File:  [local] / rpl / lapack / lapack / dgetrf.f
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Wed Aug 22 09:48:14 2012 UTC (11 years, 9 months ago) by bertrand
Branches: MAIN
CVS tags: rpl-4_1_9, rpl-4_1_10, HEAD
Cohérence

    1: *> \brief \b DGETRF
    2: *
    3: *  =========== DOCUMENTATION ===========
    4: *
    5: * Online html documentation available at 
    6: *            http://www.netlib.org/lapack/explore-html/ 
    7: *
    8: *> \htmlonly
    9: *> Download DGETRF + dependencies 
   10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetrf.f"> 
   11: *> [TGZ]</a> 
   12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetrf.f"> 
   13: *> [ZIP]</a> 
   14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetrf.f"> 
   15: *> [TXT]</a>
   16: *> \endhtmlonly 
   17: *
   18: *  Definition:
   19: *  ===========
   20: *
   21: *       SUBROUTINE DGETRF( 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: *> DGETRF 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 3 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 = -i, the i-th argument had an illegal value
   90: *>          > 0:  if INFO = i, U(i,i) 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: *> \date November 2011
  105: *
  106: *> \ingroup doubleGEcomputational
  107: *
  108: *  =====================================================================
  109:       SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO )
  110: *
  111: *  -- LAPACK computational routine (version 3.4.0) --
  112: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
  113: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  114: *     November 2011
  115: *
  116: *     .. Scalar Arguments ..
  117:       INTEGER            INFO, LDA, M, N
  118: *     ..
  119: *     .. Array Arguments ..
  120:       INTEGER            IPIV( * )
  121:       DOUBLE PRECISION   A( LDA, * )
  122: *     ..
  123: *
  124: *  =====================================================================
  125: *
  126: *     .. Parameters ..
  127:       DOUBLE PRECISION   ONE
  128:       PARAMETER          ( ONE = 1.0D+0 )
  129: *     ..
  130: *     .. Local Scalars ..
  131:       INTEGER            I, IINFO, J, JB, NB
  132: *     ..
  133: *     .. External Subroutines ..
  134:       EXTERNAL           DGEMM, DGETF2, DLASWP, DTRSM, XERBLA
  135: *     ..
  136: *     .. External Functions ..
  137:       INTEGER            ILAENV
  138:       EXTERNAL           ILAENV
  139: *     ..
  140: *     .. Intrinsic Functions ..
  141:       INTRINSIC          MAX, MIN
  142: *     ..
  143: *     .. Executable Statements ..
  144: *
  145: *     Test the input parameters.
  146: *
  147:       INFO = 0
  148:       IF( M.LT.0 ) THEN
  149:          INFO = -1
  150:       ELSE IF( N.LT.0 ) THEN
  151:          INFO = -2
  152:       ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
  153:          INFO = -4
  154:       END IF
  155:       IF( INFO.NE.0 ) THEN
  156:          CALL XERBLA( 'DGETRF', -INFO )
  157:          RETURN
  158:       END IF
  159: *
  160: *     Quick return if possible
  161: *
  162:       IF( M.EQ.0 .OR. N.EQ.0 )
  163:      $   RETURN
  164: *
  165: *     Determine the block size for this environment.
  166: *
  167:       NB = ILAENV( 1, 'DGETRF', ' ', M, N, -1, -1 )
  168:       IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN
  169: *
  170: *        Use unblocked code.
  171: *
  172:          CALL DGETF2( M, N, A, LDA, IPIV, INFO )
  173:       ELSE
  174: *
  175: *        Use blocked code.
  176: *
  177:          DO 20 J = 1, MIN( M, N ), NB
  178:             JB = MIN( MIN( M, N )-J+1, NB )
  179: *
  180: *           Factor diagonal and subdiagonal blocks and test for exact
  181: *           singularity.
  182: *
  183:             CALL DGETF2( M-J+1, JB, A( J, J ), LDA, IPIV( J ), IINFO )
  184: *
  185: *           Adjust INFO and the pivot indices.
  186: *
  187:             IF( INFO.EQ.0 .AND. IINFO.GT.0 )
  188:      $         INFO = IINFO + J - 1
  189:             DO 10 I = J, MIN( M, J+JB-1 )
  190:                IPIV( I ) = J - 1 + IPIV( I )
  191:    10       CONTINUE
  192: *
  193: *           Apply interchanges to columns 1:J-1.
  194: *
  195:             CALL DLASWP( J-1, A, LDA, J, J+JB-1, IPIV, 1 )
  196: *
  197:             IF( J+JB.LE.N ) THEN
  198: *
  199: *              Apply interchanges to columns J+JB:N.
  200: *
  201:                CALL DLASWP( N-J-JB+1, A( 1, J+JB ), LDA, J, J+JB-1,
  202:      $                      IPIV, 1 )
  203: *
  204: *              Compute block row of U.
  205: *
  206:                CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB,
  207:      $                     N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ),
  208:      $                     LDA )
  209:                IF( J+JB.LE.M ) THEN
  210: *
  211: *                 Update trailing submatrix.
  212: *
  213:                   CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1,
  214:      $                        N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA,
  215:      $                        A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ),
  216:      $                        LDA )
  217:                END IF
  218:             END IF
  219:    20    CONTINUE
  220:       END IF
  221:       RETURN
  222: *
  223: *     End of DGETRF
  224: *
  225:       END

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