5 * Revision 1.1.1.1 1996/02/15 17:49:53 mclareni
9 #include "kerngen/pilot.h"
10 SUBROUTINE TLERR (A,X,AUX,IPIV)
12 C CERN PROGLIB# E230 TLERR .VERSION KERNFOR 2.06 740511
13 C ORIG. 11/05/74 WH+WM
15 C. SUBROUTINE TLERR L.S. ERROR MATRIX HART/MATT
17 C. CALCULATES INVERSE OF (A-TRANSPOSED*A) DIRECTLY FROM THE
18 C. TRIANGULARISED TRANSFORM OF A.
20 C. A,X,AUX,IPIV,(M1,M,N,L,IER) DEFINED AS FOR TLSC WITH X THE
21 C. COVARIANCE MATRIX. MATRIX X MAY OVERWRITE MATRIX A.
23 C. CONSTRAINED AND UNCONSTRAINED VERSION COMBINED
25 C.-------------------------------------------------------------------
27 COMMON /TLSDIM/ M1,M,N,L,IER
28 COMMON /SLATE/ BETA,H,I,IA,ID,IEND,II,IK,IL,IST,J,JA,JD,JK,JL
29 + ,K,KN,KS,K1,LV,NK,PIV,SIG,DUM(17)
30 DIMENSION A(*), AUX(*), IPIV(*), X(*)
33 IF (IABS (IER).EQ.N) GO TO 5
35 C-- COMPLETE HOUSEHOLDER TRANSFORMATION IF IER LESS THAN N.
43 C-- GENERATE VECTOR UK AND TRANSFORMATION PARAMETER BETA.
45 CALL TLUK (A(IST),N,LV,SIG,BETA)
50 C-- TRANSFORMATION OF MATRIX A.
54 CALL TLSTEP (A(IST),A(IST+1),N,N,LV,NK,BETA)
58 3 A(JST) = A(JST)*(1.-BETA*A(IST)**2)
63 C-- COMPUTE X FROM A AND DIAGONAL ELEMENTS OF A-TRANSPOSED.
79 IF (J.EQ.K .AND. J.LE.N-M1) H = PIV
92 C-- COMPLETE SYMMETRIC PART.
100 C-- INTERCHANGE OF ROWS AND COLUMNS ALREADY FINISHED.
102 IF (ID.EQ.0) GO TO 40