Annotation of rpl/lapack/lapack/dgbtf2.f, revision 1.1
1.1 ! bertrand 1: SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
! 2: *
! 3: * -- LAPACK routine (version 3.2) --
! 4: * -- LAPACK is a software package provided by Univ. of Tennessee, --
! 5: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
! 6: * November 2006
! 7: *
! 8: * .. Scalar Arguments ..
! 9: INTEGER INFO, KL, KU, LDAB, M, N
! 10: * ..
! 11: * .. Array Arguments ..
! 12: INTEGER IPIV( * )
! 13: DOUBLE PRECISION AB( LDAB, * )
! 14: * ..
! 15: *
! 16: * Purpose
! 17: * =======
! 18: *
! 19: * DGBTF2 computes an LU factorization of a real m-by-n band matrix A
! 20: * using partial pivoting with row interchanges.
! 21: *
! 22: * This is the unblocked version of the algorithm, calling Level 2 BLAS.
! 23: *
! 24: * Arguments
! 25: * =========
! 26: *
! 27: * M (input) INTEGER
! 28: * The number of rows of the matrix A. M >= 0.
! 29: *
! 30: * N (input) INTEGER
! 31: * The number of columns of the matrix A. N >= 0.
! 32: *
! 33: * KL (input) INTEGER
! 34: * The number of subdiagonals within the band of A. KL >= 0.
! 35: *
! 36: * KU (input) INTEGER
! 37: * The number of superdiagonals within the band of A. KU >= 0.
! 38: *
! 39: * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N)
! 40: * On entry, the matrix A in band storage, in rows KL+1 to
! 41: * 2*KL+KU+1; rows 1 to KL of the array need not be set.
! 42: * The j-th column of A is stored in the j-th column of the
! 43: * array AB as follows:
! 44: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl)
! 45: *
! 46: * On exit, details of the factorization: U is stored as an
! 47: * upper triangular band matrix with KL+KU superdiagonals in
! 48: * rows 1 to KL+KU+1, and the multipliers used during the
! 49: * factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
! 50: * See below for further details.
! 51: *
! 52: * LDAB (input) INTEGER
! 53: * The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
! 54: *
! 55: * IPIV (output) INTEGER array, dimension (min(M,N))
! 56: * The pivot indices; for 1 <= i <= min(M,N), row i of the
! 57: * matrix was interchanged with row IPIV(i).
! 58: *
! 59: * INFO (output) INTEGER
! 60: * = 0: successful exit
! 61: * < 0: if INFO = -i, the i-th argument had an illegal value
! 62: * > 0: if INFO = +i, U(i,i) is exactly zero. The factorization
! 63: * has been completed, but the factor U is exactly
! 64: * singular, and division by zero will occur if it is used
! 65: * to solve a system of equations.
! 66: *
! 67: * Further Details
! 68: * ===============
! 69: *
! 70: * The band storage scheme is illustrated by the following example, when
! 71: * M = N = 6, KL = 2, KU = 1:
! 72: *
! 73: * On entry: On exit:
! 74: *
! 75: * * * * + + + * * * u14 u25 u36
! 76: * * * + + + + * * u13 u24 u35 u46
! 77: * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
! 78: * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
! 79: * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
! 80: * a31 a42 a53 a64 * * m31 m42 m53 m64 * *
! 81: *
! 82: * Array elements marked * are not used by the routine; elements marked
! 83: * + need not be set on entry, but are required by the routine to store
! 84: * elements of U, because of fill-in resulting from the row
! 85: * interchanges.
! 86: *
! 87: * =====================================================================
! 88: *
! 89: * .. Parameters ..
! 90: DOUBLE PRECISION ONE, ZERO
! 91: PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
! 92: * ..
! 93: * .. Local Scalars ..
! 94: INTEGER I, J, JP, JU, KM, KV
! 95: * ..
! 96: * .. External Functions ..
! 97: INTEGER IDAMAX
! 98: EXTERNAL IDAMAX
! 99: * ..
! 100: * .. External Subroutines ..
! 101: EXTERNAL DGER, DSCAL, DSWAP, XERBLA
! 102: * ..
! 103: * .. Intrinsic Functions ..
! 104: INTRINSIC MAX, MIN
! 105: * ..
! 106: * .. Executable Statements ..
! 107: *
! 108: * KV is the number of superdiagonals in the factor U, allowing for
! 109: * fill-in.
! 110: *
! 111: KV = KU + KL
! 112: *
! 113: * Test the input parameters.
! 114: *
! 115: INFO = 0
! 116: IF( M.LT.0 ) THEN
! 117: INFO = -1
! 118: ELSE IF( N.LT.0 ) THEN
! 119: INFO = -2
! 120: ELSE IF( KL.LT.0 ) THEN
! 121: INFO = -3
! 122: ELSE IF( KU.LT.0 ) THEN
! 123: INFO = -4
! 124: ELSE IF( LDAB.LT.KL+KV+1 ) THEN
! 125: INFO = -6
! 126: END IF
! 127: IF( INFO.NE.0 ) THEN
! 128: CALL XERBLA( 'DGBTF2', -INFO )
! 129: RETURN
! 130: END IF
! 131: *
! 132: * Quick return if possible
! 133: *
! 134: IF( M.EQ.0 .OR. N.EQ.0 )
! 135: $ RETURN
! 136: *
! 137: * Gaussian elimination with partial pivoting
! 138: *
! 139: * Set fill-in elements in columns KU+2 to KV to zero.
! 140: *
! 141: DO 20 J = KU + 2, MIN( KV, N )
! 142: DO 10 I = KV - J + 2, KL
! 143: AB( I, J ) = ZERO
! 144: 10 CONTINUE
! 145: 20 CONTINUE
! 146: *
! 147: * JU is the index of the last column affected by the current stage
! 148: * of the factorization.
! 149: *
! 150: JU = 1
! 151: *
! 152: DO 40 J = 1, MIN( M, N )
! 153: *
! 154: * Set fill-in elements in column J+KV to zero.
! 155: *
! 156: IF( J+KV.LE.N ) THEN
! 157: DO 30 I = 1, KL
! 158: AB( I, J+KV ) = ZERO
! 159: 30 CONTINUE
! 160: END IF
! 161: *
! 162: * Find pivot and test for singularity. KM is the number of
! 163: * subdiagonal elements in the current column.
! 164: *
! 165: KM = MIN( KL, M-J )
! 166: JP = IDAMAX( KM+1, AB( KV+1, J ), 1 )
! 167: IPIV( J ) = JP + J - 1
! 168: IF( AB( KV+JP, J ).NE.ZERO ) THEN
! 169: JU = MAX( JU, MIN( J+KU+JP-1, N ) )
! 170: *
! 171: * Apply interchange to columns J to JU.
! 172: *
! 173: IF( JP.NE.1 )
! 174: $ CALL DSWAP( JU-J+1, AB( KV+JP, J ), LDAB-1,
! 175: $ AB( KV+1, J ), LDAB-1 )
! 176: *
! 177: IF( KM.GT.0 ) THEN
! 178: *
! 179: * Compute multipliers.
! 180: *
! 181: CALL DSCAL( KM, ONE / AB( KV+1, J ), AB( KV+2, J ), 1 )
! 182: *
! 183: * Update trailing submatrix within the band.
! 184: *
! 185: IF( JU.GT.J )
! 186: $ CALL DGER( KM, JU-J, -ONE, AB( KV+2, J ), 1,
! 187: $ AB( KV, J+1 ), LDAB-1, AB( KV+1, J+1 ),
! 188: $ LDAB-1 )
! 189: END IF
! 190: ELSE
! 191: *
! 192: * If pivot is zero, set INFO to the index of the pivot
! 193: * unless a zero pivot has already been found.
! 194: *
! 195: IF( INFO.EQ.0 )
! 196: $ INFO = J
! 197: END IF
! 198: 40 CONTINUE
! 199: RETURN
! 200: *
! 201: * End of DGBTF2
! 202: *
! 203: END
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