Dpocon Dpotrf Dpotri Dpotrs Dppcon Dpptrf Dpptri Dpptrs Dsposv

Dpotri() Sub Dpotri ( Uplo As  String, N As  Long, A() As  Double, Info As  Long  ) Inverse of a symmetric positive definite matrix Purpose This routine computes the inverse of a real symmetric positive definite matrix A using the Cholesky factorization A = U^T*U or A = L*L^T computed by dpotrf. Parameters [in] Uplo = "U": Upper triangular factor U is stored in A(). = "L": Lower triangular factor L is stored in A(). [in] N Order of the matrix A. (N >= 0) (If N = 0, returns without computation) [in] A() Array A(LA1 - 1, LA2 - 1) (LA1 >= N, LA2 >= N) [in] The triangular factor U or L from the Cholesky factorization A = U^T*U or A = L*L^T, as computed by Dpotrf. [out] If Info = 0, the upper or lower triangle of the (symmetric) inverse of A, overwriting the input factor U or L. [out] Info = 0: Successful exit. = -1: The argument Uplo had an illegal value. (Uplo <> "U" nor "L") = -2: The argument N had an illegal value. (N < 0) = -3: The argument A() is invalid. = i > 0: The i-th diagonal element of the factor U or L is zero, and the inverse could not be computed. Reference LAPACK Example Program Compute the inverse matrix of A, where A is symmetric positive definite and ( 2.2 -0.11 -0.32 ) A = ( -0.11 2.93 0.81 ) ( -0.32 0.81 2.37 ) Sub Ex_Dpotri() Const N = 3 Dim A(N - 1, N - 1) As Double, Info As Long A(0, 0) = 2.2 A(1, 0) = -0.11: A(1, 1) = 2.93 A(2, 0) = -0.32: A(2, 1) = 0.81: A(2, 2) = 2.37: Call Dpotrf("L", N, A(), Info) If Info = 0 Then Call Dpotri("L", N, A(), Info) Debug.Print "Inv(A) =" Debug.Print A(0, 0), A(0, 1), A(0, 2) Debug.Print A(1, 0), A(1, 1), A(1, 2) Debug.Print A(2, 0), A(2, 1), A(2, 2) Debug.Print "Info =", Info End Sub Example Results Inv(A) = 0.463651335375572 0 0 1.10603849087679E-04 0.376908423331071 0 6.25649106339333E-02 -0.128801869057578 0.474409403096834 Info = 0