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authorjofret2009-04-28 07:17:00 +0000
committerjofret2009-04-28 07:17:00 +0000
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- 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