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dgetf2.f 5.8 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. *> \ingroup doubleGEcomputational
  105. *
  106. * =====================================================================
  107. SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
  108. *
  109. * -- LAPACK computational routine --
  110. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  111. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  112. *
  113. * .. Scalar Arguments ..
  114. INTEGER INFO, LDA, M, N
  115. * ..
  116. * .. Array Arguments ..
  117. INTEGER IPIV( * )
  118. DOUBLE PRECISION A( LDA, * )
  119. * ..
  120. *
  121. * =====================================================================
  122. *
  123. * .. Parameters ..
  124. DOUBLE PRECISION ONE, ZERO
  125. PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  126. * ..
  127. * .. Local Scalars ..
  128. DOUBLE PRECISION SFMIN
  129. INTEGER I, J, JP
  130. * ..
  131. * .. External Functions ..
  132. DOUBLE PRECISION DLAMCH
  133. INTEGER IDAMAX
  134. EXTERNAL DLAMCH, IDAMAX
  135. * ..
  136. * .. External Subroutines ..
  137. EXTERNAL DGER, DSCAL, DSWAP, XERBLA
  138. * ..
  139. * .. Intrinsic Functions ..
  140. INTRINSIC MAX, MIN
  141. * ..
  142. * .. Executable Statements ..
  143. *
  144. * Test the input parameters.
  145. *
  146. INFO = 0
  147. IF( M.LT.0 ) THEN
  148. INFO = -1
  149. ELSE IF( N.LT.0 ) THEN
  150. INFO = -2
  151. ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  152. INFO = -4
  153. END IF
  154. IF( INFO.NE.0 ) THEN
  155. CALL XERBLA( 'DGETF2', -INFO )
  156. RETURN
  157. END IF
  158. *
  159. * Quick return if possible
  160. *
  161. IF( M.EQ.0 .OR. N.EQ.0 )
  162. $ RETURN
  163. *
  164. * Compute machine safe minimum
  165. *
  166. SFMIN = DLAMCH('S')
  167. *
  168. DO 10 J = 1, MIN( M, N )
  169. *
  170. * Find pivot and test for singularity.
  171. *
  172. JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 )
  173. IPIV( J ) = JP
  174. IF( A( JP, J ).NE.ZERO ) THEN
  175. *
  176. * Apply the interchange to columns 1:N.
  177. *
  178. IF( JP.NE.J )
  179. $ CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
  180. *
  181. * Compute elements J+1:M of J-th column.
  182. *
  183. IF( J.LT.M ) THEN
  184. IF( ABS(A( J, J )) .GE. SFMIN ) THEN
  185. CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
  186. ELSE
  187. DO 20 I = 1, M-J
  188. A( J+I, J ) = A( J+I, J ) / A( J, J )
  189. 20 CONTINUE
  190. END IF
  191. END IF
  192. *
  193. ELSE IF( INFO.EQ.0 ) THEN
  194. *
  195. INFO = J
  196. END IF
  197. *
  198. IF( J.LT.MIN( M, N ) ) THEN
  199. *
  200. * Update trailing submatrix.
  201. *
  202. CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
  203. $ A( J+1, J+1 ), LDA )
  204. END IF
  205. 10 CONTINUE
  206. RETURN
  207. *
  208. * End of DGETF2
  209. *
  210. END