*> \brief \b SGESC2 solves a system of linear equations using the LU factorization with complete pivoting computed by sgetc2. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download SGESC2 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE SGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE ) * * .. Scalar Arguments .. * INTEGER LDA, N * REAL SCALE * .. * .. Array Arguments .. * INTEGER IPIV( * ), JPIV( * ) * REAL A( LDA, * ), RHS( * ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> SGESC2 solves a system of linear equations *> *> A * X = scale* RHS *> *> with a general N-by-N matrix A using the LU factorization with *> complete pivoting computed by SGETC2. *> \endverbatim * * Arguments: * ========== * *> \param[in] N *> \verbatim *> N is INTEGER *> The order of the matrix A. *> \endverbatim *> *> \param[in] A *> \verbatim *> A is REAL array, dimension (LDA,N) *> On entry, the LU part of the factorization of the n-by-n *> matrix A computed by SGETC2: A = P * L * U * Q *> \endverbatim *> *> \param[in] LDA *> \verbatim *> LDA is INTEGER *> The leading dimension of the array A. LDA >= max(1, N). *> \endverbatim *> *> \param[in,out] RHS *> \verbatim *> RHS is REAL array, dimension (N). *> On entry, the right hand side vector b. *> On exit, the solution vector X. *> \endverbatim *> *> \param[in] IPIV *> \verbatim *> IPIV is INTEGER array, dimension (N). *> The pivot indices; for 1 <= i <= N, row i of the *> matrix has been interchanged with row IPIV(i). *> \endverbatim *> *> \param[in] JPIV *> \verbatim *> JPIV is INTEGER array, dimension (N). *> The pivot indices; for 1 <= j <= N, column j of the *> matrix has been interchanged with column JPIV(j). *> \endverbatim *> *> \param[out] SCALE *> \verbatim *> SCALE is REAL *> On exit, SCALE contains the scale factor. SCALE is chosen *> 0 <= SCALE <= 1 to prevent owerflow in the solution. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \date November 2011 * *> \ingroup realGEauxiliary * *> \par Contributors: * ================== *> *> Bo Kagstrom and Peter Poromaa, Department of Computing Science, *> Umea University, S-901 87 Umea, Sweden. * * ===================================================================== SUBROUTINE SGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE ) * * -- LAPACK auxiliary routine (version 3.4.0) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2011 * * .. Scalar Arguments .. INTEGER LDA, N REAL SCALE * .. * .. Array Arguments .. INTEGER IPIV( * ), JPIV( * ) REAL A( LDA, * ), RHS( * ) * .. * * ===================================================================== * * .. Parameters .. REAL ONE, TWO PARAMETER ( ONE = 1.0E+0, TWO = 2.0E+0 ) * .. * .. Local Scalars .. INTEGER I, J REAL BIGNUM, EPS, SMLNUM, TEMP * .. * .. External Subroutines .. EXTERNAL SLABAD, SLASWP, SSCAL * .. * .. External Functions .. INTEGER ISAMAX REAL SLAMCH EXTERNAL ISAMAX, SLAMCH * .. * .. Intrinsic Functions .. INTRINSIC ABS * .. * .. Executable Statements .. * * Set constant to control owerflow * EPS = SLAMCH( 'P' ) SMLNUM = SLAMCH( 'S' ) / EPS BIGNUM = ONE / SMLNUM CALL SLABAD( SMLNUM, BIGNUM ) * * Apply permutations IPIV to RHS * CALL SLASWP( 1, RHS, LDA, 1, N-1, IPIV, 1 ) * * Solve for L part * DO 20 I = 1, N - 1 DO 10 J = I + 1, N RHS( J ) = RHS( J ) - A( J, I )*RHS( I ) 10 CONTINUE 20 CONTINUE * * Solve for U part * SCALE = ONE * * Check for scaling * I = ISAMAX( N, RHS, 1 ) IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN TEMP = ( ONE / TWO ) / ABS( RHS( I ) ) CALL SSCAL( N, TEMP, RHS( 1 ), 1 ) SCALE = SCALE*TEMP END IF * DO 40 I = N, 1, -1 TEMP = ONE / A( I, I ) RHS( I ) = RHS( I )*TEMP DO 30 J = I + 1, N RHS( I ) = RHS( I ) - RHS( J )*( A( I, J )*TEMP ) 30 CONTINUE 40 CONTINUE * * Apply permutations JPIV to the solution (RHS) * CALL SLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 ) RETURN * * End of SGESC2 * END