LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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dgetc2.f
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1*> \brief \b DGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
2*
3* =========== DOCUMENTATION ===========
4*
5* Online html documentation available at
6* http://www.netlib.org/lapack/explore-html/
7*
8*> \htmlonly
9*> Download DGETC2 + dependencies
10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetc2.f">
11*> [TGZ]</a>
12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetc2.f">
13*> [ZIP]</a>
14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetc2.f">
15*> [TXT]</a>
16*> \endhtmlonly
17*
18* Definition:
19* ===========
20*
21* SUBROUTINE DGETC2( N, A, LDA, IPIV, JPIV, INFO )
22*
23* .. Scalar Arguments ..
24* INTEGER INFO, LDA, N
25* ..
26* .. Array Arguments ..
27* INTEGER IPIV( * ), JPIV( * )
28* DOUBLE PRECISION A( LDA, * )
29* ..
30*
31*
32*> \par Purpose:
33* =============
34*>
35*> \verbatim
36*>
37*> DGETC2 computes an LU factorization with 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 the Level 2 BLAS 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 DOUBLE PRECISION array, dimension (LDA, N)
57*> On entry, the n-by-n matrix A 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, i.e., 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*> we try to solve for x in Ax = b. So U is perturbed to
90*> 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*> \ingroup getc2
102*
103*> \par Contributors:
104* ==================
105*>
106*> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
107*> Umea University, S-901 87 Umea, Sweden.
108*
109* =====================================================================
110 SUBROUTINE dgetc2( N, A, LDA, IPIV, JPIV, INFO )
111*
112* -- LAPACK auxiliary routine --
113* -- LAPACK is a software package provided by Univ. of Tennessee, --
114* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
115*
116* .. Scalar Arguments ..
117 INTEGER INFO, LDA, N
118* ..
119* .. Array Arguments ..
120 INTEGER IPIV( * ), JPIV( * )
121 DOUBLE PRECISION A( LDA, * )
122* ..
123*
124* =====================================================================
125*
126* .. Parameters ..
127 DOUBLE PRECISION ZERO, ONE
128 parameter( zero = 0.0d+0, one = 1.0d+0 )
129* ..
130* .. Local Scalars ..
131 INTEGER I, IP, IPV, J, JP, JPV
132 DOUBLE PRECISION BIGNUM, EPS, SMIN, SMLNUM, XMAX
133* ..
134* .. External Subroutines ..
135 EXTERNAL dger, dswap
136* ..
137* .. External Functions ..
138 DOUBLE PRECISION DLAMCH
139 EXTERNAL dlamch
140* ..
141* .. Intrinsic Functions ..
142 INTRINSIC abs, max
143* ..
144* .. Executable Statements ..
145*
146 info = 0
147*
148* Quick return if possible
149*
150 IF( n.EQ.0 )
151 $ RETURN
152*
153* Set constants to control overflow
154*
155 eps = dlamch( 'P' )
156 smlnum = dlamch( 'S' ) / eps
157 bignum = one / smlnum
158*
159* Handle the case N=1 by itself
160*
161 IF( n.EQ.1 ) THEN
162 ipiv( 1 ) = 1
163 jpiv( 1 ) = 1
164 IF( abs( a( 1, 1 ) ).LT.smlnum ) THEN
165 info = 1
166 a( 1, 1 ) = smlnum
167 END IF
168 RETURN
169 END IF
170*
171* Factorize A using complete pivoting.
172* Set pivots less than SMIN to SMIN.
173*
174 DO 40 i = 1, n - 1
175*
176* Find max element in matrix A
177*
178 xmax = zero
179 DO 20 ip = i, n
180 DO 10 jp = i, n
181 IF( abs( a( ip, jp ) ).GE.xmax ) THEN
182 xmax = abs( a( ip, jp ) )
183 ipv = ip
184 jpv = jp
185 END IF
186 10 CONTINUE
187 20 CONTINUE
188 IF( i.EQ.1 )
189 $ smin = max( eps*xmax, smlnum )
190*
191* Swap rows
192*
193 IF( ipv.NE.i )
194 $ CALL dswap( n, a( ipv, 1 ), lda, a( i, 1 ), lda )
195 ipiv( i ) = ipv
196*
197* Swap columns
198*
199 IF( jpv.NE.i )
200 $ CALL dswap( n, a( 1, jpv ), 1, a( 1, i ), 1 )
201 jpiv( i ) = jpv
202*
203* Check for singularity
204*
205 IF( abs( a( i, i ) ).LT.smin ) THEN
206 info = i
207 a( i, i ) = smin
208 END IF
209 DO 30 j = i + 1, n
210 a( j, i ) = a( j, i ) / a( i, i )
211 30 CONTINUE
212 CALL dger( n-i, n-i, -one, a( i+1, i ), 1, a( i, i+1 ), lda,
213 $ a( i+1, i+1 ), lda )
214 40 CONTINUE
215*
216 IF( abs( a( n, n ) ).LT.smin ) THEN
217 info = n
218 a( n, n ) = smin
219 END IF
220*
221* Set last pivots to N
222*
223 ipiv( n ) = n
224 jpiv( n ) = n
225*
226 RETURN
227*
228* End of DGETC2
229*
230 END
subroutine dger(m, n, alpha, x, incx, y, incy, a, lda)
DGER
Definition dger.f:130
subroutine dgetc2(n, a, lda, ipiv, jpiv, info)
DGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
Definition dgetc2.f:111
subroutine dswap(n, dx, incx, dy, incy)
DSWAP
Definition dswap.f:82