Annotation of rpl/lapack/lapack/zgesc2.f, revision 1.20
1.11 bertrand 1: *> \brief \b ZGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2.
1.8 bertrand 2: *
3: * =========== DOCUMENTATION ===========
4: *
1.15 bertrand 5: * Online html documentation available at
6: * http://www.netlib.org/lapack/explore-html/
1.8 bertrand 7: *
8: *> \htmlonly
1.15 bertrand 9: *> Download ZGESC2 + dependencies
10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgesc2.f">
11: *> [TGZ]</a>
12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgesc2.f">
13: *> [ZIP]</a>
14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgesc2.f">
1.8 bertrand 15: *> [TXT]</a>
1.15 bertrand 16: *> \endhtmlonly
1.8 bertrand 17: *
18: * Definition:
19: * ===========
20: *
21: * SUBROUTINE ZGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
1.15 bertrand 22: *
1.8 bertrand 23: * .. Scalar Arguments ..
24: * INTEGER LDA, N
25: * DOUBLE PRECISION SCALE
26: * ..
27: * .. Array Arguments ..
28: * INTEGER IPIV( * ), JPIV( * )
29: * COMPLEX*16 A( LDA, * ), RHS( * )
30: * ..
1.15 bertrand 31: *
1.8 bertrand 32: *
33: *> \par Purpose:
34: * =============
35: *>
36: *> \verbatim
37: *>
38: *> ZGESC2 solves a system of linear equations
39: *>
40: *> A * X = scale* RHS
41: *>
42: *> with a general N-by-N matrix A using the LU factorization with
43: *> complete pivoting computed by ZGETC2.
44: *>
45: *> \endverbatim
46: *
47: * Arguments:
48: * ==========
49: *
50: *> \param[in] N
51: *> \verbatim
52: *> N is INTEGER
53: *> The number of columns of the matrix A.
54: *> \endverbatim
55: *>
56: *> \param[in] A
57: *> \verbatim
58: *> A is COMPLEX*16 array, dimension (LDA, N)
59: *> On entry, the LU part of the factorization of the n-by-n
60: *> matrix A computed by ZGETC2: A = P * L * U * Q
61: *> \endverbatim
62: *>
63: *> \param[in] LDA
64: *> \verbatim
65: *> LDA is INTEGER
66: *> The leading dimension of the array A. LDA >= max(1, N).
67: *> \endverbatim
68: *>
69: *> \param[in,out] RHS
70: *> \verbatim
71: *> RHS is COMPLEX*16 array, dimension N.
72: *> On entry, the right hand side vector b.
73: *> On exit, the solution vector X.
74: *> \endverbatim
75: *>
76: *> \param[in] IPIV
77: *> \verbatim
78: *> IPIV is INTEGER array, dimension (N).
79: *> The pivot indices; for 1 <= i <= N, row i of the
80: *> matrix has been interchanged with row IPIV(i).
81: *> \endverbatim
82: *>
83: *> \param[in] JPIV
84: *> \verbatim
85: *> JPIV is INTEGER array, dimension (N).
86: *> The pivot indices; for 1 <= j <= N, column j of the
87: *> matrix has been interchanged with column JPIV(j).
88: *> \endverbatim
89: *>
90: *> \param[out] SCALE
91: *> \verbatim
92: *> SCALE is DOUBLE PRECISION
93: *> On exit, SCALE contains the scale factor. SCALE is chosen
1.19 bertrand 94: *> 0 <= SCALE <= 1 to prevent overflow in the solution.
1.8 bertrand 95: *> \endverbatim
96: *
97: * Authors:
98: * ========
99: *
1.15 bertrand 100: *> \author Univ. of Tennessee
101: *> \author Univ. of California Berkeley
102: *> \author Univ. of Colorado Denver
103: *> \author NAG Ltd.
1.8 bertrand 104: *
105: *> \ingroup complex16GEauxiliary
106: *
107: *> \par Contributors:
108: * ==================
109: *>
110: *> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
111: *> Umea University, S-901 87 Umea, Sweden.
112: *
113: * =====================================================================
1.1 bertrand 114: SUBROUTINE ZGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
115: *
1.20 ! bertrand 116: * -- LAPACK auxiliary routine --
1.1 bertrand 117: * -- LAPACK is a software package provided by Univ. of Tennessee, --
118: * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
119: *
120: * .. Scalar Arguments ..
121: INTEGER LDA, N
122: DOUBLE PRECISION SCALE
123: * ..
124: * .. Array Arguments ..
125: INTEGER IPIV( * ), JPIV( * )
126: COMPLEX*16 A( LDA, * ), RHS( * )
127: * ..
128: *
129: * =====================================================================
130: *
131: * .. Parameters ..
132: DOUBLE PRECISION ZERO, ONE, TWO
133: PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
134: * ..
135: * .. Local Scalars ..
136: INTEGER I, J
137: DOUBLE PRECISION BIGNUM, EPS, SMLNUM
138: COMPLEX*16 TEMP
139: * ..
140: * .. External Subroutines ..
1.17 bertrand 141: EXTERNAL ZLASWP, ZSCAL, DLABAD
1.1 bertrand 142: * ..
143: * .. External Functions ..
144: INTEGER IZAMAX
145: DOUBLE PRECISION DLAMCH
146: EXTERNAL IZAMAX, DLAMCH
147: * ..
148: * .. Intrinsic Functions ..
149: INTRINSIC ABS, DBLE, DCMPLX
150: * ..
151: * .. Executable Statements ..
152: *
153: * Set constant to control overflow
154: *
155: EPS = DLAMCH( 'P' )
156: SMLNUM = DLAMCH( 'S' ) / EPS
157: BIGNUM = ONE / SMLNUM
158: CALL DLABAD( SMLNUM, BIGNUM )
159: *
160: * Apply permutations IPIV to RHS
161: *
162: CALL ZLASWP( 1, RHS, LDA, 1, N-1, IPIV, 1 )
163: *
164: * Solve for L part
165: *
166: DO 20 I = 1, N - 1
167: DO 10 J = I + 1, N
168: RHS( J ) = RHS( J ) - A( J, I )*RHS( I )
169: 10 CONTINUE
170: 20 CONTINUE
171: *
172: * Solve for U part
173: *
174: SCALE = ONE
175: *
176: * Check for scaling
177: *
178: I = IZAMAX( N, RHS, 1 )
179: IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN
180: TEMP = DCMPLX( ONE / TWO, ZERO ) / ABS( RHS( I ) )
181: CALL ZSCAL( N, TEMP, RHS( 1 ), 1 )
182: SCALE = SCALE*DBLE( TEMP )
183: END IF
184: DO 40 I = N, 1, -1
185: TEMP = DCMPLX( ONE, ZERO ) / A( I, I )
186: RHS( I ) = RHS( I )*TEMP
187: DO 30 J = I + 1, N
188: RHS( I ) = RHS( I ) - RHS( J )*( A( I, J )*TEMP )
189: 30 CONTINUE
190: 40 CONTINUE
191: *
192: * Apply permutations JPIV to the solution (RHS)
193: *
194: CALL ZLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 )
195: RETURN
196: *
197: * End of ZGESC2
198: *
199: END
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