Annotation of rpl/lapack/lapack/zgetc2.f, revision 1.8

1.8     ! bertrand    1: *> \brief \b ZGETC2
        !             2: *
        !             3: *  =========== DOCUMENTATION ===========
        !             4: *
        !             5: * Online html documentation available at 
        !             6: *            http://www.netlib.org/lapack/explore-html/ 
        !             7: *
        !             8: *> \htmlonly
        !             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"> 
        !            15: *> [TXT]</a>
        !            16: *> \endhtmlonly 
        !            17: *
        !            18: *  Definition:
        !            19: *  ===========
        !            20: *
        !            21: *       SUBROUTINE ZGETC2( N, A, LDA, IPIV, JPIV, INFO )
        !            22: * 
        !            23: *       .. Scalar Arguments ..
        !            24: *       INTEGER            INFO, LDA, N
        !            25: *       ..
        !            26: *       .. Array Arguments ..
        !            27: *       INTEGER            IPIV( * ), JPIV( * )
        !            28: *       COMPLEX*16         A( LDA, * )
        !            29: *       ..
        !            30: *  
        !            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: *
        !            96: *> \author Univ. of Tennessee 
        !            97: *> \author Univ. of California Berkeley 
        !            98: *> \author Univ. of Colorado Denver 
        !            99: *> \author NAG Ltd. 
        !           100: *
        !           101: *> \date November 2011
        !           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: *
1.8     ! bertrand  114: *  -- LAPACK auxiliary routine (version 3.4.0) --
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..--
1.8     ! bertrand  117: *     November 2011
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: *
                    149: *     Set constants to control overflow
                    150: *
                    151:       INFO = 0
                    152:       EPS = DLAMCH( 'P' )
                    153:       SMLNUM = DLAMCH( 'S' ) / EPS
                    154:       BIGNUM = ONE / SMLNUM
                    155:       CALL DLABAD( SMLNUM, BIGNUM )
                    156: *
                    157: *     Factorize A using complete pivoting.
                    158: *     Set pivots less than SMIN to SMIN
                    159: *
                    160:       DO 40 I = 1, N - 1
                    161: *
                    162: *        Find max element in matrix A
                    163: *
                    164:          XMAX = ZERO
                    165:          DO 20 IP = I, N
                    166:             DO 10 JP = I, N
                    167:                IF( ABS( A( IP, JP ) ).GE.XMAX ) THEN
                    168:                   XMAX = ABS( A( IP, JP ) )
                    169:                   IPV = IP
                    170:                   JPV = JP
                    171:                END IF
                    172:    10       CONTINUE
                    173:    20    CONTINUE
                    174:          IF( I.EQ.1 )
                    175:      $      SMIN = MAX( EPS*XMAX, SMLNUM )
                    176: *
                    177: *        Swap rows
                    178: *
                    179:          IF( IPV.NE.I )
                    180:      $      CALL ZSWAP( N, A( IPV, 1 ), LDA, A( I, 1 ), LDA )
                    181:          IPIV( I ) = IPV
                    182: *
                    183: *        Swap columns
                    184: *
                    185:          IF( JPV.NE.I )
                    186:      $      CALL ZSWAP( N, A( 1, JPV ), 1, A( 1, I ), 1 )
                    187:          JPIV( I ) = JPV
                    188: *
                    189: *        Check for singularity
                    190: *
                    191:          IF( ABS( A( I, I ) ).LT.SMIN ) THEN
                    192:             INFO = I
                    193:             A( I, I ) = DCMPLX( SMIN, ZERO )
                    194:          END IF
                    195:          DO 30 J = I + 1, N
                    196:             A( J, I ) = A( J, I ) / A( I, I )
                    197:    30    CONTINUE
                    198:          CALL ZGERU( N-I, N-I, -DCMPLX( ONE ), A( I+1, I ), 1,
                    199:      $               A( I, I+1 ), LDA, A( I+1, I+1 ), LDA )
                    200:    40 CONTINUE
                    201: *
                    202:       IF( ABS( A( N, N ) ).LT.SMIN ) THEN
                    203:          INFO = N
                    204:          A( N, N ) = DCMPLX( SMIN, ZERO )
                    205:       END IF
                    206:       RETURN
                    207: *
                    208: *     End of ZGETC2
                    209: *
                    210:       END

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