Mercurial > hg > octave-lojdl
view libcruft/linpack/dgeco.f @ 2921:64dd86522a1d
[project @ 1997-05-02 02:52:54 by jwe]
author | jwe |
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date | Fri, 02 May 1997 02:52:55 +0000 |
parents | 30c606bec7a8 |
children |
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SUBROUTINE DGECO(A,LDA,N,IPVT,RCOND,Z) INTEGER LDA,N,IPVT(1) DOUBLE PRECISION A(LDA,1),Z(1) DOUBLE PRECISION RCOND C C DGECO FACTORS A DOUBLE PRECISION MATRIX BY GAUSSIAN ELIMINATION C AND ESTIMATES THE CONDITION OF THE MATRIX. C C IF RCOND IS NOT NEEDED, DGEFA IS SLIGHTLY FASTER. C TO SOLVE A*X = B , FOLLOW DGECO BY DGESL. C TO COMPUTE INVERSE(A)*C , FOLLOW DGECO BY DGESL. C TO COMPUTE DETERMINANT(A) , FOLLOW DGECO BY DGEDI. C TO COMPUTE INVERSE(A) , FOLLOW DGECO BY DGEDI. C C ON ENTRY C C A DOUBLE PRECISION(LDA, N) C THE MATRIX TO BE FACTORED. C C LDA INTEGER C THE LEADING DIMENSION OF THE ARRAY A . C C N INTEGER C THE ORDER OF THE MATRIX A . C C ON RETURN C C A AN UPPER TRIANGULAR MATRIX AND THE MULTIPLIERS C WHICH WERE USED TO OBTAIN IT. C THE FACTORIZATION CAN BE WRITTEN A = L*U WHERE C L IS A PRODUCT OF PERMUTATION AND UNIT LOWER C TRIANGULAR MATRICES AND U IS UPPER TRIANGULAR. C C IPVT INTEGER(N) C AN INTEGER VECTOR OF PIVOT INDICES. C C RCOND DOUBLE PRECISION C AN ESTIMATE OF THE RECIPROCAL CONDITION OF A . C FOR THE SYSTEM A*X = B , RELATIVE PERTURBATIONS C IN A AND B OF SIZE EPSILON MAY CAUSE C RELATIVE PERTURBATIONS IN X OF SIZE EPSILON/RCOND . C IF RCOND IS SO SMALL THAT THE LOGICAL EXPRESSION C 1.0 + RCOND .EQ. 1.0 C IS TRUE, THEN A MAY BE SINGULAR TO WORKING C PRECISION. IN PARTICULAR, RCOND IS ZERO IF C EXACT SINGULARITY IS DETECTED OR THE ESTIMATE C UNDERFLOWS. C C Z DOUBLE PRECISION(N) C A WORK VECTOR WHOSE CONTENTS ARE USUALLY UNIMPORTANT. C IF A IS CLOSE TO A SINGULAR MATRIX, THEN Z IS C AN APPROXIMATE NULL VECTOR IN THE SENSE THAT C NORM(A*Z) = RCOND*NORM(A)*NORM(Z) . C C LINPACK. THIS VERSION DATED 08/14/78 . C CLEVE MOLER, UNIVERSITY OF NEW MEXICO, ARGONNE NATIONAL LAB. C C SUBROUTINES AND FUNCTIONS C C LINPACK DGEFA C BLAS DAXPY,DDOT,DSCAL,DASUM C FORTRAN DABS,DMAX1,DSIGN C C INTERNAL VARIABLES C DOUBLE PRECISION DDOT,EK,T,WK,WKM DOUBLE PRECISION ANORM,S,DASUM,SM,YNORM INTEGER INFO,J,K,KB,KP1,L C C C COMPUTE 1-NORM OF A C ANORM = 0.0D0 DO 10 J = 1, N ANORM = DMAX1(ANORM,DASUM(N,A(1,J),1)) 10 CONTINUE C C FACTOR C CALL DGEFA(A,LDA,N,IPVT,INFO) C C RCOND = 1/(NORM(A)*(ESTIMATE OF NORM(INVERSE(A)))) . C ESTIMATE = NORM(Z)/NORM(Y) WHERE A*Z = Y AND TRANS(A)*Y = E . C TRANS(A) IS THE TRANSPOSE OF A . THE COMPONENTS OF E ARE C CHOSEN TO CAUSE MAXIMUM LOCAL GROWTH IN THE ELEMENTS OF W WHERE C TRANS(U)*W = E . THE VECTORS ARE FREQUENTLY RESCALED TO AVOID C OVERFLOW. C C SOLVE TRANS(U)*W = E C EK = 1.0D0 DO 20 J = 1, N Z(J) = 0.0D0 20 CONTINUE DO 100 K = 1, N IF (Z(K) .NE. 0.0D0) EK = DSIGN(EK,-Z(K)) IF (DABS(EK-Z(K)) .LE. DABS(A(K,K))) GO TO 30 S = DABS(A(K,K))/DABS(EK-Z(K)) CALL DSCAL(N,S,Z,1) EK = S*EK 30 CONTINUE WK = EK - Z(K) WKM = -EK - Z(K) S = DABS(WK) SM = DABS(WKM) IF (A(K,K) .EQ. 0.0D0) GO TO 40 WK = WK/A(K,K) WKM = WKM/A(K,K) GO TO 50 40 CONTINUE WK = 1.0D0 WKM = 1.0D0 50 CONTINUE KP1 = K + 1 IF (KP1 .GT. N) GO TO 90 DO 60 J = KP1, N SM = SM + DABS(Z(J)+WKM*A(K,J)) Z(J) = Z(J) + WK*A(K,J) S = S + DABS(Z(J)) 60 CONTINUE IF (S .GE. SM) GO TO 80 T = WKM - WK WK = WKM DO 70 J = KP1, N Z(J) = Z(J) + T*A(K,J) 70 CONTINUE 80 CONTINUE 90 CONTINUE Z(K) = WK 100 CONTINUE S = 1.0D0/DASUM(N,Z,1) CALL DSCAL(N,S,Z,1) C C SOLVE TRANS(L)*Y = W C DO 120 KB = 1, N K = N + 1 - KB IF (K .LT. N) Z(K) = Z(K) + DDOT(N-K,A(K+1,K),1,Z(K+1),1) IF (DABS(Z(K)) .LE. 1.0D0) GO TO 110 S = 1.0D0/DABS(Z(K)) CALL DSCAL(N,S,Z,1) 110 CONTINUE L = IPVT(K) T = Z(L) Z(L) = Z(K) Z(K) = T 120 CONTINUE S = 1.0D0/DASUM(N,Z,1) CALL DSCAL(N,S,Z,1) C YNORM = 1.0D0 C C SOLVE L*V = Y C DO 140 K = 1, N L = IPVT(K) T = Z(L) Z(L) = Z(K) Z(K) = T IF (K .LT. N) CALL DAXPY(N-K,T,A(K+1,K),1,Z(K+1),1) IF (DABS(Z(K)) .LE. 1.0D0) GO TO 130 S = 1.0D0/DABS(Z(K)) CALL DSCAL(N,S,Z,1) YNORM = S*YNORM 130 CONTINUE 140 CONTINUE S = 1.0D0/DASUM(N,Z,1) CALL DSCAL(N,S,Z,1) YNORM = S*YNORM C C SOLVE U*Z = V C DO 160 KB = 1, N K = N + 1 - KB IF (DABS(Z(K)) .LE. DABS(A(K,K))) GO TO 150 S = DABS(A(K,K))/DABS(Z(K)) CALL DSCAL(N,S,Z,1) YNORM = S*YNORM 150 CONTINUE IF (A(K,K) .NE. 0.0D0) Z(K) = Z(K)/A(K,K) IF (A(K,K) .EQ. 0.0D0) Z(K) = 1.0D0 T = -Z(K) CALL DAXPY(K-1,T,A(1,K),1,Z(1),1) 160 CONTINUE C MAKE ZNORM = 1.0 S = 1.0D0/DASUM(N,Z,1) CALL DSCAL(N,S,Z,1) YNORM = S*YNORM C IF (ANORM .NE. 0.0D0) RCOND = YNORM/ANORM IF (ANORM .EQ. 0.0D0) RCOND = 0.0D0 RETURN END