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Diffstat (limited to '2.3-1/src/fortran/lapack/dgetc2.f')
| -rw-r--r-- | 2.3-1/src/fortran/lapack/dgetc2.f | 146 |
1 files changed, 146 insertions, 0 deletions
diff --git a/2.3-1/src/fortran/lapack/dgetc2.f b/2.3-1/src/fortran/lapack/dgetc2.f new file mode 100644 index 00000000..5842b213 --- /dev/null +++ b/2.3-1/src/fortran/lapack/dgetc2.f @@ -0,0 +1,146 @@ + SUBROUTINE DGETC2( N, A, LDA, IPIV, JPIV, INFO ) +* +* -- LAPACK auxiliary routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, N +* .. +* .. Array Arguments .. + INTEGER IPIV( * ), JPIV( * ) + DOUBLE PRECISION A( LDA, * ) +* .. +* +* Purpose +* ======= +* +* DGETC2 computes an LU factorization with complete pivoting of the +* n-by-n matrix A. The factorization has the form A = P * L * U * Q, +* where P and Q are permutation matrices, L is lower triangular with +* unit diagonal elements and U is upper triangular. +* +* This is the Level 2 BLAS algorithm. +* +* Arguments +* ========= +* +* N (input) INTEGER +* The order of the matrix A. N >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA, N) +* On entry, the n-by-n matrix A to be factored. +* On exit, the factors L and U from the factorization +* A = P*L*U*Q; the unit diagonal elements of L are not stored. +* If U(k, k) appears to be less than SMIN, U(k, k) is given the +* value of SMIN, i.e., giving a nonsingular perturbed system. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* IPIV (output) INTEGER array, dimension(N). +* The pivot indices; for 1 <= i <= N, row i of the +* matrix has been interchanged with row IPIV(i). +* +* JPIV (output) INTEGER array, dimension(N). +* The pivot indices; for 1 <= j <= N, column j of the +* matrix has been interchanged with column JPIV(j). +* +* INFO (output) INTEGER +* = 0: successful exit +* > 0: if INFO = k, U(k, k) is likely to produce owerflow if +* we try to solve for x in Ax = b. So U is perturbed to +* avoid the overflow. +* +* Further Details +* =============== +* +* Based on contributions by +* Bo Kagstrom and Peter Poromaa, Department of Computing Science, +* Umea University, S-901 87 Umea, Sweden. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) +* .. +* .. Local Scalars .. + INTEGER I, IP, IPV, J, JP, JPV + DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX +* .. +* .. External Subroutines .. + EXTERNAL DGER, DSWAP +* .. +* .. External Functions .. + DOUBLE PRECISION DLAMCH + EXTERNAL DLAMCH +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX +* .. +* .. Executable Statements .. +* +* Set constants to control overflow +* + INFO = 0 + EPS = DLAMCH( 'P' ) + SMLNUM = DLAMCH( 'S' ) / EPS + BIGNUM = ONE / SMLNUM + CALL DLABAD( SMLNUM, BIGNUM ) +* +* Factorize A using complete pivoting. +* Set pivots less than SMIN to SMIN. +* + DO 40 I = 1, N - 1 +* +* Find max element in matrix A +* + XMAX = ZERO + DO 20 IP = I, N + DO 10 JP = I, N + IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN + XMAX = ABS( A( IP, JP ) ) + IPV = IP + JPV = JP + END IF + 10 CONTINUE + 20 CONTINUE + IF( I.EQ.1 ) + $ SMIN = MAX( EPS*XMAX, SMLNUM ) +* +* Swap rows +* + IF( IPV.NE.I ) + $ CALL DSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA ) + IPIV( I ) = IPV +* +* Swap columns +* + IF( JPV.NE.I ) + $ CALL DSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 ) + JPIV( I ) = JPV +* +* Check for singularity +* + IF( ABS( A( I, I ) ).LT.SMIN ) THEN + INFO = I + A( I, I ) = SMIN + END IF + DO 30 J = I + 1, N + A( J, I ) = A( J, I ) / A( I, I ) + 30 CONTINUE + CALL DGER( N-I, N-I, -ONE, A( I+1, I ), 1, A( I, I+1 ), LDA, + $ A( I+1, I+1 ), LDA ) + 40 CONTINUE +* + IF( ABS( A( N, N ) ).LT.SMIN ) THEN + INFO = N + A( N, N ) = SMIN + END IF +* + RETURN +* +* End of DGETC2 +* + END |