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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
commitbaba851215b44ac3b60b9248eb02bcce7eb76247 (patch)
tree8c0f5c006875532a30d4409f5e94b0f310ff00a7 /SRC/dgetrf.f
Move LAPACK trunk into position.
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+ SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, M, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ DOUBLE PRECISION A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* DGETRF computes an LU factorization of a general M-by-N matrix A
+* using partial pivoting with row interchanges.
+*
+* The factorization has the form
+* A = P * L * U
+* where P is a permutation matrix, L is lower triangular with unit
+* diagonal elements (lower trapezoidal if m > n), and U is upper
+* triangular (upper trapezoidal if m < n).
+*
+* This is the right-looking Level 3 BLAS version of the algorithm.
+*
+* Arguments
+* =========
+*
+* M (input) INTEGER
+* The number of rows of the matrix A. M >= 0.
+*
+* N (input) INTEGER
+* The number of columns of the matrix A. N >= 0.
+*
+* A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
+* On entry, the M-by-N matrix to be factored.
+* On exit, the factors L and U from the factorization
+* A = P*L*U; the unit diagonal elements of L are not stored.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1,M).
+*
+* IPIV (output) INTEGER array, dimension (min(M,N))
+* The pivot indices; for 1 <= i <= min(M,N), row i of the
+* matrix was interchanged with row IPIV(i).
+*
+* INFO (output) INTEGER
+* = 0: successful exit
+* < 0: if INFO = -i, the i-th argument had an illegal value
+* > 0: if INFO = i, U(i,i) is exactly zero. The factorization
+* has been completed, but the factor U is exactly
+* singular, and division by zero will occur if it is used
+* to solve a system of equations.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ONE
+ PARAMETER ( ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IINFO, J, JB, NB
+* ..
+* .. External Subroutines ..
+ EXTERNAL DGEMM, DGETF2, DLASWP, DTRSM, XERBLA
+* ..
+* .. External Functions ..
+ INTEGER ILAENV
+ EXTERNAL ILAENV
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC MAX, MIN
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ IF( M.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
+ INFO = -4
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'DGETRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( M.EQ.0 .OR. N.EQ.0 )
+ $ RETURN
+*
+* Determine the block size for this environment.
+*
+ NB = ILAENV( 1, 'DGETRF', ' ', M, N, -1, -1 )
+ IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN
+*
+* Use unblocked code.
+*
+ CALL DGETF2( M, N, A, LDA, IPIV, INFO )
+ ELSE
+*
+* Use blocked code.
+*
+ DO 20 J = 1, MIN( M, N ), NB
+ JB = MIN( MIN( M, N )-J+1, NB )
+*
+* Factor diagonal and subdiagonal blocks and test for exact
+* singularity.
+*
+ CALL DGETF2( M-J+1, JB, A( J, J ), LDA, IPIV( J ), IINFO )
+*
+* Adjust INFO and the pivot indices.
+*
+ IF( INFO.EQ.0 .AND. IINFO.GT.0 )
+ $ INFO = IINFO + J - 1
+ DO 10 I = J, MIN( M, J+JB-1 )
+ IPIV( I ) = J - 1 + IPIV( I )
+ 10 CONTINUE
+*
+* Apply interchanges to columns 1:J-1.
+*
+ CALL DLASWP( J-1, A, LDA, J, J+JB-1, IPIV, 1 )
+*
+ IF( J+JB.LE.N ) THEN
+*
+* Apply interchanges to columns J+JB:N.
+*
+ CALL DLASWP( N-J-JB+1, A( 1, J+JB ), LDA, J, J+JB-1,
+ $ IPIV, 1 )
+*
+* Compute block row of U.
+*
+ CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB,
+ $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ),
+ $ LDA )
+ IF( J+JB.LE.M ) THEN
+*
+* Update trailing submatrix.
+*
+ CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1,
+ $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA,
+ $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ),
+ $ LDA )
+ END IF
+ END IF
+ 20 CONTINUE
+ END IF
+ RETURN
+*
+* End of DGETRF
+*
+ END