-
Notifications
You must be signed in to change notification settings - Fork 2
Expand file tree
/
Copy pathlinpac.for
More file actions
403 lines (403 loc) · 10.3 KB
/
Copy pathlinpac.for
File metadata and controls
403 lines (403 loc) · 10.3 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
SUBROUTINE LINPAC(N,A,B,X,IPVT)
DOUBLE PRECISION A(N,1),B(1),X(1)
DIMENSION IPVT(1)
CALL DGEFA(A,N,N,IPVT,INFO)
IF(INFO.NE.0)WRITE(6,20)
IF(INFO.NE.0)RETURN
20 FORMAT( 34H THE COEFICIENT MATRIX IS SINGULAR)
CALL DGESL(A,N,N,IPVT,B,0)
DO 30 I=1,N
30 X(I)=B(I)
RETURN
END
SUBROUTINE DGEFA(A,LDA,N,IPVT,INFO)
INTEGER LDA,N,IPVT(1),INFO
DOUBLE PRECISION A(LDA,1)
C
C DGEFA FACTORS A DOUBLE PRECISION MATRIX BY GAUSSIAN ELIMINATION.
C
C
C ON ENTRY
C
C A DOUBLE PRECISION(LDA, N)
C THE MATRIX TO BE FACTORED.
C
C LDA INTEGER
C THE LEADING DIMENSION OF THE ARRAY A .
C
C N INTEGER
C THE ORDER OF THE MATRIX A .
C
C ON RETURN
C
C A AN UPPER TRIANGULAR MATRIX AND THE MULTIPLIERS
C WHICH WERE USED TO OBTAIN IT.
C THE FACTORIZATION CAN BE WRITTEN A = L*U WHERE
C L IS A PRODUCT OF PERMUTATION AND UNIT LOWER
C TRIANGULAR MATRICES AND U IS UPPER TRIANGULAR.
C
C IPVT INTEGER(N)
C AN INTEGER VECTOR OF PIVOT INDICES.
C
C INFO INTEGER
C = 0 NORMAL VALUE.
C = K IF U(K,K) .EQ. 0.0 . THIS IS NOT AN ERROR
C CONDITION FOR THIS SUBROUTINE, BUT IT DOES
C INDICATE THAT DGESL OR DGEDI WILL DIVIDE BY ZERO
C IF CALLED. USE RCOND IN DGECO FOR A RELIABLE
C INDICATION OF SINGULARITY.
C
C LINPACK. THIS VERSION DATED 08/14/78 .
C CLEVE MOLER, UNIVERSITY OF NEW MEXICO, ARGONNE NATIONAL LAB.
C
C SUBROUTINES AND FUNCTIONS
C
C BLAS DAXPY,DSCAL,IDAMAX
C
C INTERNAL VARIABLES
C
DOUBLE PRECISION T
INTEGER IDAMAX,J,K,KP1,L,NM1
C
C
C GAUSSIAN ELIMINATION WITH PARTIAL PIVOTING
C
INFO = 0
NM1 = N - 1
IF (NM1 .LT. 1) GO TO 70
DO 60 K = 1, NM1
KP1 = K + 1
C
C FIND L = PIVOT INDEX
C
L = IDAMAX(N-K+1,A(K,K),1) + K - 1
IPVT(K) = L
C
C ZERO PIVOT IMPLIES THIS COLUMN ALREADY TRIANGULARIZED
C
IF (A(L,K) .EQ. 0.0D0) GO TO 40
C
C INTERCHANGE IF NECESSARY
C
IF (L .EQ. K) GO TO 10
T = A(L,K)
A(L,K) = A(K,K)
A(K,K) = T
10 CONTINUE
C
C COMPUTE MULTIPLIERS
C
T = -1.0D0/A(K,K)
CALL DSCAL(N-K,T,A(K+1,K),1)
C
C ROW ELIMINATION WITH COLUMN INDEXING
C
DO 30 J = KP1, N
T = A(L,J)
IF (L .EQ. K) GO TO 20
A(L,J) = A(K,J)
A(K,J) = T
20 CONTINUE
CALL DAXPY(N-K,T,A(K+1,K),1,A(K+1,J),1)
30 CONTINUE
GO TO 50
40 CONTINUE
INFO = K
50 CONTINUE
60 CONTINUE
70 CONTINUE
IPVT(N) = N
IF (A(N,N) .EQ. 0.0D0) INFO = N
RETURN
END
SUBROUTINE DGESL(A,LDA,N,IPVT,B,JOB)
INTEGER LDA,N,IPVT(1),JOB
DOUBLE PRECISION A(LDA,1),B(1)
C
C DGESL SOLVES THE DOUBLE PRECISION SYSTEM
C A * X = B OR TRANS(A) * X = B
C USING THE FACTORS COMPUTED BY DGECO OR DGEFA.
C
C ON ENTRY
C
C A DOUBLE PRECISION(LDA, N)
C THE OUTPUT FROM DGECO OR DGEFA.
C
C LDA INTEGER
C THE LEADING DIMENSION OF THE ARRAY A .
C
C N INTEGER
C THE ORDER OF THE MATRIX A .
C
C IPVT INTEGER(N)
C THE PIVOT VECTOR FROM DGECO OR DGEFA.
C
C B DOUBLE PRECISION(N)
C THE RIGHT HAND SIDE VECTOR.
C
C JOB INTEGER
C = 0 TO SOLVE A*X = B ,
C = NONZERO TO SOLVE TRANS(A)*X = B WHERE
C TRANS(A) IS THE TRANSPOSE.
C
C ON RETURN
C
C B THE SOLUTION VECTOR X .
C
C ERROR CONDITION
C
C A DIVISION BY ZERO WILL OCCUR IF THE INPUT FACTOR CONTAINS A
C ZERO ON THE DIAGONAL. TECHNICALLY THIS INDICATES SINGULARITY
C BUT IT IS OFTEN CAUSED BY IMPROPER ARGUMENTS OR IMPROPER
C SETTING OF LDA . IT WILL NOT OCCUR IF THE SUBROUTINES ARE
C CALLED CORRECTLY AND IF DGECO HAS SET RCOND .GT. 0.0
C OR DGEFA HAS SET INFO .EQ. 0 .
C
C TO COMPUTE INVERSE(A) * C WHERE C IS A MATRIX
C WITH P COLUMNS
C CALL DGECO(A,LDA,N,IPVT,RCOND,Z)
C IF (RCOND IS TOO SMALL) GO TO ...
C DO 10 J = 1, P
C CALL DGESL(A,LDA,N,IPVT,C(1,J),0)
C 10 CONTINUE
C
C LINPACK. THIS VERSION DATED 08/14/78 .
C CLEVE MOLER, UNIVERSITY OF NEW MEXICO, ARGONNE NATIONAL LAB.
C
C SUBROUTINES AND FUNCTIONS
C
C BLAS DAXPY,DDOT
C
C INTERNAL VARIABLES
C
DOUBLE PRECISION DDOT,T
INTEGER K,KB,L,NM1
C
NM1 = N - 1
IF (JOB .NE. 0) GO TO 50
C
C JOB = 0 , SOLVE A * X = B
C FIRST SOLVE L*Y = B
C
IF (NM1 .LT. 1) GO TO 30
DO 20 K = 1, NM1
L = IPVT(K)
T = B(L)
IF (L .EQ. K) GO TO 10
B(L) = B(K)
B(K) = T
10 CONTINUE
CALL DAXPY(N-K,T,A(K+1,K),1,B(K+1),1)
20 CONTINUE
30 CONTINUE
C
C NOW SOLVE U*X = Y
C
DO 40 KB = 1, N
K = N + 1 - KB
B(K) = B(K)/A(K,K)
T = -B(K)
CALL DAXPY(K-1,T,A(1,K),1,B(1),1)
40 CONTINUE
GO TO 100
50 CONTINUE
C
C JOB = NONZERO, SOLVE TRANS(A) * X = B
C FIRST SOLVE TRANS(U)*Y = B
C
DO 60 K = 1, N
T = DDOT(K-1,A(1,K),1,B(1),1)
B(K) = (B(K) - T)/A(K,K)
60 CONTINUE
C
C NOW SOLVE TRANS(L)*X = Y
C
IF (NM1 .LT. 1) GO TO 90
DO 80 KB = 1, NM1
K = N - KB
B(K) = B(K) + DDOT(N-K,A(K+1,K),1,B(K+1),1)
L = IPVT(K)
IF (L .EQ. K) GO TO 70
T = B(L)
B(L) = B(K)
B(K) = T
70 CONTINUE
80 CONTINUE
90 CONTINUE
100 CONTINUE
RETURN
END
SUBROUTINE DAXPY(N,DA,DX,INCX,DY,INCY)
C
C CONSTANT TIMES A VECTOR PLUS A VECTOR.
C USES UNROLLED LOOPS FOR INCREMENTS EQUAL TO ONE.
C JACK DONGARRA, LINPACK, 3/11/78.
C
DOUBLE PRECISION DX(1),DY(1),DA
INTEGER I,INCX,INCY,IX,IY,M,MP1,N
C
IF(N.LE.0)RETURN
IF (DA .EQ. 0.0D0) RETURN
IF(INCX.EQ.1.AND.INCY.EQ.1)GO TO 20
C
C CODE FOR UNEQUAL INCREMENTS OR EQUAL INCREMENTS
C NOT EQUAL TO 1
C
IX = 1
IY = 1
IF(INCX.LT.0)IX = (-N+1)*INCX + 1
IF(INCY.LT.0)IY = (-N+1)*INCY + 1
DO 10 I = 1,N
DY(IY) = DY(IY) + DA*DX(IX)
IX = IX + INCX
IY = IY + INCY
10 CONTINUE
RETURN
C
C CODE FOR BOTH INCREMENTS EQUAL TO 1
C
C
C CLEAN-UP LOOP
C
20 M = MOD(N,4)
IF( M .EQ. 0 ) GO TO 40
DO 30 I = 1,M
DY(I) = DY(I) + DA*DX(I)
30 CONTINUE
IF( N .LT. 4 ) RETURN
40 MP1 = M + 1
DO 50 I = MP1,N,4
DY(I) = DY(I) + DA*DX(I)
DY(I + 1) = DY(I + 1) + DA*DX(I + 1)
DY(I + 2) = DY(I + 2) + DA*DX(I + 2)
DY(I + 3) = DY(I + 3) + DA*DX(I + 3)
50 CONTINUE
RETURN
END
SUBROUTINE DSCAL(N,DA,DX,INCX)
C
C SCALES A VECTOR BY A CONSTANT.
C USES UNROLLED LOOPS FOR INCREMENT EQUAL TO ONE.
C JACK DONGARRA, LINPACK, 3/11/78.
C
DOUBLE PRECISION DA,DX(1)
INTEGER I,INCX,M,MP1,N,NINCX
C
IF(N.LE.0)RETURN
IF(INCX.EQ.1)GO TO 20
C
C CODE FOR INCREMENT NOT EQUAL TO 1
C
NINCX = N*INCX
DO 10 I = 1,NINCX,INCX
DX(I) = DA*DX(I)
10 CONTINUE
RETURN
C
C CODE FOR INCREMENT EQUAL TO 1
C
C
C CLEAN-UP LOOP
C
20 M = MOD(N,5)
IF( M .EQ. 0 ) GO TO 40
DO 30 I = 1,M
DX(I) = DA*DX(I)
30 CONTINUE
IF( N .LT. 5 ) RETURN
40 MP1 = M + 1
DO 50 I = MP1,N,5
DX(I) = DA*DX(I)
DX(I + 1) = DA*DX(I + 1)
DX(I + 2) = DA*DX(I + 2)
DX(I + 3) = DA*DX(I + 3)
DX(I + 4) = DA*DX(I + 4)
50 CONTINUE
RETURN
END
DOUBLE PRECISION FUNCTION DDOT(N,DX,INCX,DY,INCY)
C
C FORMS THE DOT PRODUCT OF TWO VECTORS.
C USES UNROLLED LOOPS FOR INCREMENTS EQUAL TO ONE.
C JACK DONGARRA, LINPACK, 3/11/78.
C
DOUBLE PRECISION DX(1),DY(1),DTEMP
INTEGER I,INCX,INCY,IX,IY,M,MP1,N
C
DDOT = 0.0D0
DTEMP = 0.0D0
IF(N.LE.0)RETURN
IF(INCX.EQ.1.AND.INCY.EQ.1)GO TO 20
C
C CODE FOR UNEQUAL INCREMENTS OR EQUAL INCREMENTS
C NOT EQUAL TO 1
C
IX = 1
IY = 1
IF(INCX.LT.0)IX = (-N+1)*INCX + 1
IF(INCY.LT.0)IY = (-N+1)*INCY + 1
DO 10 I = 1,N
DTEMP = DTEMP + DX(IX)*DY(IY)
IX = IX + INCX
IY = IY + INCY
10 CONTINUE
DDOT = DTEMP
RETURN
C
C CODE FOR BOTH INCREMENTS EQUAL TO 1
C
C
C CLEAN-UP LOOP
C
20 M = MOD(N,5)
IF( M .EQ. 0 ) GO TO 40
DO 30 I = 1,M
DTEMP = DTEMP + DX(I)*DY(I)
30 CONTINUE
IF( N .LT. 5 ) GO TO 60
40 MP1 = M + 1
DO 50 I = MP1,N,5
DTEMP = DTEMP + DX(I)*DY(I) + DX(I + 1)*DY(I + 1) +
* DX(I + 2)*DY(I + 2) + DX(I + 3)*DY(I + 3) + DX(I + 4)*DY(I + 4)
50 CONTINUE
60 DDOT = DTEMP
RETURN
END
INTEGER FUNCTION IDAMAX(N,DX,INCX)
C
C FINDS THE INDEX OF ELEMENT HAVING MAX. ABSOLUTE VALUE.
C JACK DONGARRA, LINPACK, 3/11/78.
C
DOUBLE PRECISION DX(1),DMAX
INTEGER I,INCX,IX,N
C
IDAMAX = 0
IF( N .LT. 1 ) RETURN
IDAMAX = 1
IF(N.EQ.1)RETURN
IF(INCX.EQ.1)GO TO 20
C
C CODE FOR INCREMENT NOT EQUAL TO 1
C
IX = 1
DMAX = DABS(DX(1))
IX = IX + INCX
DO 10 I = 2,N
IF(DABS(DX(IX)).LE.DMAX) GO TO 5
IDAMAX = I
DMAX = DABS(DX(IX))
5 IX = IX + INCX
10 CONTINUE
RETURN
C
C CODE FOR INCREMENT EQUAL TO 1
C
20 DMAX = DABS(DX(1))
DO 30 I = 2,N
IF(DABS(DX(I)).LE.DMAX) GO TO 30
IDAMAX = I
DMAX = DABS(DX(I))
30 CONTINUE
RETURN
END