summaryrefslogtreecommitdiff
path: root/SRC/sgetf2.f
blob: 3a8e8d958475235e2638e38b24b96e2ed1eab78c (plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
*> \brief \b SGETF2
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*  Definition
*  ==========
*
*       SUBROUTINE SGETF2( M, N, A, LDA, IPIV, INFO )
* 
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDA, M, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       REAL               A( LDA, * )
*       ..
*  
*  Purpose
*  =======
*
*>\details \b Purpose:
*>\verbatim
*>
*> SGETF2 computes an LU factorization of a general m-by-n matrix A
*> using partial pivoting with row interchanges.
*>
*> The factorization has the form
*>    A = P * L * U
*> where P is a permutation matrix, L is lower triangular with unit
*> diagonal elements (lower trapezoidal if m > n), and U is upper
*> triangular (upper trapezoidal if m < n).
*>
*> This is the right-looking Level 2 BLAS version of the algorithm.
*>
*>\endverbatim
*
*  Arguments
*  =========
*
*> \param[in] M
*> \verbatim
*>          M is INTEGER
*>          The number of rows of the matrix A.  M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The number of columns of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is REAL array, dimension (LDA,N)
*>          On entry, the m by n matrix to be factored.
*>          On exit, the factors L and U from the factorization
*>          A = P*L*U; the unit diagonal elements of L are not stored.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (min(M,N))
*>          The pivot indices; for 1 <= i <= min(M,N), row i of the
*>          matrix was interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit
*>          < 0: if INFO = -k, the k-th argument had an illegal value
*>          > 0: if INFO = k, U(k,k) is exactly zero. The factorization
*>               has been completed, but the factor U is exactly
*>               singular, and division by zero will occur if it is used
*>               to solve a system of equations.
*> \endverbatim
*>
*
*  Authors
*  =======
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup realGEcomputational
*
*  =====================================================================
      SUBROUTINE SGETF2( M, N, A, LDA, IPIV, INFO )
*
*  -- LAPACK computational routine (version 3.2) --
*  -- 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            INFO, LDA, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      REAL               A( LDA, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               ONE, ZERO
      PARAMETER          ( ONE = 1.0E+0, ZERO = 0.0E+0 )
*     ..
*     .. Local Scalars ..
      REAL               SFMIN
      INTEGER            I, J, JP
*     ..
*     .. External Functions ..
      REAL               SLAMCH
      INTEGER            ISAMAX
      EXTERNAL           SLAMCH, ISAMAX
*     ..
*     .. External Subroutines ..
      EXTERNAL           SGER, SSCAL, SSWAP, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      IF( M.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
         INFO = -4
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'SGETF2', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( M.EQ.0 .OR. N.EQ.0 )
     $   RETURN
*
*     Compute machine safe minimum 
* 
      SFMIN = SLAMCH('S')
*
      DO 10 J = 1, MIN( M, N )
*
*        Find pivot and test for singularity.
*
         JP = J - 1 + ISAMAX( M-J+1, A( J, J ), 1 )
         IPIV( J ) = JP
         IF( A( JP, J ).NE.ZERO ) THEN
*
*           Apply the interchange to columns 1:N.
*
            IF( JP.NE.J )
     $         CALL SSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
*
*           Compute elements J+1:M of J-th column.
*
            IF( J.LT.M ) THEN 
               IF( ABS(A( J, J )) .GE. SFMIN ) THEN 
                  CALL SSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 ) 
               ELSE 
                 DO 20 I = 1, M-J 
                    A( J+I, J ) = A( J+I, J ) / A( J, J ) 
   20            CONTINUE 
               END IF 
            END IF 
*
         ELSE IF( INFO.EQ.0 ) THEN
*
            INFO = J
         END IF
*
         IF( J.LT.MIN( M, N ) ) THEN
*
*           Update trailing submatrix.
*
            CALL SGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
     $                 A( J+1, J+1 ), LDA )
         END IF
   10 CONTINUE
      RETURN
*
*     End of SGETF2
*
      END