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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dgesvx.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
download | scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2 scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip |
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dgesvx.f')
-rw-r--r-- | src/lib/lapack/dgesvx.f | 479 |
1 files changed, 0 insertions, 479 deletions
diff --git a/src/lib/lapack/dgesvx.f b/src/lib/lapack/dgesvx.f deleted file mode 100644 index 0645a20c..00000000 --- a/src/lib/lapack/dgesvx.f +++ /dev/null @@ -1,479 +0,0 @@ - SUBROUTINE DGESVX( FACT, TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, - $ EQUED, R, C, B, LDB, X, LDX, RCOND, FERR, BERR, - $ WORK, IWORK, INFO ) -* -* -- LAPACK driver routine (version 3.1) -- -* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. -* November 2006 -* -* .. Scalar Arguments .. - CHARACTER EQUED, FACT, TRANS - INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS - DOUBLE PRECISION RCOND -* .. -* .. Array Arguments .. - INTEGER IPIV( * ), IWORK( * ) - DOUBLE PRECISION A( LDA, * ), AF( LDAF, * ), B( LDB, * ), - $ BERR( * ), C( * ), FERR( * ), R( * ), - $ WORK( * ), X( LDX, * ) -* .. -* -* Purpose -* ======= -* -* DGESVX uses the LU factorization to compute 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. -* -* Error bounds on the solution and a condition estimate are also -* provided. -* -* Description -* =========== -* -* The following steps are performed: -* -* 1. If FACT = 'E', real scaling factors are computed to equilibrate -* the system: -* TRANS = 'N': diag(R)*A*diag(C) *inv(diag(C))*X = diag(R)*B -* TRANS = 'T': (diag(R)*A*diag(C))**T *inv(diag(R))*X = diag(C)*B -* TRANS = 'C': (diag(R)*A*diag(C))**H *inv(diag(R))*X = diag(C)*B -* Whether or not the system will be equilibrated depends on the -* scaling of the matrix A, but if equilibration is used, A is -* overwritten by diag(R)*A*diag(C) and B by diag(R)*B (if TRANS='N') -* or diag(C)*B (if TRANS = 'T' or 'C'). -* -* 2. If FACT = 'N' or 'E', the LU decomposition is used to factor the -* matrix A (after equilibration if FACT = 'E') as -* A = P * L * U, -* where P is a permutation matrix, L is a unit lower triangular -* matrix, and U is upper triangular. -* -* 3. If some U(i,i)=0, so that U is exactly singular, then the routine -* returns with INFO = i. Otherwise, the factored form of A is used -* to estimate the condition number of the matrix A. If the -* reciprocal of the condition number is less than machine precision, -* INFO = N+1 is returned as a warning, but the routine still goes on -* to solve for X and compute error bounds as described below. -* -* 4. The system of equations is solved for X using the factored form -* of A. -* -* 5. Iterative refinement is applied to improve the computed solution -* matrix and calculate error bounds and backward error estimates -* for it. -* -* 6. If equilibration was used, the matrix X is premultiplied by -* diag(C) (if TRANS = 'N') or diag(R) (if TRANS = 'T' or 'C') so -* that it solves the original system before equilibration. -* -* Arguments -* ========= -* -* FACT (input) CHARACTER*1 -* Specifies whether or not the factored form of the matrix A is -* supplied on entry, and if not, whether the matrix A should be -* equilibrated before it is factored. -* = 'F': On entry, AF and IPIV contain the factored form of A. -* If EQUED is not 'N', the matrix A has been -* equilibrated with scaling factors given by R and C. -* A, AF, and IPIV are not modified. -* = 'N': The matrix A will be copied to AF and factored. -* = 'E': The matrix A will be equilibrated if necessary, then -* copied to AF and factored. -* -* TRANS (input) CHARACTER*1 -* Specifies the form of the system of equations: -* = 'N': A * X = B (No transpose) -* = 'T': A**T * X = B (Transpose) -* = 'C': A**H * X = B (Transpose) -* -* 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 matrices B and X. NRHS >= 0. -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA,N) -* On entry, the N-by-N matrix A. If FACT = 'F' and EQUED is -* not 'N', then A must have been equilibrated by the scaling -* factors in R and/or C. A is not modified if FACT = 'F' or -* 'N', or if FACT = 'E' and EQUED = 'N' on exit. -* -* On exit, if EQUED .ne. 'N', A is scaled as follows: -* EQUED = 'R': A := diag(R) * A -* EQUED = 'C': A := A * diag(C) -* EQUED = 'B': A := diag(R) * A * diag(C). -* -* LDA (input) INTEGER -* The leading dimension of the array A. LDA >= max(1,N). -* -* AF (input or output) DOUBLE PRECISION array, dimension (LDAF,N) -* If FACT = 'F', then AF is an input argument and on entry -* contains the factors L and U from the factorization -* A = P*L*U as computed by DGETRF. If EQUED .ne. 'N', then -* AF is the factored form of the equilibrated matrix A. -* -* If FACT = 'N', then AF is an output argument and on exit -* returns the factors L and U from the factorization A = P*L*U -* of the original matrix A. -* -* If FACT = 'E', then AF is an output argument and on exit -* returns the factors L and U from the factorization A = P*L*U -* of the equilibrated matrix A (see the description of A for -* the form of the equilibrated matrix). -* -* LDAF (input) INTEGER -* The leading dimension of the array AF. LDAF >= max(1,N). -* -* IPIV (input or output) INTEGER array, dimension (N) -* If FACT = 'F', then IPIV is an input argument and on entry -* contains the pivot indices from the factorization A = P*L*U -* as computed by DGETRF; row i of the matrix was interchanged -* with row IPIV(i). -* -* If FACT = 'N', then IPIV is an output argument and on exit -* contains the pivot indices from the factorization A = P*L*U -* of the original matrix A. -* -* If FACT = 'E', then IPIV is an output argument and on exit -* contains the pivot indices from the factorization A = P*L*U -* of the equilibrated matrix A. -* -* EQUED (input or output) CHARACTER*1 -* Specifies the form of equilibration that was done. -* = 'N': No equilibration (always true if FACT = 'N'). -* = 'R': Row equilibration, i.e., A has been premultiplied by -* diag(R). -* = 'C': Column equilibration, i.e., A has been postmultiplied -* by diag(C). -* = 'B': Both row and column equilibration, i.e., A has been -* replaced by diag(R) * A * diag(C). -* EQUED is an input argument if FACT = 'F'; otherwise, it is an -* output argument. -* -* R (input or output) DOUBLE PRECISION array, dimension (N) -* The row scale factors for A. If EQUED = 'R' or 'B', A is -* multiplied on the left by diag(R); if EQUED = 'N' or 'C', R -* is not accessed. R is an input argument if FACT = 'F'; -* otherwise, R is an output argument. If FACT = 'F' and -* EQUED = 'R' or 'B', each element of R must be positive. -* -* C (input or output) DOUBLE PRECISION array, dimension (N) -* The column scale factors for A. If EQUED = 'C' or 'B', A is -* multiplied on the right by diag(C); if EQUED = 'N' or 'R', C -* is not accessed. C is an input argument if FACT = 'F'; -* otherwise, C is an output argument. If FACT = 'F' and -* EQUED = 'C' or 'B', each element of C must be positive. -* -* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) -* On entry, the N-by-NRHS right hand side matrix B. -* On exit, -* if EQUED = 'N', B is not modified; -* if TRANS = 'N' and EQUED = 'R' or 'B', B is overwritten by -* diag(R)*B; -* if TRANS = 'T' or 'C' and EQUED = 'C' or 'B', B is -* overwritten by diag(C)*B. -* -* LDB (input) INTEGER -* The leading dimension of the array B. LDB >= max(1,N). -* -* X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) -* If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X -* to the original system of equations. Note that A and B are -* modified on exit if EQUED .ne. 'N', and the solution to the -* equilibrated system is inv(diag(C))*X if TRANS = 'N' and -* EQUED = 'C' or 'B', or inv(diag(R))*X if TRANS = 'T' or 'C' -* and EQUED = 'R' or 'B'. -* -* LDX (input) INTEGER -* The leading dimension of the array X. LDX >= max(1,N). -* -* RCOND (output) DOUBLE PRECISION -* The estimate of the reciprocal condition number of the matrix -* A after equilibration (if done). If RCOND is less than the -* machine precision (in particular, if RCOND = 0), the matrix -* is singular to working precision. This condition is -* indicated by a return code of INFO > 0. -* -* FERR (output) DOUBLE PRECISION array, dimension (NRHS) -* The estimated forward error bound for each solution vector -* X(j) (the j-th column of the solution matrix X). -* If XTRUE is the true solution corresponding to X(j), FERR(j) -* is an estimated upper bound for the magnitude of the largest -* element in (X(j) - XTRUE) divided by the magnitude of the -* largest element in X(j). The estimate is as reliable as -* the estimate for RCOND, and is almost always a slight -* overestimate of the true error. -* -* BERR (output) DOUBLE PRECISION array, dimension (NRHS) -* The componentwise relative backward error of each solution -* vector X(j) (i.e., the smallest relative change in -* any element of A or B that makes X(j) an exact solution). -* -* WORK (workspace/output) DOUBLE PRECISION array, dimension (4*N) -* On exit, WORK(1) contains the reciprocal pivot growth -* factor norm(A)/norm(U). The "max absolute element" norm is -* used. If WORK(1) is much less than 1, then the stability -* of the LU factorization of the (equilibrated) matrix A -* could be poor. This also means that the solution X, condition -* estimator RCOND, and forward error bound FERR could be -* unreliable. If factorization fails with 0<INFO<=N, then -* WORK(1) contains the reciprocal pivot growth factor for the -* leading INFO columns of A. -* -* IWORK (workspace) INTEGER array, dimension (N) -* -* INFO (output) INTEGER -* = 0: successful exit -* < 0: if INFO = -i, the i-th argument had an illegal value -* > 0: if INFO = i, and i is -* <= N: U(i,i) is exactly zero. The factorization has -* been completed, but the factor U is exactly -* singular, so the solution and error bounds -* could not be computed. RCOND = 0 is returned. -* = N+1: U is nonsingular, but RCOND is less than machine -* precision, meaning that the matrix is singular -* to working precision. Nevertheless, the -* solution and error bounds are computed because -* there are a number of situations where the -* computed solution can be more accurate than the -* value of RCOND would suggest. -* -* ===================================================================== -* -* .. Parameters .. - DOUBLE PRECISION ZERO, ONE - PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) -* .. -* .. Local Scalars .. - LOGICAL COLEQU, EQUIL, NOFACT, NOTRAN, ROWEQU - CHARACTER NORM - INTEGER I, INFEQU, J - DOUBLE PRECISION AMAX, ANORM, BIGNUM, COLCND, RCMAX, RCMIN, - $ ROWCND, RPVGRW, SMLNUM -* .. -* .. External Functions .. - LOGICAL LSAME - DOUBLE PRECISION DLAMCH, DLANGE, DLANTR - EXTERNAL LSAME, DLAMCH, DLANGE, DLANTR -* .. -* .. External Subroutines .. - EXTERNAL DGECON, DGEEQU, DGERFS, DGETRF, DGETRS, DLACPY, - $ DLAQGE, XERBLA -* .. -* .. Intrinsic Functions .. - INTRINSIC MAX, MIN -* .. -* .. Executable Statements .. -* - INFO = 0 - NOFACT = LSAME( FACT, 'N' ) - EQUIL = LSAME( FACT, 'E' ) - NOTRAN = LSAME( TRANS, 'N' ) - IF( NOFACT .OR. EQUIL ) THEN - EQUED = 'N' - ROWEQU = .FALSE. - COLEQU = .FALSE. - ELSE - ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' ) - COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' ) - SMLNUM = DLAMCH( 'Safe minimum' ) - BIGNUM = ONE / SMLNUM - END IF -* -* Test the input parameters. -* - IF( .NOT.NOFACT .AND. .NOT.EQUIL .AND. .NOT.LSAME( FACT, 'F' ) ) - $ THEN - INFO = -1 - ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. - $ LSAME( TRANS, 'C' ) ) THEN - INFO = -2 - ELSE IF( N.LT.0 ) THEN - INFO = -3 - ELSE IF( NRHS.LT.0 ) THEN - INFO = -4 - ELSE IF( LDA.LT.MAX( 1, N ) ) THEN - INFO = -6 - ELSE IF( LDAF.LT.MAX( 1, N ) ) THEN - INFO = -8 - ELSE IF( LSAME( FACT, 'F' ) .AND. .NOT. - $ ( ROWEQU .OR. COLEQU .OR. LSAME( EQUED, 'N' ) ) ) THEN - INFO = -10 - ELSE - IF( ROWEQU ) THEN - RCMIN = BIGNUM - RCMAX = ZERO - DO 10 J = 1, N - RCMIN = MIN( RCMIN, R( J ) ) - RCMAX = MAX( RCMAX, R( J ) ) - 10 CONTINUE - IF( RCMIN.LE.ZERO ) THEN - INFO = -11 - ELSE IF( N.GT.0 ) THEN - ROWCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) - ELSE - ROWCND = ONE - END IF - END IF - IF( COLEQU .AND. INFO.EQ.0 ) THEN - RCMIN = BIGNUM - RCMAX = ZERO - DO 20 J = 1, N - RCMIN = MIN( RCMIN, C( J ) ) - RCMAX = MAX( RCMAX, C( J ) ) - 20 CONTINUE - IF( RCMIN.LE.ZERO ) THEN - INFO = -12 - ELSE IF( N.GT.0 ) THEN - COLCND = MAX( RCMIN, SMLNUM ) / MIN( RCMAX, BIGNUM ) - ELSE - COLCND = ONE - END IF - END IF - IF( INFO.EQ.0 ) THEN - IF( LDB.LT.MAX( 1, N ) ) THEN - INFO = -14 - ELSE IF( LDX.LT.MAX( 1, N ) ) THEN - INFO = -16 - END IF - END IF - END IF -* - IF( INFO.NE.0 ) THEN - CALL XERBLA( 'DGESVX', -INFO ) - RETURN - END IF -* - IF( EQUIL ) THEN -* -* Compute row and column scalings to equilibrate the matrix A. -* - CALL DGEEQU( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX, INFEQU ) - IF( INFEQU.EQ.0 ) THEN -* -* Equilibrate the matrix. -* - CALL DLAQGE( N, N, A, LDA, R, C, ROWCND, COLCND, AMAX, - $ EQUED ) - ROWEQU = LSAME( EQUED, 'R' ) .OR. LSAME( EQUED, 'B' ) - COLEQU = LSAME( EQUED, 'C' ) .OR. LSAME( EQUED, 'B' ) - END IF - END IF -* -* Scale the right hand side. -* - IF( NOTRAN ) THEN - IF( ROWEQU ) THEN - DO 40 J = 1, NRHS - DO 30 I = 1, N - B( I, J ) = R( I )*B( I, J ) - 30 CONTINUE - 40 CONTINUE - END IF - ELSE IF( COLEQU ) THEN - DO 60 J = 1, NRHS - DO 50 I = 1, N - B( I, J ) = C( I )*B( I, J ) - 50 CONTINUE - 60 CONTINUE - END IF -* - IF( NOFACT .OR. EQUIL ) THEN -* -* Compute the LU factorization of A. -* - CALL DLACPY( 'Full', N, N, A, LDA, AF, LDAF ) - CALL DGETRF( N, N, AF, LDAF, IPIV, INFO ) -* -* Return if INFO is non-zero. -* - IF( INFO.GT.0 ) THEN -* -* Compute the reciprocal pivot growth factor of the -* leading rank-deficient INFO columns of A. -* - RPVGRW = DLANTR( 'M', 'U', 'N', INFO, INFO, AF, LDAF, - $ WORK ) - IF( RPVGRW.EQ.ZERO ) THEN - RPVGRW = ONE - ELSE - RPVGRW = DLANGE( 'M', N, INFO, A, LDA, WORK ) / RPVGRW - END IF - WORK( 1 ) = RPVGRW - RCOND = ZERO - RETURN - END IF - END IF -* -* Compute the norm of the matrix A and the -* reciprocal pivot growth factor RPVGRW. -* - IF( NOTRAN ) THEN - NORM = '1' - ELSE - NORM = 'I' - END IF - ANORM = DLANGE( NORM, N, N, A, LDA, WORK ) - RPVGRW = DLANTR( 'M', 'U', 'N', N, N, AF, LDAF, WORK ) - IF( RPVGRW.EQ.ZERO ) THEN - RPVGRW = ONE - ELSE - RPVGRW = DLANGE( 'M', N, N, A, LDA, WORK ) / RPVGRW - END IF -* -* Compute the reciprocal of the condition number of A. -* - CALL DGECON( NORM, N, AF, LDAF, ANORM, RCOND, WORK, IWORK, INFO ) -* -* Compute the solution matrix X. -* - CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) - CALL DGETRS( TRANS, N, NRHS, AF, LDAF, IPIV, X, LDX, INFO ) -* -* Use iterative refinement to improve the computed solution and -* compute error bounds and backward error estimates for it. -* - CALL DGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB, X, - $ LDX, FERR, BERR, WORK, IWORK, INFO ) -* -* Transform the solution matrix X to a solution of the original -* system. -* - IF( NOTRAN ) THEN - IF( COLEQU ) THEN - DO 80 J = 1, NRHS - DO 70 I = 1, N - X( I, J ) = C( I )*X( I, J ) - 70 CONTINUE - 80 CONTINUE - DO 90 J = 1, NRHS - FERR( J ) = FERR( J ) / COLCND - 90 CONTINUE - END IF - ELSE IF( ROWEQU ) THEN - DO 110 J = 1, NRHS - DO 100 I = 1, N - X( I, J ) = R( I )*X( I, J ) - 100 CONTINUE - 110 CONTINUE - DO 120 J = 1, NRHS - FERR( J ) = FERR( J ) / ROWCND - 120 CONTINUE - END IF -* - WORK( 1 ) = RPVGRW -* -* Set INFO = N+1 if the matrix is singular to working precision. -* - IF( RCOND.LT.DLAMCH( 'Epsilon' ) ) - $ INFO = N + 1 - RETURN -* -* End of DGESVX -* - END |