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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/zgetc2.f
Move LAPACK trunk into position.
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+ SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
+*
+* -- LAPACK auxiliary routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDA, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * ), JPIV( * )
+ COMPLEX*16 A( LDA, * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGETC2 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.
+*
+* Arguments
+* =========
+*
+* N (input) INTEGER
+* The order of the matrix A. N >= 0.
+*
+* A (input/output) COMPLEX*16 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.
+*
+* LDA (input) INTEGER
+* The leading dimension of the array A. LDA >= max(1, N).
+*
+* IPIV (output) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= i <= N, row i of the
+* matrix has been interchanged with row IPIV(i).
+*
+* JPIV (output) INTEGER array, dimension (N).
+* The pivot indices; for 1 <= j <= N, column j of the
+* matrix has been interchanged with column JPIV(j).
+*
+* INFO (output) 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.
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Bo Kagstrom and Peter Poromaa, Department of Computing Science,
+* Umea University, S-901 87 Umea, Sweden.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO, ONE
+ PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, IP, IPV, J, JP, JPV
+ DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL ZGERU, ZSWAP
+* ..
+* .. External Functions ..
+ DOUBLE PRECISION DLAMCH
+ EXTERNAL DLAMCH
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DCMPLX, MAX
+* ..
+* .. Executable Statements ..
+*
+* Set constants to control overflow
+*
+ INFO = 0
+ EPS = DLAMCH( 'P' )
+ SMLNUM = DLAMCH( 'S' ) / EPS
+ BIGNUM = ONE / SMLNUM
+ CALL DLABAD( SMLNUM, BIGNUM )
+*
+* 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 ZSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
+ IPIV( I ) = IPV
+*
+* Swap columns
+*
+ IF( JPV.NE.I )
+ $ CALL ZSWAP( 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 ) = DCMPLX( SMIN, ZERO )
+ END IF
+ DO 30 J = I + 1, N
+ A( J, I ) = A( J, I ) / A( I, I )
+ 30 CONTINUE
+ CALL ZGERU( N-I, N-I, -DCMPLX( 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 ) = DCMPLX( SMIN, ZERO )
+ END IF
+ RETURN
+*
+* End of ZGETC2
+*
+ END