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decuslib20-02
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decus/20-0026/dsinv.doc
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SUBROUTINE DSINV
PURPOSE
INVERT A GIVEN SYMMETRIC POSITIVE DEFINITE MATRIX
USAGE
CALL DSINV(A,N,EPS,IER)
DESCRIPTION OF PARAMETERS
A - DOUBLE PRECISION UPPER TRIANGULAR PART OF GIVEN
SYMMETRIC POSITIVE DEFINITE N BY N COEFFICIENT
MATRIX.
ON RETURN A CONTAINS THE RESULTANT UPPER
TRIANGULAR MATRIX IN DOUBLE PRECISION.
N - THE NUMBER OF ROWS (COLUMNS) IN GIVEN MATRIX.
EPS - SINGLE PRECISION INPUT CONSTANT WHICH IS USED
AS RELATIVE TOLERANCE FOR TEST ON LOSS OF
SIGNIFICANCE.
IER - RESULTING ERROR PARAMETER CODED AS FOLLOWS
IER=0 - NO ERROR
IER=-1 - NO RESULT BECAUSE OF WRONG INPUT PARAME-
TER N OR BECAUSE SOME RADICAND IS NON-
POSITIVE (MATRIX A IS NOT POSITIVE
DEFINITE, POSSIBLY DUE TO LOSS OF SIGNI-
FICANCE)
IER=K - WARNING WHICH INDICATES LOSS OF SIGNIFI-
CANCE. THE RADICAND FORMED AT FACTORIZA-
TION STEP K+1 WAS STILL POSITIVE BUT NO
LONGER GREATER THAN ABS(EPS*A(K+1,K+1)).
REMARKS
THE UPPER TRIANGULAR PART OF GIVEN MATRIX IS ASSUMED TO BE
STORED COLUMNWISE IN N*(N+1)/2 SUCCESSIVE STORAGE LOCATIONS.
IN THE SAME STORAGE LOCATIONS THE RESULTING UPPER TRIANGU-
LAR MATRIX IS STORED COLUMNWISE TOO.
THE PROCEDURE GIVES RESULTS IF N IS GREATER THAN 0 AND ALL
CALCULATED RADICANDS ARE POSITIVE.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
DMFSD
METHOD
SOLUTION IS DONE USING FACTORIZATION BY SUBROUTINE DMFSD.