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dgetf2.f 5.9 kB

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  1. *> \brief \b DGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm).
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGETF2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetf2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetf2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetf2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, M, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER IPIV( * )
  28. * DOUBLE PRECISION A( LDA, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DGETF2 computes an LU factorization of a general m-by-n matrix A
  38. *> using partial pivoting with row interchanges.
  39. *>
  40. *> The factorization has the form
  41. *> A = P * L * U
  42. *> where P is a permutation matrix, L is lower triangular with unit
  43. *> diagonal elements (lower trapezoidal if m > n), and U is upper
  44. *> triangular (upper trapezoidal if m < n).
  45. *>
  46. *> This is the right-looking Level 2 BLAS version of the algorithm.
  47. *> \endverbatim
  48. *
  49. * Arguments:
  50. * ==========
  51. *
  52. *> \param[in] M
  53. *> \verbatim
  54. *> M is INTEGER
  55. *> The number of rows of the matrix A. M >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] N
  59. *> \verbatim
  60. *> N is INTEGER
  61. *> The number of columns of the matrix A. N >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in,out] A
  65. *> \verbatim
  66. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  67. *> On entry, the m by n matrix to be factored.
  68. *> On exit, the factors L and U from the factorization
  69. *> A = P*L*U; the unit diagonal elements of L are not stored.
  70. *> \endverbatim
  71. *>
  72. *> \param[in] LDA
  73. *> \verbatim
  74. *> LDA is INTEGER
  75. *> The leading dimension of the array A. LDA >= max(1,M).
  76. *> \endverbatim
  77. *>
  78. *> \param[out] IPIV
  79. *> \verbatim
  80. *> IPIV is INTEGER array, dimension (min(M,N))
  81. *> The pivot indices; for 1 <= i <= min(M,N), row i of the
  82. *> matrix was interchanged with row IPIV(i).
  83. *> \endverbatim
  84. *>
  85. *> \param[out] INFO
  86. *> \verbatim
  87. *> INFO is INTEGER
  88. *> = 0: successful exit
  89. *> < 0: if INFO = -k, the k-th argument had an illegal value
  90. *> > 0: if INFO = k, U(k,k) is exactly zero. The factorization
  91. *> has been completed, but the factor U is exactly
  92. *> singular, and division by zero will occur if it is used
  93. *> to solve a system of equations.
  94. *> \endverbatim
  95. *
  96. * Authors:
  97. * ========
  98. *
  99. *> \author Univ. of Tennessee
  100. *> \author Univ. of California Berkeley
  101. *> \author Univ. of Colorado Denver
  102. *> \author NAG Ltd.
  103. *
  104. *> \date September 2012
  105. *
  106. *> \ingroup doubleGEcomputational
  107. *
  108. * =====================================================================
  109. SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
  110. *
  111. * -- LAPACK computational routine (version 3.4.2) --
  112. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  113. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  114. * September 2012
  115. *
  116. * .. Scalar Arguments ..
  117. INTEGER INFO, LDA, M, N
  118. * ..
  119. * .. Array Arguments ..
  120. INTEGER IPIV( * )
  121. DOUBLE PRECISION A( LDA, * )
  122. * ..
  123. *
  124. * =====================================================================
  125. *
  126. * .. Parameters ..
  127. DOUBLE PRECISION ONE, ZERO
  128. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  129. * ..
  130. * .. Local Scalars ..
  131. DOUBLE PRECISION SFMIN
  132. INTEGER I, J, JP
  133. * ..
  134. * .. External Functions ..
  135. DOUBLE PRECISION DLAMCH
  136. INTEGER IDAMAX
  137. EXTERNAL DLAMCH, IDAMAX
  138. * ..
  139. * .. External Subroutines ..
  140. EXTERNAL DGER, DSCAL, DSWAP, XERBLA
  141. * ..
  142. * .. Intrinsic Functions ..
  143. INTRINSIC MAX, MIN
  144. * ..
  145. * .. Executable Statements ..
  146. *
  147. * Test the input parameters.
  148. *
  149. INFO = 0
  150. IF( M.LT.0 ) THEN
  151. INFO = -1
  152. ELSE IF( N.LT.0 ) THEN
  153. INFO = -2
  154. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  155. INFO = -4
  156. END IF
  157. IF( INFO.NE.0 ) THEN
  158. CALL XERBLA( 'DGETF2', -INFO )
  159. RETURN
  160. END IF
  161. *
  162. * Quick return if possible
  163. *
  164. IF( M.EQ.0 .OR. N.EQ.0 )
  165. $ RETURN
  166. *
  167. * Compute machine safe minimum
  168. *
  169. SFMIN = DLAMCH('S')
  170. *
  171. DO 10 J = 1, MIN( M, N )
  172. *
  173. * Find pivot and test for singularity.
  174. *
  175. JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 )
  176. IPIV( J ) = JP
  177. IF( A( JP, J ).NE.ZERO ) THEN
  178. *
  179. * Apply the interchange to columns 1:N.
  180. *
  181. IF( JP.NE.J )
  182. $ CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
  183. *
  184. * Compute elements J+1:M of J-th column.
  185. *
  186. IF( J.LT.M ) THEN
  187. IF( ABS(A( J, J )) .GE. SFMIN ) THEN
  188. CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
  189. ELSE
  190. DO 20 I = 1, M-J
  191. A( J+I, J ) = A( J+I, J ) / A( J, J )
  192. 20 CONTINUE
  193. END IF
  194. END IF
  195. *
  196. ELSE IF( INFO.EQ.0 ) THEN
  197. *
  198. INFO = J
  199. END IF
  200. *
  201. IF( J.LT.MIN( M, N ) ) THEN
  202. *
  203. * Update trailing submatrix.
  204. *
  205. CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
  206. $ A( J+1, J+1 ), LDA )
  207. END IF
  208. 10 CONTINUE
  209. RETURN
  210. *
  211. * End of DGETF2
  212. *
  213. END