|
- *> \brief \b CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
- *
- * =========== DOCUMENTATION ===========
- *
- * Online html documentation available at
- * http://www.netlib.org/lapack/explore-html/
- *
- *> \htmlonly
- *> Download CGETC2 + dependencies
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgetc2.f">
- *> [TGZ]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgetc2.f">
- *> [ZIP]</a>
- *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgetc2.f">
- *> [TXT]</a>
- *> \endhtmlonly
- *
- * Definition:
- * ===========
- *
- * SUBROUTINE CGETC2( N, A, LDA, IPIV, JPIV, INFO )
- *
- * .. Scalar Arguments ..
- * INTEGER INFO, LDA, N
- * ..
- * .. Array Arguments ..
- * INTEGER IPIV( * ), JPIV( * )
- * COMPLEX A( LDA, * )
- * ..
- *
- *
- *> \par Purpose:
- * =============
- *>
- *> \verbatim
- *>
- *> CGETC2 computes an LU factorization, using complete pivoting, of the
- *> n-by-n matrix A. The factorization has the form A = P * L * U * Q,
- *> where P and Q are permutation matrices, L is lower triangular with
- *> unit diagonal elements and U is upper triangular.
- *>
- *> This is a level 1 BLAS version of the algorithm.
- *> \endverbatim
- *
- * Arguments:
- * ==========
- *
- *> \param[in] N
- *> \verbatim
- *> N is INTEGER
- *> The order of the matrix A. N >= 0.
- *> \endverbatim
- *>
- *> \param[in,out] A
- *> \verbatim
- *> A is COMPLEX array, dimension (LDA, N)
- *> On entry, the n-by-n matrix to be factored.
- *> On exit, the factors L and U from the factorization
- *> A = P*L*U*Q; the unit diagonal elements of L are not stored.
- *> If U(k, k) appears to be less than SMIN, U(k, k) is given the
- *> value of SMIN, giving a nonsingular perturbed system.
- *> \endverbatim
- *>
- *> \param[in] LDA
- *> \verbatim
- *> LDA is INTEGER
- *> The leading dimension of the array A. LDA >= max(1, N).
- *> \endverbatim
- *>
- *> \param[out] IPIV
- *> \verbatim
- *> IPIV is INTEGER array, dimension (N).
- *> The pivot indices; for 1 <= i <= N, row i of the
- *> matrix has been interchanged with row IPIV(i).
- *> \endverbatim
- *>
- *> \param[out] JPIV
- *> \verbatim
- *> JPIV is INTEGER array, dimension (N).
- *> The pivot indices; for 1 <= j <= N, column j of the
- *> matrix has been interchanged with column JPIV(j).
- *> \endverbatim
- *>
- *> \param[out] INFO
- *> \verbatim
- *> INFO is INTEGER
- *> = 0: successful exit
- *> > 0: if INFO = k, U(k, k) is likely to produce overflow if
- *> one tries to solve for x in Ax = b. So U is perturbed
- *> to avoid the overflow.
- *> \endverbatim
- *
- * Authors:
- * ========
- *
- *> \author Univ. of Tennessee
- *> \author Univ. of California Berkeley
- *> \author Univ. of Colorado Denver
- *> \author NAG Ltd.
- *
- *> \ingroup complexGEauxiliary
- *
- *> \par Contributors:
- * ==================
- *>
- *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
- *> Umea University, S-901 87 Umea, Sweden.
- *
- * =====================================================================
- SUBROUTINE CGETC2( N, A, LDA, IPIV, JPIV, INFO )
- *
- * -- LAPACK auxiliary routine --
- * -- LAPACK is a software package provided by Univ. of Tennessee, --
- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
- *
- * .. Scalar Arguments ..
- INTEGER INFO, LDA, N
- * ..
- * .. Array Arguments ..
- INTEGER IPIV( * ), JPIV( * )
- COMPLEX A( LDA, * )
- * ..
- *
- * =====================================================================
- *
- * .. Parameters ..
- REAL ZERO, ONE
- PARAMETER ( ZERO = 0.0E+0, ONE = 1.0E+0 )
- * ..
- * .. Local Scalars ..
- INTEGER I, IP, IPV, J, JP, JPV
- REAL BIGNUM, EPS, SMIN, SMLNUM, XMAX
- * ..
- * .. External Subroutines ..
- EXTERNAL CGERU, CSWAP, SLABAD
- * ..
- * .. External Functions ..
- REAL SLAMCH
- EXTERNAL SLAMCH
- * ..
- * .. Intrinsic Functions ..
- INTRINSIC ABS, CMPLX, MAX
- * ..
- * .. Executable Statements ..
- *
- INFO = 0
- *
- * Quick return if possible
- *
- IF( N.EQ.0 )
- $ RETURN
- *
- * Set constants to control overflow
- *
- EPS = SLAMCH( 'P' )
- SMLNUM = SLAMCH( 'S' ) / EPS
- BIGNUM = ONE / SMLNUM
- CALL SLABAD( SMLNUM, BIGNUM )
- *
- * Handle the case N=1 by itself
- *
- IF( N.EQ.1 ) THEN
- IPIV( 1 ) = 1
- JPIV( 1 ) = 1
- IF( ABS( A( 1, 1 ) ).LT.SMLNUM ) THEN
- INFO = 1
- A( 1, 1 ) = CMPLX( SMLNUM, ZERO )
- END IF
- RETURN
- END IF
- *
- * Factorize A using complete pivoting.
- * Set pivots less than SMIN to SMIN
- *
- DO 40 I = 1, N - 1
- *
- * Find max element in matrix A
- *
- XMAX = ZERO
- DO 20 IP = I, N
- DO 10 JP = I, N
- IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN
- XMAX = ABS( A( IP, JP ) )
- IPV = IP
- JPV = JP
- END IF
- 10 CONTINUE
- 20 CONTINUE
- IF( I.EQ.1 )
- $ SMIN = MAX( EPS*XMAX, SMLNUM )
- *
- * Swap rows
- *
- IF( IPV.NE.I )
- $ CALL CSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
- IPIV( I ) = IPV
- *
- * Swap columns
- *
- IF( JPV.NE.I )
- $ CALL CSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 )
- JPIV( I ) = JPV
- *
- * Check for singularity
- *
- IF( ABS( A( I, I ) ).LT.SMIN ) THEN
- INFO = I
- A( I, I ) = CMPLX( SMIN, ZERO )
- END IF
- DO 30 J = I + 1, N
- A( J, I ) = A( J, I ) / A( I, I )
- 30 CONTINUE
- CALL CGERU( N-I, N-I, -CMPLX( ONE ), A( I+1, I ), 1,
- $ A( I, I+1 ), LDA, A( I+1, I+1 ), LDA )
- 40 CONTINUE
- *
- IF( ABS( A( N, N ) ).LT.SMIN ) THEN
- INFO = N
- A( N, N ) = CMPLX( SMIN, ZERO )
- END IF
- *
- * Set last pivots to N
- *
- IPIV( N ) = N
- JPIV( N ) = N
- *
- RETURN
- *
- * End of CGETC2
- *
- END
|