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Diffstat (limited to '2.3-1/src/fortran/lapack/dlasy2.f')
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diff --git a/2.3-1/src/fortran/lapack/dlasy2.f b/2.3-1/src/fortran/lapack/dlasy2.f new file mode 100644 index 00000000..3ff12070 --- /dev/null +++ b/2.3-1/src/fortran/lapack/dlasy2.f @@ -0,0 +1,381 @@ + SUBROUTINE DLASY2( LTRANL, LTRANR, ISGN, N1, N2, TL, LDTL, TR, + $ LDTR, B, LDB, SCALE, X, LDX, XNORM, INFO ) +* +* -- LAPACK auxiliary routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + LOGICAL LTRANL, LTRANR + INTEGER INFO, ISGN, LDB, LDTL, LDTR, LDX, N1, N2 + DOUBLE PRECISION SCALE, XNORM +* .. +* .. Array Arguments .. + DOUBLE PRECISION B( LDB, * ), TL( LDTL, * ), TR( LDTR, * ), + $ X( LDX, * ) +* .. +* +* Purpose +* ======= +* +* DLASY2 solves for the N1 by N2 matrix X, 1 <= N1,N2 <= 2, in +* +* op(TL)*X + ISGN*X*op(TR) = SCALE*B, +* +* where TL is N1 by N1, TR is N2 by N2, B is N1 by N2, and ISGN = 1 or +* -1. op(T) = T or T', where T' denotes the transpose of T. +* +* Arguments +* ========= +* +* LTRANL (input) LOGICAL +* On entry, LTRANL specifies the op(TL): +* = .FALSE., op(TL) = TL, +* = .TRUE., op(TL) = TL'. +* +* LTRANR (input) LOGICAL +* On entry, LTRANR specifies the op(TR): +* = .FALSE., op(TR) = TR, +* = .TRUE., op(TR) = TR'. +* +* ISGN (input) INTEGER +* On entry, ISGN specifies the sign of the equation +* as described before. ISGN may only be 1 or -1. +* +* N1 (input) INTEGER +* On entry, N1 specifies the order of matrix TL. +* N1 may only be 0, 1 or 2. +* +* N2 (input) INTEGER +* On entry, N2 specifies the order of matrix TR. +* N2 may only be 0, 1 or 2. +* +* TL (input) DOUBLE PRECISION array, dimension (LDTL,2) +* On entry, TL contains an N1 by N1 matrix. +* +* LDTL (input) INTEGER +* The leading dimension of the matrix TL. LDTL >= max(1,N1). +* +* TR (input) DOUBLE PRECISION array, dimension (LDTR,2) +* On entry, TR contains an N2 by N2 matrix. +* +* LDTR (input) INTEGER +* The leading dimension of the matrix TR. LDTR >= max(1,N2). +* +* B (input) DOUBLE PRECISION array, dimension (LDB,2) +* On entry, the N1 by N2 matrix B contains the right-hand +* side of the equation. +* +* LDB (input) INTEGER +* The leading dimension of the matrix B. LDB >= max(1,N1). +* +* SCALE (output) DOUBLE PRECISION +* On exit, SCALE contains the scale factor. SCALE is chosen +* less than or equal to 1 to prevent the solution overflowing. +* +* X (output) DOUBLE PRECISION array, dimension (LDX,2) +* On exit, X contains the N1 by N2 solution. +* +* LDX (input) INTEGER +* The leading dimension of the matrix X. LDX >= max(1,N1). +* +* XNORM (output) DOUBLE PRECISION +* On exit, XNORM is the infinity-norm of the solution. +* +* INFO (output) INTEGER +* On exit, INFO is set to +* 0: successful exit. +* 1: TL and TR have too close eigenvalues, so TL or +* TR is perturbed to get a nonsingular equation. +* NOTE: In the interests of speed, this routine does not +* check the inputs for errors. +* +* ===================================================================== +* +* .. Parameters .. + DOUBLE PRECISION ZERO, ONE + PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) + DOUBLE PRECISION TWO, HALF, EIGHT + PARAMETER ( TWO = 2.0D+0, HALF = 0.5D+0, EIGHT = 8.0D+0 ) +* .. +* .. Local Scalars .. + LOGICAL BSWAP, XSWAP + INTEGER I, IP, IPIV, IPSV, J, JP, JPSV, K + DOUBLE PRECISION BET, EPS, GAM, L21, SGN, SMIN, SMLNUM, TAU1, + $ TEMP, U11, U12, U22, XMAX +* .. +* .. Local Arrays .. + LOGICAL BSWPIV( 4 ), XSWPIV( 4 ) + INTEGER JPIV( 4 ), LOCL21( 4 ), LOCU12( 4 ), + $ LOCU22( 4 ) + DOUBLE PRECISION BTMP( 4 ), T16( 4, 4 ), TMP( 4 ), X2( 2 ) +* .. +* .. External Functions .. + INTEGER IDAMAX + DOUBLE PRECISION DLAMCH + EXTERNAL IDAMAX, DLAMCH +* .. +* .. External Subroutines .. + EXTERNAL DCOPY, DSWAP +* .. +* .. Intrinsic Functions .. + INTRINSIC ABS, MAX +* .. +* .. Data statements .. + DATA LOCU12 / 3, 4, 1, 2 / , LOCL21 / 2, 1, 4, 3 / , + $ LOCU22 / 4, 3, 2, 1 / + DATA XSWPIV / .FALSE., .FALSE., .TRUE., .TRUE. / + DATA BSWPIV / .FALSE., .TRUE., .FALSE., .TRUE. / +* .. +* .. Executable Statements .. +* +* Do not check the input parameters for errors +* + INFO = 0 +* +* Quick return if possible +* + IF( N1.EQ.0 .OR. N2.EQ.0 ) + $ RETURN +* +* Set constants to control overflow +* + EPS = DLAMCH( 'P' ) + SMLNUM = DLAMCH( 'S' ) / EPS + SGN = ISGN +* + K = N1 + N1 + N2 - 2 + GO TO ( 10, 20, 30, 50 )K +* +* 1 by 1: TL11*X + SGN*X*TR11 = B11 +* + 10 CONTINUE + TAU1 = TL( 1, 1 ) + SGN*TR( 1, 1 ) + BET = ABS( TAU1 ) + IF( BET.LE.SMLNUM ) THEN + TAU1 = SMLNUM + BET = SMLNUM + INFO = 1 + END IF +* + SCALE = ONE + GAM = ABS( B( 1, 1 ) ) + IF( SMLNUM*GAM.GT.BET ) + $ SCALE = ONE / GAM +* + X( 1, 1 ) = ( B( 1, 1 )*SCALE ) / TAU1 + XNORM = ABS( X( 1, 1 ) ) + RETURN +* +* 1 by 2: +* TL11*[X11 X12] + ISGN*[X11 X12]*op[TR11 TR12] = [B11 B12] +* [TR21 TR22] +* + 20 CONTINUE +* + SMIN = MAX( EPS*MAX( ABS( TL( 1, 1 ) ), ABS( TR( 1, 1 ) ), + $ ABS( TR( 1, 2 ) ), ABS( TR( 2, 1 ) ), ABS( TR( 2, 2 ) ) ), + $ SMLNUM ) + TMP( 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 ) + TMP( 4 ) = TL( 1, 1 ) + SGN*TR( 2, 2 ) + IF( LTRANR ) THEN + TMP( 2 ) = SGN*TR( 2, 1 ) + TMP( 3 ) = SGN*TR( 1, 2 ) + ELSE + TMP( 2 ) = SGN*TR( 1, 2 ) + TMP( 3 ) = SGN*TR( 2, 1 ) + END IF + BTMP( 1 ) = B( 1, 1 ) + BTMP( 2 ) = B( 1, 2 ) + GO TO 40 +* +* 2 by 1: +* op[TL11 TL12]*[X11] + ISGN* [X11]*TR11 = [B11] +* [TL21 TL22] [X21] [X21] [B21] +* + 30 CONTINUE + SMIN = MAX( EPS*MAX( ABS( TR( 1, 1 ) ), ABS( TL( 1, 1 ) ), + $ ABS( TL( 1, 2 ) ), ABS( TL( 2, 1 ) ), ABS( TL( 2, 2 ) ) ), + $ SMLNUM ) + TMP( 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 ) + TMP( 4 ) = TL( 2, 2 ) + SGN*TR( 1, 1 ) + IF( LTRANL ) THEN + TMP( 2 ) = TL( 1, 2 ) + TMP( 3 ) = TL( 2, 1 ) + ELSE + TMP( 2 ) = TL( 2, 1 ) + TMP( 3 ) = TL( 1, 2 ) + END IF + BTMP( 1 ) = B( 1, 1 ) + BTMP( 2 ) = B( 2, 1 ) + 40 CONTINUE +* +* Solve 2 by 2 system using complete pivoting. +* Set pivots less than SMIN to SMIN. +* + IPIV = IDAMAX( 4, TMP, 1 ) + U11 = TMP( IPIV ) + IF( ABS( U11 ).LE.SMIN ) THEN + INFO = 1 + U11 = SMIN + END IF + U12 = TMP( LOCU12( IPIV ) ) + L21 = TMP( LOCL21( IPIV ) ) / U11 + U22 = TMP( LOCU22( IPIV ) ) - U12*L21 + XSWAP = XSWPIV( IPIV ) + BSWAP = BSWPIV( IPIV ) + IF( ABS( U22 ).LE.SMIN ) THEN + INFO = 1 + U22 = SMIN + END IF + IF( BSWAP ) THEN + TEMP = BTMP( 2 ) + BTMP( 2 ) = BTMP( 1 ) - L21*TEMP + BTMP( 1 ) = TEMP + ELSE + BTMP( 2 ) = BTMP( 2 ) - L21*BTMP( 1 ) + END IF + SCALE = ONE + IF( ( TWO*SMLNUM )*ABS( BTMP( 2 ) ).GT.ABS( U22 ) .OR. + $ ( TWO*SMLNUM )*ABS( BTMP( 1 ) ).GT.ABS( U11 ) ) THEN + SCALE = HALF / MAX( ABS( BTMP( 1 ) ), ABS( BTMP( 2 ) ) ) + BTMP( 1 ) = BTMP( 1 )*SCALE + BTMP( 2 ) = BTMP( 2 )*SCALE + END IF + X2( 2 ) = BTMP( 2 ) / U22 + X2( 1 ) = BTMP( 1 ) / U11 - ( U12 / U11 )*X2( 2 ) + IF( XSWAP ) THEN + TEMP = X2( 2 ) + X2( 2 ) = X2( 1 ) + X2( 1 ) = TEMP + END IF + X( 1, 1 ) = X2( 1 ) + IF( N1.EQ.1 ) THEN + X( 1, 2 ) = X2( 2 ) + XNORM = ABS( X( 1, 1 ) ) + ABS( X( 1, 2 ) ) + ELSE + X( 2, 1 ) = X2( 2 ) + XNORM = MAX( ABS( X( 1, 1 ) ), ABS( X( 2, 1 ) ) ) + END IF + RETURN +* +* 2 by 2: +* op[TL11 TL12]*[X11 X12] +ISGN* [X11 X12]*op[TR11 TR12] = [B11 B12] +* [TL21 TL22] [X21 X22] [X21 X22] [TR21 TR22] [B21 B22] +* +* Solve equivalent 4 by 4 system using complete pivoting. +* Set pivots less than SMIN to SMIN. +* + 50 CONTINUE + SMIN = MAX( ABS( TR( 1, 1 ) ), ABS( TR( 1, 2 ) ), + $ ABS( TR( 2, 1 ) ), ABS( TR( 2, 2 ) ) ) + SMIN = MAX( SMIN, ABS( TL( 1, 1 ) ), ABS( TL( 1, 2 ) ), + $ ABS( TL( 2, 1 ) ), ABS( TL( 2, 2 ) ) ) + SMIN = MAX( EPS*SMIN, SMLNUM ) + BTMP( 1 ) = ZERO + CALL DCOPY( 16, BTMP, 0, T16, 1 ) + T16( 1, 1 ) = TL( 1, 1 ) + SGN*TR( 1, 1 ) + T16( 2, 2 ) = TL( 2, 2 ) + SGN*TR( 1, 1 ) + T16( 3, 3 ) = TL( 1, 1 ) + SGN*TR( 2, 2 ) + T16( 4, 4 ) = TL( 2, 2 ) + SGN*TR( 2, 2 ) + IF( LTRANL ) THEN + T16( 1, 2 ) = TL( 2, 1 ) + T16( 2, 1 ) = TL( 1, 2 ) + T16( 3, 4 ) = TL( 2, 1 ) + T16( 4, 3 ) = TL( 1, 2 ) + ELSE + T16( 1, 2 ) = TL( 1, 2 ) + T16( 2, 1 ) = TL( 2, 1 ) + T16( 3, 4 ) = TL( 1, 2 ) + T16( 4, 3 ) = TL( 2, 1 ) + END IF + IF( LTRANR ) THEN + T16( 1, 3 ) = SGN*TR( 1, 2 ) + T16( 2, 4 ) = SGN*TR( 1, 2 ) + T16( 3, 1 ) = SGN*TR( 2, 1 ) + T16( 4, 2 ) = SGN*TR( 2, 1 ) + ELSE + T16( 1, 3 ) = SGN*TR( 2, 1 ) + T16( 2, 4 ) = SGN*TR( 2, 1 ) + T16( 3, 1 ) = SGN*TR( 1, 2 ) + T16( 4, 2 ) = SGN*TR( 1, 2 ) + END IF + BTMP( 1 ) = B( 1, 1 ) + BTMP( 2 ) = B( 2, 1 ) + BTMP( 3 ) = B( 1, 2 ) + BTMP( 4 ) = B( 2, 2 ) +* +* Perform elimination +* + DO 100 I = 1, 3 + XMAX = ZERO + DO 70 IP = I, 4 + DO 60 JP = I, 4 + IF( ABS( T16( IP, JP ) ).GE.XMAX ) THEN + XMAX = ABS( T16( IP, JP ) ) + IPSV = IP + JPSV = JP + END IF + 60 CONTINUE + 70 CONTINUE + IF( IPSV.NE.I ) THEN + CALL DSWAP( 4, T16( IPSV, 1 ), 4, T16( I, 1 ), 4 ) + TEMP = BTMP( I ) + BTMP( I ) = BTMP( IPSV ) + BTMP( IPSV ) = TEMP + END IF + IF( JPSV.NE.I ) + $ CALL DSWAP( 4, T16( 1, JPSV ), 1, T16( 1, I ), 1 ) + JPIV( I ) = JPSV + IF( ABS( T16( I, I ) ).LT.SMIN ) THEN + INFO = 1 + T16( I, I ) = SMIN + END IF + DO 90 J = I + 1, 4 + T16( J, I ) = T16( J, I ) / T16( I, I ) + BTMP( J ) = BTMP( J ) - T16( J, I )*BTMP( I ) + DO 80 K = I + 1, 4 + T16( J, K ) = T16( J, K ) - T16( J, I )*T16( I, K ) + 80 CONTINUE + 90 CONTINUE + 100 CONTINUE + IF( ABS( T16( 4, 4 ) ).LT.SMIN ) + $ T16( 4, 4 ) = SMIN + SCALE = ONE + IF( ( EIGHT*SMLNUM )*ABS( BTMP( 1 ) ).GT.ABS( T16( 1, 1 ) ) .OR. + $ ( EIGHT*SMLNUM )*ABS( BTMP( 2 ) ).GT.ABS( T16( 2, 2 ) ) .OR. + $ ( EIGHT*SMLNUM )*ABS( BTMP( 3 ) ).GT.ABS( T16( 3, 3 ) ) .OR. + $ ( EIGHT*SMLNUM )*ABS( BTMP( 4 ) ).GT.ABS( T16( 4, 4 ) ) ) THEN + SCALE = ( ONE / EIGHT ) / MAX( ABS( BTMP( 1 ) ), + $ ABS( BTMP( 2 ) ), ABS( BTMP( 3 ) ), ABS( BTMP( 4 ) ) ) + BTMP( 1 ) = BTMP( 1 )*SCALE + BTMP( 2 ) = BTMP( 2 )*SCALE + BTMP( 3 ) = BTMP( 3 )*SCALE + BTMP( 4 ) = BTMP( 4 )*SCALE + END IF + DO 120 I = 1, 4 + K = 5 - I + TEMP = ONE / T16( K, K ) + TMP( K ) = BTMP( K )*TEMP + DO 110 J = K + 1, 4 + TMP( K ) = TMP( K ) - ( TEMP*T16( K, J ) )*TMP( J ) + 110 CONTINUE + 120 CONTINUE + DO 130 I = 1, 3 + IF( JPIV( 4-I ).NE.4-I ) THEN + TEMP = TMP( 4-I ) + TMP( 4-I ) = TMP( JPIV( 4-I ) ) + TMP( JPIV( 4-I ) ) = TEMP + END IF + 130 CONTINUE + X( 1, 1 ) = TMP( 1 ) + X( 2, 1 ) = TMP( 2 ) + X( 1, 2 ) = TMP( 3 ) + X( 2, 2 ) = TMP( 4 ) + XNORM = MAX( ABS( TMP( 1 ) )+ABS( TMP( 3 ) ), + $ ABS( TMP( 2 ) )+ABS( TMP( 4 ) ) ) + RETURN +* +* End of DLASY2 +* + END |