File:  [local] / rpl / lapack / lapack / dgetf2.f
Revision 1.18: download - view: text, annotated - select for diffs - revision graph
Mon Aug 7 08:38:50 2023 UTC (8 months, 3 weeks ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_35, rpl-4_1_34, HEAD
Première mise à jour de lapack et blas.

    1: *> \brief \b DGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm).
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at
    6: *            http://www.netlib.org/lapack/explore-html/
    7: *
    8: *> \htmlonly
    9: *> Download DGETF2 + dependencies
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetf2.f">
   11: *> [TGZ]</a>
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetf2.f">
   13: *> [ZIP]</a>
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetf2.f">
   15: *> [TXT]</a>
   16: *> \endhtmlonly
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
   22: *
   23: *       .. Scalar Arguments ..
   24: *       INTEGER            INFO, LDA, M, N
   25: *       ..
   26: *       .. Array Arguments ..
   27: *       INTEGER            IPIV( * )
   28: *       DOUBLE PRECISION   A( LDA, * )
   29: *       ..
   30: *
   31: *
   32: *> \par Purpose:
   33: *  =============
   34: *>
   35: *> \verbatim
   36: *>
   37: *> DGETF2 computes an LU factorization of a general m-by-n matrix A
   38: *> using partial pivoting with row interchanges.
   39: *>
   40: *> The factorization has the form
   41: *>    A = P * L * U
   42: *> where P is a permutation matrix, L is lower triangular with unit
   43: *> diagonal elements (lower trapezoidal if m > n), and U is upper
   44: *> triangular (upper trapezoidal if m < n).
   45: *>
   46: *> This is the right-looking Level 2 BLAS version of the algorithm.
   47: *> \endverbatim
   48: *
   49: *  Arguments:
   50: *  ==========
   51: *
   52: *> \param[in] M
   53: *> \verbatim
   54: *>          M is INTEGER
   55: *>          The number of rows of the matrix A.  M >= 0.
   56: *> \endverbatim
   57: *>
   58: *> \param[in] N
   59: *> \verbatim
   60: *>          N is INTEGER
   61: *>          The number of columns of the matrix A.  N >= 0.
   62: *> \endverbatim
   63: *>
   64: *> \param[in,out] A
   65: *> \verbatim
   66: *>          A is DOUBLE PRECISION array, dimension (LDA,N)
   67: *>          On entry, the m by n matrix to be factored.
   68: *>          On exit, the factors L and U from the factorization
   69: *>          A = P*L*U; the unit diagonal elements of L are not stored.
   70: *> \endverbatim
   71: *>
   72: *> \param[in] LDA
   73: *> \verbatim
   74: *>          LDA is INTEGER
   75: *>          The leading dimension of the array A.  LDA >= max(1,M).
   76: *> \endverbatim
   77: *>
   78: *> \param[out] IPIV
   79: *> \verbatim
   80: *>          IPIV is INTEGER array, dimension (min(M,N))
   81: *>          The pivot indices; for 1 <= i <= min(M,N), row i of the
   82: *>          matrix was interchanged with row IPIV(i).
   83: *> \endverbatim
   84: *>
   85: *> \param[out] INFO
   86: *> \verbatim
   87: *>          INFO is INTEGER
   88: *>          = 0: successful exit
   89: *>          < 0: if INFO = -k, the k-th argument had an illegal value
   90: *>          > 0: if INFO = k, U(k,k) is exactly zero. The factorization
   91: *>               has been completed, but the factor U is exactly
   92: *>               singular, and division by zero will occur if it is used
   93: *>               to solve a system of equations.
   94: *> \endverbatim
   95: *
   96: *  Authors:
   97: *  ========
   98: *
   99: *> \author Univ. of Tennessee
  100: *> \author Univ. of California Berkeley
  101: *> \author Univ. of Colorado Denver
  102: *> \author NAG Ltd.
  103: *
  104: *> \ingroup doubleGEcomputational
  105: *
  106: *  =====================================================================
  107:       SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
  108: *
  109: *  -- LAPACK computational routine --
  110: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  111: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  112: *
  113: *     .. Scalar Arguments ..
  114:       INTEGER            INFO, LDA, M, N
  115: *     ..
  116: *     .. Array Arguments ..
  117:       INTEGER            IPIV( * )
  118:       DOUBLE PRECISION   A( LDA, * )
  119: *     ..
  120: *
  121: *  =====================================================================
  122: *
  123: *     .. Parameters ..
  124:       DOUBLE PRECISION   ONE, ZERO
  125:       PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
  126: *     ..
  127: *     .. Local Scalars ..
  128:       DOUBLE PRECISION   SFMIN
  129:       INTEGER            I, J, JP
  130: *     ..
  131: *     .. External Functions ..
  132:       DOUBLE PRECISION   DLAMCH
  133:       INTEGER            IDAMAX
  134:       EXTERNAL           DLAMCH, IDAMAX
  135: *     ..
  136: *     .. External Subroutines ..
  137:       EXTERNAL           DGER, DSCAL, DSWAP, XERBLA
  138: *     ..
  139: *     .. Intrinsic Functions ..
  140:       INTRINSIC          MAX, MIN
  141: *     ..
  142: *     .. Executable Statements ..
  143: *
  144: *     Test the input parameters.
  145: *
  146:       INFO = 0
  147:       IF( M.LT.0 ) THEN
  148:          INFO = -1
  149:       ELSE IF( N.LT.0 ) THEN
  150:          INFO = -2
  151:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  152:          INFO = -4
  153:       END IF
  154:       IF( INFO.NE.0 ) THEN
  155:          CALL XERBLA( 'DGETF2', -INFO )
  156:          RETURN
  157:       END IF
  158: *
  159: *     Quick return if possible
  160: *
  161:       IF( M.EQ.0 .OR. N.EQ.0 )
  162:      $   RETURN
  163: *
  164: *     Compute machine safe minimum
  165: *
  166:       SFMIN = DLAMCH('S')
  167: *
  168:       DO 10 J = 1, MIN( M, N )
  169: *
  170: *        Find pivot and test for singularity.
  171: *
  172:          JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 )
  173:          IPIV( J ) = JP
  174:          IF( A( JP, J ).NE.ZERO ) THEN
  175: *
  176: *           Apply the interchange to columns 1:N.
  177: *
  178:             IF( JP.NE.J )
  179:      $         CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
  180: *
  181: *           Compute elements J+1:M of J-th column.
  182: *
  183:             IF( J.LT.M ) THEN
  184:                IF( ABS(A( J, J )) .GE. SFMIN ) THEN
  185:                   CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
  186:                ELSE
  187:                  DO 20 I = 1, M-J
  188:                     A( J+I, J ) = A( J+I, J ) / A( J, J )
  189:    20            CONTINUE
  190:                END IF
  191:             END IF
  192: *
  193:          ELSE IF( INFO.EQ.0 ) THEN
  194: *
  195:             INFO = J
  196:          END IF
  197: *
  198:          IF( J.LT.MIN( M, N ) ) THEN
  199: *
  200: *           Update trailing submatrix.
  201: *
  202:             CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
  203:      $                 A( J+1, J+1 ), LDA )
  204:          END IF
  205:    10 CONTINUE
  206:       RETURN
  207: *
  208: *     End of DGETF2
  209: *
  210:       END

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