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dgetrf2.f 7.0 kB

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  1. *> \brief \b DGETRF2
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. * Definition:
  9. * ===========
  10. *
  11. * RECURSIVE SUBROUTINE DGETRF2( M, N, A, LDA, IPIV, INFO )
  12. *
  13. * .. Scalar Arguments ..
  14. * INTEGER INFO, LDA, M, N
  15. * ..
  16. * .. Array Arguments ..
  17. * INTEGER IPIV( * )
  18. * DOUBLE PRECISION A( LDA, * )
  19. * ..
  20. *
  21. *
  22. *> \par Purpose:
  23. * =============
  24. *>
  25. *> \verbatim
  26. *>
  27. *> DGETRF2 computes an LU factorization of a general M-by-N matrix A
  28. *> using partial pivoting with row interchanges.
  29. *>
  30. *> The factorization has the form
  31. *> A = P * L * U
  32. *> where P is a permutation matrix, L is lower triangular with unit
  33. *> diagonal elements (lower trapezoidal if m > n), and U is upper
  34. *> triangular (upper trapezoidal if m < n).
  35. *>
  36. *> This is the recursive version of the algorithm. It divides
  37. *> the matrix into four submatrices:
  38. *>
  39. *> [ A11 | A12 ] where A11 is n1 by n1 and A22 is n2 by n2
  40. *> A = [ -----|----- ] with n1 = min(m,n)/2
  41. *> [ A21 | A22 ] n2 = n-n1
  42. *>
  43. *> [ A11 ]
  44. *> The subroutine calls itself to factor [ --- ],
  45. *> [ A12 ]
  46. *> [ A12 ]
  47. *> do the swaps on [ --- ], solve A12, update A22,
  48. *> [ A22 ]
  49. *>
  50. *> then calls itself to factor A22 and do the swaps on A21.
  51. *>
  52. *> \endverbatim
  53. *
  54. * Arguments:
  55. * ==========
  56. *
  57. *> \param[in] M
  58. *> \verbatim
  59. *> M is INTEGER
  60. *> The number of rows of the matrix A. M >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in] N
  64. *> \verbatim
  65. *> N is INTEGER
  66. *> The number of columns of the matrix A. N >= 0.
  67. *> \endverbatim
  68. *>
  69. *> \param[in,out] A
  70. *> \verbatim
  71. *> A is DOUBLE PRECISION array, dimension (LDA,N)
  72. *> On entry, the M-by-N matrix to be factored.
  73. *> On exit, the factors L and U from the factorization
  74. *> A = P*L*U; the unit diagonal elements of L are not stored.
  75. *> \endverbatim
  76. *>
  77. *> \param[in] LDA
  78. *> \verbatim
  79. *> LDA is INTEGER
  80. *> The leading dimension of the array A. LDA >= max(1,M).
  81. *> \endverbatim
  82. *>
  83. *> \param[out] IPIV
  84. *> \verbatim
  85. *> IPIV is INTEGER array, dimension (min(M,N))
  86. *> The pivot indices; for 1 <= i <= min(M,N), row i of the
  87. *> matrix was interchanged with row IPIV(i).
  88. *> \endverbatim
  89. *>
  90. *> \param[out] INFO
  91. *> \verbatim
  92. *> INFO is INTEGER
  93. *> = 0: successful exit
  94. *> < 0: if INFO = -i, the i-th argument had an illegal value
  95. *> > 0: if INFO = i, U(i,i) is exactly zero. The factorization
  96. *> has been completed, but the factor U is exactly
  97. *> singular, and division by zero will occur if it is used
  98. *> to solve a system of equations.
  99. *> \endverbatim
  100. *
  101. * Authors:
  102. * ========
  103. *
  104. *> \author Univ. of Tennessee
  105. *> \author Univ. of California Berkeley
  106. *> \author Univ. of Colorado Denver
  107. *> \author NAG Ltd.
  108. *
  109. *> \ingroup doubleGEcomputational
  110. *
  111. * =====================================================================
  112. RECURSIVE SUBROUTINE DGETRF2( M, N, A, LDA, IPIV, INFO )
  113. *
  114. * -- LAPACK computational routine --
  115. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  116. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  117. *
  118. * .. Scalar Arguments ..
  119. INTEGER INFO, LDA, M, N
  120. * ..
  121. * .. Array Arguments ..
  122. INTEGER IPIV( * )
  123. DOUBLE PRECISION A( LDA, * )
  124. * ..
  125. *
  126. * =====================================================================
  127. *
  128. * .. Parameters ..
  129. DOUBLE PRECISION ONE, ZERO
  130. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  131. * ..
  132. * .. Local Scalars ..
  133. DOUBLE PRECISION SFMIN, TEMP
  134. INTEGER I, IINFO, N1, N2
  135. * ..
  136. * .. External Functions ..
  137. DOUBLE PRECISION DLAMCH
  138. INTEGER IDAMAX
  139. EXTERNAL DLAMCH, IDAMAX
  140. * ..
  141. * .. External Subroutines ..
  142. EXTERNAL DGEMM, DSCAL, DLASWP, DTRSM, XERBLA
  143. * ..
  144. * .. Intrinsic Functions ..
  145. INTRINSIC MAX, MIN
  146. * ..
  147. * .. Executable Statements ..
  148. *
  149. * Test the input parameters
  150. *
  151. INFO = 0
  152. IF( M.LT.0 ) THEN
  153. INFO = -1
  154. ELSE IF( N.LT.0 ) THEN
  155. INFO = -2
  156. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  157. INFO = -4
  158. END IF
  159. IF( INFO.NE.0 ) THEN
  160. CALL XERBLA( 'DGETRF2', -INFO )
  161. RETURN
  162. END IF
  163. *
  164. * Quick return if possible
  165. *
  166. IF( M.EQ.0 .OR. N.EQ.0 )
  167. $ RETURN
  168. IF ( M.EQ.1 ) THEN
  169. *
  170. * Use unblocked code for one row case
  171. * Just need to handle IPIV and INFO
  172. *
  173. IPIV( 1 ) = 1
  174. IF ( A(1,1).EQ.ZERO )
  175. $ INFO = 1
  176. *
  177. ELSE IF( N.EQ.1 ) THEN
  178. *
  179. * Use unblocked code for one column case
  180. *
  181. *
  182. * Compute machine safe minimum
  183. *
  184. SFMIN = DLAMCH('S')
  185. *
  186. * Find pivot and test for singularity
  187. *
  188. I = IDAMAX( M, A( 1, 1 ), 1 )
  189. IPIV( 1 ) = I
  190. IF( A( I, 1 ).NE.ZERO ) THEN
  191. *
  192. * Apply the interchange
  193. *
  194. IF( I.NE.1 ) THEN
  195. TEMP = A( 1, 1 )
  196. A( 1, 1 ) = A( I, 1 )
  197. A( I, 1 ) = TEMP
  198. END IF
  199. *
  200. * Compute elements 2:M of the column
  201. *
  202. IF( ABS(A( 1, 1 )) .GE. SFMIN ) THEN
  203. CALL DSCAL( M-1, ONE / A( 1, 1 ), A( 2, 1 ), 1 )
  204. ELSE
  205. DO 10 I = 1, M-1
  206. A( 1+I, 1 ) = A( 1+I, 1 ) / A( 1, 1 )
  207. 10 CONTINUE
  208. END IF
  209. *
  210. ELSE
  211. INFO = 1
  212. END IF
  213. *
  214. ELSE
  215. *
  216. * Use recursive code
  217. *
  218. N1 = MIN( M, N ) / 2
  219. N2 = N-N1
  220. *
  221. * [ A11 ]
  222. * Factor [ --- ]
  223. * [ A21 ]
  224. *
  225. CALL DGETRF2( M, N1, A, LDA, IPIV, IINFO )
  226. IF ( INFO.EQ.0 .AND. IINFO.GT.0 )
  227. $ INFO = IINFO
  228. *
  229. * [ A12 ]
  230. * Apply interchanges to [ --- ]
  231. * [ A22 ]
  232. *
  233. CALL DLASWP( N2, A( 1, N1+1 ), LDA, 1, N1, IPIV, 1 )
  234. *
  235. * Solve A12
  236. *
  237. CALL DTRSM( 'L', 'L', 'N', 'U', N1, N2, ONE, A, LDA,
  238. $ A( 1, N1+1 ), LDA )
  239. *
  240. * Update A22
  241. *
  242. CALL DGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( N1+1, 1 ), LDA,
  243. $ A( 1, N1+1 ), LDA, ONE, A( N1+1, N1+1 ), LDA )
  244. *
  245. * Factor A22
  246. *
  247. CALL DGETRF2( M-N1, N2, A( N1+1, N1+1 ), LDA, IPIV( N1+1 ),
  248. $ IINFO )
  249. *
  250. * Adjust INFO and the pivot indices
  251. *
  252. IF ( INFO.EQ.0 .AND. IINFO.GT.0 )
  253. $ INFO = IINFO + N1
  254. DO 20 I = N1+1, MIN( M, N )
  255. IPIV( I ) = IPIV( I ) + N1
  256. 20 CONTINUE
  257. *
  258. * Apply interchanges to A21
  259. *
  260. CALL DLASWP( N1, A( 1, 1 ), LDA, N1+1, MIN( M, N), IPIV, 1 )
  261. *
  262. END IF
  263. RETURN
  264. *
  265. * End of DGETRF2
  266. *
  267. END