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SUBROUTINE ZGETRI( N, A, LDA, IPIV, WORK, LWORK, INFO )
016: *  Purpose
017: *  =======
018: *
019: *  ZGETRI computes the inverse of a matrix using the LU factorization
020: *  computed by ZGETRF.
021: *
022: *  This method inverts U and then computes inv(A) by solving the system
023: *  inv(A)*L = inv(U) for inv(A).
024: *
025: *  Arguments
026: *  =========
027: *
028: *  N       (input) INTEGER
029: *          The order of the matrix A.  N >= 0.
030: *
031: *  A       (input/output) COMPLEX*16 array, dimension (LDA,N)
032: *          On entry, the factors L and U from the factorization
033: *          A = P*L*U as computed by ZGETRF.
034: *          On exit, if INFO = 0, the inverse of the original matrix A.
035: *
036: *  LDA     (input) INTEGER
037: *          The leading dimension of the array A.  LDA >= max(1,N).
038: *
039: *  IPIV    (input) INTEGER array, dimension (N)
040: *          The pivot indices from ZGETRF; for 1<=i<=N, row i of the
041: *          matrix was interchanged with row IPIV(i).
042: *
043: *  WORK    (workspace/output) COMPLEX*16 array, dimension (MAX(1,LWORK))
044: *          On exit, if INFO=0, then WORK(1) returns the optimal LWORK.
045: *
046: *  LWORK   (input) INTEGER
047: *          The dimension of the array WORK.  LWORK >= max(1,N).
048: *          For optimal performance LWORK >= N*NB, where NB is
049: *          the optimal blocksize returned by ILAENV.
050: *
051: *          If LWORK = -1, then a workspace query is assumed; the routine
052: *          only calculates the optimal size of the WORK array, returns
053: *          this value as the first entry of the WORK array, and no error
054: *          message related to LWORK is issued by XERBLA.
055: *
056: *  INFO    (output) INTEGER
057: *          = 0:  successful exit
058: *          < 0:  if INFO = -i, the i-th argument had an illegal value
059: *          > 0:  if INFO = i, U(i,i) is exactly zero; the matrix is
060: *                singular and its inverse could not be computed.
061: *
062: *  =====================================================================

http://www.netlib.org/lapack/explore-html/zgetri.f.html
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?getri
Computes the inverse of an LU-factored general
matrix.
Syntax
FORTRAN 77:
call sgetri( n, a, lda, ipiv, work, lwork, info )
call dgetri( n, a, lda, ipiv, work, lwork, info )
call cgetri( n, a, lda, ipiv, work, lwork, info )
call zgetri( n, a, lda, ipiv, work, lwork, info )
Fortran 95:
call getri( a, ipiv [,info] )
Description
This routine is declared in mkl_lapack.fi for FORTRAN 77 interface, in lapack.f90 for Fortran
95 interface, and in mkl_lapack.h for C interface.
The routine computes the inverse inv(A) of a general matrix A. Before calling this routine, call
?getrf to factorize A.
Input Parameters
n INTEGER. The order of the matrix A; n ¡Ý 0.
a, work REAL for sgetri
DOUBLE PRECISION for dgetri
COMPLEX for cgetri
DOUBLE COMPLEX for zgetri.
Arrays: a(lda,*), work(*).
a(lda,*) contains the factorization of the matrix A, as returned by
?getrf: A = P*L*U.
The second dimension of a must be at least max(1,n).
work(*) is a workspace array of dimension at least max(1,lwork).
lda INTEGER. The first dimension of a; lda ¡Ý max(1, n).
ipiv INTEGER.
Array, DIMENSION at least max(1, n).
The ipiv array, as returned by ?getrf.
lwork INTEGER. The size of the work array; lwork ¡Ý n.
If lwork = -1, then a workspace query is assumed; the routine only
calculates the optimal size of the work array, returns this value as the
first entry of the work array, and no error message related to lwork is
issued by xerbla.
See Application Notes below for the suggested value of lwork.
Output Parameters
a Overwritten by the n-by-n matrix inv(A).
If info = 0, on exit work(1) contains the minimum value of lwork
required for optimum performance. Use this lwork for subsequent runs.
work(1)
info INTEGER. If info = 0, the execution is successful.
If info = -i, the i-th parameter had an illegal value.
If info = i, the i-th diagonal element of the factor U is zero, U is
singular, and the inversion could not be completed.
Fortran 95 Interface Notes
Routines in Fortran 95 interface have fewer arguments in the calling sequence than their
FORTRAN 77 counterparts. For general conventions applied to skip redundant or reconstructible
arguments, see Fortran 95 Interface Conventions.
703
LAPACK Routines: Linear Equations 3
Specific details for the routine getri interface are as follows:
a Holds the matrix A of size (n,n).
ipiv Holds the vector of length n.
Application Notes
For better performance, try using lwork = n*blocksize, where blocksize is a
machine-dependent value (typically, 16 to 64) required for optimum performance of the blocked
algorithm.
If you are in doubt how much workspace to supply, use a generous value of lwork for the first
run or set lwork = -1.
If you choose the first option and set any of admissible lwork sizes, which is no less than the
minimal value described, the routine completes the task, though probably not so fast as with
a recommended workspace, and provides the recommended workspace in the first element of
the corresponding array work on exit. Use this value (work(1)) for subsequent runs.
If you set lwork = -1, the routine returns immediately and provides the recommended
workspace in the first element of the corresponding array (work). This operation is called a
workspace query.
Note that if you set lwork to less than the minimal required value and not -1, the routine
returns immediately with an error exit and does not provide any information on the recommended
workspace.
The computed inverse X satisfies the following error bound:
|XA - I| ¡Ü c(n)¦Å|X|P|L||U|,
where c(n) is a modest linear function of n; ¦Å is the machine precision; I denotes the identity
matrix; P, L, and U are the factors of the matrix factorization A = P*L*U.
The total number of floating-point operations is approximately (4/3)n3 for real flavors and
(16/3)n3 for complex flavors.
9Â¥2010-03-22 10:59:02
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