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decus_20tap2_198111
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decus/20-0026/sinv.doc
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SUBROUTINE SINV
PURPOSE
INVERT A GIVEN SYMMETRIC POSITIVE DEFINITE MATRIX
USAGE
CALL SINV(A,N,EPS,IER)
DESCRIPTION OF PARAMETERS
A - UPPER TRIANGULAR PART OF THE GIVEN SYMMETRIC
POSITIVE DEFINITE N BY N COEFFICIENT MATRIX.
ON RETURN A CONTAINS THE RESULTANT UPPER
TRIANGULAR MATRIX.
N - THE NUMBER OF ROWS (COLUMNS) IN GIVEN MATRIX.
EPS - AN 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
MFSD
METHOD
SOLUTION IS DONE USING THE FACTORIZATION BY SUBROUTINE MFSD.