LapackBlas矩阵求逆.pdf

1、Take the Cholesky square root （进行Cholesky分解 ）； // Cholesky分解 函数 extern C int dpotrf_( char *uplo, integer *n, doublereal *a, integer * lda, integer *info); 注意：输入的矩阵必须为对称正定矩阵； /* Purpose */ /* */ /* DPOTRI 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. */ /* Arguments */ /* */ /* UPLO (input) CHARACTER*1 */ /* U : Upper triangle of A is stored; */ /* L : Lower triangle of A is stored. */ /* N (input) INTEGER */ /* The order of the matrix A. N 0. */ /* A (input/output) DOUBLE PRECISION array, dimension (LDA ,N) */ /* On entry, the triangular factor U or L from the Cholesky */ /* factorization A U**T*U or A L*L**T, as computed by */ /* DPOTRF. */ /* On exit, the upper or lower triangle of the (symmetric) */ /* inverse of A , overwriting the input factor U or L. */ /* LDA (input) INTEGER */ /* The leading dimension of the array A. LDA max (1,N). */ /* INFO (output) INTEGER */ /* 0: successful exit */ /* 0: if INFO -i, the i-th argument had an illegal value */ /* 0: if INFO i, the (i,i) element of the factor U or L is */ /* zero, and the inverse could not be computed. */ /* */ 2 、Take the inverse （获取求逆结果 ）； // 获取矩阵求逆结果 ：输入Cholesky分解结果 extern C int dpotri_( char *uplo, integer *n, doublereal *a, integer * lda, integer *info); 注意：求逆结果只存储在上三角阵或下三角阵中 （根据输入时指定而定， 如果输入指定为下三角阵，那么结果存储在上三角阵中；反之，存储在下 三角阵中）； /* Purpose */ /* */ /* DPOTRI 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