214 lines
5.8 KiB
Fortran
214 lines
5.8 KiB
Fortran
*> \brief \b DGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm).
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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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*> \htmlonly
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*> Download DGETF2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetf2.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetf2.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetf2.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE DGETF2( 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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*> DGETF2 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 right-looking Level 2 BLAS version of the algorithm.
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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 = -k, the k-th argument had an illegal value
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*> > 0: if INFO = k, U(k,k) 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 September 2012
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*
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*> \ingroup doubleGEcomputational
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*
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* =====================================================================
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SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
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*
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* -- LAPACK computational routine (version 3.4.2) --
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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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* September 2012
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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
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INTEGER I, J, JP
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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 DGER, DSCAL, DSWAP, 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( 'DGETF2', -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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* Compute machine safe minimum
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*
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SFMIN = DLAMCH('S')
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*
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DO 10 J = 1, MIN( M, N )
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*
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* Find pivot and test for singularity.
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*
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JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 )
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IPIV( J ) = JP
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IF( A( JP, J ).NE.ZERO ) THEN
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*
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* Apply the interchange to columns 1:N.
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*
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IF( JP.NE.J )
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$ CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
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*
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* Compute elements J+1:M of J-th column.
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*
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IF( J.LT.M ) THEN
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IF( ABS(A( J, J )) .GE. SFMIN ) THEN
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CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
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ELSE
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DO 20 I = 1, M-J
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A( J+I, J ) = A( J+I, J ) / A( J, J )
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20 CONTINUE
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END IF
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END IF
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*
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ELSE IF( INFO.EQ.0 ) THEN
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*
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INFO = J
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END IF
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*
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IF( J.LT.MIN( M, N ) ) THEN
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*
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* Update trailing submatrix.
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*
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CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
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$ A( J+1, J+1 ), LDA )
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END IF
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10 CONTINUE
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RETURN
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*
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* End of DGETF2
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*
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END
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