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Diffstat (limited to 'src/fortran/lapack/dgesv.f')
-rw-r--r-- | src/fortran/lapack/dgesv.f | 107 |
1 files changed, 107 insertions, 0 deletions
diff --git a/src/fortran/lapack/dgesv.f b/src/fortran/lapack/dgesv.f new file mode 100644 index 0000000..220ef56 --- /dev/null +++ b/src/fortran/lapack/dgesv.f @@ -0,0 +1,107 @@ + SUBROUTINE DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO ) +* +* -- LAPACK driver routine (version 3.1) -- +* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. +* November 2006 +* +* .. Scalar Arguments .. + INTEGER INFO, LDA, LDB, N, NRHS +* .. +* .. Array Arguments .. + INTEGER IPIV( * ) + DOUBLE PRECISION A( LDA, * ), B( LDB, * ) +* .. +* +* Purpose +* ======= +* +* DGESV computes the solution to a real system of linear equations +* A * X = B, +* where A is an N-by-N matrix and X and B are N-by-NRHS matrices. +* +* The LU decomposition with partial pivoting and row interchanges is +* used to factor A as +* A = P * L * U, +* where P is a permutation matrix, L is unit lower triangular, and U is +* upper triangular. The factored form of A is then used to solve the +* system of equations A * X = B. +* +* Arguments +* ========= +* +* N (input) INTEGER +* The number of linear equations, i.e., the order of the +* matrix A. N >= 0. +* +* NRHS (input) INTEGER +* The number of right hand sides, i.e., the number of columns +* of the matrix B. NRHS >= 0. +* +* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) +* On entry, the N-by-N coefficient matrix A. +* On exit, the factors L and U from the factorization +* A = P*L*U; the unit diagonal elements of L are not stored. +* +* LDA (input) INTEGER +* The leading dimension of the array A. LDA >= max(1,N). +* +* IPIV (output) INTEGER array, dimension (N) +* The pivot indices that define the permutation matrix P; +* row i of the matrix was interchanged with row IPIV(i). +* +* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) +* On entry, the N-by-NRHS matrix of right hand side matrix B. +* On exit, if INFO = 0, the N-by-NRHS solution matrix X. +* +* LDB (input) INTEGER +* The leading dimension of the array B. LDB >= 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, U(i,i) is exactly zero. The factorization +* has been completed, but the factor U is exactly +* singular, so the solution could not be computed. +* +* ===================================================================== +* +* .. External Subroutines .. + EXTERNAL DGETRF, DGETRS, XERBLA +* .. +* .. Intrinsic Functions .. + INTRINSIC MAX +* .. +* .. Executable Statements .. +* +* Test the input parameters. +* + INFO = 0 + IF( N.LT.0 ) THEN + INFO = -1 + ELSE IF( NRHS.LT.0 ) THEN + INFO = -2 + ELSE IF( LDA.LT.MAX( 1, N ) ) THEN + INFO = -4 + ELSE IF( LDB.LT.MAX( 1, N ) ) THEN + INFO = -7 + END IF + IF( INFO.NE.0 ) THEN + CALL XERBLA( 'DGESV ', -INFO ) + RETURN + END IF +* +* Compute the LU factorization of A. +* + CALL DGETRF( N, N, A, LDA, IPIV, INFO ) + IF( INFO.EQ.0 ) THEN +* +* Solve the system A*X = B, overwriting B with X. +* + CALL DGETRS( 'No transpose', N, NRHS, A, LDA, IPIV, B, LDB, + $ INFO ) + END IF + RETURN +* +* End of DGESV +* + END |