199 lines
5.3 KiB
Fortran
199 lines
5.3 KiB
Fortran
*> \brief \b DGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
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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 DGESC2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgesc2.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/dgesc2.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/dgesc2.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 DGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
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*
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* .. Scalar Arguments ..
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* INTEGER LDA, N
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* DOUBLE PRECISION SCALE
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* ..
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* .. Array Arguments ..
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* INTEGER IPIV( * ), JPIV( * )
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* DOUBLE PRECISION A( LDA, * ), RHS( * )
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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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*> DGESC2 solves a system of linear equations
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*>
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*> A * X = scale* RHS
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*>
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*> with a general N-by-N matrix A using the LU factorization with
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*> complete pivoting computed by DGETC2.
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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] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A.
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*> \endverbatim
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*>
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*> \param[in] 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 LU part of the factorization of the n-by-n
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*> matrix A computed by DGETC2: A = P * L * U * Q
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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, N).
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*> \endverbatim
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*>
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*> \param[in,out] RHS
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*> \verbatim
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*> RHS is DOUBLE PRECISION array, dimension (N).
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*> On entry, the right hand side vector b.
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*> On exit, the solution vector X.
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*> \endverbatim
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*>
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*> \param[in] IPIV
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*> \verbatim
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*> IPIV is INTEGER array, dimension (N).
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*> The pivot indices; for 1 <= i <= N, row i of the
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*> matrix has been interchanged with row IPIV(i).
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*> \endverbatim
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*>
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*> \param[in] JPIV
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*> \verbatim
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*> JPIV is INTEGER array, dimension (N).
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*> The pivot indices; for 1 <= j <= N, column j of the
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*> matrix has been interchanged with column JPIV(j).
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*> \endverbatim
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*>
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*> \param[out] SCALE
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*> \verbatim
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*> SCALE is DOUBLE PRECISION
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*> On exit, SCALE contains the scale factor. SCALE is chosen
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*> 0 <= SCALE <= 1 to prevent overflow in the solution.
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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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*> \ingroup doubleGEauxiliary
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*
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*> \par Contributors:
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* ==================
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*>
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*> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
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*> Umea University, S-901 87 Umea, Sweden.
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*
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* =====================================================================
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SUBROUTINE DGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
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*
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* -- LAPACK auxiliary routine --
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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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*
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* .. Scalar Arguments ..
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INTEGER LDA, N
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DOUBLE PRECISION SCALE
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* ..
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* .. Array Arguments ..
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INTEGER IPIV( * ), JPIV( * )
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DOUBLE PRECISION A( LDA, * ), RHS( * )
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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, TWO
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PARAMETER ( ONE = 1.0D+0, TWO = 2.0D+0 )
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* ..
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* .. Local Scalars ..
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INTEGER I, J
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DOUBLE PRECISION BIGNUM, EPS, SMLNUM, TEMP
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* ..
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* .. External Subroutines ..
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EXTERNAL DLASWP, DSCAL, DLABAD
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* ..
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* .. External Functions ..
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INTEGER IDAMAX
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DOUBLE PRECISION DLAMCH
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EXTERNAL IDAMAX, DLAMCH
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC ABS
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* ..
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* .. Executable Statements ..
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*
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* Set constant to control overflow
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*
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EPS = DLAMCH( 'P' )
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SMLNUM = DLAMCH( 'S' ) / EPS
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BIGNUM = ONE / SMLNUM
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CALL DLABAD( SMLNUM, BIGNUM )
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*
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* Apply permutations IPIV to RHS
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*
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CALL DLASWP( 1, RHS, LDA, 1, N-1, IPIV, 1 )
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*
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* Solve for L part
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*
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DO 20 I = 1, N - 1
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DO 10 J = I + 1, N
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RHS( J ) = RHS( J ) - A( J, I )*RHS( I )
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10 CONTINUE
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20 CONTINUE
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*
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* Solve for U part
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*
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SCALE = ONE
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*
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* Check for scaling
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*
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I = IDAMAX( N, RHS, 1 )
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IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN
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TEMP = ( ONE / TWO ) / ABS( RHS( I ) )
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CALL DSCAL( N, TEMP, RHS( 1 ), 1 )
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SCALE = SCALE*TEMP
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END IF
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*
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DO 40 I = N, 1, -1
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TEMP = ONE / A( I, I )
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RHS( I ) = RHS( I )*TEMP
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DO 30 J = I + 1, N
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RHS( I ) = RHS( I ) - RHS( J )*( A( I, J )*TEMP )
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30 CONTINUE
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40 CONTINUE
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*
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* Apply permutations JPIV to the solution (RHS)
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*
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CALL DLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 )
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RETURN
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*
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* End of DGESC2
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*
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END
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