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SUBROUTINE MB02VD( TRANS, M, N, A, LDA, IPIV, B, LDB, INFO )
C
C SLICOT RELEASE 5.0.
C
C Copyright (c) 2002-2009 NICONET e.V.
C
C This program is free software: you can redistribute it and/or
C modify it under the terms of the GNU General Public License as
C published by the Free Software Foundation, either version 2 of
C the License, or (at your option) any later version.
C
C This program is distributed in the hope that it will be useful,
C but WITHOUT ANY WARRANTY; without even the implied warranty of
C MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
C GNU General Public License for more details.
C
C You should have received a copy of the GNU General Public License
C along with this program. If not, see
C <http://www.gnu.org/licenses/>.
C
C PURPOSE
C
C To compute the solution to a real system of linear equations
C X * op(A) = B,
C where op(A) is either A or its transpose, A is an N-by-N matrix,
C and X and B are M-by-N matrices.
C The LU decomposition with partial pivoting and row interchanges,
C A = P * L * U, is used, where P is a permutation matrix, L is unit
C lower triangular, and U is upper triangular.
C
C ARGUMENTS
C
C Mode Parameters
C
C TRANS CHARACTER*1
C Specifies the form of op(A) to be used as follows:
C = 'N': op(A) = A;
C = 'T': op(A) = A';
C = 'C': op(A) = A'.
C
C Input/Output Parameters
C
C M (input) INTEGER
C The number of rows of the matrix B. M >= 0.
C
C N (input) INTEGER
C The number of columns of the matrix B, and the order of
C the matrix A. N >= 0.
C
C A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
C On entry, the leading N-by-N part of this array must
C contain the coefficient matrix A.
C On exit, the leading N-by-N part of this array contains
C the factors L and U from the factorization A = P*L*U;
C the unit diagonal elements of L are not stored.
C
C LDA INTEGER
C The leading dimension of the array A. LDA >= MAX(1,N).
C
C IPIV (output) INTEGER array, dimension (N)
C The pivot indices that define the permutation matrix P;
C row i of the matrix was interchanged with row IPIV(i).
C
C B (input/output) DOUBLE PRECISION array, dimension (LDB,N)
C On entry, the leading M-by-N part of this array must
C contain the right hand side matrix B.
C On exit, if INFO = 0, the leading M-by-N part of this
C array contains the solution matrix X.
C
C LDB (input) INTEGER
C The leading dimension of the array B. LDB >= max(1,M).
C
C INFO (output) INTEGER
C = 0: successful exit;
C < 0: if INFO = -i, the i-th argument had an illegal
C value;
C > 0: if INFO = i, U(i,i) is exactly zero. The
C factorization has been completed, but the factor U
C is exactly singular, so the solution could not be
C computed.
C
C METHOD
C
C The LU decomposition with partial pivoting and row interchanges is
C used to factor A as
C A = P * L * U,
C where P is a permutation matrix, L is unit lower triangular, and
C U is upper triangular. The factored form of A is then used to
C solve the system of equations X * A = B or X * A' = B.
C
C FURTHER COMMENTS
C
C This routine enables to solve the system X * A = B or X * A' = B
C as easily and efficiently as possible; it is similar to the LAPACK
C Library routine DGESV, which solves A * X = B.
C
C CONTRIBUTOR
C
C V. Sima, Research Institute for Informatics, Bucharest, Mar. 2000.
C
C REVISIONS
C
C -
C
C KEYWORDS
C
C Elementary matrix operations, linear algebra.
C
C ******************************************************************
C
C .. Parameters ..
DOUBLE PRECISION ONE
PARAMETER ( ONE = 1.0D0 )
C .. Scalar Arguments ..
CHARACTER TRANS
INTEGER INFO, LDA, LDB, M, N
C ..
C .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION A( LDA, * ), B( LDB, * )
C ..
C .. Local Scalars ..
LOGICAL TRAN
C ..
C .. External Functions ..
LOGICAL LSAME
EXTERNAL LSAME
C ..
C .. External Subroutines ..
EXTERNAL DGETRF, DTRSM, MA02GD, XERBLA
C ..
C .. Intrinsic Functions ..
INTRINSIC MAX
C ..
C .. Executable Statements ..
C
C Test the scalar input parameters.
C
INFO = 0
TRAN = LSAME( TRANS, 'T' ) .OR. LSAME( TRANS, 'C' )
C
IF( .NOT.TRAN .AND. .NOT.LSAME( TRANS, 'N' ) ) THEN
INFO = -1
ELSE IF( M.LT.0 ) THEN
INFO = -2
ELSE IF( N.LT.0 ) THEN
INFO = -3
ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
INFO = -5
ELSE IF( LDB.LT.MAX( 1, M ) ) THEN
INFO = -8
END IF
C
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'MB02VD', -INFO )
RETURN
END IF
C
C Compute the LU factorization of A.
C
CALL DGETRF( N, N, A, LDA, IPIV, INFO )
C
IF( INFO.EQ.0 ) THEN
IF( TRAN ) THEN
C
C Compute X = B * A**(-T).
C
CALL MA02GD( M, B, LDB, 1, N, IPIV, 1 )
CALL DTRSM( 'Right', 'Lower', 'Transpose', 'Unit', M, N,
$ ONE, A, LDA, B, LDB )
CALL DTRSM( 'Right', 'Upper', 'Transpose', 'NonUnit', M,
$ N, ONE, A, LDA, B, LDB )
ELSE
C
C Compute X = B * A**(-1).
C
CALL DTRSM( 'Right', 'Upper', 'NoTranspose', 'NonUnit', M,
$ N, ONE, A, LDA, B, LDB )
CALL DTRSM( 'Right', 'Lower', 'NoTranspose', 'Unit', M, N,
$ ONE, A, LDA, B, LDB )
CALL MA02GD( M, B, LDB, 1, N, IPIV, -1 )
END IF
END IF
RETURN
C
C *** Last line of MB02VD ***
END
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