Annotation of rpl/lapack/lapack/zgetc2.f, revision 1.17

1.11      bertrand    1: *> \brief \b ZGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
1.8       bertrand    2: *
                      3: *  =========== DOCUMENTATION ===========
                      4: *
1.17    ! bertrand    5: * Online html documentation available at
        !             6: *            http://www.netlib.org/lapack/explore-html/
1.8       bertrand    7: *
                      8: *> \htmlonly
1.17    ! bertrand    9: *> Download ZGETC2 + dependencies
        !            10: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgetc2.f">
        !            11: *> [TGZ]</a>
        !            12: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgetc2.f">
        !            13: *> [ZIP]</a>
        !            14: *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgetc2.f">
1.8       bertrand   15: *> [TXT]</a>
1.17    ! bertrand   16: *> \endhtmlonly
1.8       bertrand   17: *
                     18: *  Definition:
                     19: *  ===========
                     20: *
                     21: *       SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
1.17    ! bertrand   22: *
1.8       bertrand   23: *       .. Scalar Arguments ..
                     24: *       INTEGER            INFO, LDA, N
                     25: *       ..
                     26: *       .. Array Arguments ..
                     27: *       INTEGER            IPIV( * ), JPIV( * )
                     28: *       COMPLEX*16         A( LDA, * )
                     29: *       ..
1.17    ! bertrand   30: *
1.8       bertrand   31: *
                     32: *> \par Purpose:
                     33: *  =============
                     34: *>
                     35: *> \verbatim
                     36: *>
                     37: *> ZGETC2 computes an LU factorization, using complete pivoting, of the
                     38: *> n-by-n matrix A. The factorization has the form A = P * L * U * Q,
                     39: *> where P and Q are permutation matrices, L is lower triangular with
                     40: *> unit diagonal elements and U is upper triangular.
                     41: *>
                     42: *> This is a level 1 BLAS version of the algorithm.
                     43: *> \endverbatim
                     44: *
                     45: *  Arguments:
                     46: *  ==========
                     47: *
                     48: *> \param[in] N
                     49: *> \verbatim
                     50: *>          N is INTEGER
                     51: *>          The order of the matrix A. N >= 0.
                     52: *> \endverbatim
                     53: *>
                     54: *> \param[in,out] A
                     55: *> \verbatim
                     56: *>          A is COMPLEX*16 array, dimension (LDA, N)
                     57: *>          On entry, the n-by-n matrix to be factored.
                     58: *>          On exit, the factors L and U from the factorization
                     59: *>          A = P*L*U*Q; the unit diagonal elements of L are not stored.
                     60: *>          If U(k, k) appears to be less than SMIN, U(k, k) is given the
                     61: *>          value of SMIN, giving a nonsingular perturbed system.
                     62: *> \endverbatim
                     63: *>
                     64: *> \param[in] LDA
                     65: *> \verbatim
                     66: *>          LDA is INTEGER
                     67: *>          The leading dimension of the array A.  LDA >= max(1, N).
                     68: *> \endverbatim
                     69: *>
                     70: *> \param[out] IPIV
                     71: *> \verbatim
                     72: *>          IPIV is INTEGER array, dimension (N).
                     73: *>          The pivot indices; for 1 <= i <= N, row i of the
                     74: *>          matrix has been interchanged with row IPIV(i).
                     75: *> \endverbatim
                     76: *>
                     77: *> \param[out] JPIV
                     78: *> \verbatim
                     79: *>          JPIV is INTEGER array, dimension (N).
                     80: *>          The pivot indices; for 1 <= j <= N, column j of the
                     81: *>          matrix has been interchanged with column JPIV(j).
                     82: *> \endverbatim
                     83: *>
                     84: *> \param[out] INFO
                     85: *> \verbatim
                     86: *>          INFO is INTEGER
                     87: *>           = 0: successful exit
                     88: *>           > 0: if INFO = k, U(k, k) is likely to produce overflow if
                     89: *>                one tries to solve for x in Ax = b. So U is perturbed
                     90: *>                to avoid the overflow.
                     91: *> \endverbatim
                     92: *
                     93: *  Authors:
                     94: *  ========
                     95: *
1.17    ! bertrand   96: *> \author Univ. of Tennessee
        !            97: *> \author Univ. of California Berkeley
        !            98: *> \author Univ. of Colorado Denver
        !            99: *> \author NAG Ltd.
1.8       bertrand  100: *
1.15      bertrand  101: *> \date June 2016
1.8       bertrand  102: *
                    103: *> \ingroup complex16GEauxiliary
                    104: *
                    105: *> \par Contributors:
                    106: *  ==================
                    107: *>
                    108: *>     Bo Kagstrom and Peter Poromaa, Department of Computing Science,
                    109: *>     Umea University, S-901 87 Umea, Sweden.
                    110: *
                    111: *  =====================================================================
1.1       bertrand  112:       SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
                    113: *
1.17    ! bertrand  114: *  -- LAPACK auxiliary routine (version 3.7.0) --
1.1       bertrand  115: *  -- LAPACK is a software package provided by Univ. of Tennessee,    --
                    116: *  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
1.15      bertrand  117: *     June 2016
1.1       bertrand  118: *
                    119: *     .. Scalar Arguments ..
                    120:       INTEGER            INFO, LDA, N
                    121: *     ..
                    122: *     .. Array Arguments ..
                    123:       INTEGER            IPIV( * ), JPIV( * )
                    124:       COMPLEX*16         A( LDA, * )
                    125: *     ..
                    126: *
                    127: *  =====================================================================
                    128: *
                    129: *     .. Parameters ..
                    130:       DOUBLE PRECISION   ZERO, ONE
                    131:       PARAMETER          ( ZERO = 0.0D+0, ONE = 1.0D+0 )
                    132: *     ..
                    133: *     .. Local Scalars ..
                    134:       INTEGER            I, IP, IPV, J, JP, JPV
                    135:       DOUBLE PRECISION   BIGNUM, EPS, SMIN, SMLNUM, XMAX
                    136: *     ..
                    137: *     .. External Subroutines ..
                    138:       EXTERNAL           ZGERU, ZSWAP
                    139: *     ..
                    140: *     .. External Functions ..
                    141:       DOUBLE PRECISION   DLAMCH
                    142:       EXTERNAL           DLAMCH
                    143: *     ..
                    144: *     .. Intrinsic Functions ..
                    145:       INTRINSIC          ABS, DCMPLX, MAX
                    146: *     ..
                    147: *     .. Executable Statements ..
                    148: *
1.15      bertrand  149:       INFO = 0
                    150: *
                    151: *     Quick return if possible
                    152: *
                    153:       IF( N.EQ.0 )
                    154:      $   RETURN
                    155: *
1.1       bertrand  156: *     Set constants to control overflow
                    157: *
                    158:       EPS = DLAMCH( 'P' )
                    159:       SMLNUM = DLAMCH( 'S' ) / EPS
                    160:       BIGNUM = ONE / SMLNUM
                    161:       CALL DLABAD( SMLNUM, BIGNUM )
                    162: *
1.15      bertrand  163: *     Handle the case N=1 by itself
                    164: *
                    165:       IF( N.EQ.1 ) THEN
                    166:          IPIV( 1 ) = 1
                    167:          JPIV( 1 ) = 1
                    168:          IF( ABS( A( 1, 1 ) ).LT.SMLNUM ) THEN
                    169:             INFO = 1
                    170:             A( 1, 1 ) = DCMPLX( SMLNUM, ZERO )
                    171:          END IF
                    172:          RETURN
                    173:       END IF
                    174: *
1.1       bertrand  175: *     Factorize A using complete pivoting.
                    176: *     Set pivots less than SMIN to SMIN
                    177: *
                    178:       DO 40 I = 1, N - 1
                    179: *
                    180: *        Find max element in matrix A
                    181: *
                    182:          XMAX = ZERO
                    183:          DO 20 IP = I, N
                    184:             DO 10 JP = I, N
                    185:                IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN
                    186:                   XMAX = ABS( A( IP, JP ) )
                    187:                   IPV = IP
                    188:                   JPV = JP
                    189:                END IF
                    190:    10       CONTINUE
                    191:    20    CONTINUE
                    192:          IF( I.EQ.1 )
                    193:      $      SMIN = MAX( EPS*XMAX, SMLNUM )
                    194: *
                    195: *        Swap rows
                    196: *
                    197:          IF( IPV.NE.I )
                    198:      $      CALL ZSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
                    199:          IPIV( I ) = IPV
                    200: *
                    201: *        Swap columns
                    202: *
                    203:          IF( JPV.NE.I )
                    204:      $      CALL ZSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 )
                    205:          JPIV( I ) = JPV
                    206: *
                    207: *        Check for singularity
                    208: *
                    209:          IF( ABS( A( I, I ) ).LT.SMIN ) THEN
                    210:             INFO = I
                    211:             A( I, I ) = DCMPLX( SMIN, ZERO )
                    212:          END IF
                    213:          DO 30 J = I + 1, N
                    214:             A( J, I ) = A( J, I ) / A( I, I )
                    215:    30    CONTINUE
                    216:          CALL ZGERU( N-I, N-I, -DCMPLX( ONE ), A( I+1, I ), 1,
                    217:      $               A( I, I+1 ), LDA, A( I+1, I+1 ), LDA )
                    218:    40 CONTINUE
                    219: *
                    220:       IF( ABS( A( N, N ) ).LT.SMIN ) THEN
                    221:          INFO = N
                    222:          A( N, N ) = DCMPLX( SMIN, ZERO )
                    223:       END IF
1.13      bertrand  224: *
                    225: *     Set last pivots to N
                    226: *
                    227:       IPIV( N ) = N
                    228:       JPIV( N ) = N
                    229: *
1.1       bertrand  230:       RETURN
                    231: *
                    232: *     End of ZGETC2
                    233: *
                    234:       END

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