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
|
*> \brief \b ZGESC2 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 ZGESC2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/zgesc2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/zgesc2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgesc2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE ZGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
*
* .. Scalar Arguments ..
* INTEGER LDA, N
* DOUBLE PRECISION SCALE
* ..
* .. Array Arguments ..
* INTEGER IPIV( * ), JPIV( * )
* COMPLEX*16 A( LDA, * ), RHS( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> ZGESC2 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 ZGETC2.
*>
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A.
*> \endverbatim
*>
*> \param[in] A
*> \verbatim
*> A is COMPLEX*16 array, dimension (LDA, N)
*> On entry, the LU part of the factorization of the n-by-n
*> matrix A computed by ZGETC2: 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 COMPLEX*16 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 DOUBLE PRECISION
*> 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 December 2016
*
*> \ingroup complex16GEauxiliary
*
*> \par Contributors:
* ==================
*>
*> Bo Kagstrom and Peter Poromaa, Department of Computing Science,
*> Umea University, S-901 87 Umea, Sweden.
*
* =====================================================================
SUBROUTINE ZGESC2( N, A, LDA, RHS, IPIV, JPIV, SCALE )
*
* -- LAPACK auxiliary routine (version 3.7.0) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* December 2016
*
* .. Scalar Arguments ..
INTEGER LDA, N
DOUBLE PRECISION SCALE
* ..
* .. Array Arguments ..
INTEGER IPIV( * ), JPIV( * )
COMPLEX*16 A( LDA, * ), RHS( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ZERO, ONE, TWO
PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0, TWO = 2.0D+0 )
* ..
* .. Local Scalars ..
INTEGER I, J
DOUBLE PRECISION BIGNUM, EPS, SMLNUM
COMPLEX*16 TEMP
* ..
* .. External Subroutines ..
EXTERNAL ZLASWP, ZSCAL
* ..
* .. External Functions ..
INTEGER IZAMAX
DOUBLE PRECISION DLAMCH
EXTERNAL IZAMAX, DLAMCH
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, DBLE, DCMPLX
* ..
* .. Executable Statements ..
*
* Set constant to control overflow
*
EPS = DLAMCH( 'P' )
SMLNUM = DLAMCH( 'S' ) / EPS
BIGNUM = ONE / SMLNUM
CALL DLABAD( SMLNUM, BIGNUM )
*
* Apply permutations IPIV to RHS
*
CALL ZLASWP( 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 = IZAMAX( N, RHS, 1 )
IF( TWO*SMLNUM*ABS( RHS( I ) ).GT.ABS( A( N, N ) ) ) THEN
TEMP = DCMPLX( ONE / TWO, ZERO ) / ABS( RHS( I ) )
CALL ZSCAL( N, TEMP, RHS( 1 ), 1 )
SCALE = SCALE*DBLE( TEMP )
END IF
DO 40 I = N, 1, -1
TEMP = DCMPLX( ONE, ZERO ) / 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 ZLASWP( 1, RHS, LDA, 1, N-1, JPIV, -1 )
RETURN
*
* End of ZGESC2
*
END
|