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*DCHEX
SUBROUTINE DCHEX(R,LDR,P,K,L,Z,LDZ,NZ,C,S,JOB)
C***BEGIN PROLOGUE DCHEX
C***DATE WRITTEN 780814 (YYMMDD)
C***REVISION DATE 820801 (YYMMDD)
C***CATEGORY NO. D7B
C***KEYWORDS CHOLESKY DECOMPOSITION,DOUBLE PRECISION,EXCHANGE,
C LINEAR ALGEBRA,LINPACK,MATRIX,POSITIVE DEFINITE
C***AUTHOR STEWART, G. W., (U. OF MARYLAND)
C***PURPOSE UPDATES THE CHOLESKY FACTORIZATION A=TRANS(R)*R OF A
C POSITIVE DEFINITE MATRIX A OF ORDER P UNDER DIAGONAL
C PERMUTATIONS OF THE FORM TRANS(E)*A*E WHERE E IS A
C PERMUTATION MATRIX.
C***DESCRIPTION
C DCHEX UPDATES THE CHOLESKY FACTORIZATION
C A = TRANS(R)*R
C OF A POSITIVE DEFINITE MATRIX A OF ORDER P UNDER DIAGONAL
C PERMUTATIONS OF THE FORM
C TRANS(E)*A*E
C WHERE E IS A PERMUTATION MATRIX. SPECIFICALLY, GIVEN
C AN UPPER TRIANGULAR MATRIX R AND A PERMUTATION MATRIX
C E (WHICH IS SPECIFIED BY K, L, AND JOB), DCHEX DETERMINES
C AN ORTHOGONAL MATRIX U SUCH THAT
C U*R*E = RR,
C WHERE RR IS UPPER TRIANGULAR. AT THE USERS OPTION, THE
C TRANSFORMATION U WILL BE MULTIPLIED INTO THE ARRAY Z.
C IF A = TRANS(X)*X, SO THAT R IS THE TRIANGULAR PART OF THE
C QR FACTORIZATION OF X, THEN RR IS THE TRIANGULAR PART OF THE
C QR FACTORIZATION OF X*E, I.E. X WITH ITS COLUMNS PERMUTED.
C FOR A LESS TERSE DESCRIPTION OF WHAT DCHEX DOES AND HOW
C IT MAY BE APPLIED, SEE THE LINPACK GUIDE.
C THE MATRIX Q IS DETERMINED AS THE PRODUCT U(L-K)*...*U(1)
C OF PLANE ROTATIONS OF THE FORM
C ( C(I) S(I) )
C ( ) ,
C ( -S(I) C(I) )
C WHERE C(I) IS DOUBLE PRECISION. THE ROWS THESE ROTATIONS OPERATE
C ON ARE DESCRIBED BELOW.
C THERE ARE TWO TYPES OF PERMUTATIONS, WHICH ARE DETERMINED
C BY THE VALUE OF JOB.
C 1. RIGHT CIRCULAR SHIFT (JOB = 1).
C THE COLUMNS ARE REARRANGED IN THE FOLLOWING ORDER.
C 1,...,K-1,L,K,K+1,...,L-1,L+1,...,P.
C U IS THE PRODUCT OF L-K ROTATIONS U(I), WHERE U(I)
C ACTS IN THE (L-I,L-I+1)-PLANE.
C 2. LEFT CIRCULAR SHIFT (JOB = 2).
C THE COLUMNS ARE REARRANGED IN THE FOLLOWING ORDER
C 1,...,K-1,K+1,K+2,...,L,K,L+1,...,P.
C U IS THE PRODUCT OF L-K ROTATIONS U(I), WHERE U(I)
C ACTS IN THE (K+I-1,K+I)-PLANE.
C ON ENTRY
C R DOUBLE PRECISION(LDR,P), WHERE LDR .GE. P.
C R CONTAINS THE UPPER TRIANGULAR FACTOR
C THAT IS TO BE UPDATED. ELEMENTS OF R
C BELOW THE DIAGONAL ARE NOT REFERENCED.
C LDR INTEGER.
C LDR IS THE LEADING DIMENSION OF THE ARRAY R.
C P INTEGER.
C P IS THE ORDER OF THE MATRIX R.
C K INTEGER.
C K IS THE FIRST COLUMN TO BE PERMUTED.
C L INTEGER.
C L IS THE LAST COLUMN TO BE PERMUTED.
C L MUST BE STRICTLY GREATER THAN K.
C Z DOUBLE PRECISION(LDZ,N)Z), WHERE LDZ .GE. P.
C Z IS AN ARRAY OF NZ P-VECTORS INTO WHICH THE
C TRANSFORMATION U IS MULTIPLIED. Z IS
C NOT REFERENCED IF NZ = 0.
C LDZ INTEGER.
C LDZ IS THE LEADING DIMENSION OF THE ARRAY Z.
C NZ INTEGER.
C NZ IS THE NUMBER OF COLUMNS OF THE MATRIX Z.
C JOB INTEGER.
C JOB DETERMINES THE TYPE OF PERMUTATION.
C JOB = 1 RIGHT CIRCULAR SHIFT.
C JOB = 2 LEFT CIRCULAR SHIFT.
C ON RETURN
C R CONTAINS THE UPDATED FACTOR.
C Z CONTAINS THE UPDATED MATRIX Z.
C C DOUBLE PRECISION(P).
C C CONTAINS THE COSINES OF THE TRANSFORMING ROTATIONS.
C S DOUBLE PRECISION(P).
C S CONTAINS THE SINES OF THE TRANSFORMING ROTATIONS.
C LINPACK. THIS VERSION DATED 08/14/78 .
C G. W. STEWART, UNIVERSITY OF MARYLAND, ARGONNE NATIONAL LAB.
C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W.,
C *LINPACK USERS GUIDE*, SIAM, 1979.
C***ROUTINES CALLED DROTG
C***END PROLOGUE DCHEX
C...SCALAR ARGUMENTS
INTEGER
+ JOB,K,L,LDR,LDZ,NZ,P
C...ARRAY ARGUMENTS
DOUBLE PRECISION
+ C(*),R(LDR,*),S(*),Z(LDZ,*)
C...LOCAL SCALARS
DOUBLE PRECISION
+ T,T1
INTEGER
+ I,II,IL,IU,J,JJ,KM1,KP1,LM1,LMK
C...EXTERNAL SUBROUTINES
EXTERNAL
+ DROTG
C...INTRINSIC FUNCTIONS
INTRINSIC
+ MAX0,MIN0
C***FIRST EXECUTABLE STATEMENT DCHEX
KM1 = K - 1
KP1 = K + 1
LMK = L - K
LM1 = L - 1
C PERFORM THE APPROPRIATE TASK.
GO TO (10,130), JOB
C RIGHT CIRCULAR SHIFT.
10 CONTINUE
C REORDER THE COLUMNS.
DO 20 I = 1, L
II = L - I + 1
S(I) = R(II,L)
20 CONTINUE
DO 40 JJ = K, LM1
J = LM1 - JJ + K
DO 30 I = 1, J
R(I,J+1) = R(I,J)
30 CONTINUE
R(J+1,J+1) = 0.0D0
40 CONTINUE
IF (K .EQ. 1) GO TO 60
DO 50 I = 1, KM1
II = L - I + 1
R(I,K) = S(II)
50 CONTINUE
60 CONTINUE
C CALCULATE THE ROTATIONS.
T = S(1)
DO 70 I = 1, LMK
T1 = S(I)
CALL DROTG(S(I+1),T,C(I),T1)
S(I) = T1
T = S(I+1)
70 CONTINUE
R(K,K) = T
DO 90 J = KP1, P
IL = MAX0(1,L-J+1)
DO 80 II = IL, LMK
I = L - II
T = C(II)*R(I,J) + S(II)*R(I+1,J)
R(I+1,J) = C(II)*R(I+1,J) - S(II)*R(I,J)
R(I,J) = T
80 CONTINUE
90 CONTINUE
C IF REQUIRED, APPLY THE TRANSFORMATIONS TO Z.
IF (NZ .LT. 1) GO TO 120
DO 110 J = 1, NZ
DO 100 II = 1, LMK
I = L - II
T = C(II)*Z(I,J) + S(II)*Z(I+1,J)
Z(I+1,J) = C(II)*Z(I+1,J) - S(II)*Z(I,J)
Z(I,J) = T
100 CONTINUE
110 CONTINUE
120 CONTINUE
GO TO 260
C LEFT CIRCULAR SHIFT
130 CONTINUE
C REORDER THE COLUMNS
DO 140 I = 1, K
II = LMK + I
S(II) = R(I,K)
140 CONTINUE
DO 160 J = K, LM1
DO 150 I = 1, J
R(I,J) = R(I,J+1)
150 CONTINUE
JJ = J - KM1
S(JJ) = R(J+1,J+1)
160 CONTINUE
DO 170 I = 1, K
II = LMK + I
R(I,L) = S(II)
170 CONTINUE
DO 180 I = KP1, L
R(I,L) = 0.0D0
180 CONTINUE
C REDUCTION LOOP.
DO 220 J = K, P
IF (J .EQ. K) GO TO 200
C APPLY THE ROTATIONS.
IU = MIN0(J-1,L-1)
DO 190 I = K, IU
II = I - K + 1
T = C(II)*R(I,J) + S(II)*R(I+1,J)
R(I+1,J) = C(II)*R(I+1,J) - S(II)*R(I,J)
R(I,J) = T
190 CONTINUE
200 CONTINUE
IF (J .GE. L) GO TO 210
JJ = J - K + 1
T = S(JJ)
CALL DROTG(R(J,J),T,C(JJ),S(JJ))
210 CONTINUE
220 CONTINUE
C APPLY THE ROTATIONS TO Z.
IF (NZ .LT. 1) GO TO 250
DO 240 J = 1, NZ
DO 230 I = K, LM1
II = I - KM1
T = C(II)*Z(I,J) + S(II)*Z(I+1,J)
Z(I+1,J) = C(II)*Z(I+1,J) - S(II)*Z(I,J)
Z(I,J) = T
230 CONTINUE
240 CONTINUE
250 CONTINUE
260 CONTINUE
RETURN
END
*DPODI
SUBROUTINE DPODI(A,LDA,N,DET,JOB)
C***BEGIN PROLOGUE DPODI
C***DATE WRITTEN 780814 (YYMMDD)
C***REVISION DATE 820801 (YYMMDD)
C***CATEGORY NO. D2B1B,D3B1B
C***KEYWORDS DETERMINANT,DOUBLE PRECISION,FACTOR,INVERSE,
C LINEAR ALGEBRA,LINPACK,MATRIX,POSITIVE DEFINITE
C***AUTHOR MOLER, C. B., (U. OF NEW MEXICO)
C***PURPOSE COMPUTES THE DETERMINANT AND INVERSE OF A CERTAIN DOUBLE
C PRECISION SYMMETRIC POSITIVE DEFINITE MATRIX (SEE ABSTRACT)
C USING THE FACTORS COMPUTED BY DPOCO, DPOFA OR DQRDC.
C***DESCRIPTION
C DPODI COMPUTES THE DETERMINANT AND INVERSE OF A CERTAIN
C DOUBLE PRECISION SYMMETRIC POSITIVE DEFINITE MATRIX (SEE BELOW)
C USING THE FACTORS COMPUTED BY DPOCO, DPOFA OR DQRDC.
C ON ENTRY
C A DOUBLE PRECISION(LDA, N)
C THE OUTPUT A FROM DPOCO OR DPOFA
C OR THE OUTPUT X FROM DQRDC.
C LDA INTEGER
C THE LEADING DIMENSION OF THE ARRAY A .
C N INTEGER
C THE ORDER OF THE MATRIX A .
C JOB INTEGER
C = 11 BOTH DETERMINANT AND INVERSE.
C = 01 INVERSE ONLY.
C = 10 DETERMINANT ONLY.
C ON RETURN
C A IF DPOCO OR DPOFA WAS USED TO FACTOR A , THEN
C DPODI PRODUCES THE UPPER HALF OF INVERSE(A) .
C IF DQRDC WAS USED TO DECOMPOSE X , THEN
C DPODI PRODUCES THE UPPER HALF OF INVERSE(TRANS(X)*X)
C WHERE TRANS(X) IS THE TRANSPOSE.
C ELEMENTS OF A BELOW THE DIAGONAL ARE UNCHANGED.
C IF THE UNITS DIGIT OF JOB IS ZERO, A IS UNCHANGED.
C DET DOUBLE PRECISION(2)
C DETERMINANT OF A OR OF TRANS(X)*X IF REQUESTED.
C OTHERWISE NOT REFERENCED.
C DETERMINANT = DET(1) * 10.0**DET(2)
C WITH 1.0 .LE. DET(1) .LT. 10.0
C OR DET(1) .EQ. 0.0 .
C ERROR CONDITION
C A DIVISION BY ZERO WILL OCCUR IF THE INPUT FACTOR CONTAINS
C A ZERO ON THE DIAGONAL AND THE INVERSE IS REQUESTED.
C IT WILL NOT OCCUR IF THE SUBROUTINES ARE CALLED CORRECTLY
C AND IF DPOCO OR DPOFA HAS SET INFO .EQ. 0 .
C LINPACK. THIS VERSION DATED 08/14/78 .
C CLEVE MOLER, UNIVERSITY OF NEW MEXICO, ARGONNE NATIONAL LAB.
C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W.,
C *LINPACK USERS GUIDE*, SIAM, 1979.
C***ROUTINES CALLED DAXPY,DSCAL
C***END PROLOGUE DPODI
C...SCALAR ARGUMENTS
INTEGER JOB,LDA,N
C...ARRAY ARGUMENTS
DOUBLE PRECISION A(LDA,*),DET(*)
C...LOCAL SCALARS
DOUBLE PRECISION S,T
INTEGER I,J,JM1,K,KP1
C...EXTERNAL SUBROUTINES
EXTERNAL DAXPY,DSCAL
C...INTRINSIC FUNCTIONS
INTRINSIC MOD
C***FIRST EXECUTABLE STATEMENT DPODI
IF (JOB/10 .EQ. 0) GO TO 70
DET(1) = 1.0D0
DET(2) = 0.0D0
S = 10.0D0
DO 50 I = 1, N
DET(1) = A(I,I)**2*DET(1)
C ...EXIT
IF (DET(1) .EQ. 0.0D0) GO TO 60
10 IF (DET(1) .GE. 1.0D0) GO TO 20
DET(1) = S*DET(1)
DET(2) = DET(2) - 1.0D0
GO TO 10
20 CONTINUE
30 IF (DET(1) .LT. S) GO TO 40
DET(1) = DET(1)/S
DET(2) = DET(2) + 1.0D0
GO TO 30
40 CONTINUE
50 CONTINUE
60 CONTINUE
70 CONTINUE
C COMPUTE INVERSE(R)
IF (MOD(JOB,10) .EQ. 0) GO TO 140
DO 100 K = 1, N
A(K,K) = 1.0D0/A(K,K)
T = -A(K,K)
CALL DSCAL(K-1,T,A(1,K),1)
KP1 = K + 1
IF (N .LT. KP1) GO TO 90
DO 80 J = KP1, N
T = A(K,J)
A(K,J) = 0.0D0
CALL DAXPY(K,T,A(1,K),1,A(1,J),1)
80 CONTINUE
90 CONTINUE
100 CONTINUE
C FORM INVERSE(R) * TRANS(INVERSE(R))
DO 130 J = 1, N
JM1 = J - 1
IF (JM1 .LT. 1) GO TO 120
DO 110 K = 1, JM1
T = A(K,J)
CALL DAXPY(K,T,A(1,J),1,A(1,K),1)
110 CONTINUE
120 CONTINUE
T = A(J,J)
CALL DSCAL(J,T,A(1,J),1)
130 CONTINUE
140 CONTINUE
RETURN
END
*DQRDC
SUBROUTINE DQRDC(X,LDX,N,P,QRAUX,JPVT,WORK,JOB)
C***BEGIN PROLOGUE DQRDC
C***DATE WRITTEN 780814 (YYMMDD)
C***REVISION DATE 820801 (YYMMDD)
C***CATEGORY NO. D5
C***KEYWORDS DECOMPOSITION,DOUBLE PRECISION,LINEAR ALGEBRA,LINPACK,
C MATRIX,ORTHOGONAL TRIANGULAR
C***AUTHOR STEWART, G. W., (U. OF MARYLAND)
C***PURPOSE USES HOUSEHOLDER TRANSFORMATIONS TO COMPUTE THE QR FACTORI-
C ZATION OF N BY P MATRIX X. COLUMN PIVOTING IS OPTIONAL.
C***DESCRIPTION
C DQRDC USES HOUSEHOLDER TRANSFORMATIONS TO COMPUTE THE QR
C FACTORIZATION OF AN N BY P MATRIX X. COLUMN PIVOTING
C BASED ON THE 2-NORMS OF THE REDUCED COLUMNS MAY BE
C PERFORMED AT THE USER'S OPTION.
C ON ENTRY
C X DOUBLE PRECISION(LDX,P), WHERE LDX .GE. N.
C X CONTAINS THE MATRIX WHOSE DECOMPOSITION IS TO BE
C COMPUTED.
C LDX INTEGER.
C LDX IS THE LEADING DIMENSION OF THE ARRAY X.
C N INTEGER.
C N IS THE NUMBER OF ROWS OF THE MATRIX X.
C P INTEGER.
C P IS THE NUMBER OF COLUMNS OF THE MATRIX X.
C JPVT INTEGER(P).
C JPVT CONTAINS INTEGERS THAT CONTROL THE SELECTION
C OF THE PIVOT COLUMNS. THE K-TH COLUMN X(K) OF X
C IS PLACED IN ONE OF THREE CLASSES ACCORDING TO THE
C VALUE OF JPVT(K).
C IF JPVT(K) .GT. 0, THEN X(K) IS AN INITIAL
C COLUMN.
C IF JPVT(K) .EQ. 0, THEN X(K) IS A FREE COLUMN.
C IF JPVT(K) .LT. 0, THEN X(K) IS A FINAL COLUMN.
C BEFORE THE DECOMPOSITION IS COMPUTED, INITIAL COLUMNS
C ARE MOVED TO THE BEGINNING OF THE ARRAY X AND FINAL
C COLUMNS TO THE END. BOTH INITIAL AND FINAL COLUMNS
C ARE FROZEN IN PLACE DURING THE COMPUTATION AND ONLY
C FREE COLUMNS ARE MOVED. AT THE K-TH STAGE OF THE
C REDUCTION, IF X(K) IS OCCUPIED BY A FREE COLUMN
C IT IS INTERCHANGED WITH THE FREE COLUMN OF LARGEST
C REDUCED NORM. JPVT IS NOT REFERENCED IF
C JOB .EQ. 0.
C WORK DOUBLE PRECISION(P).
C WORK IS A WORK ARRAY. WORK IS NOT REFERENCED IF
C JOB .EQ. 0.
C JOB INTEGER.
C JOB IS AN INTEGER THAT INITIATES COLUMN PIVOTING.
C IF JOB .EQ. 0, NO PIVOTING IS DONE.
C IF JOB .NE. 0, PIVOTING IS DONE.
C ON RETURN
C X X CONTAINS IN ITS UPPER TRIANGLE THE UPPER
C TRIANGULAR MATRIX R OF THE QR FACTORIZATION.
C BELOW ITS DIAGONAL X CONTAINS INFORMATION FROM
C WHICH THE ORTHOGONAL PART OF THE DECOMPOSITION
C CAN BE RECOVERED. NOTE THAT IF PIVOTING HAS
C BEEN REQUESTED, THE DECOMPOSITION IS NOT THAT
C OF THE ORIGINAL MATRIX X BUT THAT OF X
C WITH ITS COLUMNS PERMUTED AS DESCRIBED BY JPVT.
C QRAUX DOUBLE PRECISION(P).
C QRAUX CONTAINS FURTHER INFORMATION REQUIRED TO RECOVER
C THE ORTHOGONAL PART OF THE DECOMPOSITION.
C JPVT JPVT(K) CONTAINS THE INDEX OF THE COLUMN OF THE
C ORIGINAL MATRIX THAT HAS BEEN INTERCHANGED INTO
C THE K-TH COLUMN, IF PIVOTING WAS REQUESTED.
C LINPACK. THIS VERSION DATED 08/14/78 .
C G. W. STEWART, UNIVERSITY OF MARYLAND, ARGONNE NATIONAL LAB.
C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W.,
C *LINPACK USERS GUIDE*, SIAM, 1979.
C***ROUTINES CALLED DAXPY,DDOT,DNRM2,DSCAL,DSWAP
C***END PROLOGUE DQRDC
C...SCALAR ARGUMENTS
INTEGER
+ JOB,LDX,N,P
C...ARRAY ARGUMENTS
DOUBLE PRECISION
+ QRAUX(*),WORK(*),X(LDX,*)
INTEGER
+ JPVT(*)
C...LOCAL SCALARS
DOUBLE PRECISION
+ MAXNRM,NRMXL,T,TT
INTEGER
+ J,JJ,JP,L,LP1,LUP,MAXJ,PL,PU
LOGICAL
+ NEGJ,SWAPJ
C...EXTERNAL FUNCTIONS
DOUBLE PRECISION
+ DDOT,DNRM2
EXTERNAL
+ DDOT,DNRM2
C...EXTERNAL SUBROUTINES
EXTERNAL
+ DAXPY,DSCAL,DSWAP
C...INTRINSIC FUNCTIONS
INTRINSIC
+ DABS,DMAX1,DSIGN,DSQRT,MIN0
C***FIRST EXECUTABLE STATEMENT DQRDC
PL = 1
PU = 0
IF (JOB .EQ. 0) GO TO 60
C PIVOTING HAS BEEN REQUESTED. REARRANGE THE COLUMNS
C ACCORDING TO JPVT.
DO 20 J = 1, P
SWAPJ = JPVT(J) .GT. 0
NEGJ = JPVT(J) .LT. 0
JPVT(J) = J
IF (NEGJ) JPVT(J) = -J
IF (.NOT.SWAPJ) GO TO 10
IF (J .NE. PL) CALL DSWAP(N,X(1,PL),1,X(1,J),1)
JPVT(J) = JPVT(PL)
JPVT(PL) = J
PL = PL + 1
10 CONTINUE
20 CONTINUE
PU = P
DO 50 JJ = 1, P
J = P - JJ + 1
IF (JPVT(J) .GE. 0) GO TO 40
JPVT(J) = -JPVT(J)
IF (J .EQ. PU) GO TO 30
CALL DSWAP(N,X(1,PU),1,X(1,J),1)
JP = JPVT(PU)
JPVT(PU) = JPVT(J)
JPVT(J) = JP
30 CONTINUE
PU = PU - 1
40 CONTINUE
50 CONTINUE
60 CONTINUE
C COMPUTE THE NORMS OF THE FREE COLUMNS.
IF (PU .LT. PL) GO TO 80
DO 70 J = PL, PU
QRAUX(J) = DNRM2(N,X(1,J),1)
WORK(J) = QRAUX(J)
70 CONTINUE
80 CONTINUE
C PERFORM THE HOUSEHOLDER REDUCTION OF X.
LUP = MIN0(N,P)
DO 200 L = 1, LUP
IF (L .LT. PL .OR. L .GE. PU) GO TO 120
C LOCATE THE COLUMN OF LARGEST NORM AND BRING IT
C INTO THE PIVOT POSITION.
MAXNRM = 0.0D0
MAXJ = L
DO 100 J = L, PU
IF (QRAUX(J) .LE. MAXNRM) GO TO 90
MAXNRM = QRAUX(J)
MAXJ = J
90 CONTINUE
100 CONTINUE
IF (MAXJ .EQ. L) GO TO 110
CALL DSWAP(N,X(1,L),1,X(1,MAXJ),1)
QRAUX(MAXJ) = QRAUX(L)
WORK(MAXJ) = WORK(L)
JP = JPVT(MAXJ)
JPVT(MAXJ) = JPVT(L)
JPVT(L) = JP
110 CONTINUE
120 CONTINUE
QRAUX(L) = 0.0D0
IF (L .EQ. N) GO TO 190
C COMPUTE THE HOUSEHOLDER TRANSFORMATION FOR COLUMN L.
NRMXL = DNRM2(N-L+1,X(L,L),1)
IF (NRMXL .EQ. 0.0D0) GO TO 180
IF (X(L,L) .NE. 0.0D0) NRMXL = DSIGN(NRMXL,X(L,L))
CALL DSCAL(N-L+1,1.0D0/NRMXL,X(L,L),1)
X(L,L) = 1.0D0 + X(L,L)
C APPLY THE TRANSFORMATION TO THE REMAINING COLUMNS,
C UPDATING THE NORMS.
LP1 = L + 1
IF (P .LT. LP1) GO TO 170
DO 160 J = LP1, P
T = -DDOT(N-L+1,X(L,L),1,X(L,J),1)/X(L,L)
CALL DAXPY(N-L+1,T,X(L,L),1,X(L,J),1)
IF (J .LT. PL .OR. J .GT. PU) GO TO 150
IF (QRAUX(J) .EQ. 0.0D0) GO TO 150
TT = 1.0D0 - (DABS(X(L,J))/QRAUX(J))**2
TT = DMAX1(TT,0.0D0)
T = TT
TT = 1.0D0 + 0.05D0*TT*(QRAUX(J)/WORK(J))**2
IF (TT .EQ. 1.0D0) GO TO 130
QRAUX(J) = QRAUX(J)*DSQRT(T)
GO TO 140
130 CONTINUE
QRAUX(J) = DNRM2(N-L,X(L+1,J),1)
WORK(J) = QRAUX(J)
140 CONTINUE
150 CONTINUE
160 CONTINUE
170 CONTINUE
C SAVE THE TRANSFORMATION.
QRAUX(L) = X(L,L)
X(L,L) = -NRMXL
180 CONTINUE
190 CONTINUE
200 CONTINUE
RETURN
END
*DQRSL
SUBROUTINE DQRSL(X,LDX,N,K,QRAUX,Y,QY,QTY,B,RSD,XB,JOB,INFO)
C***BEGIN PROLOGUE DQRSL
C***DATE WRITTEN 780814 (YYMMDD)
C***REVISION DATE 820801 (YYMMDD)
C***CATEGORY NO. D9,D2A1
C***KEYWORDS DOUBLE PRECISION,LINEAR ALGEBRA,LINPACK,MATRIX,
C ORTHOGONAL TRIANGULAR,SOLVE
C***AUTHOR STEWART, G. W., (U. OF MARYLAND)
C***PURPOSE APPLIES THE OUTPUT OF DQRDC TO COMPUTE COORDINATE
C TRANSFORMATIONS, PROJECTIONS, AND LEAST SQUARES SOLUTIONS.
C***DESCRIPTION
C DQRSL APPLIES THE OUTPUT OF DQRDC TO COMPUTE COORDINATE
C TRANSFORMATIONS, PROJECTIONS, AND LEAST SQUARES SOLUTIONS.
C FOR K .LE. MIN(N,P), LET XK BE THE MATRIX
C XK = (X(JPVT(1)),X(JPVT(2)), ... ,X(JPVT(K)))
C FORMED FROM COLUMNNS JPVT(1), ... ,JPVT(K) OF THE ORIGINAL
C N X P MATRIX X THAT WAS INPUT TO DQRDC (IF NO PIVOTING WAS
C DONE, XK CONSISTS OF THE FIRST K COLUMNS OF X IN THEIR
C ORIGINAL ORDER). DQRDC PRODUCES A FACTORED ORTHOGONAL MATRIX Q
C AND AN UPPER TRIANGULAR MATRIX R SUCH THAT
C XK = Q * (R)
C (0)
C THIS INFORMATION IS CONTAINED IN CODED FORM IN THE ARRAYS
C X AND QRAUX.
C ON ENTRY
C X DOUBLE PRECISION(LDX,P).
C X CONTAINS THE OUTPUT OF DQRDC.
C LDX INTEGER.
C LDX IS THE LEADING DIMENSION OF THE ARRAY X.
C N INTEGER.
C N IS THE NUMBER OF ROWS OF THE MATRIX XK. IT MUST
C HAVE THE SAME VALUE AS N IN DQRDC.
C K INTEGER.
C K IS THE NUMBER OF COLUMNS OF THE MATRIX XK. K
C MUST NOT BE GREATER THAN MIN(N,P), WHERE P IS THE
C SAME AS IN THE CALLING SEQUENCE TO DQRDC.
C QRAUX DOUBLE PRECISION(P).
C QRAUX CONTAINS THE AUXILIARY OUTPUT FROM DQRDC.
C Y DOUBLE PRECISION(N)
C Y CONTAINS AN N-VECTOR THAT IS TO BE MANIPULATED
C BY DQRSL.
C JOB INTEGER.
C JOB SPECIFIES WHAT IS TO BE COMPUTED. JOB HAS
C THE DECIMAL EXPANSION ABCDE, WITH THE FOLLOWING
C MEANING.
C IF A .NE. 0, COMPUTE QY.
C IF B,C,D, OR E .NE. 0, COMPUTE QTY.
C IF C .NE. 0, COMPUTE B.
C IF D .NE. 0, COMPUTE RSD.
C IF E .NE. 0, COMPUTE XB.
C NOTE THAT A REQUEST TO COMPUTE B, RSD, OR XB
C AUTOMATICALLY TRIGGERS THE COMPUTATION OF QTY, FOR
C WHICH AN ARRAY MUST BE PROVIDED IN THE CALLING
C SEQUENCE.
C ON RETURN
C QY DOUBLE PRECISION(N).
C QY CONTAINS Q*Y, IF ITS COMPUTATION HAS BEEN
C REQUESTED.
C QTY DOUBLE PRECISION(N).
C QTY CONTAINS TRANS(Q)*Y, IF ITS COMPUTATION HAS
C BEEN REQUESTED. HERE TRANS(Q) IS THE
C TRANSPOSE OF THE MATRIX Q.
C B DOUBLE PRECISION(K)
C B CONTAINS THE SOLUTION OF THE LEAST SQUARES PROBLEM
C MINIMIZE NORM2(Y - XK*B),
C IF ITS COMPUTATION HAS BEEN REQUESTED. (NOTE THAT
C IF PIVOTING WAS REQUESTED IN DQRDC, THE J-TH
C COMPONENT OF B WILL BE ASSOCIATED WITH COLUMN JPVT(J)
C OF THE ORIGINAL MATRIX X THAT WAS INPUT INTO DQRDC.)
C RSD DOUBLE PRECISION(N).
C RSD CONTAINS THE LEAST SQUARES RESIDUAL Y - XK*B,
C IF ITS COMPUTATION HAS BEEN REQUESTED. RSD IS
C ALSO THE ORTHOGONAL PROJECTION OF Y ONTO THE
C ORTHOGONAL COMPLEMENT OF THE COLUMN SPACE OF XK.
C XB DOUBLE PRECISION(N).
C XB CONTAINS THE LEAST SQUARES APPROXIMATION XK*B,
C IF ITS COMPUTATION HAS BEEN REQUESTED. XB IS ALSO
C THE ORTHOGONAL PROJECTION OF Y ONTO THE COLUMN SPACE
C OF X.
C INFO INTEGER.
C INFO IS ZERO UNLESS THE COMPUTATION OF B HAS
C BEEN REQUESTED AND R IS EXACTLY SINGULAR. IN
C THIS CASE, INFO IS THE INDEX OF THE FIRST ZERO
C DIAGONAL ELEMENT OF R AND B IS LEFT UNALTERED.
C THE PARAMETERS QY, QTY, B, RSD, AND XB ARE NOT REFERENCED
C IF THEIR COMPUTATION IS NOT REQUESTED AND IN THIS CASE
C CAN BE REPLACED BY DUMMY VARIABLES IN THE CALLING PROGRAM.
C TO SAVE STORAGE, THE USER MAY IN SOME CASES USE THE SAME
C ARRAY FOR DIFFERENT PARAMETERS IN THE CALLING SEQUENCE. A
C FREQUENTLY OCCURING EXAMPLE IS WHEN ONE WISHES TO COMPUTE
C ANY OF B, RSD, OR XB AND DOES NOT NEED Y OR QTY. IN THIS
C CASE ONE MAY IDENTIFY Y, QTY, AND ONE OF B, RSD, OR XB, WHILE
C PROVIDING SEPARATE ARRAYS FOR ANYTHING ELSE THAT IS TO BE
C COMPUTED. THUS THE CALLING SEQUENCE
C CALL DQRSL(X,LDX,N,K,QRAUX,Y,DUM,Y,B,Y,DUM,110,INFO)
C WILL RESULT IN THE COMPUTATION OF B AND RSD, WITH RSD
C OVERWRITING Y. MORE GENERALLY, EACH ITEM IN THE FOLLOWING
C LIST CONTAINS GROUPS OF PERMISSIBLE IDENTIFICATIONS FOR
C A SINGLE CALLING SEQUENCE.
C 1. (Y,QTY,B) (RSD) (XB) (QY)
C 2. (Y,QTY,RSD) (B) (XB) (QY)
C 3. (Y,QTY,XB) (B) (RSD) (QY)
C 4. (Y,QY) (QTY,B) (RSD) (XB)
C 5. (Y,QY) (QTY,RSD) (B) (XB)
C 6. (Y,QY) (QTY,XB) (B) (RSD)
C IN ANY GROUP THE VALUE RETURNED IN THE ARRAY ALLOCATED TO
C THE GROUP CORRESPONDS TO THE LAST MEMBER OF THE GROUP.
C LINPACK. THIS VERSION DATED 08/14/78 .
C G. W. STEWART, UNIVERSITY OF MARYLAND, ARGONNE NATIONAL LAB.
C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W.,
C *LINPACK USERS GUIDE*, SIAM, 1979.
C***ROUTINES CALLED DAXPY,DCOPY,DDOT
C***END PROLOGUE DQRSL
C...SCALAR ARGUMENTS
INTEGER
+ INFO,JOB,K,LDX,N
C...ARRAY ARGUMENTS
DOUBLE PRECISION
+ B(*),QRAUX(*),QTY(*),QY(*),RSD(*),X(LDX,*),XB(*),
+ Y(*)
C...LOCAL SCALARS
DOUBLE PRECISION
+ T,TEMP
INTEGER
+ I,J,JJ,JU,KP1
LOGICAL
+ CB,CQTY,CQY,CR,CXB
C...EXTERNAL FUNCTIONS
DOUBLE PRECISION
+ DDOT
EXTERNAL
+ DDOT
C...EXTERNAL SUBROUTINES
EXTERNAL
+ DAXPY,DCOPY
C...INTRINSIC FUNCTIONS
INTRINSIC
+ MIN0,MOD
C***FIRST EXECUTABLE STATEMENT DQRSL
INFO = 0
C DETERMINE WHAT IS TO BE COMPUTED.
CQY = JOB/10000 .NE. 0
CQTY = MOD(JOB,10000) .NE. 0
CB = MOD(JOB,1000)/100 .NE. 0
CR = MOD(JOB,100)/10 .NE. 0
CXB = MOD(JOB,10) .NE. 0
JU = MIN0(K,N-1)
C SPECIAL ACTION WHEN N=1.
IF (JU .NE. 0) GO TO 40
IF (CQY) QY(1) = Y(1)
IF (CQTY) QTY(1) = Y(1)
IF (CXB) XB(1) = Y(1)
IF (.NOT.CB) GO TO 30
IF (X(1,1) .NE. 0.0D0) GO TO 10
INFO = 1
GO TO 20
10 CONTINUE
B(1) = Y(1)/X(1,1)
20 CONTINUE
30 CONTINUE
IF (CR) RSD(1) = 0.0D0
GO TO 250
40 CONTINUE
C SET UP TO COMPUTE QY OR QTY.
IF (CQY) CALL DCOPY(N,Y,1,QY,1)
IF (CQTY) CALL DCOPY(N,Y,1,QTY,1)
IF (.NOT.CQY) GO TO 70
C COMPUTE QY.
DO 60 JJ = 1, JU
J = JU - JJ + 1
IF (QRAUX(J) .EQ. 0.0D0) GO TO 50
TEMP = X(J,J)
X(J,J) = QRAUX(J)
T = -DDOT(N-J+1,X(J,J),1,QY(J),1)/X(J,J)
CALL DAXPY(N-J+1,T,X(J,J),1,QY(J),1)
X(J,J) = TEMP
50 CONTINUE
60 CONTINUE
70 CONTINUE
IF (.NOT.CQTY) GO TO 100
C COMPUTE TRANS(Q)*Y.
DO 90 J = 1, JU
IF (QRAUX(J) .EQ. 0.0D0) GO TO 80
TEMP = X(J,J)
X(J,J) = QRAUX(J)
T = -DDOT(N-J+1,X(J,J),1,QTY(J),1)/X(J,J)
CALL DAXPY(N-J+1,T,X(J,J),1,QTY(J),1)
X(J,J) = TEMP
80 CONTINUE
90 CONTINUE
100 CONTINUE
C SET UP TO COMPUTE B, RSD, OR XB.
IF (CB) CALL DCOPY(K,QTY,1,B,1)
KP1 = K + 1
IF (CXB) CALL DCOPY(K,QTY,1,XB,1)
IF (CR .AND. K .LT. N) CALL DCOPY(N-K,QTY(KP1),1,RSD(KP1),1)
IF (.NOT.CXB .OR. KP1 .GT. N) GO TO 120
DO 110 I = KP1, N
XB(I) = 0.0D0
110 CONTINUE
120 CONTINUE
IF (.NOT.CR) GO TO 140
DO 130 I = 1, K
RSD(I) = 0.0D0
130 CONTINUE
140 CONTINUE
IF (.NOT.CB) GO TO 190
C COMPUTE B.
DO 170 JJ = 1, K
J = K - JJ + 1
IF (X(J,J) .NE. 0.0D0) GO TO 150
INFO = J
C ......EXIT
GO TO 180
150 CONTINUE
B(J) = B(J)/X(J,J)
IF (J .EQ. 1) GO TO 160
T = -B(J)
CALL DAXPY(J-1,T,X(1,J),1,B,1)
160 CONTINUE
170 CONTINUE
180 CONTINUE
190 CONTINUE
IF (.NOT.CR .AND. .NOT.CXB) GO TO 240
C COMPUTE RSD OR XB AS REQUIRED.
DO 230 JJ = 1, JU
J = JU - JJ + 1
IF (QRAUX(J) .EQ. 0.0D0) GO TO 220
TEMP = X(J,J)
X(J,J) = QRAUX(J)
IF (.NOT.CR) GO TO 200
T = -DDOT(N-J+1,X(J,J),1,RSD(J),1)/X(J,J)
CALL DAXPY(N-J+1,T,X(J,J),1,RSD(J),1)
200 CONTINUE
IF (.NOT.CXB) GO TO 210
T = -DDOT(N-J+1,X(J,J),1,XB(J),1)/X(J,J)
CALL DAXPY(N-J+1,T,X(J,J),1,XB(J),1)
210 CONTINUE
X(J,J) = TEMP
220 CONTINUE
230 CONTINUE
240 CONTINUE
250 CONTINUE
RETURN
END
*DTRCO
SUBROUTINE DTRCO(T,LDT,N,RCOND,Z,JOB)
C***BEGIN PROLOGUE DTRCO
C***DATE WRITTEN 780814 (YYMMDD)
C***REVISION DATE 820801 (YYMMDD)
C***CATEGORY NO. D2A3
C***KEYWORDS CONDITION,DOUBLE PRECISION,FACTOR,LINEAR ALGEBRA,LINPACK,
C MATRIX,TRIANGULAR
C***AUTHOR MOLER, C. B., (U. OF NEW MEXICO)
C***PURPOSE ESTIMATES THE CONDITION OF A DOUBLE PRECISION TRIANGULAR
C MATRIX.
C***DESCRIPTION
C DTRCO ESTIMATES THE CONDITION OF A DOUBLE PRECISION TRIANGULAR
C MATRIX.
C ON ENTRY
C T DOUBLE PRECISION(LDT,N)
C T CONTAINS THE TRIANGULAR MATRIX. THE ZERO
C ELEMENTS OF THE MATRIX ARE NOT REFERENCED, AND
C THE CORRESPONDING ELEMENTS OF THE ARRAY CAN BE
C USED TO STORE OTHER INFORMATION.
C LDT INTEGER
C LDT IS THE LEADING DIMENSION OF THE ARRAY T.
C N INTEGER
C N IS THE ORDER OF THE SYSTEM.
C JOB INTEGER
C = 0 T IS LOWER TRIANGULAR.
C = NONZERO T IS UPPER TRIANGULAR.
C ON RETURN
C RCOND DOUBLE PRECISION
C AN ESTIMATE OF THE RECIPROCAL CONDITION OF T .
C FOR THE SYSTEM T*X = B , RELATIVE PERTURBATIONS
C IN T AND B OF SIZE EPSILON MAY CAUSE
C RELATIVE PERTURBATIONS IN X OF SIZE EPSILON/RCOND .
C IF RCOND IS SO SMALL THAT THE LOGICAL EXPRESSION
C 1.0 + RCOND .EQ. 1.0
C IS TRUE, THEN T MAY BE SINGULAR TO WORKING
C PRECISION. IN PARTICULAR, RCOND IS ZERO IF
C EXACT SINGULARITY IS DETECTED OR THE ESTIMATE
C UNDERFLOWS.
C Z DOUBLE PRECISION(N)
C A WORK VECTOR WHOSE CONTENTS ARE USUALLY UNIMPORTANT.
C IF T IS CLOSE TO A SINGULAR MATRIX, THEN Z IS
C AN APPROXIMATE NULL VECTOR IN THE SENSE THAT
C NORM(A*Z) = RCOND*NORM(A)*NORM(Z) .
C LINPACK. THIS VERSION DATED 08/14/78 .
C CLEVE MOLER, UNIVERSITY OF NEW MEXICO, ARGONNE NATIONAL LAB.
C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W.,
C *LINPACK USERS GUIDE*, SIAM, 1979.
C***ROUTINES CALLED DASUM,DAXPY,DSCAL
C***END PROLOGUE DTRCO
C...SCALAR ARGUMENTS
DOUBLE PRECISION
+ RCOND
INTEGER
+ JOB,LDT,N
C...ARRAY ARGUMENTS
DOUBLE PRECISION
+ T(LDT,*),Z(*)
C...LOCAL SCALARS
DOUBLE PRECISION
+ EK,S,SM,TNORM,W,WK,WKM,YNORM
INTEGER
+ I1,J,J1,J2,K,KK,L
LOGICAL
+ LOWER
C...EXTERNAL FUNCTIONS
DOUBLE PRECISION
+ DASUM
EXTERNAL
+ DASUM
C...EXTERNAL SUBROUTINES
EXTERNAL
+ DAXPY,DSCAL
C...INTRINSIC FUNCTIONS
INTRINSIC
+ DABS,DMAX1,DSIGN
C***FIRST EXECUTABLE STATEMENT DTRCO
LOWER = JOB .EQ. 0
C COMPUTE 1-NORM OF T
TNORM = 0.0D0
DO 10 J = 1, N
L = J
IF (LOWER) L = N + 1 - J
I1 = 1
IF (LOWER) I1 = J
TNORM = DMAX1(TNORM,DASUM(L,T(I1,J),1))
10 CONTINUE
C RCOND = 1/(NORM(T)*(ESTIMATE OF NORM(INVERSE(T)))) .
C ESTIMATE = NORM(Z)/NORM(Y) WHERE T*Z = Y AND TRANS(T)*Y = E .
C TRANS(T) IS THE TRANSPOSE OF T .
C THE COMPONENTS OF E ARE CHOSEN TO CAUSE MAXIMUM LOCAL
C GROWTH IN THE ELEMENTS OF Y .
C THE VECTORS ARE FREQUENTLY RESCALED TO AVOID OVERFLOW.
C SOLVE TRANS(T)*Y = E
EK = 1.0D0
DO 20 J = 1, N
Z(J) = 0.0D0
20 CONTINUE
DO 100 KK = 1, N
K = KK
IF (LOWER) K = N + 1 - KK
IF (Z(K) .NE. 0.0D0) EK = DSIGN(EK,-Z(K))
IF (DABS(EK-Z(K)) .LE. DABS(T(K,K))) GO TO 30
S = DABS(T(K,K))/DABS(EK-Z(K))
CALL DSCAL(N,S,Z,1)
EK = S*EK
30 CONTINUE
WK = EK - Z(K)
WKM = -EK - Z(K)
S = DABS(WK)
SM = DABS(WKM)
IF (T(K,K) .EQ. 0.0D0) GO TO 40
WK = WK/T(K,K)
WKM = WKM/T(K,K)
GO TO 50
40 CONTINUE
WK = 1.0D0
WKM = 1.0D0
50 CONTINUE
IF (KK .EQ. N) GO TO 90
J1 = K + 1
IF (LOWER) J1 = 1
J2 = N
IF (LOWER) J2 = K - 1
DO 60 J = J1, J2
SM = SM + DABS(Z(J)+WKM*T(K,J))
Z(J) = Z(J) + WK*T(K,J)
S = S + DABS(Z(J))
60 CONTINUE
IF (S .GE. SM) GO TO 80
W = WKM - WK
WK = WKM
DO 70 J = J1, J2
Z(J) = Z(J) + W*T(K,J)
70 CONTINUE
80 CONTINUE
90 CONTINUE
Z(K) = WK
100 CONTINUE
S = 1.0D0/DASUM(N,Z,1)
CALL DSCAL(N,S,Z,1)
YNORM = 1.0D0
C SOLVE T*Z = Y
DO 130 KK = 1, N
K = N + 1 - KK
IF (LOWER) K = KK
IF (DABS(Z(K)) .LE. DABS(T(K,K))) GO TO 110
S = DABS(T(K,K))/DABS(Z(K))
CALL DSCAL(N,S,Z,1)
YNORM = S*YNORM
110 CONTINUE
IF (T(K,K) .NE. 0.0D0) Z(K) = Z(K)/T(K,K)
IF (T(K,K) .EQ. 0.0D0) Z(K) = 1.0D0
I1 = 1
IF (LOWER) I1 = K + 1
IF (KK .GE. N) GO TO 120
W = -Z(K)
CALL DAXPY(N-KK,W,T(I1,K),1,Z(I1),1)
120 CONTINUE
130 CONTINUE
C MAKE ZNORM = 1.0
S = 1.0D0/DASUM(N,Z,1)
CALL DSCAL(N,S,Z,1)
YNORM = S*YNORM
IF (TNORM .NE. 0.0D0) RCOND = YNORM/TNORM
IF (TNORM .EQ. 0.0D0) RCOND = 0.0D0
RETURN
END
*DTRSL
SUBROUTINE DTRSL(T,LDT,N,B,JOB,INFO)
C***BEGIN PROLOGUE DTRSL
C***DATE WRITTEN 780814 (YYMMDD)
C***REVISION DATE 820801 (YYMMDD)
C***CATEGORY NO. D2A3
C***KEYWORDS DOUBLE PRECISION,LINEAR ALGEBRA,LINPACK,MATRIX,SOLVE,
C TRIANGULAR
C***AUTHOR STEWART, G. W., (U. OF MARYLAND)
C***PURPOSE SOLVES SYSTEMS OF THE FORM T*X=B OR TRANS(T)*X=B WHERE T
C IS A TRIANGULAR MATRIX OF ORDER N.
C***DESCRIPTION
C DTRSL SOLVES SYSTEMS OF THE FORM
C T * X = B
C OR
C TRANS(T) * X = B
C WHERE T IS A TRIANGULAR MATRIX OF ORDER N. HERE TRANS(T)
C DENOTES THE TRANSPOSE OF THE MATRIX T.
C ON ENTRY
C T DOUBLE PRECISION(LDT,N)
C T CONTAINS THE MATRIX OF THE SYSTEM. THE ZERO
C ELEMENTS OF THE MATRIX ARE NOT REFERENCED, AND
C THE CORRESPONDING ELEMENTS OF THE ARRAY CAN BE
C USED TO STORE OTHER INFORMATION.
C LDT INTEGER
C LDT IS THE LEADING DIMENSION OF THE ARRAY T.
C N INTEGER
C N IS THE ORDER OF THE SYSTEM.
C B DOUBLE PRECISION(N).
C B CONTAINS THE RIGHT HAND SIDE OF THE SYSTEM.
C JOB INTEGER
C JOB SPECIFIES WHAT KIND OF SYSTEM IS TO BE SOLVED.
C IF JOB IS
C 00 SOLVE T*X=B, T LOWER TRIANGULAR,
C 01 SOLVE T*X=B, T UPPER TRIANGULAR,
C 10 SOLVE TRANS(T)*X=B, T LOWER TRIANGULAR,
C 11 SOLVE TRANS(T)*X=B, T UPPER TRIANGULAR.
C ON RETURN
C B B CONTAINS THE SOLUTION, IF INFO .EQ. 0.
C OTHERWISE B IS UNALTERED.
C INFO INTEGER
C INFO CONTAINS ZERO IF THE SYSTEM IS NONSINGULAR.
C OTHERWISE INFO CONTAINS THE INDEX OF
C THE FIRST ZERO DIAGONAL ELEMENT OF T.
C LINPACK. THIS VERSION DATED 08/14/78 .
C G. W. STEWART, UNIVERSITY OF MARYLAND, ARGONNE NATIONAL LAB.
C***REFERENCES DONGARRA J.J., BUNCH J.R., MOLER C.B., STEWART G.W.,
C *LINPACK USERS GUIDE*, SIAM, 1979.
C***ROUTINES CALLED DAXPY,DDOT
C***END PROLOGUE DTRSL
C...SCALAR ARGUMENTS
INTEGER
+ INFO,JOB,LDT,N
C...ARRAY ARGUMENTS
DOUBLE PRECISION
+ B(*),T(LDT,*)
C...LOCAL SCALARS
DOUBLE PRECISION
+ TEMP
INTEGER
+ CASE,J,JJ
C...EXTERNAL FUNCTIONS
DOUBLE PRECISION
+ DDOT
EXTERNAL
+ DDOT
C...EXTERNAL SUBROUTINES
EXTERNAL
+ DAXPY
C...INTRINSIC FUNCTIONS
INTRINSIC
+ MOD
C***FIRST EXECUTABLE STATEMENT DTRSL
C BEGIN BLOCK PERMITTING ...EXITS TO 150
C CHECK FOR ZERO DIAGONAL ELEMENTS.
DO 10 INFO = 1, N
C ......EXIT
IF (T(INFO,INFO) .EQ. 0.0D0) GO TO 150
10 CONTINUE
INFO = 0
C DETERMINE THE TASK AND GO TO IT.
CASE = 1
IF (MOD(JOB,10) .NE. 0) CASE = 2
IF (MOD(JOB,100)/10 .NE. 0) CASE = CASE + 2
GO TO (20,50,80,110), CASE
C SOLVE T*X=B FOR T LOWER TRIANGULAR
20 CONTINUE
B(1) = B(1)/T(1,1)
IF (N .LT. 2) GO TO 40
DO 30 J = 2, N
TEMP = -B(J-1)
CALL DAXPY(N-J+1,TEMP,T(J,J-1),1,B(J),1)
B(J) = B(J)/T(J,J)
30 CONTINUE
40 CONTINUE
GO TO 140
C SOLVE T*X=B FOR T UPPER TRIANGULAR.
50 CONTINUE
B(N) = B(N)/T(N,N)
IF (N .LT. 2) GO TO 70
DO 60 JJ = 2, N
J = N - JJ + 1
TEMP = -B(J+1)
CALL DAXPY(J,TEMP,T(1,J+1),1,B(1),1)
B(J) = B(J)/T(J,J)
60 CONTINUE
70 CONTINUE
GO TO 140
C SOLVE TRANS(T)*X=B FOR T LOWER TRIANGULAR.
80 CONTINUE
B(N) = B(N)/T(N,N)
IF (N .LT. 2) GO TO 100
DO 90 JJ = 2, N
J = N - JJ + 1
B(J) = B(J) - DDOT(JJ-1,T(J+1,J),1,B(J+1),1)
B(J) = B(J)/T(J,J)
90 CONTINUE
100 CONTINUE
GO TO 140
C SOLVE TRANS(T)*X=B FOR T UPPER TRIANGULAR.
110 CONTINUE
B(1) = B(1)/T(1,1)
IF (N .LT. 2) GO TO 130
DO 120 J = 2, N
B(J) = B(J) - DDOT(J-1,T(1,J),1,B(1),1)
B(J) = B(J)/T(J,J)
120 CONTINUE
130 CONTINUE
140 CONTINUE
150 CONTINUE
RETURN
END
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