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zgetc2.f 6.4 kB

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  1. *> \brief \b ZGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download ZGETC2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgetc2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgetc2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgetc2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDA, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER IPIV( * ), JPIV( * )
  28. * COMPLEX*16 A( LDA, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> ZGETC2 computes an LU factorization, using complete pivoting, of the
  38. *> n-by-n matrix A. The factorization has the form A = P * L * U * Q,
  39. *> where P and Q are permutation matrices, L is lower triangular with
  40. *> unit diagonal elements and U is upper triangular.
  41. *>
  42. *> This is a level 1 BLAS version of the algorithm.
  43. *> \endverbatim
  44. *
  45. * Arguments:
  46. * ==========
  47. *
  48. *> \param[in] N
  49. *> \verbatim
  50. *> N is INTEGER
  51. *> The order of the matrix A. N >= 0.
  52. *> \endverbatim
  53. *>
  54. *> \param[in,out] A
  55. *> \verbatim
  56. *> A is COMPLEX*16 array, dimension (LDA, N)
  57. *> On entry, the n-by-n matrix to be factored.
  58. *> On exit, the factors L and U from the factorization
  59. *> A = P*L*U*Q; the unit diagonal elements of L are not stored.
  60. *> If U(k, k) appears to be less than SMIN, U(k, k) is given the
  61. *> value of SMIN, giving a nonsingular perturbed system.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] LDA
  65. *> \verbatim
  66. *> LDA is INTEGER
  67. *> The leading dimension of the array A. LDA >= max(1, N).
  68. *> \endverbatim
  69. *>
  70. *> \param[out] IPIV
  71. *> \verbatim
  72. *> IPIV is INTEGER array, dimension (N).
  73. *> The pivot indices; for 1 <= i <= N, row i of the
  74. *> matrix has been interchanged with row IPIV(i).
  75. *> \endverbatim
  76. *>
  77. *> \param[out] JPIV
  78. *> \verbatim
  79. *> JPIV is INTEGER array, dimension (N).
  80. *> The pivot indices; for 1 <= j <= N, column j of the
  81. *> matrix has been interchanged with column JPIV(j).
  82. *> \endverbatim
  83. *>
  84. *> \param[out] INFO
  85. *> \verbatim
  86. *> INFO is INTEGER
  87. *> = 0: successful exit
  88. *> > 0: if INFO = k, U(k, k) is likely to produce overflow if
  89. *> one tries to solve for x in Ax = b. So U is perturbed
  90. *> to avoid the overflow.
  91. *> \endverbatim
  92. *
  93. * Authors:
  94. * ========
  95. *
  96. *> \author Univ. of Tennessee
  97. *> \author Univ. of California Berkeley
  98. *> \author Univ. of Colorado Denver
  99. *> \author NAG Ltd.
  100. *
  101. *> \date June 2016
  102. *
  103. *> \ingroup complex16GEauxiliary
  104. *
  105. *> \par Contributors:
  106. * ==================
  107. *>
  108. *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
  109. *> Umea University, S-901 87 Umea, Sweden.
  110. *
  111. * =====================================================================
  112. SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
  113. *
  114. * -- LAPACK auxiliary routine (version 3.8.0) --
  115. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  116. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  117. * June 2016
  118. *
  119. * .. Scalar Arguments ..
  120. INTEGER INFO, LDA, N
  121. * ..
  122. * .. Array Arguments ..
  123. INTEGER IPIV( * ), JPIV( * )
  124. COMPLEX*16 A( LDA, * )
  125. * ..
  126. *
  127. * =====================================================================
  128. *
  129. * .. Parameters ..
  130. DOUBLE PRECISION ZERO, ONE
  131. PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
  132. * ..
  133. * .. Local Scalars ..
  134. INTEGER I, IP, IPV, J, JP, JPV
  135. DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX
  136. * ..
  137. * .. External Subroutines ..
  138. EXTERNAL ZGERU, ZSWAP, DLABAD
  139. * ..
  140. * .. External Functions ..
  141. DOUBLE PRECISION DLAMCH
  142. EXTERNAL DLAMCH
  143. * ..
  144. * .. Intrinsic Functions ..
  145. INTRINSIC ABS, DCMPLX, MAX
  146. * ..
  147. * .. Executable Statements ..
  148. *
  149. INFO = 0
  150. *
  151. * Quick return if possible
  152. *
  153. IF( N.EQ.0 )
  154. $ RETURN
  155. *
  156. * Set constants to control overflow
  157. *
  158. EPS = DLAMCH( 'P' )
  159. SMLNUM = DLAMCH( 'S' ) / EPS
  160. BIGNUM = ONE / SMLNUM
  161. CALL DLABAD( SMLNUM, BIGNUM )
  162. *
  163. * Handle the case N=1 by itself
  164. *
  165. IF( N.EQ.1 ) THEN
  166. IPIV( 1 ) = 1
  167. JPIV( 1 ) = 1
  168. IF( ABS( A( 1, 1 ) ).LT.SMLNUM ) THEN
  169. INFO = 1
  170. A( 1, 1 ) = DCMPLX( SMLNUM, ZERO )
  171. END IF
  172. RETURN
  173. END IF
  174. *
  175. * Factorize A using complete pivoting.
  176. * Set pivots less than SMIN to SMIN
  177. *
  178. DO 40 I = 1, N - 1
  179. *
  180. * Find max element in matrix A
  181. *
  182. XMAX = ZERO
  183. DO 20 IP = I, N
  184. DO 10 JP = I, N
  185. IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN
  186. XMAX = ABS( A( IP, JP ) )
  187. IPV = IP
  188. JPV = JP
  189. END IF
  190. 10 CONTINUE
  191. 20 CONTINUE
  192. IF( I.EQ.1 )
  193. $ SMIN = MAX( EPS*XMAX, SMLNUM )
  194. *
  195. * Swap rows
  196. *
  197. IF( IPV.NE.I )
  198. $ CALL ZSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
  199. IPIV( I ) = IPV
  200. *
  201. * Swap columns
  202. *
  203. IF( JPV.NE.I )
  204. $ CALL ZSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 )
  205. JPIV( I ) = JPV
  206. *
  207. * Check for singularity
  208. *
  209. IF( ABS( A( I, I ) ).LT.SMIN ) THEN
  210. INFO = I
  211. A( I, I ) = DCMPLX( SMIN, ZERO )
  212. END IF
  213. DO 30 J = I + 1, N
  214. A( J, I ) = A( J, I ) / A( I, I )
  215. 30 CONTINUE
  216. CALL ZGERU( N-I, N-I, -DCMPLX( ONE ), A( I+1, I ), 1,
  217. $ A( I, I+1 ), LDA, A( I+1, I+1 ), LDA )
  218. 40 CONTINUE
  219. *
  220. IF( ABS( A( N, N ) ).LT.SMIN ) THEN
  221. INFO = N
  222. A( N, N ) = DCMPLX( SMIN, ZERO )
  223. END IF
  224. *
  225. * Set last pivots to N
  226. *
  227. IPIV( N ) = N
  228. JPIV( N ) = N
  229. *
  230. RETURN
  231. *
  232. * End of ZGETC2
  233. *
  234. END