993
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Purpose
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=======
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DSYTRS solves a system of linear equations A*X = B with a real
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symmetric matrix A using the factorization A = U*D*U**T or
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A = L*D*L**T computed by DSYTRF.
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Arguments
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=========
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UPLO (input) CHARACTER*1
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Specifies whether the details of the factorization are stored
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as an upper or lower triangular matrix.
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= 'U': Upper triangular, form is A = U*D*U**T;
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= 'L': Lower triangular, form is A = L*D*L**T.
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N (input) INTEGER
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The order of the matrix A. N >= 0.
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NRHS (input) INTEGER
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The number of right hand sides, i.e., the number of columns
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of the matrix B. NRHS >= 0.
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A (input) DOUBLE PRECISION array, dimension (LDA,N)
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The block diagonal matrix D and the multipliers used to
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obtain the factor U or L as computed by DSYTRF.
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LDA (input) INTEGER
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The leading dimension of the array A. LDA >= max(1,N).
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IPIV (input) INTEGER array, dimension (N)
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Details of the interchanges and the block structure of D
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as determined by DSYTRF.
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B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
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On entry, the right hand side matrix B.
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On exit, the solution matrix X.
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LDB (input) INTEGER
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The leading dimension of the array B. LDB >= max(1,N).
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INFO (output) INTEGER
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= 0: successful exit
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< 0: if INFO = -i, the i-th argument had an illegal value
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=====================================================================
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Parameter adjustments */
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/* Table of constant values */
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static doublereal c_b7 = -1.;
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static integer c__1 = 1;
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static doublereal c_b19 = 1.;
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/* System generated locals */
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integer a_dim1, a_offset, b_dim1, b_offset, i__1;
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doublereal d__1;
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/* Local variables */
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extern /* Subroutine */ int dger_(integer *, integer *, doublereal *,
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doublereal *, integer *, doublereal *, integer *, doublereal *,
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integer *);
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static doublereal akm1k;
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static integer j, k;
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extern /* Subroutine */ int dscal_(integer *, doublereal *, doublereal *,
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integer *);
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extern logical lsame_(char *, char *);
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static doublereal denom;
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extern /* Subroutine */ int dgemv_(char *, integer *, integer *,
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doublereal *, doublereal *, integer *, doublereal *, integer *,
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doublereal *, doublereal *, integer *), dswap_(integer *,
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doublereal *, integer *, doublereal *, integer *);
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static logical upper;
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static doublereal ak, bk;
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static integer kp;
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extern /* Subroutine */ int xerbla_(char *, integer *);
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static doublereal akm1, bkm1;
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#define a_ref(a_1,a_2) a[(a_2)*a_dim1 + a_1]
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#define b_ref(a_1,a_2) b[(a_2)*b_dim1 + a_1]
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a_dim1 = *lda;
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a_offset = 1 + a_dim1 * 1;
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a -= a_offset;
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--ipiv;
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b_dim1 = *ldb;
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b_offset = 1 + b_dim1 * 1;
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b -= b_offset;
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/* Function Body */
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*info = 0;
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upper = lsame_(uplo, "U");
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if (! upper && ! lsame_(uplo, "L")) {
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*info = -1;
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} else if (*n < 0) {
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*info = -2;
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} else if (*nrhs < 0) {
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*info = -3;
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} else if (*lda < max(1,*n)) {
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*info = -5;
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} else if (*ldb < max(1,*n)) {
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*info = -8;
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}
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if (*info != 0) {
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i__1 = -(*info);
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xerbla_("DSYTRS", &i__1);
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return 0;
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}
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/* Quick return if possible */
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if (*n == 0 || *nrhs == 0) {
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return 0;
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}
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if (upper) {
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/* Solve A*X = B, where A = U*D*U'.
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First solve U*D*X = B, overwriting B with X.
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K is the main loop index, decreasing from N to 1 in steps of
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1 or 2, depending on the size of the diagonal blocks. */
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k = *n;
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L10:
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/* If K < 1, exit from loop. */
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if (k < 1) {
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goto L30;
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}
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if (ipiv[k] > 0) {
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/* 1 x 1 diagonal block
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Interchange rows K and IPIV(K). */
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kp = ipiv[k];
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if (kp != k) {
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dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
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}
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/* Multiply by inv(U(K)), where U(K) is the transformation
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stored in column K of A. */
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i__1 = k - 1;
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dger_(&i__1, nrhs, &c_b7, &a_ref(1, k), &c__1, &b_ref(k, 1), ldb,
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&b_ref(1, 1), ldb);
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/* Multiply by the inverse of the diagonal block. */
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d__1 = 1. / a_ref(k, k);
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dscal_(nrhs, &d__1, &b_ref(k, 1), ldb);
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--k;
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} else {
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/* 2 x 2 diagonal block
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Interchange rows K-1 and -IPIV(K). */
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kp = -ipiv[k];
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if (kp != k - 1) {
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dswap_(nrhs, &b_ref(k - 1, 1), ldb, &b_ref(kp, 1), ldb);
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}
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/* Multiply by inv(U(K)), where U(K) is the transformation
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stored in columns K-1 and K of A. */
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i__1 = k - 2;
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dger_(&i__1, nrhs, &c_b7, &a_ref(1, k), &c__1, &b_ref(k, 1), ldb,
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&b_ref(1, 1), ldb);
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i__1 = k - 2;
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dger_(&i__1, nrhs, &c_b7, &a_ref(1, k - 1), &c__1, &b_ref(k - 1,
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1), ldb, &b_ref(1, 1), ldb);
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/* Multiply by the inverse of the diagonal block. */
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akm1k = a_ref(k - 1, k);
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akm1 = a_ref(k - 1, k - 1) / akm1k;
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ak = a_ref(k, k) / akm1k;
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denom = akm1 * ak - 1.;
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i__1 = *nrhs;
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for (j = 1; j <= i__1; ++j) {
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bkm1 = b_ref(k - 1, j) / akm1k;
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bk = b_ref(k, j) / akm1k;
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b_ref(k - 1, j) = (ak * bkm1 - bk) / denom;
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b_ref(k, j) = (akm1 * bk - bkm1) / denom;
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/* L20: */
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}
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k += -2;
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}
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goto L10;
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L30:
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/* Next solve U'*X = B, overwriting B with X.
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K is the main loop index, increasing from 1 to N in steps of
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1 or 2, depending on the size of the diagonal blocks. */
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k = 1;
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L40:
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/* If K > N, exit from loop. */
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if (k > *n) {
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goto L50;
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}
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if (ipiv[k] > 0) {
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/* 1 x 1 diagonal block
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Multiply by inv(U'(K)), where U(K) is the transformation
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stored in column K of A. */
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i__1 = k - 1;
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dgemv_("Transpose", &i__1, nrhs, &c_b7, &b[b_offset], ldb, &a_ref(
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1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
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/* Interchange rows K and IPIV(K). */
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kp = ipiv[k];
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if (kp != k) {
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dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
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}
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++k;
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} else {
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/* 2 x 2 diagonal block
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Multiply by inv(U'(K+1)), where U(K+1) is the transformation
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stored in columns K and K+1 of A. */
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i__1 = k - 1;
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dgemv_("Transpose", &i__1, nrhs, &c_b7, &b[b_offset], ldb, &a_ref(
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1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
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i__1 = k - 1;
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dgemv_("Transpose", &i__1, nrhs, &c_b7, &b[b_offset], ldb, &a_ref(
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1, k + 1), &c__1, &c_b19, &b_ref(k + 1, 1), ldb);
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/* Interchange rows K and -IPIV(K). */
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kp = -ipiv[k];
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if (kp != k) {
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dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
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}
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k += 2;
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}
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goto L40;
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L50:
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;
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} else {
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/* Solve A*X = B, where A = L*D*L'.
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First solve L*D*X = B, overwriting B with X.
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K is the main loop index, increasing from 1 to N in steps of
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1 or 2, depending on the size of the diagonal blocks. */
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k = 1;
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L60:
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/* If K > N, exit from loop. */
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if (k > *n) {
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goto L80;
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}
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if (ipiv[k] > 0) {
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/* 1 x 1 diagonal block
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Interchange rows K and IPIV(K). */
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kp = ipiv[k];
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if (kp != k) {
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dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
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}
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/* Multiply by inv(L(K)), where L(K) is the transformation
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stored in column K of A. */
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if (k < *n) {
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i__1 = *n - k;
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dger_(&i__1, nrhs, &c_b7, &a_ref(k + 1, k), &c__1, &b_ref(k,
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1), ldb, &b_ref(k + 1, 1), ldb);
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}
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/* Multiply by the inverse of the diagonal block. */
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d__1 = 1. / a_ref(k, k);
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dscal_(nrhs, &d__1, &b_ref(k, 1), ldb);
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++k;
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} else {
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/* 2 x 2 diagonal block
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Interchange rows K+1 and -IPIV(K). */
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kp = -ipiv[k];
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if (kp != k + 1) {
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dswap_(nrhs, &b_ref(k + 1, 1), ldb, &b_ref(kp, 1), ldb);
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}
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/* Multiply by inv(L(K)), where L(K) is the transformation
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stored in columns K and K+1 of A. */
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if (k < *n - 1) {
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i__1 = *n - k - 1;
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dger_(&i__1, nrhs, &c_b7, &a_ref(k + 2, k), &c__1, &b_ref(k,
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1), ldb, &b_ref(k + 2, 1), ldb);
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i__1 = *n - k - 1;
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dger_(&i__1, nrhs, &c_b7, &a_ref(k + 2, k + 1), &c__1, &b_ref(
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k + 1, 1), ldb, &b_ref(k + 2, 1), ldb);
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}
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/* Multiply by the inverse of the diagonal block. */
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akm1k = a_ref(k + 1, k);
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akm1 = a_ref(k, k) / akm1k;
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ak = a_ref(k + 1, k + 1) / akm1k;
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denom = akm1 * ak - 1.;
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i__1 = *nrhs;
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for (j = 1; j <= i__1; ++j) {
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bkm1 = b_ref(k, j) / akm1k;
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bk = b_ref(k + 1, j) / akm1k;
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b_ref(k, j) = (ak * bkm1 - bk) / denom;
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b_ref(k + 1, j) = (akm1 * bk - bkm1) / denom;
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/* L70: */
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}
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k += 2;
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}
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goto L60;
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L80:
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/* Next solve L'*X = B, overwriting B with X.
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K is the main loop index, decreasing from N to 1 in steps of
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1 or 2, depending on the size of the diagonal blocks. */
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k = *n;
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L90:
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/* If K < 1, exit from loop. */
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if (k < 1) {
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goto L100;
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}
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if (ipiv[k] > 0) {
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/* 1 x 1 diagonal block
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Multiply by inv(L'(K)), where L(K) is the transformation
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stored in column K of A. */
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if (k < *n) {
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i__1 = *n - k;
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dgemv_("Transpose", &i__1, nrhs, &c_b7, &b_ref(k + 1, 1), ldb,
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&a_ref(k + 1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
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}
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/* Interchange rows K and IPIV(K). */
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kp = ipiv[k];
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if (kp != k) {
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dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
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}
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--k;
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} else {
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/* 2 x 2 diagonal block
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Multiply by inv(L'(K-1)), where L(K-1) is the transformation
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stored in columns K-1 and K of A. */
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if (k < *n) {
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i__1 = *n - k;
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dgemv_("Transpose", &i__1, nrhs, &c_b7, &b_ref(k + 1, 1), ldb,
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&a_ref(k + 1, k), &c__1, &c_b19, &b_ref(k, 1), ldb);
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i__1 = *n - k;
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dgemv_("Transpose", &i__1, nrhs, &c_b7, &b_ref(k + 1, 1), ldb,
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&a_ref(k + 1, k - 1), &c__1, &c_b19, &b_ref(k - 1, 1)
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, ldb);
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}
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/* Interchange rows K and -IPIV(K). */
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kp = -ipiv[k];
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if (kp != k) {
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dswap_(nrhs, &b_ref(k, 1), ldb, &b_ref(kp, 1), ldb);
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}
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k += -2;
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}
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goto L90;
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L100:
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;
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}
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return 0;
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/* End of DSYTRS */
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} /* dsytrs_ */
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#undef b_ref
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#undef a_ref
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