273 lines
		
	
	
		
			6.9 KiB
		
	
	
	
		
			Fortran
		
	
	
	
			
		
		
	
	
			273 lines
		
	
	
		
			6.9 KiB
		
	
	
	
		
			Fortran
		
	
	
	
| *> \brief \b DGETRF2
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| *
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| *  =========== DOCUMENTATION ===========
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| *
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| * Online html documentation available at 
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| *            http://www.netlib.org/lapack/explore-html/ 
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| *
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| *  Definition:
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| *  ===========
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| *
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| *       RECURSIVE SUBROUTINE DGETRF2( M, N, A, LDA, IPIV, INFO )
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| * 
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| *       .. Scalar Arguments ..
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| *       INTEGER            INFO, LDA, M, N
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| *       ..
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| *       .. Array Arguments ..
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| *       INTEGER            IPIV( * )
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| *       DOUBLE PRECISION   A( LDA, * )
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| *       ..
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| *  
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| *
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| *> \par Purpose:
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| *  =============
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| *>
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| *> \verbatim
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| *>
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| *> DGETRF2 computes an LU factorization of a general M-by-N matrix A
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| *> using partial pivoting with row interchanges.
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| *>
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| *> The factorization has the form
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| *>    A = P * L * U
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| *> where P is a permutation matrix, L is lower triangular with unit
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| *> diagonal elements (lower trapezoidal if m > n), and U is upper
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| *> triangular (upper trapezoidal if m < n).
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| *>
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| *> This is the recursive version of the algorithm. It divides
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| *> the matrix into four submatrices:
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| *>            
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| *>        [  A11 | A12  ]  where A11 is n1 by n1 and A22 is n2 by n2
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| *>    A = [ -----|----- ]  with n1 = min(m,n)
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| *>        [  A21 | A22  ]       n2 = n-n1
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| *>            
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| *>                                       [ A11 ]
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| *> The subroutine calls itself to factor [ --- ],
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| *>                                       [ A12 ]
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| *>                 [ A12 ]
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| *> do the swaps on [ --- ], solve A12, update A22,
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| *>                 [ A22 ]
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| *>
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| *> then calls itself to factor A22 and do the swaps on A21.
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| *>
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| *> \endverbatim
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| *
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| *  Arguments:
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| *  ==========
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| *
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| *> \param[in] M
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| *> \verbatim
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| *>          M is INTEGER
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| *>          The number of rows of the matrix A.  M >= 0.
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| *> \endverbatim
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| *>
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| *> \param[in] N
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| *> \verbatim
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| *>          N is INTEGER
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| *>          The number of columns of the matrix A.  N >= 0.
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| *> \endverbatim
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| *>
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| *> \param[in,out] A
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| *> \verbatim
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| *>          A is DOUBLE PRECISION array, dimension (LDA,N)
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| *>          On entry, the M-by-N matrix to be factored.
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| *>          On exit, the factors L and U from the factorization
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| *>          A = P*L*U; the unit diagonal elements of L are not stored.
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| *> \endverbatim
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| *>
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| *> \param[in] LDA
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| *> \verbatim
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| *>          LDA is INTEGER
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| *>          The leading dimension of the array A.  LDA >= max(1,M).
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| *> \endverbatim
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| *>
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| *> \param[out] IPIV
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| *> \verbatim
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| *>          IPIV is INTEGER array, dimension (min(M,N))
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| *>          The pivot indices; for 1 <= i <= min(M,N), row i of the
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| *>          matrix was interchanged with row IPIV(i).
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| *> \endverbatim
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| *>
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| *> \param[out] INFO
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| *> \verbatim
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| *>          INFO is INTEGER
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| *>          = 0:  successful exit
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| *>          < 0:  if INFO = -i, the i-th argument had an illegal value
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| *>          > 0:  if INFO = i, U(i,i) is exactly zero. The factorization
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| *>                has been completed, but the factor U is exactly
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| *>                singular, and division by zero will occur if it is used
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| *>                to solve a system of equations.
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| *> \endverbatim
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| *
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| *  Authors:
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| *  ========
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| *
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| *> \author Univ. of Tennessee 
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| *> \author Univ. of California Berkeley 
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| *> \author Univ. of Colorado Denver 
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| *> \author NAG Ltd. 
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| *
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| *> \date November 2015
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| *
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| *> \ingroup doubleGEcomputational
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| *
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| *  =====================================================================
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|       RECURSIVE SUBROUTINE DGETRF2( M, N, A, LDA, IPIV, INFO )
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| *
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| *  -- LAPACK computational routine (version 3.6.0) --
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| *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
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| *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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| *     November 2015
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| *
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| *     .. Scalar Arguments ..
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|       INTEGER            INFO, LDA, M, N
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| *     ..
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| *     .. Array Arguments ..
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|       INTEGER            IPIV( * )
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|       DOUBLE PRECISION   A( LDA, * )
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| *     ..
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| *
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| *  =====================================================================
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| *
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| *     .. Parameters ..
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|       DOUBLE PRECISION   ONE, ZERO
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|       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
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| *     ..
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| *     .. Local Scalars ..
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|       DOUBLE PRECISION   SFMIN, TEMP
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|       INTEGER            I, IINFO, N1, N2
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| *     ..
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| *     .. External Functions ..
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|       DOUBLE PRECISION   DLAMCH
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|       INTEGER            IDAMAX
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|       EXTERNAL           DLAMCH, IDAMAX
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| *     ..
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| *     .. External Subroutines ..
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|       EXTERNAL           DGEMM, DSCAL, DLASWP, DTRSM, XERBLA
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| *     ..
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| *     .. Intrinsic Functions ..
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|       INTRINSIC          MAX, MIN
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| *     ..
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| *     .. Executable Statements ..
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| *
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| *     Test the input parameters
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| *
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|       INFO = 0
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|       IF( M.LT.0 ) THEN
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|          INFO = -1
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|       ELSE IF( N.LT.0 ) THEN
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|          INFO = -2
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|       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
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|          INFO = -4
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|       END IF
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|       IF( INFO.NE.0 ) THEN
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|          CALL XERBLA( 'DGETRF2', -INFO )
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|          RETURN
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|       END IF
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| *
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| *     Quick return if possible
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| *
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|       IF( M.EQ.0 .OR. N.EQ.0 )
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|      $   RETURN
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| 
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|       IF ( M.EQ.1 ) THEN
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| *
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| *        Use unblocked code for one row case
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| *        Just need to handle IPIV and INFO
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| *
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|          IPIV( 1 ) = 1
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|          IF ( A(1,1).EQ.ZERO )
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|      $      INFO = 1
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| *
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|       ELSE IF( N.EQ.1 ) THEN
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| *
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| *        Use unblocked code for one column case
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| *
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| *
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| *        Compute machine safe minimum
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| *
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|          SFMIN = DLAMCH('S')
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| *
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| *        Find pivot and test for singularity
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| *
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|          I = IDAMAX( M, A( 1, 1 ), 1 )
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|          IPIV( 1 ) = I
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|          IF( A( I, 1 ).NE.ZERO ) THEN
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| *
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| *           Apply the interchange
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| *
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|             IF( I.NE.1 ) THEN
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|                TEMP = A( 1, 1 )
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|                A( 1, 1 ) = A( I, 1 )
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|                A( I, 1 ) = TEMP
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|             END IF
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| *
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| *           Compute elements 2:M of the column
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| *
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|             IF( ABS(A( 1, 1 )) .GE. SFMIN ) THEN
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|                CALL DSCAL( M-1, ONE / A( 1, 1 ), A( 2, 1 ), 1 )
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|             ELSE
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|                DO 10 I = 1, M-1
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|                   A( 1+I, 1 ) = A( 1+I, 1 ) / A( 1, 1 )
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|    10          CONTINUE
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|             END IF
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| *
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|          ELSE
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|             INFO = 1
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|          END IF
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| *
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|       ELSE
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| *
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| *        Use recursive code
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| *
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|          N1 = MIN( M, N ) / 2
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|          N2 = N-N1
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| *
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| *               [ A11 ]
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| *        Factor [ --- ]
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| *               [ A21 ]
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| *
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|          CALL DGETRF2( M, N1, A, LDA, IPIV, IINFO )
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| 
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|          IF ( INFO.EQ.0 .AND. IINFO.GT.0 )
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|      $      INFO = IINFO
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| *
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| *                              [ A12 ]
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| *        Apply interchanges to [ --- ]
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| *                              [ A22 ]
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| *
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|          CALL DLASWP( N2, A( 1, N1+1 ), LDA, 1, N1, IPIV, 1 )
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| *
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| *        Solve A12
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| *
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|          CALL DTRSM( 'L', 'L', 'N', 'U', N1, N2, ONE, A, LDA, 
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|      $               A( 1, N1+1 ), LDA )
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| *
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| *        Update A22
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| *
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|          CALL DGEMM( 'N', 'N', M-N1, N2, N1, -ONE, A( N1+1, 1 ), LDA, 
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|      $               A( 1, N1+1 ), LDA, ONE, A( N1+1, N1+1 ), LDA )
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| *
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| *        Factor A22
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| *
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|          CALL DGETRF2( M-N1, N2, A( N1+1, N1+1 ), LDA, IPIV( N1+1 ),
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|      $                 IINFO )
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| *
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| *        Adjust INFO and the pivot indices
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| *
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|          IF ( INFO.EQ.0 .AND. IINFO.GT.0 )
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|      $      INFO = IINFO + N1
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|          DO 20 I = N1+1, MIN( M, N )
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|             IPIV( I ) = IPIV( I ) + N1
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|    20    CONTINUE
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| *
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| *        Apply interchanges to A21
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| *
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|          CALL DLASWP( N1, A( 1, 1 ), LDA, N1+1, MIN( M, N), IPIV, 1 )
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| *
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|       END IF
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|       RETURN
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| *
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| *     End of DGETRF2
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| *
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|       END
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