SUBROUTINE DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * * -- LAPACK driver routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 31, 1993 * * .. Scalar Arguments .. INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * Purpose * ======= * * DGESV computes the solution to a real system of linear equations * A * X = B, * where A is an N-by-N matrix and X and B are N-by-NRHS matrices. * * The LU decomposition with partial pivoting and row interchanges is * used to factor A as * A = P * L * U, * where P is a permutation matrix, L is unit lower triangular, and U is * upper triangular. The factored form of A is then used to solve the * system of equations A * X = B. * * Arguments * ========= * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) * On entry, the N-by-N coefficient matrix A. * On exit, the factors L and U from the factorization * A = P*L*U; the unit diagonal elements of L are not stored. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (output) INTEGER array, dimension (N) * The pivot indices that define the permutation matrix P; * row i of the matrix was interchanged with row IPIV(i). * * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) * On entry, the N-by-NRHS matrix of right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, so the solution could not be computed. * * ===================================================================== * * .. External Subroutines .. EXTERNAL DGETRF, DGETRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( NRHS.LT.0 ) THEN INFO = -2 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -4 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -7 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGESV ', -INFO ) RETURN END IF * * Compute the LU factorization of A. * CALL DGETRF( N, N, A, LDA, IPIV, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DGETRS( 'No transpose', N, NRHS, A, LDA, IPIV, B, LDB, $ INFO ) END IF RETURN * * End of DGESV * END CUT HERE............ cat > dgetrs.f <<'CUT HERE............' SUBROUTINE DGETRS( TRANS, N, NRHS, A, LDA, IPIV, B, LDB, INFO ) * * -- LAPACK routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 31, 1993 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, LDA, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * Purpose * ======= * * DGETRS solves a system of linear equations * A * X = B or A' * X = B * with a general N-by-N matrix A using the LU factorization computed * by DGETRF. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations: * = 'N': A * X = B (No transpose) * = 'T': A'* X = B (Transpose) * = 'C': A'* X = B (Conjugate transpose = Transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * A (input) DOUBLE PRECISION array, dimension (LDA,N) * The factors L and U from the factorization A = P*L*U * as computed by DGETRF. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,N). * * IPIV (input) INTEGER array, dimension (N) * The pivot indices from DGETRF; for 1<=i<=N, row i of the * matrix was interchanged with row IPIV(i). * * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOTRAN * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DLASWP, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( NRHS.LT.0 ) THEN INFO = -3 ELSE IF( LDA.LT.MAX( 1, N ) ) THEN INFO = -5 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -8 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGETRS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) $ RETURN * IF( NOTRAN ) THEN * * Solve A * X = B. * * Apply row interchanges to the right hand sides. * CALL DLASWP( NRHS, B, LDB, 1, N, IPIV, 1 ) * * Solve L*X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', N, NRHS, $ ONE, A, LDA, B, LDB ) * * Solve U*X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Upper', 'No transpose', 'Non-unit', N, $ NRHS, ONE, A, LDA, B, LDB ) ELSE * * Solve A' * X = B. * * Solve U'*X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Upper', 'Transpose', 'Non-unit', N, NRHS, $ ONE, A, LDA, B, LDB ) * * Solve L'*X = B, overwriting B with X. * CALL DTRSM( 'Left', 'Lower', 'Transpose', 'Unit', N, NRHS, ONE, $ A, LDA, B, LDB ) * * Apply row interchanges to the solution vectors. * CALL DLASWP( NRHS, B, LDB, 1, N, IPIV, -1 ) END IF * RETURN * * End of DGETRS * END CUT HERE............ cat > lsame.f <<'CUT HERE............' LOGICAL FUNCTION LSAME( CA, CB ) * * -- LAPACK auxiliary routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * February 29, 1992 * * .. Scalar Arguments .. CHARACTER CA, CB * .. * * Purpose * ======= * * LSAME returns .TRUE. if CA is the same letter as CB regardless of * case. * * Arguments * ========= * * CA (input) CHARACTER*1 * CB (input) CHARACTER*1 * CA and CB specify the single characters to be compared. * * .. Intrinsic Functions .. INTRINSIC ICHAR * .. * .. Local Scalars .. INTEGER INTA, INTB, ZCODE * .. * .. Executable Statements .. * * Test if the characters are equal * LSAME = CA.EQ.CB IF( LSAME ) $ RETURN * * Now test for equivalence if both characters are alphabetic. * ZCODE = ICHAR( 'Z' ) * * Use 'Z' rather than 'A' so that ASCII can be detected on Prime * machines, on which ICHAR returns a value with bit 8 set. * ICHAR('A') on Prime machines returns 193 which is the same as * ICHAR('A') on an EBCDIC machine. * INTA = ICHAR( CA ) INTB = ICHAR( CB ) * IF( ZCODE.EQ.90 .OR. ZCODE.EQ.122 ) THEN * * ASCII is assumed - ZCODE is the ASCII code of either lower or * upper case 'Z'. * IF( INTA.GE.97 .AND. INTA.LE.122 ) INTA = INTA - 32 IF( INTB.GE.97 .AND. INTB.LE.122 ) INTB = INTB - 32 * ELSE IF( ZCODE.EQ.233 .OR. ZCODE.EQ.169 ) THEN * * EBCDIC is assumed - ZCODE is the EBCDIC code of either lower or * upper case 'Z'. * IF( INTA.GE.129 .AND. INTA.LE.137 .OR. $ INTA.GE.145 .AND. INTA.LE.153 .OR. $ INTA.GE.162 .AND. INTA.LE.169 ) INTA = INTA + 64 IF( INTB.GE.129 .AND. INTB.LE.137 .OR. $ INTB.GE.145 .AND. INTB.LE.153 .OR. $ INTB.GE.162 .AND. INTB.LE.169 ) INTB = INTB + 64 * ELSE IF( ZCODE.EQ.218 .OR. ZCODE.EQ.250 ) THEN * * ASCII is assumed, on Prime machines - ZCODE is the ASCII code * plus 128 of either lower or upper case 'Z'. * IF( INTA.GE.225 .AND. INTA.LE.250 ) INTA = INTA - 32 IF( INTB.GE.225 .AND. INTB.LE.250 ) INTB = INTB - 32 END IF LSAME = INTA.EQ.INTB * * RETURN * * End of LSAME * END CUT HERE............ cat > dgetrf.f <<'CUT HERE............' SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO ) * * -- LAPACK routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 31, 1993 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * Purpose * ======= * * DGETRF 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 3 BLAS version of the algorithm. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) DOUBLE PRECISION 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. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * IPIV (output) 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). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) 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. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. INTEGER I, IINFO, J, JB, NB * .. * .. External Subroutines .. EXTERNAL DGEMM, DGETF2, DLASWP, DTRSM, XERBLA * .. * .. External Functions .. INTEGER ILAENV EXTERNAL ILAENV * .. * .. 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( 'DGETRF', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Determine the block size for this environment. * NB = ILAENV( 1, 'DGETRF', ' ', M, N, -1, -1 ) IF( NB.LE.1 .OR. NB.GE.MIN( M, N ) ) THEN * * Use unblocked code. * CALL DGETF2( M, N, A, LDA, IPIV, INFO ) ELSE * * Use blocked code. * DO 20 J = 1, MIN( M, N ), NB JB = MIN( MIN( M, N )-J+1, NB ) * * Factor diagonal and subdiagonal blocks and test for exact * singularity. * CALL DGETF2( M-J+1, JB, A( J, J ), LDA, IPIV( J ), IINFO ) * * Adjust INFO and the pivot indices. * IF( INFO.EQ.0 .AND. IINFO.GT.0 ) $ INFO = IINFO + J - 1 DO 10 I = J, MIN( M, J+JB-1 ) IPIV( I ) = J - 1 + IPIV( I ) 10 CONTINUE * * Apply interchanges to columns 1:J-1. * CALL DLASWP( J-1, A, LDA, J, J+JB-1, IPIV, 1 ) * IF( J+JB.LE.N ) THEN * * Apply interchanges to columns J+JB:N. * CALL DLASWP( N-J-JB+1, A( 1, J+JB ), LDA, J, J+JB-1, $ IPIV, 1 ) * * Compute block row of U. * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', JB, $ N-J-JB+1, ONE, A( J, J ), LDA, A( J, J+JB ), $ LDA ) IF( J+JB.LE.M ) THEN * * Update trailing submatrix. * CALL DGEMM( 'No transpose', 'No transpose', M-J-JB+1, $ N-J-JB+1, JB, -ONE, A( J+JB, J ), LDA, $ A( J, J+JB ), LDA, ONE, A( J+JB, J+JB ), $ LDA ) END IF END IF 20 CONTINUE END IF RETURN * * End of DGETRF * END CUT HERE............ cat > dlaswp.f <<'CUT HERE............' SUBROUTINE DLASWP( N, A, LDA, K1, K2, IPIV, INCX ) * * -- LAPACK auxiliary routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * October 31, 1992 * * .. Scalar Arguments .. INTEGER INCX, K1, K2, LDA, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * Purpose * ======= * * DLASWP performs a series of row interchanges on the matrix A. * One row interchange is initiated for each of rows K1 through K2 of A. * * Arguments * ========= * * N (input) INTEGER * The number of columns of the matrix A. * * A (input/output) DOUBLE PRECISION array, dimension (LDA,N) * On entry, the matrix of column dimension N to which the row * interchanges will be applied. * On exit, the permuted matrix. * * LDA (input) INTEGER * The leading dimension of the array A. * * K1 (input) INTEGER * The first element of IPIV for which a row interchange will * be done. * * K2 (input) INTEGER * The last element of IPIV for which a row interchange will * be done. * * IPIV (input) INTEGER array, dimension (M*abs(INCX)) * The vector of pivot indices. Only the elements in positions * K1 through K2 of IPIV are accessed. * IPIV(K) = L implies rows K and L are to be interchanged. * * INCX (input) INTEGER * The increment between successive values of IPIV. If IPIV * is negative, the pivots are applied in reverse order. * * ===================================================================== * * .. Local Scalars .. INTEGER I, IP, IX * .. * .. External Subroutines .. EXTERNAL DSWAP * .. * .. Executable Statements .. * * Interchange row I with row IPIV(I) for each of rows K1 through K2. * IF( INCX.EQ.0 ) $ RETURN IF( INCX.GT.0 ) THEN IX = K1 ELSE IX = 1 + ( 1-K2 )*INCX END IF IF( INCX.EQ.1 ) THEN DO 10 I = K1, K2 IP = IPIV( I ) IF( IP.NE.I ) $ CALL DSWAP( N, A( I, 1 ), LDA, A( IP, 1 ), LDA ) 10 CONTINUE ELSE IF( INCX.GT.1 ) THEN DO 20 I = K1, K2 IP = IPIV( IX ) IF( IP.NE.I ) $ CALL DSWAP( N, A( I, 1 ), LDA, A( IP, 1 ), LDA ) IX = IX + INCX 20 CONTINUE ELSE IF( INCX.LT.0 ) THEN DO 30 I = K2, K1, -1 IP = IPIV( IX ) IF( IP.NE.I ) $ CALL DSWAP( N, A( I, 1 ), LDA, A( IP, 1 ), LDA ) IX = IX + INCX 30 CONTINUE END IF * RETURN * * End of DLASWP * END CUT HERE............ cat > dgetf2.f <<'CUT HERE............' SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO ) * * -- LAPACK routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * June 30, 1992 * * .. Scalar Arguments .. INTEGER INFO, LDA, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION A( LDA, * ) * .. * * Purpose * ======= * * DGETF2 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. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * A (input/output) DOUBLE PRECISION 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. * * LDA (input) INTEGER * The leading dimension of the array A. LDA >= max(1,M). * * IPIV (output) 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). * * INFO (output) 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. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER J, JP * .. * .. External Functions .. INTEGER IDAMAX EXTERNAL IDAMAX * .. * .. External Subroutines .. EXTERNAL DGER, DSCAL, DSWAP, 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( 'DGETF2', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * DO 10 J = 1, MIN( M, N ) * * Find pivot and test for singularity. * JP = J - 1 + IDAMAX( 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 DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA ) * * Compute elements J+1:M of J-th column. * IF( J.LT.M ) $ CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 ) * ELSE IF( INFO.EQ.0 ) THEN * INFO = J END IF * IF( J.LT.MIN( M, N ) ) THEN * * Update trailing submatrix. * CALL DGER( 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 DGETF2 * END CUT HERE............ cat > xerbla.f <<'CUT HERE............' SUBROUTINE XERBLA( SRNAME, INFO ) * * -- LAPACK auxiliary routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * February 29, 1992 * * .. Scalar Arguments .. CHARACTER*6 SRNAME INTEGER INFO * .. * * Purpose * ======= * * XERBLA is an error handler for the LAPACK routines. * It is called by an LAPACK routine if an input parameter has an * invalid value. A message is printed and execution stops. * * Installers may consider modifying the STOP statement in order to * call system-specific exception-handling facilities. * * Arguments * ========= * * SRNAME (input) CHARACTER*6 * The name of the routine which called XERBLA. * * INFO (input) INTEGER * The position of the invalid parameter in the parameter list * of the calling routine. * * .. Executable Statements .. * WRITE( *, FMT = 9999 )SRNAME, INFO * STOP * 9999 FORMAT( ' ** On entry to ', A6, ' parameter number ', I2, ' had ', $ 'an illegal value' ) * * End of XERBLA * END CUT HERE............ cat > ilaenv.f <<'CUT HERE............' INTEGER FUNCTION ILAENV( ISPEC, NAME, OPTS, N1, N2, N3, $ N4 ) * * -- LAPACK auxiliary routine (preliminary version) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * February 20, 1992 * * .. Scalar Arguments .. CHARACTER*( * ) NAME, OPTS INTEGER ISPEC, N1, N2, N3, N4 * .. * * Purpose * ======= * * ILAENV is called from the LAPACK routines to choose problem-dependent * parameters for the local environment. See ISPEC for a description of * the parameters. * * This version provides a set of parameters which should give good, * but not optimal, performance on many of the currently available * computers. Users are encouraged to modify this subroutine to set * the tuning parameters for their particular machine using the option * and problem size information in the arguments. * * This routine will not function correctly if it is converted to all * lower case. Converting it to all upper case is allowed. * * Arguments * ========= * * ISPEC (input) INTEGER * Specifies the parameter to be returned as the value of * ILAENV. * = 1: the optimal blocksize; if this value is 1, an unblocked * algorithm will give the best performance. * = 2: the minimum block size for which the block routine * should be used; if the usable block size is less than * this value, an unblocked routine should be used. * = 3: the crossover point (in a block routine, for N less * than this value, an unblocked routine should be used) * = 4: the number of shifts, used in the nonsymmetric * eigenvalue routines * = 5: the minimum column dimension for blocking to be used; * rectangular blocks must have dimension at least k by m, * where k is given by ILAENV(2,...) and m by ILAENV(5,...) * = 6: the crossover point for the SVD (when reducing an m by n * matrix to bidiagonal form, if max(m,n)/min(m,n) exceeds * this value, a QR factorization is used first to reduce * the matrix to a triangular form.) * = 7: the number of processors * = 8: the crossover point for the multishift QR and QZ methods * for nonsymmetric eigenvalue problems. * * NAME (input) CHARACTER*(*) * The name of the calling subroutine, in either upper case or * lower case. * * OPTS (input) CHARACTER*(*) * The character options to the subroutine NAME, concatenated * into a single character string. For example, UPLO = 'U', * TRANS = 'T', and DIAG = 'N' for a triangular routine would * be specified as OPTS = 'UTN'. * * N1 (input) INTEGER * N2 (input) INTEGER * N3 (input) INTEGER * N4 (input) INTEGER * Problem dimensions for the subroutine NAME; these may not all * be required. * * (ILAENV) (output) INTEGER * >= 0: the value of the parameter specified by ISPEC * < 0: if ILAENV = -k, the k-th argument had an illegal value. * * Further Details * =============== * * The following conventions have been used when calling ILAENV from the * LAPACK routines: * 1) OPTS is a concatenation of all of the character options to * subroutine NAME, in the same order that they appear in the * argument list for NAME, even if they are not used in determining * the value of the parameter specified by ISPEC. * 2) The problem dimensions N1, N2, N3, N4 are specified in the order * that they appear in the argument list for NAME. N1 is used * first, N2 second, and so on, and unused problem dimensions are * passed a value of -1. * 3) The parameter value returned by ILAENV is checked for validity in * the calling subroutine. For example, ILAENV is used to retrieve * the optimal blocksize for STRTRI as follows: * * NB = ILAENV( 1, 'STRTRI', UPLO // DIAG, N, -1, -1, -1 ) * IF( NB.LE.1 ) NB = MAX( 1, N ) * * ===================================================================== * * .. Local Scalars .. LOGICAL CNAME, SNAME CHARACTER*1 C1 CHARACTER*2 C2, C4 CHARACTER*3 C3 CHARACTER*6 SUBNAM INTEGER I, IC, IZ, NB, NBMIN, NX * .. * .. Intrinsic Functions .. INTRINSIC CHAR, ICHAR, INT, MIN, REAL * .. * .. Executable Statements .. * GO TO ( 100, 100, 100, 400, 500, 600, 700, 800 ) ISPEC * * Invalid value for ISPEC * ILAENV = -1 RETURN * 100 CONTINUE * * Convert NAME to upper case if the first character is lower case. * ILAENV = 1 SUBNAM = NAME IC = ICHAR( SUBNAM( 1:1 ) ) IZ = ICHAR( 'Z' ) IF( IZ.EQ.90 .OR. IZ.EQ.122 ) THEN * * ASCII character set * IF( IC.GE.97 .AND. IC.LE.122 ) THEN SUBNAM( 1:1 ) = CHAR( IC-32 ) DO 10 I = 2, 6 IC = ICHAR( SUBNAM( I:I ) ) IF( IC.GE.97 .AND. IC.LE.122 ) $ SUBNAM( I:I ) = CHAR( IC-32 ) 10 CONTINUE END IF * ELSE IF( IZ.EQ.233 .OR. IZ.EQ.169 ) THEN * * EBCDIC character set * IF( ( IC.GE.129 .AND. IC.LE.137 ) .OR. $ ( IC.GE.145 .AND. IC.LE.153 ) .OR. $ ( IC.GE.162 .AND. IC.LE.169 ) ) THEN SUBNAM( 1:1 ) = CHAR( IC+64 ) DO 20 I = 2, 6 IC = ICHAR( SUBNAM( I:I ) ) IF( ( IC.GE.129 .AND. IC.LE.137 ) .OR. $ ( IC.GE.145 .AND. IC.LE.153 ) .OR. $ ( IC.GE.162 .AND. IC.LE.169 ) ) $ SUBNAM( I:I ) = CHAR( IC+64 ) 20 CONTINUE END IF * ELSE IF( IZ.EQ.218 .OR. IZ.EQ.250 ) THEN * * Prime machines: ASCII+128 * IF( IC.GE.225 .AND. IC.LE.250 ) THEN SUBNAM( 1:1 ) = CHAR( IC-32 ) DO 30 I = 2, 6 IC = ICHAR( SUBNAM( I:I ) ) IF( IC.GE.225 .AND. IC.LE.250 ) $ SUBNAM( I:I ) = CHAR( IC-32 ) 30 CONTINUE END IF END IF * C1 = SUBNAM( 1:1 ) SNAME = C1.EQ.'S' .OR. C1.EQ.'D' CNAME = C1.EQ.'C' .OR. C1.EQ.'Z' IF( .NOT.( CNAME .OR. SNAME ) ) $ RETURN C2 = SUBNAM( 2:3 ) C3 = SUBNAM( 4:6 ) C4 = C3( 2:3 ) * GO TO ( 110, 200, 300 ) ISPEC * 110 CONTINUE * * ISPEC = 1: block size * * In these examples, separate code is provided for setting NB for * real and complex. We assume that NB will take the same value in * single or double precision. * NB = 1 * IF( C2.EQ.'GE' ) THEN IF( C3.EQ.'TRF' ) THEN IF( SNAME ) THEN NB = 64 ELSE NB = 64 END IF ELSE IF( C3.EQ.'QRF' .OR. C3.EQ.'RQF' .OR. C3.EQ.'LQF' .OR. $ C3.EQ.'QLF' ) THEN IF( SNAME ) THEN NB = 32 ELSE NB = 32 END IF ELSE IF( C3.EQ.'HRD' ) THEN IF( SNAME ) THEN NB = 32 ELSE NB = 32 END IF ELSE IF( C3.EQ.'BRD' ) THEN IF( SNAME ) THEN NB = 32 ELSE NB = 32 END IF ELSE IF( C3.EQ.'TRI' ) THEN IF( SNAME ) THEN NB = 64 ELSE NB = 64 END IF END IF ELSE IF( C2.EQ.'PO' ) THEN IF( C3.EQ.'TRF' ) THEN IF( SNAME ) THEN NB = 64 ELSE NB = 64 END IF END IF ELSE IF( C2.EQ.'SY' ) THEN IF( C3.EQ.'TRF' ) THEN IF( SNAME ) THEN NB = 64 ELSE NB = 64 END IF ELSE IF( SNAME .AND. C3.EQ.'TRD' ) THEN NB = 1 ELSE IF( SNAME .AND. C3.EQ.'GST' ) THEN NB = 64 END IF ELSE IF( CNAME .AND. C2.EQ.'HE' ) THEN IF( C3.EQ.'TRF' ) THEN NB = 64 ELSE IF( C3.EQ.'TRD' ) THEN NB = 1 ELSE IF( C3.EQ.'GST' ) THEN NB = 64 END IF ELSE IF( SNAME .AND. C2.EQ.'OR' ) THEN IF( C3( 1:1 ).EQ.'G' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NB = 32 END IF ELSE IF( C3( 1:1 ).EQ.'M' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NB = 32 END IF END IF ELSE IF( CNAME .AND. C2.EQ.'UN' ) THEN IF( C3( 1:1 ).EQ.'G' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NB = 32 END IF ELSE IF( C3( 1:1 ).EQ.'M' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NB = 32 END IF END IF ELSE IF( C2.EQ.'GB' ) THEN IF( C3.EQ.'TRF' ) THEN IF( SNAME ) THEN IF( N4.LE.64 ) THEN NB = 1 ELSE NB = 32 END IF ELSE IF( N4.LE.64 ) THEN NB = 1 ELSE NB = 32 END IF END IF END IF ELSE IF( C2.EQ.'PB' ) THEN IF( C3.EQ.'TRF' ) THEN IF( SNAME ) THEN IF( N2.LE.64 ) THEN NB = 1 ELSE NB = 32 END IF ELSE IF( N2.LE.64 ) THEN NB = 1 ELSE NB = 32 END IF END IF END IF ELSE IF( C2.EQ.'TR' ) THEN IF( C3.EQ.'TRI' ) THEN IF( SNAME ) THEN NB = 64 ELSE NB = 64 END IF END IF ELSE IF( C2.EQ.'LA' ) THEN IF( C3.EQ.'UUM' ) THEN IF( SNAME ) THEN NB = 64 ELSE NB = 64 END IF END IF ELSE IF( SNAME .AND. C2.EQ.'ST' ) THEN IF( C3.EQ.'EBZ' ) THEN NB = 1 END IF END IF ILAENV = NB RETURN * 200 CONTINUE * * ISPEC = 2: minimum block size * NBMIN = 2 IF( C2.EQ.'GE' ) THEN IF( C3.EQ.'QRF' .OR. C3.EQ.'RQF' .OR. C3.EQ.'LQF' .OR. $ C3.EQ.'QLF' ) THEN IF( SNAME ) THEN NBMIN = 2 ELSE NBMIN = 2 END IF ELSE IF( C3.EQ.'HRD' ) THEN IF( SNAME ) THEN NBMIN = 2 ELSE NBMIN = 2 END IF ELSE IF( C3.EQ.'BRD' ) THEN IF( SNAME ) THEN NBMIN = 2 ELSE NBMIN = 2 END IF ELSE IF( C3.EQ.'TRI' ) THEN IF( SNAME ) THEN NBMIN = 2 ELSE NBMIN = 2 END IF END IF ELSE IF( C2.EQ.'SY' ) THEN IF( C3.EQ.'TRF' ) THEN IF( SNAME ) THEN NBMIN = 2 ELSE NBMIN = 2 END IF ELSE IF( SNAME .AND. C3.EQ.'TRD' ) THEN NBMIN = 2 END IF ELSE IF( CNAME .AND. C2.EQ.'HE' ) THEN IF( C3.EQ.'TRD' ) THEN NBMIN = 2 END IF ELSE IF( SNAME .AND. C2.EQ.'OR' ) THEN IF( C3( 1:1 ).EQ.'G' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NBMIN = 2 END IF ELSE IF( C3( 1:1 ).EQ.'M' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NBMIN = 2 END IF END IF ELSE IF( CNAME .AND. C2.EQ.'UN' ) THEN IF( C3( 1:1 ).EQ.'G' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NBMIN = 2 END IF ELSE IF( C3( 1:1 ).EQ.'M' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NBMIN = 2 END IF END IF END IF ILAENV = NBMIN RETURN * 300 CONTINUE * * ISPEC = 3: crossover point * NX = 0 IF( C2.EQ.'GE' ) THEN IF( C3.EQ.'QRF' .OR. C3.EQ.'RQF' .OR. C3.EQ.'LQF' .OR. $ C3.EQ.'QLF' ) THEN IF( SNAME ) THEN NX = 128 ELSE NX = 128 END IF ELSE IF( C3.EQ.'HRD' ) THEN IF( SNAME ) THEN NX = 128 ELSE NX = 128 END IF ELSE IF( C3.EQ.'BRD' ) THEN IF( SNAME ) THEN NX = 128 ELSE NX = 128 END IF END IF ELSE IF( C2.EQ.'SY' ) THEN IF( SNAME .AND. C3.EQ.'TRD' ) THEN NX = 1 END IF ELSE IF( CNAME .AND. C2.EQ.'HE' ) THEN IF( C3.EQ.'TRD' ) THEN NX = 1 END IF ELSE IF( SNAME .AND. C2.EQ.'OR' ) THEN IF( C3( 1:1 ).EQ.'G' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NX = 128 END IF END IF ELSE IF( CNAME .AND. C2.EQ.'UN' ) THEN IF( C3( 1:1 ).EQ.'G' ) THEN IF( C4.EQ.'QR' .OR. C4.EQ.'RQ' .OR. C4.EQ.'LQ' .OR. $ C4.EQ.'QL' .OR. C4.EQ.'HR' .OR. C4.EQ.'TR' .OR. $ C4.EQ.'BR' ) THEN NX = 128 END IF END IF END IF ILAENV = NX RETURN * 400 CONTINUE * * ISPEC = 4: number of shifts (used by xHSEQR) * ILAENV = 6 RETURN * 500 CONTINUE * * ISPEC = 5: minimum column dimension (not used) * ILAENV = 2 RETURN * 600 CONTINUE * * ISPEC = 6: crossover point for SVD (used by xGELSS and xGESVD) * ILAENV = INT( REAL( MIN( N1, N2 ) )*1.6E0 ) RETURN * 700 CONTINUE * * ISPEC = 7: number of processors (not used) * ILAENV = 1 RETURN * 800 CONTINUE * * ISPEC = 8: crossover point for multishift (used by xHSEQR) * ILAENV = 50 RETURN * * End of ILAENV * END SUBROUTINE DGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO ) * * -- LAPACK driver routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 31, 1993 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * Purpose * ======= * * DGBSV computes the solution to a real system of linear equations * A * X = B, where A is a band matrix of order N with KL subdiagonals * and KU superdiagonals, and X and B are N-by-NRHS matrices. * * The LU decomposition with partial pivoting and row interchanges is * used to factor A as A = L * U, where L is a product of permutation * and unit lower triangular matrices with KL subdiagonals, and U is * upper triangular with KL+KU superdiagonals. The factored form of A * is then used to solve the system of equations A * X = B. * * Arguments * ========= * * N (input) INTEGER * The number of linear equations, i.e., the order of the * matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL) * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) INTEGER array, dimension (N) * The pivot indices that define the permutation matrix P; * row i of the matrix was interchanged with row IPIV(i). * * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) * On entry, the N-by-NRHS right hand side matrix B. * On exit, if INFO = 0, the N-by-NRHS solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = i, U(i,i) is exactly zero. The factorization * has been completed, but the factor U is exactly * singular, and the solution has not been computed. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U because of fill-in resulting from the row interchanges. * * ===================================================================== * * .. External Subroutines .. EXTERNAL DGBTRF, DGBTRS, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF( N.LT.0 ) THEN INFO = -1 ELSE IF( KL.LT.0 ) THEN INFO = -2 ELSE IF( KU.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN INFO = -6 ELSE IF( LDB.LT.MAX( N, 1 ) ) THEN INFO = -9 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBSV ', -INFO ) RETURN END IF * * Compute the LU factorization of the band matrix A. * CALL DGBTRF( N, N, KL, KU, AB, LDAB, IPIV, INFO ) IF( INFO.EQ.0 ) THEN * * Solve the system A*X = B, overwriting B with X. * CALL DGBTRS( 'No transpose', N, KL, KU, NRHS, AB, LDAB, IPIV, $ B, LDB, INFO ) END IF RETURN * * End of DGBSV * END CUT HERE............ cat > dgbtrs.f <<'CUT HERE............' SUBROUTINE DGBTRS( TRANS, N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, $ INFO ) * * -- LAPACK routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * March 31, 1993 * * .. Scalar Arguments .. CHARACTER TRANS INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ), B( LDB, * ) * .. * * Purpose * ======= * * DGBTRS solves a system of linear equations * A * X = B or A' * X = B * with a general band matrix A using the LU factorization computed * by DGBTRF. * * Arguments * ========= * * TRANS (input) CHARACTER*1 * Specifies the form of the system of equations. * = 'N': A * X = B (No transpose) * = 'T': A'* X = B (Transpose) * = 'C': A'* X = B (Conjugate transpose = Transpose) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * AB (input) DOUBLE PRECISION array, dimension (LDAB,N) * Details of the LU factorization of the band matrix A, as * computed by DGBTRF. U is stored as an upper triangular band * matrix with KL+KU superdiagonals in rows 1 to KL+KU+1, and * the multipliers used during the factorization are stored in * rows KL+KU+2 to 2*KL+KU+1. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (input) INTEGER array, dimension (N) * The pivot indices; for 1 <= i <= N, row i of the matrix was * interchanged with row IPIV(i). * * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) * On entry, the right hand side matrix B. * On exit, the solution matrix X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE PARAMETER ( ONE = 1.0D+0 ) * .. * .. Local Scalars .. LOGICAL LNOTI, NOTRAN INTEGER I, J, KD, L, LM * .. * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. * .. External Subroutines .. EXTERNAL DGEMV, DGER, DSWAP, DTBSV, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( NRHS.LT.0 ) THEN INFO = -5 ELSE IF( LDAB.LT.( 2*KL+KU+1 ) ) THEN INFO = -7 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -10 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTRS', -INFO ) RETURN END IF * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) $ RETURN * KD = KU + KL + 1 LNOTI = KL.GT.0 * IF( NOTRAN ) THEN * * Solve A*X = B. * * Solve L*X = B, overwriting B with X. * * L is represented as a product of permutations and unit lower * triangular matrices L = P(1) * L(1) * ... * P(n-1) * L(n-1), * where each transformation L(i) is a rank-one modification of * the identity matrix. * IF( LNOTI ) THEN DO 10 J = 1, N - 1 LM = MIN( KL, N-J ) L = IPIV( J ) IF( L.NE.J ) $ CALL DSWAP( NRHS, B( L, 1 ), LDB, B( J, 1 ), LDB ) CALL DGER( LM, NRHS, -ONE, AB( KD+1, J ), 1, B( J, 1 ), $ LDB, B( J+1, 1 ), LDB ) 10 CONTINUE END IF * DO 20 I = 1, NRHS * * Solve U*X = B, overwriting B with X. * CALL DTBSV( 'Upper', 'No transpose', 'Non-unit', N, KL+KU, $ AB, LDAB, B( 1, I ), 1 ) 20 CONTINUE * ELSE * * Solve A'*X = B. * DO 30 I = 1, NRHS * * Solve U'*X = B, overwriting B with X. * CALL DTBSV( 'Upper', 'Transpose', 'Non-unit', N, KL+KU, AB, $ LDAB, B( 1, I ), 1 ) 30 CONTINUE * * Solve L'*X = B, overwriting B with X. * IF( LNOTI ) THEN DO 40 J = N - 1, 1, -1 LM = MIN( KL, N-J ) CALL DGEMV( 'Transpose', LM, NRHS, -ONE, B( J+1, 1 ), $ LDB, AB( KD+1, J ), 1, ONE, B( J, 1 ), LDB ) L = IPIV( J ) IF( L.NE.J ) $ CALL DSWAP( NRHS, B( L, 1 ), LDB, B( J, 1 ), LDB ) 40 CONTINUE END IF END IF RETURN * * End of DGBTRS * END CUT HERE............ cat > dgbtrf.f <<'CUT HERE............' SUBROUTINE DGBTRF( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * -- LAPACK routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * February 29, 1992 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ) * .. * * Purpose * ======= * * DGBTRF computes an LU factorization of a real m-by-n band matrix A * using partial pivoting with row interchanges. * * This is the blocked version of the algorithm, calling Level 3 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) 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). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = +i, U(i,i) 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. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U because of fill-in resulting from the row interchanges. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) INTEGER NBMAX, LDWORK PARAMETER ( NBMAX = 64, LDWORK = NBMAX+1 ) * .. * .. Local Scalars .. INTEGER I, I2, I3, II, IP, J, J2, J3, JB, JJ, JM, JP, $ JU, K2, KM, KV, NB, NW DOUBLE PRECISION TEMP * .. * .. Local Arrays .. DOUBLE PRECISION WORK13( LDWORK, NBMAX ), $ WORK31( LDWORK, NBMAX ) * .. * .. External Functions .. INTEGER IDAMAX, ILAENV EXTERNAL IDAMAX, ILAENV * .. * .. External Subroutines .. EXTERNAL DCOPY, DGBTF2, DGEMM, DGER, DLASWP, DSCAL, $ DSWAP, DTRSM, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * KV is the number of superdiagonals in the factor U, allowing for * fill-in * KV = KU + KL * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KV+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTRF', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Determine the block size for this environment * NB = ILAENV( 1, 'DGBTRF', ' ', M, N, KL, KU ) * * The block size must not exceed the limit set by the size of the * local arrays WORK13 and WORK31. * NB = MIN( NB, NBMAX ) * IF( NB.LE.1 .OR. NB.GT.KL ) THEN * * Use unblocked code * CALL DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) ELSE * * Use blocked code * * Zero the superdiagonal elements of the work array WORK13 * DO 20 J = 1, NB DO 10 I = 1, J - 1 WORK13( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * Zero the subdiagonal elements of the work array WORK31 * DO 40 J = 1, NB DO 30 I = J + 1, NB WORK31( I, J ) = ZERO 30 CONTINUE 40 CONTINUE * * Gaussian elimination with partial pivoting * * Set fill-in elements in columns KU+2 to KV to zero * DO 60 J = KU + 2, MIN( KV, N ) DO 50 I = KV - J + 2, KL AB( I, J ) = ZERO 50 CONTINUE 60 CONTINUE * * JU is the index of the last column affected by the current * stage of the factorization * JU = 1 * DO 180 J = 1, MIN( M, N ), NB JB = MIN( NB, MIN( M, N )-J+1 ) * * The active part of the matrix is partitioned * * A11 A12 A13 * A21 A22 A23 * A31 A32 A33 * * Here A11, A21 and A31 denote the current block of JB columns * which is about to be factorized. The number of rows in the * partitioning are JB, I2, I3 respectively, and the numbers * of columns are JB, J2, J3. The superdiagonal elements of A13 * and the subdiagonal elements of A31 lie outside the band. * I2 = MIN( KL-JB, M-J-JB+1 ) I3 = MIN( JB, M-J-KL+1 ) * * J2 and J3 are computed after JU has been updated. * * Factorize the current block of JB columns * DO 80 JJ = J, J + JB - 1 * * Set fill-in elements in column JJ+KV to zero * IF( JJ+KV.LE.N ) THEN DO 70 I = 1, KL AB( I, JJ+KV ) = ZERO 70 CONTINUE END IF * * Find pivot and test for singularity. KM is the number of * subdiagonal elements in the current column. * KM = MIN( KL, M-JJ ) JP = IDAMAX( KM+1, AB( KV+1, JJ ), 1 ) IPIV( JJ ) = JP + JJ - J IF( AB( KV+JP, JJ ).NE.ZERO ) THEN JU = MAX( JU, MIN( JJ+KU+JP-1, N ) ) IF( JP.NE.1 ) THEN * * Apply interchange to columns J to J+JB-1 * IF( JP+JJ-1.LT.J+KL ) THEN * CALL DSWAP( JB, AB( KV+1+JJ-J, J ), LDAB-1, $ AB( KV+JP+JJ-J, J ), LDAB-1 ) ELSE * * The interchange affects columns J to JJ-1 of A31 * which are stored in the work array WORK31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, $ WORK31( JP+JJ-J-KL, 1 ), LDWORK ) CALL DSWAP( J+JB-JJ, AB( KV+1, JJ ), LDAB-1, $ AB( KV+JP, JJ ), LDAB-1 ) END IF END IF * * Compute multipliers * CALL DSCAL( KM, ONE / AB( KV+1, JJ ), AB( KV+2, JJ ), $ 1 ) * * Update trailing submatrix within the band and within * the current block. JM is the index of the last column * which needs to be updated. * JM = MIN( JU, J+JB-1 ) IF( JM.GT.JJ ) $ CALL DGER( KM, JM-JJ, -ONE, AB( KV+2, JJ ), 1, $ AB( KV, JJ+1 ), LDAB-1, $ AB( KV+1, JJ+1 ), LDAB-1 ) ELSE * * If pivot is zero, set INFO to the index of the pivot * unless a zero pivot has already been found. * IF( INFO.EQ.0 ) $ INFO = JJ END IF * * Copy current column of A31 into the work array WORK31 * NW = MIN( JJ-J+1, I3 ) IF( NW.GT.0 ) $ CALL DCOPY( NW, AB( KV+KL+1-JJ+J, JJ ), 1, $ WORK31( 1, JJ-J+1 ), 1 ) 80 CONTINUE IF( J+JB.LE.N ) THEN * * Apply the row interchanges to the other blocks. * J2 = MIN( JU-J+1, KV ) - JB J3 = MAX( 0, JU-J-KV+1 ) * * Use DLASWP to apply the row interchanges to A12, A22, and * A32. * CALL DLASWP( J2, AB( KV+1-JB, J+JB ), LDAB-1, 1, JB, $ IPIV( J ), 1 ) * * Adjust the pivot indices. * DO 90 I = J, J + JB - 1 IPIV( I ) = IPIV( I ) + J - 1 90 CONTINUE * * Apply the row interchanges to A13, A23, and A33 * columnwise. * K2 = J - 1 + JB + J2 DO 110 I = 1, J3 JJ = K2 + I DO 100 II = J + I - 1, J + JB - 1 IP = IPIV( II ) IF( IP.NE.II ) THEN TEMP = AB( KV+1+II-JJ, JJ ) AB( KV+1+II-JJ, JJ ) = AB( KV+1+IP-JJ, JJ ) AB( KV+1+IP-JJ, JJ ) = TEMP END IF 100 CONTINUE 110 CONTINUE * * Update the relevant part of the trailing submatrix * IF( J2.GT.0 ) THEN * * Update A12 * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', $ JB, J2, ONE, AB( KV+1, J ), LDAB-1, $ AB( KV+1-JB, J+JB ), LDAB-1 ) * IF( I2.GT.0 ) THEN * * Update A22 * CALL DGEMM( 'No transpose', 'No transpose', I2, J2, $ JB, -ONE, AB( KV+1+JB, J ), LDAB-1, $ AB( KV+1-JB, J+JB ), LDAB-1, ONE, $ AB( KV+1, J+JB ), LDAB-1 ) END IF * IF( I3.GT.0 ) THEN * * Update A32 * CALL DGEMM( 'No transpose', 'No transpose', I3, J2, $ JB, -ONE, WORK31, LDWORK, $ AB( KV+1-JB, J+JB ), LDAB-1, ONE, $ AB( KV+KL+1-JB, J+JB ), LDAB-1 ) END IF END IF * IF( J3.GT.0 ) THEN * * Copy the lower triangle of A13 into the work array * WORK13 * DO 130 JJ = 1, J3 DO 120 II = JJ, JB WORK13( II, JJ ) = AB( II-JJ+1, JJ+J+KV-1 ) 120 CONTINUE 130 CONTINUE * * Update A13 in the work array * CALL DTRSM( 'Left', 'Lower', 'No transpose', 'Unit', $ JB, J3, ONE, AB( KV+1, J ), LDAB-1, $ WORK13, LDWORK ) * IF( I2.GT.0 ) THEN * * Update A23 * CALL DGEMM( 'No transpose', 'No transpose', I2, J3, $ JB, -ONE, AB( KV+1+JB, J ), LDAB-1, $ WORK13, LDWORK, ONE, AB( 1+JB, J+KV ), $ LDAB-1 ) END IF * IF( I3.GT.0 ) THEN * * Update A33 * CALL DGEMM( 'No transpose', 'No transpose', I3, J3, $ JB, -ONE, WORK31, LDWORK, WORK13, $ LDWORK, ONE, AB( 1+KL, J+KV ), LDAB-1 ) END IF * * Copy the lower triangle of A13 back into place * DO 150 JJ = 1, J3 DO 140 II = JJ, JB AB( II-JJ+1, JJ+J+KV-1 ) = WORK13( II, JJ ) 140 CONTINUE 150 CONTINUE END IF ELSE * * Adjust the pivot indices. * DO 160 I = J, J + JB - 1 IPIV( I ) = IPIV( I ) + J - 1 160 CONTINUE END IF * * Partially undo the interchanges in the current block to * restore the upper triangular form of A31 and copy the upper * triangle of A31 back into place * DO 170 JJ = J + JB - 1, J, -1 JP = IPIV( JJ ) - JJ + 1 IF( JP.NE.1 ) THEN * * Apply interchange to columns J to JJ-1 * IF( JP+JJ-1.LT.J+KL ) THEN * * The interchange does not affect A31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, $ AB( KV+JP+JJ-J, J ), LDAB-1 ) ELSE * * The interchange does affect A31 * CALL DSWAP( JJ-J, AB( KV+1+JJ-J, J ), LDAB-1, $ WORK31( JP+JJ-J-KL, 1 ), LDWORK ) END IF END IF * * Copy the current column of A31 back into place * NW = MIN( I3, JJ-J+1 ) IF( NW.GT.0 ) $ CALL DCOPY( NW, WORK31( 1, JJ-J+1 ), 1, $ AB( KV+KL+1-JJ+J, JJ ), 1 ) 170 CONTINUE 180 CONTINUE END IF * RETURN * * End of DGBTRF * END c cat > dgbtf2.f <<'CUT HERE............' SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO ) * * -- LAPACK routine (version 1.1) -- * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., * Courant Institute, Argonne National Lab, and Rice University * February 29, 1992 * * .. Scalar Arguments .. INTEGER INFO, KL, KU, LDAB, M, N * .. * .. Array Arguments .. INTEGER IPIV( * ) DOUBLE PRECISION AB( LDAB, * ) * .. * * Purpose * ======= * * DGBTF2 computes an LU factorization of a real m-by-n band matrix A * using partial pivoting with row interchanges. * * This is the unblocked version of the algorithm, calling Level 2 BLAS. * * Arguments * ========= * * M (input) INTEGER * The number of rows of the matrix A. M >= 0. * * N (input) INTEGER * The number of columns of the matrix A. N >= 0. * * KL (input) INTEGER * The number of subdiagonals within the band of A. KL >= 0. * * KU (input) INTEGER * The number of superdiagonals within the band of A. KU >= 0. * * AB (input/output) DOUBLE PRECISION array, dimension (LDAB,N) * On entry, the matrix A in band storage, in rows KL+1 to * 2*KL+KU+1; rows 1 to KL of the array need not be set. * The j-th column of A is stored in the j-th column of the * array AB as follows: * AB(kl+ku+1+i-j,j) = A(i,j) for max(1,j-ku)<=i<=min(m,j+kl) * * On exit, details of the factorization: U is stored as an * upper triangular band matrix with KL+KU superdiagonals in * rows 1 to KL+KU+1, and the multipliers used during the * factorization are stored in rows KL+KU+2 to 2*KL+KU+1. * See below for further details. * * LDAB (input) INTEGER * The leading dimension of the array AB. LDAB >= 2*KL+KU+1. * * IPIV (output) 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). * * INFO (output) INTEGER * = 0: successful exit * < 0: if INFO = -i, the i-th argument had an illegal value * > 0: if INFO = +i, U(i,i) 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. * * Further Details * =============== * * The band storage scheme is illustrated by the following example, when * M = N = 6, KL = 2, KU = 1: * * On entry: On exit: * * * * * + + + * * * u14 u25 u36 * * * + + + + * * u13 u24 u35 u46 * * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56 * a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66 * a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 * * a31 a42 a53 a64 * * m31 m42 m53 m64 * * * * Array elements marked * are not used by the routine; elements marked * + need not be set on entry, but are required by the routine to store * elements of U, because of fill-in resulting from the row * interchanges. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ONE, ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Local Scalars .. INTEGER I, J, JP, JU, KM, KV * .. * .. External Functions .. INTEGER IDAMAX EXTERNAL IDAMAX * .. * .. External Subroutines .. EXTERNAL DGER, DSCAL, DSWAP, XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * KV is the number of superdiagonals in the factor U, allowing for * fill-in. * KV = KU + KL * * Test the input parameters. * INFO = 0 IF( M.LT.0 ) THEN INFO = -1 ELSE IF( N.LT.0 ) THEN INFO = -2 ELSE IF( KL.LT.0 ) THEN INFO = -3 ELSE IF( KU.LT.0 ) THEN INFO = -4 ELSE IF( LDAB.LT.KL+KV+1 ) THEN INFO = -6 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGBTF2', -INFO ) RETURN END IF * * Quick return if possible * IF( M.EQ.0 .OR. N.EQ.0 ) $ RETURN * * Gaussian elimination with partial pivoting * * Set fill-in elements in columns KU+2 to KV to zero. * DO 20 J = KU + 2, MIN( KV, N ) DO 10 I = KV - J + 2, KL AB( I, J ) = ZERO 10 CONTINUE 20 CONTINUE * * JU is the index of the last column affected by the current stage * of the factorization. * JU = 1 * DO 40 J = 1, MIN( M, N ) * * Set fill-in elements in column J+KV to zero. * IF( J+KV.LE.N ) THEN DO 30 I = 1, KL AB( I, J+KV ) = ZERO 30 CONTINUE END IF * * Find pivot and test for singularity. KM is the number of * subdiagonal elements in the current column. * KM = MIN( KL, M-J ) JP = IDAMAX( KM+1, AB( KV+1, J ), 1 ) IPIV( J ) = JP + J - 1 IF( AB( KV+JP, J ).NE.ZERO ) THEN JU = MAX( JU, MIN( J+KU+JP-1, N ) ) * * Apply interchange to columns J to JU. * IF( JP.NE.1 ) $ CALL DSWAP( JU-J+1, AB( KV+JP, J ), LDAB-1, $ AB( KV+1, J ), LDAB-1 ) * IF( KM.GT.0 ) THEN * * Compute multipliers. * CALL DSCAL( KM, ONE / AB( KV+1, J ), AB( KV+2, J ), 1 ) * * Update trailing submatrix within the band. * IF( JU.GT.J ) $ CALL DGER( KM, JU-J, -ONE, AB( KV+2, J ), 1, $ AB( KV, J+1 ), LDAB-1, AB( KV+1, J+1 ), $ LDAB-1 ) END IF ELSE * * If pivot is zero, set INFO to the index of the pivot * unless a zero pivot has already been found. * IF( INFO.EQ.0 ) $ INFO = J END IF 40 CONTINUE RETURN * * End of DGBTF2 * END c subroutine dcopy(n,dx,incx,dy,incy) c c copies a vector, x, to a vector, y. c uses unrolled loops for increments equal to one. c jack dongarra, linpack, 3/11/78. c double precision dx(1),dy(1) integer i,incx,incy,ix,iy,m,mp1,n c if(n.le.0)return if(incx.eq.1.and.incy.eq.1)go to 20 c c code for unequal increments or equal increments c not equal to 1 c ix = 1 iy = 1 if(incx.lt.0)ix = (-n+1)*incx + 1 if(incy.lt.0)iy = (-n+1)*incy + 1 do 10 i = 1,n dy(iy) = dx(ix) ix = ix + incx iy = iy + incy 10 continue return c c code for both increments equal to 1 c c c clean-up loop c 20 m = mod(n,7) if( m .eq. 0 ) go to 40 do 30 i = 1,m dy(i) = dx(i) 30 continue if( n .lt. 7 ) return 40 mp1 = m + 1 do 50 i = mp1,n,7 dy(i) = dx(i) dy(i + 1) = dx(i + 1) dy(i + 2) = dx(i + 2) dy(i + 3) = dx(i + 3) dy(i + 4) = dx(i + 4) dy(i + 5) = dx(i + 5) dy(i + 6) = dx(i + 6) 50 continue return end ************************************************************************ * * File of the DOUBLE PRECISION Level-3 BLAS. * ========================================== * * SUBROUTINE DGEMM ( TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, * $ BETA, C, LDC ) * * SUBROUTINE DSYMM ( SIDE, UPLO, M, N, ALPHA, A, LDA, B, LDB, * $ BETA, C, LDC ) * * SUBROUTINE DSYRK ( UPLO, TRANS, N, K, ALPHA, A, LDA, * $ BETA, C, LDC ) * * SUBROUTINE DSYR2K( UPLO, TRANS, N, K, ALPHA, A, LDA, B, LDB, * $ BETA, C, LDC ) * * SUBROUTINE DTRMM ( SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, * $ B, LDB ) * * SUBROUTINE DTRSM ( SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, * $ B, LDB ) * * See: * * Dongarra J. J., Du Croz J. J., Duff I. and Hammarling S. * A set of Level 3 Basic Linear Algebra Subprograms. Technical * Memorandum No.88 (Revision 1), Mathematics and Computer Science * Division, Argonne National Laboratory, 9700 South Cass Avenue, * Argonne, Illinois 60439. * * ************************************************************************ * SUBROUTINE DGEMM ( TRANSA, TRANSB, M, N, K, ALPHA, A, LDA, B, LDB, $ BETA, C, LDC ) * .. Scalar Arguments .. CHARACTER*1 TRANSA, TRANSB INTEGER M, N, K, LDA, LDB, LDC DOUBLE PRECISION ALPHA, BETA * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ), C( LDC, * ) * .. * * Purpose * ======= * * DGEMM performs one of the matrix-matrix operations * * C := alpha*op( A )*op( B ) + beta*C, * * where op( X ) is one of * * op( X ) = X or op( X ) = X', * * alpha and beta are scalars, and A, B and C are matrices, with op( A ) * an m by k matrix, op( B ) a k by n matrix and C an m by n matrix. * * Parameters * ========== * * TRANSA - CHARACTER*1. * On entry, TRANSA specifies the form of op( A ) to be used in * the matrix multiplication as follows: * * TRANSA = 'N' or 'n', op( A ) = A. * * TRANSA = 'T' or 't', op( A ) = A'. * * TRANSA = 'C' or 'c', op( A ) = A'. * * Unchanged on exit. * * TRANSB - CHARACTER*1. * On entry, TRANSB specifies the form of op( B ) to be used in * the matrix multiplication as follows: * * TRANSB = 'N' or 'n', op( B ) = B. * * TRANSB = 'T' or 't', op( B ) = B'. * * TRANSB = 'C' or 'c', op( B ) = B'. * * Unchanged on exit. * * M - INTEGER. * On entry, M specifies the number of rows of the matrix * op( A ) and of the matrix C. M must be at least zero. * Unchanged on exit. * * N - INTEGER. * On entry, N specifies the number of columns of the matrix * op( B ) and the number of columns of the matrix C. N must be * at least zero. * Unchanged on exit. * * K - INTEGER. * On entry, K specifies the number of columns of the matrix * op( A ) and the number of rows of the matrix op( B ). K must * be at least zero. * Unchanged on exit. * * ALPHA - DOUBLE PRECISION. * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * A - DOUBLE PRECISION array of DIMENSION ( LDA, ka ), where ka is * k when TRANSA = 'N' or 'n', and is m otherwise. * Before entry with TRANSA = 'N' or 'n', the leading m by k * part of the array A must contain the matrix A, otherwise * the leading k by m part of the array A must contain the * matrix A. * Unchanged on exit. * * LDA - INTEGER. * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. When TRANSA = 'N' or 'n' then * LDA must be at least max( 1, m ), otherwise LDA must be at * least max( 1, k ). * Unchanged on exit. * * B - DOUBLE PRECISION array of DIMENSION ( LDB, kb ), where kb is * n when TRANSB = 'N' or 'n', and is k otherwise. * Before entry with TRANSB = 'N' or 'n', the leading k by n * part of the array B must contain the matrix B, otherwise * the leading n by k part of the array B must contain the * matrix B. * Unchanged on exit. * * LDB - INTEGER. * On entry, LDB specifies the first dimension of B as declared * in the calling (sub) program. When TRANSB = 'N' or 'n' then * LDB must be at least max( 1, k ), otherwise LDB must be at * least max( 1, n ). * Unchanged on exit. * * BETA - DOUBLE PRECISION. * On entry, BETA specifies the scalar beta. When BETA is * supplied as zero then C need not be set on input. * Unchanged on exit. * * C - DOUBLE PRECISION array of DIMENSION ( LDC, n ). * Before entry, the leading m by n part of the array C must * contain the matrix C, except when beta is zero, in which * case C need not be set on entry. * On exit, the array C is overwritten by the m by n matrix * ( alpha*op( A )*op( B ) + beta*C ). * * LDC - INTEGER. * On entry, LDC specifies the first dimension of C as declared * in the calling (sub) program. LDC must be at least * max( 1, m ). * Unchanged on exit. * * * Level 3 Blas routine. * * -- Written on 8-February-1989. * Jack Dongarra, Argonne National Laboratory. * Iain Duff, AERE Harwell. * Jeremy Du Croz, Numerical Algorithms Group Ltd. * Sven Hammarling, Numerical Algorithms Group Ltd. * * * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. External Subroutines .. EXTERNAL XERBLA * .. Intrinsic Functions .. INTRINSIC MAX * .. Local Scalars .. LOGICAL NOTA, NOTB INTEGER I, INFO, J, L, NCOLA, NROWA, NROWB DOUBLE PRECISION TEMP * .. Parameters .. DOUBLE PRECISION ONE , ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Executable Statements .. * * Set NOTA and NOTB as true if A and B respectively are not * transposed and set NROWA, NCOLA and NROWB as the number of rows * and columns of A and the number of rows of B respectively. * NOTA = LSAME( TRANSA, 'N' ) NOTB = LSAME( TRANSB, 'N' ) IF( NOTA )THEN NROWA = M NCOLA = K ELSE NROWA = K NCOLA = M END IF IF( NOTB )THEN NROWB = K ELSE NROWB = N END IF * * Test the input parameters. * INFO = 0 IF( ( .NOT.NOTA ).AND. $ ( .NOT.LSAME( TRANSA, 'C' ) ).AND. $ ( .NOT.LSAME( TRANSA, 'T' ) ) )THEN INFO = 1 ELSE IF( ( .NOT.NOTB ).AND. $ ( .NOT.LSAME( TRANSB, 'C' ) ).AND. $ ( .NOT.LSAME( TRANSB, 'T' ) ) )THEN INFO = 2 ELSE IF( M .LT.0 )THEN INFO = 3 ELSE IF( N .LT.0 )THEN INFO = 4 ELSE IF( K .LT.0 )THEN INFO = 5 ELSE IF( LDA.LT.MAX( 1, NROWA ) )THEN INFO = 8 ELSE IF( LDB.LT.MAX( 1, NROWB ) )THEN INFO = 10 ELSE IF( LDC.LT.MAX( 1, M ) )THEN INFO = 13 END IF IF( INFO.NE.0 )THEN CALL XERBLA( 'DGEMM ', INFO ) RETURN END IF * * Quick return if possible. * IF( ( M.EQ.0 ).OR.( N.EQ.0 ).OR. $ ( ( ( ALPHA.EQ.ZERO ).OR.( K.EQ.0 ) ).AND.( BETA.EQ.ONE ) ) ) $ RETURN * * And if alpha.eq.zero. * IF( ALPHA.EQ.ZERO )THEN IF( BETA.EQ.ZERO )THEN DO 20, J = 1, N DO 10, I = 1, M C( I, J ) = ZERO 10 CONTINUE 20 CONTINUE ELSE DO 40, J = 1, N DO 30, I = 1, M C( I, J ) = BETA*C( I, J ) 30 CONTINUE 40 CONTINUE END IF RETURN END IF * * Start the operations. * IF( NOTB )THEN IF( NOTA )THEN * * Form C := alpha*A*B + beta*C. * DO 90, J = 1, N IF( BETA.EQ.ZERO )THEN DO 50, I = 1, M C( I, J ) = ZERO 50 CONTINUE ELSE IF( BETA.NE.ONE )THEN DO 60, I = 1, M C( I, J ) = BETA*C( I, J ) 60 CONTINUE END IF DO 80, L = 1, K IF( B( L, J ).NE.ZERO )THEN TEMP = ALPHA*B( L, J ) DO 70, I = 1, M C( I, J ) = C( I, J ) + TEMP*A( I, L ) 70 CONTINUE END IF 80 CONTINUE 90 CONTINUE ELSE * * Form C := alpha*A'*B + beta*C * DO 120, J = 1, N DO 110, I = 1, M TEMP = ZERO DO 100, L = 1, K TEMP = TEMP + A( L, I )*B( L, J ) 100 CONTINUE IF( BETA.EQ.ZERO )THEN C( I, J ) = ALPHA*TEMP ELSE C( I, J ) = ALPHA*TEMP + BETA*C( I, J ) END IF 110 CONTINUE 120 CONTINUE END IF ELSE IF( NOTA )THEN * * Form C := alpha*A*B' + beta*C * DO 170, J = 1, N IF( BETA.EQ.ZERO )THEN DO 130, I = 1, M C( I, J ) = ZERO 130 CONTINUE ELSE IF( BETA.NE.ONE )THEN DO 140, I = 1, M C( I, J ) = BETA*C( I, J ) 140 CONTINUE END IF DO 160, L = 1, K IF( B( J, L ).NE.ZERO )THEN TEMP = ALPHA*B( J, L ) DO 150, I = 1, M C( I, J ) = C( I, J ) + TEMP*A( I, L ) 150 CONTINUE END IF 160 CONTINUE 170 CONTINUE ELSE * * Form C := alpha*A'*B' + beta*C * DO 200, J = 1, N DO 190, I = 1, M TEMP = ZERO DO 180, L = 1, K TEMP = TEMP + A( L, I )*B( J, L ) 180 CONTINUE IF( BETA.EQ.ZERO )THEN C( I, J ) = ALPHA*TEMP ELSE C( I, J ) = ALPHA*TEMP + BETA*C( I, J ) END IF 190 CONTINUE 200 CONTINUE END IF END IF * RETURN * * End of DGEMM . * END ************************************************************************ * * File of the DOUBLE PRECISION Level-2 BLAS. * =========================================== * * SUBROUTINE DGEMV ( TRANS, M, N, ALPHA, A, LDA, X, INCX, * $ BETA, Y, INCY ) * * SUBROUTINE DGBMV ( TRANS, M, N, KL, KU, ALPHA, A, LDA, X, INCX, * $ BETA, Y, INCY ) * * SUBROUTINE DSYMV ( UPLO, N, ALPHA, A, LDA, X, INCX, * $ BETA, Y, INCY ) * * SUBROUTINE DSBMV ( UPLO, N, K, ALPHA, A, LDA, X, INCX, * $ BETA, Y, INCY ) * * SUBROUTINE DSPMV ( UPLO, N, ALPHA, AP, X, INCX, BETA, Y, INCY ) * * SUBROUTINE DTRMV ( UPLO, TRANS, DIAG, N, A, LDA, X, INCX ) * * SUBROUTINE DTBMV ( UPLO, TRANS, DIAG, N, K, A, LDA, X, INCX ) * * SUBROUTINE DTPMV ( UPLO, TRANS, DIAG, N, AP, X, INCX ) * * SUBROUTINE DTRSV ( UPLO, TRANS, DIAG, N, A, LDA, X, INCX ) * * SUBROUTINE DTBSV ( UPLO, TRANS, DIAG, N, K, A, LDA, X, INCX ) * * SUBROUTINE DTPSV ( UPLO, TRANS, DIAG, N, AP, X, INCX ) * * SUBROUTINE DGER ( M, N, ALPHA, X, INCX, Y, INCY, A, LDA ) * * SUBROUTINE DSYR ( UPLO, N, ALPHA, X, INCX, A, LDA ) * * SUBROUTINE DSPR ( UPLO, N, ALPHA, X, INCX, AP ) * * SUBROUTINE DSYR2 ( UPLO, N, ALPHA, X, INCX, Y, INCY, A, LDA ) * * SUBROUTINE DSPR2 ( UPLO, N, ALPHA, X, INCX, Y, INCY, AP ) * * See: * * Dongarra J. J., Du Croz J. J., Hammarling S. and Hanson R. J.. * An extended set of Fortran Basic Linear Algebra Subprograms. * * Technical Memoranda Nos. 41 (revision 3) and 81, Mathematics * and Computer Science Division, Argonne National Laboratory, * 9700 South Cass Avenue, Argonne, Illinois 60439, US. * * Or * * NAG Technical Reports TR3/87 and TR4/87, Numerical Algorithms * Group Ltd., NAG Central Office, 256 Banbury Road, Oxford * OX2 7DE, UK, and Numerical Algorithms Group Inc., 1101 31st * Street, Suite 100, Downers Grove, Illinois 60515-1263, USA. * ************************************************************************ * SUBROUTINE DGEMV ( TRANS, M, N, ALPHA, A, LDA, X, INCX, $ BETA, Y, INCY ) * .. Scalar Arguments .. DOUBLE PRECISION ALPHA, BETA INTEGER INCX, INCY, LDA, M, N CHARACTER*1 TRANS * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), X( * ), Y( * ) * .. * * Purpose * ======= * * DGEMV performs one of the matrix-vector operations * * y := alpha*A*x + beta*y, or y := alpha*A'*x + beta*y, * * where alpha and beta are scalars, x and y are vectors and A is an * m by n matrix. * * Parameters * ========== * * TRANS - CHARACTER*1. * On entry, TRANS specifies the operation to be performed as * follows: * * TRANS = 'N' or 'n' y := alpha*A*x + beta*y. * * TRANS = 'T' or 't' y := alpha*A'*x + beta*y. * * TRANS = 'C' or 'c' y := alpha*A'*x + beta*y. * * Unchanged on exit. * * M - INTEGER. * On entry, M specifies the number of rows of the matrix A. * M must be at least zero. * Unchanged on exit. * * N - INTEGER. * On entry, N specifies the number of columns of the matrix A. * N must be at least zero. * Unchanged on exit. * * ALPHA - DOUBLE PRECISION. * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * A - DOUBLE PRECISION array of DIMENSION ( LDA, n ). * Before entry, the leading m by n part of the array A must * contain the matrix of coefficients. * Unchanged on exit. * * LDA - INTEGER. * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. LDA must be at least * max( 1, m ). * Unchanged on exit. * * X - DOUBLE PRECISION array of DIMENSION at least * ( 1 + ( n - 1 )*abs( INCX ) ) when TRANS = 'N' or 'n' * and at least * ( 1 + ( m - 1 )*abs( INCX ) ) otherwise. * Before entry, the incremented array X must contain the * vector x. * Unchanged on exit. * * INCX - INTEGER. * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * BETA - DOUBLE PRECISION. * On entry, BETA specifies the scalar beta. When BETA is * supplied as zero then Y need not be set on input. * Unchanged on exit. * * Y - DOUBLE PRECISION array of DIMENSION at least * ( 1 + ( m - 1 )*abs( INCY ) ) when TRANS = 'N' or 'n' * and at least * ( 1 + ( n - 1 )*abs( INCY ) ) otherwise. * Before entry with BETA non-zero, the incremented array Y * must contain the vector y. On exit, Y is overwritten by the * updated vector y. * * INCY - INTEGER. * On entry, INCY specifies the increment for the elements of * Y. INCY must not be zero. * Unchanged on exit. * * * Level 2 Blas routine. * * -- Written on 22-October-1986. * Jack Dongarra, Argonne National Lab. * Jeremy Du Croz, Nag Central Office. * Sven Hammarling, Nag Central Office. * Richard Hanson, Sandia National Labs. * * * .. Parameters .. DOUBLE PRECISION ONE , ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. Local Scalars .. DOUBLE PRECISION TEMP INTEGER I, INFO, IX, IY, J, JX, JY, KX, KY, LENX, LENY * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. External Subroutines .. EXTERNAL XERBLA * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF ( .NOT.LSAME( TRANS, 'N' ).AND. $ .NOT.LSAME( TRANS, 'T' ).AND. $ .NOT.LSAME( TRANS, 'C' ) )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, M ) )THEN INFO = 6 ELSE IF( INCX.EQ.0 )THEN INFO = 8 ELSE IF( INCY.EQ.0 )THEN INFO = 11 END IF IF( INFO.NE.0 )THEN CALL XERBLA( 'DGEMV ', INFO ) RETURN END IF * * Quick return if possible. * IF( ( M.EQ.0 ).OR.( N.EQ.0 ).OR. $ ( ( ALPHA.EQ.ZERO ).AND.( BETA.EQ.ONE ) ) ) $ RETURN * * Set LENX and LENY, the lengths of the vectors x and y, and set * up the start points in X and Y. * IF( LSAME( TRANS, 'N' ) )THEN LENX = N LENY = M ELSE LENX = M LENY = N END IF IF( INCX.GT.0 )THEN KX = 1 ELSE KX = 1 - ( LENX - 1 )*INCX END IF IF( INCY.GT.0 )THEN KY = 1 ELSE KY = 1 - ( LENY - 1 )*INCY END IF * * Start the operations. In this version the elements of A are * accessed sequentially with one pass through A. * * First form y := beta*y. * IF( BETA.NE.ONE )THEN IF( INCY.EQ.1 )THEN IF( BETA.EQ.ZERO )THEN DO 10, I = 1, LENY Y( I ) = ZERO 10 CONTINUE ELSE DO 20, I = 1, LENY Y( I ) = BETA*Y( I ) 20 CONTINUE END IF ELSE IY = KY IF( BETA.EQ.ZERO )THEN DO 30, I = 1, LENY Y( IY ) = ZERO IY = IY + INCY 30 CONTINUE ELSE DO 40, I = 1, LENY Y( IY ) = BETA*Y( IY ) IY = IY + INCY 40 CONTINUE END IF END IF END IF IF( ALPHA.EQ.ZERO ) $ RETURN IF( LSAME( TRANS, 'N' ) )THEN * * Form y := alpha*A*x + y. * JX = KX IF( INCY.EQ.1 )THEN DO 60, J = 1, N IF( X( JX ).NE.ZERO )THEN TEMP = ALPHA*X( JX ) DO 50, I = 1, M Y( I ) = Y( I ) + TEMP*A( I, J ) 50 CONTINUE END IF JX = JX + INCX 60 CONTINUE ELSE DO 80, J = 1, N IF( X( JX ).NE.ZERO )THEN TEMP = ALPHA*X( JX ) IY = KY DO 70, I = 1, M Y( IY ) = Y( IY ) + TEMP*A( I, J ) IY = IY + INCY 70 CONTINUE END IF JX = JX + INCX 80 CONTINUE END IF ELSE * * Form y := alpha*A'*x + y. * JY = KY IF( INCX.EQ.1 )THEN DO 100, J = 1, N TEMP = ZERO DO 90, I = 1, M TEMP = TEMP + A( I, J )*X( I ) 90 CONTINUE Y( JY ) = Y( JY ) + ALPHA*TEMP JY = JY + INCY 100 CONTINUE ELSE DO 120, J = 1, N TEMP = ZERO IX = KX DO 110, I = 1, M TEMP = TEMP + A( I, J )*X( IX ) IX = IX + INCX 110 CONTINUE Y( JY ) = Y( JY ) + ALPHA*TEMP JY = JY + INCY 120 CONTINUE END IF END IF * RETURN * * End of DGEMV . * END ************************************************************************ * SUBROUTINE DGER ( M, N, ALPHA, X, INCX, Y, INCY, A, LDA ) * .. Scalar Arguments .. DOUBLE PRECISION ALPHA INTEGER INCX, INCY, LDA, M, N * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), X( * ), Y( * ) * .. * * Purpose * ======= * * DGER performs the rank 1 operation * * A := alpha*x*y' + A, * * where alpha is a scalar, x is an m element vector, y is an n element * vector and A is an m by n matrix. * * Parameters * ========== * * M - INTEGER. * On entry, M specifies the number of rows of the matrix A. * M must be at least zero. * Unchanged on exit. * * N - INTEGER. * On entry, N specifies the number of columns of the matrix A. * N must be at least zero. * Unchanged on exit. * * ALPHA - DOUBLE PRECISION. * On entry, ALPHA specifies the scalar alpha. * Unchanged on exit. * * X - DOUBLE PRECISION array of dimension at least * ( 1 + ( m - 1 )*abs( INCX ) ). * Before entry, the incremented array X must contain the m * element vector x. * Unchanged on exit. * * INCX - INTEGER. * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * Y - DOUBLE PRECISION array of dimension at least * ( 1 + ( n - 1 )*abs( INCY ) ). * Before entry, the incremented array Y must contain the n * element vector y. * Unchanged on exit. * * INCY - INTEGER. * On entry, INCY specifies the increment for the elements of * Y. INCY must not be zero. * Unchanged on exit. * * A - DOUBLE PRECISION array of DIMENSION ( LDA, n ). * Before entry, the leading m by n part of the array A must * contain the matrix of coefficients. On exit, A is * overwritten by the updated matrix. * * LDA - INTEGER. * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. LDA must be at least * max( 1, m ). * Unchanged on exit. * * * Level 2 Blas routine. * * -- Written on 22-October-1986. * Jack Dongarra, Argonne National Lab. * Jeremy Du Croz, Nag Central Office. * Sven Hammarling, Nag Central Office. * Richard Hanson, Sandia National Labs. * * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) * .. Local Scalars .. DOUBLE PRECISION TEMP INTEGER I, INFO, IX, J, JY, KX * .. External Subroutines .. EXTERNAL XERBLA * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. 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( INCX.EQ.0 )THEN INFO = 5 ELSE IF( INCY.EQ.0 )THEN INFO = 7 ELSE IF( LDA.LT.MAX( 1, M ) )THEN INFO = 9 END IF IF( INFO.NE.0 )THEN CALL XERBLA( 'DGER ', INFO ) RETURN END IF * * Quick return if possible. * IF( ( M.EQ.0 ).OR.( N.EQ.0 ).OR.( ALPHA.EQ.ZERO ) ) $ RETURN * * Start the operations. In this version the elements of A are * accessed sequentially with one pass through A. * IF( INCY.GT.0 )THEN JY = 1 ELSE JY = 1 - ( N - 1 )*INCY END IF IF( INCX.EQ.1 )THEN DO 20, J = 1, N IF( Y( JY ).NE.ZERO )THEN TEMP = ALPHA*Y( JY ) DO 10, I = 1, M A( I, J ) = A( I, J ) + X( I )*TEMP 10 CONTINUE END IF JY = JY + INCY 20 CONTINUE ELSE IF( INCX.GT.0 )THEN KX = 1 ELSE KX = 1 - ( M - 1 )*INCX END IF DO 40, J = 1, N IF( Y( JY ).NE.ZERO )THEN TEMP = ALPHA*Y( JY ) IX = KX DO 30, I = 1, M A( I, J ) = A( I, J ) + X( IX )*TEMP IX = IX + INCX 30 CONTINUE END IF JY = JY + INCY 40 CONTINUE END IF * RETURN * * End of DGER . * END c subroutine dscal(n,da,dx,incx) c c scales a vector by a constant. c uses unrolled loops for increment equal to one. c jack dongarra, linpack, 3/11/78. c modified 3/93 to return if incx .le. 0. c double precision da,dx(1) integer i,incx,m,mp1,n,nincx c if( n.le.0 .or. incx.le.0 )return if(incx.eq.1)go to 20 c c code for increment not equal to 1 c nincx = n*incx do 10 i = 1,nincx,incx dx(i) = da*dx(i) 10 continue return c c code for increment equal to 1 c c c clean-up loop c 20 m = mod(n,5) if( m .eq. 0 ) go to 40 do 30 i = 1,m dx(i) = da*dx(i) 30 continue if( n .lt. 5 ) return 40 mp1 = m + 1 do 50 i = mp1,n,5 dx(i) = da*dx(i) dx(i + 1) = da*dx(i + 1) dx(i + 2) = da*dx(i + 2) dx(i + 3) = da*dx(i + 3) dx(i + 4) = da*dx(i + 4) 50 continue return end c subroutine dswap (n,dx,incx,dy,incy) c c interchanges two vectors. c uses unrolled loops for increments equal one. c jack dongarra, linpack, 3/11/78. c double precision dx(1),dy(1),dtemp integer i,incx,incy,ix,iy,m,mp1,n c if(n.le.0)return if(incx.eq.1.and.incy.eq.1)go to 20 c c code for unequal increments or equal increments not equal c to 1 c ix = 1 iy = 1 if(incx.lt.0)ix = (-n+1)*incx + 1 if(incy.lt.0)iy = (-n+1)*incy + 1 do 10 i = 1,n dtemp = dx(ix) dx(ix) = dy(iy) dy(iy) = dtemp ix = ix + incx iy = iy + incy 10 continue return c c code for both increments equal to 1 c c c clean-up loop c 20 m = mod(n,3) if( m .eq. 0 ) go to 40 do 30 i = 1,m dtemp = dx(i) dx(i) = dy(i) dy(i) = dtemp 30 continue if( n .lt. 3 ) return 40 mp1 = m + 1 do 50 i = mp1,n,3 dtemp = dx(i) dx(i) = dy(i) dy(i) = dtemp dtemp = dx(i + 1) dx(i + 1) = dy(i + 1) dy(i + 1) = dtemp dtemp = dx(i + 2) dx(i + 2) = dy(i + 2) dy(i + 2) = dtemp 50 continue return end ************************************************************************ * SUBROUTINE DTBSV ( UPLO, TRANS, DIAG, N, K, A, LDA, X, INCX ) * .. Scalar Arguments .. INTEGER INCX, K, LDA, N CHARACTER*1 DIAG, TRANS, UPLO * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), X( * ) * .. * * Purpose * ======= * * DTBSV solves one of the systems of equations * * A*x = b, or A'*x = b, * * where b and x are n element vectors and A is an n by n unit, or * non-unit, upper or lower triangular band matrix, with ( k + 1 ) * diagonals. * * No test for singularity or near-singularity is included in this * routine. Such tests must be performed before calling this routine. * * Parameters * ========== * * UPLO - CHARACTER*1. * On entry, UPLO specifies whether the matrix is an upper or * lower triangular matrix as follows: * * UPLO = 'U' or 'u' A is an upper triangular matrix. * * UPLO = 'L' or 'l' A is a lower triangular matrix. * * Unchanged on exit. * * TRANS - CHARACTER*1. * On entry, TRANS specifies the equations to be solved as * follows: * * TRANS = 'N' or 'n' A*x = b. * * TRANS = 'T' or 't' A'*x = b. * * TRANS = 'C' or 'c' A'*x = b. * * Unchanged on exit. * * DIAG - CHARACTER*1. * On entry, DIAG specifies whether or not A is unit * triangular as follows: * * DIAG = 'U' or 'u' A is assumed to be unit triangular. * * DIAG = 'N' or 'n' A is not assumed to be unit * triangular. * * Unchanged on exit. * * N - INTEGER. * On entry, N specifies the order of the matrix A. * N must be at least zero. * Unchanged on exit. * * K - INTEGER. * On entry with UPLO = 'U' or 'u', K specifies the number of * super-diagonals of the matrix A. * On entry with UPLO = 'L' or 'l', K specifies the number of * sub-diagonals of the matrix A. * K must satisfy 0 .le. K. * Unchanged on exit. * * A - DOUBLE PRECISION array of DIMENSION ( LDA, n ). * Before entry with UPLO = 'U' or 'u', the leading ( k + 1 ) * by n part of the array A must contain the upper triangular * band part of the matrix of coefficients, supplied column by * column, with the leading diagonal of the matrix in row * ( k + 1 ) of the array, the first super-diagonal starting at * position 2 in row k, and so on. The top left k by k triangle * of the array A is not referenced. * The following program segment will transfer an upper * triangular band matrix from conventional full matrix storage * to band storage: * * DO 20, J = 1, N * M = K + 1 - J * DO 10, I = MAX( 1, J - K ), J * A( M + I, J ) = matrix( I, J ) * 10 CONTINUE * 20 CONTINUE * * Before entry with UPLO = 'L' or 'l', the leading ( k + 1 ) * by n part of the array A must contain the lower triangular * band part of the matrix of coefficients, supplied column by * column, with the leading diagonal of the matrix in row 1 of * the array, the first sub-diagonal starting at position 1 in * row 2, and so on. The bottom right k by k triangle of the * array A is not referenced. * The following program segment will transfer a lower * triangular band matrix from conventional full matrix storage * to band storage: * * DO 20, J = 1, N * M = 1 - J * DO 10, I = J, MIN( N, J + K ) * A( M + I, J ) = matrix( I, J ) * 10 CONTINUE * 20 CONTINUE * * Note that when DIAG = 'U' or 'u' the elements of the array A * corresponding to the diagonal elements of the matrix are not * referenced, but are assumed to be unity. * Unchanged on exit. * * LDA - INTEGER. * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. LDA must be at least * ( k + 1 ). * Unchanged on exit. * * X - DOUBLE PRECISION array of dimension at least * ( 1 + ( n - 1 )*abs( INCX ) ). * Before entry, the incremented array X must contain the n * element right-hand side vector b. On exit, X is overwritten * with the solution vector x. * * INCX - INTEGER. * On entry, INCX specifies the increment for the elements of * X. INCX must not be zero. * Unchanged on exit. * * * Level 2 Blas routine. * * -- Written on 22-October-1986. * Jack Dongarra, Argonne National Lab. * Jeremy Du Croz, Nag Central Office. * Sven Hammarling, Nag Central Office. * Richard Hanson, Sandia National Labs. * * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) * .. Local Scalars .. DOUBLE PRECISION TEMP INTEGER I, INFO, IX, J, JX, KPLUS1, KX, L LOGICAL NOUNIT * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. External Subroutines .. EXTERNAL XERBLA * .. Intrinsic Functions .. INTRINSIC MAX, MIN * .. * .. Executable Statements .. * * Test the input parameters. * INFO = 0 IF ( .NOT.LSAME( UPLO , 'U' ).AND. $ .NOT.LSAME( UPLO , 'L' ) )THEN INFO = 1 ELSE IF( .NOT.LSAME( TRANS, 'N' ).AND. $ .NOT.LSAME( TRANS, 'T' ).AND. $ .NOT.LSAME( TRANS, 'C' ) )THEN INFO = 2 ELSE IF( .NOT.LSAME( DIAG , 'U' ).AND. $ .NOT.LSAME( DIAG , 'N' ) )THEN INFO = 3 ELSE IF( N.LT.0 )THEN INFO = 4 ELSE IF( K.LT.0 )THEN INFO = 5 ELSE IF( LDA.LT.( K + 1 ) )THEN INFO = 7 ELSE IF( INCX.EQ.0 )THEN INFO = 9 END IF IF( INFO.NE.0 )THEN CALL XERBLA( 'DTBSV ', INFO ) RETURN END IF * * Quick return if possible. * IF( N.EQ.0 ) $ RETURN * NOUNIT = LSAME( DIAG, 'N' ) * * Set up the start point in X if the increment is not unity. This * will be ( N - 1 )*INCX too small for descending loops. * IF( INCX.LE.0 )THEN KX = 1 - ( N - 1 )*INCX ELSE IF( INCX.NE.1 )THEN KX = 1 END IF * * Start the operations. In this version the elements of A are * accessed by sequentially with one pass through A. * IF( LSAME( TRANS, 'N' ) )THEN * * Form x := inv( A )*x. * IF( LSAME( UPLO, 'U' ) )THEN KPLUS1 = K + 1 IF( INCX.EQ.1 )THEN DO 20, J = N, 1, -1 IF( X( J ).NE.ZERO )THEN L = KPLUS1 - J IF( NOUNIT ) $ X( J ) = X( J )/A( KPLUS1, J ) TEMP = X( J ) DO 10, I = J - 1, MAX( 1, J - K ), -1 X( I ) = X( I ) - TEMP*A( L + I, J ) 10 CONTINUE END IF 20 CONTINUE ELSE KX = KX + ( N - 1 )*INCX JX = KX DO 40, J = N, 1, -1 KX = KX - INCX IF( X( JX ).NE.ZERO )THEN IX = KX L = KPLUS1 - J IF( NOUNIT ) $ X( JX ) = X( JX )/A( KPLUS1, J ) TEMP = X( JX ) DO 30, I = J - 1, MAX( 1, J - K ), -1 X( IX ) = X( IX ) - TEMP*A( L + I, J ) IX = IX - INCX 30 CONTINUE END IF JX = JX - INCX 40 CONTINUE END IF ELSE IF( INCX.EQ.1 )THEN DO 60, J = 1, N IF( X( J ).NE.ZERO )THEN L = 1 - J IF( NOUNIT ) $ X( J ) = X( J )/A( 1, J ) TEMP = X( J ) DO 50, I = J + 1, MIN( N, J + K ) X( I ) = X( I ) - TEMP*A( L + I, J ) 50 CONTINUE END IF 60 CONTINUE ELSE JX = KX DO 80, J = 1, N KX = KX + INCX IF( X( JX ).NE.ZERO )THEN IX = KX L = 1 - J IF( NOUNIT ) $ X( JX ) = X( JX )/A( 1, J ) TEMP = X( JX ) DO 70, I = J + 1, MIN( N, J + K ) X( IX ) = X( IX ) - TEMP*A( L + I, J ) IX = IX + INCX 70 CONTINUE END IF JX = JX + INCX 80 CONTINUE END IF END IF ELSE * * Form x := inv( A')*x. * IF( LSAME( UPLO, 'U' ) )THEN KPLUS1 = K + 1 IF( INCX.EQ.1 )THEN DO 100, J = 1, N TEMP = X( J ) L = KPLUS1 - J DO 90, I = MAX( 1, J - K ), J - 1 TEMP = TEMP - A( L + I, J )*X( I ) 90 CONTINUE IF( NOUNIT ) $ TEMP = TEMP/A( KPLUS1, J ) X( J ) = TEMP 100 CONTINUE ELSE JX = KX DO 120, J = 1, N TEMP = X( JX ) IX = KX L = KPLUS1 - J DO 110, I = MAX( 1, J - K ), J - 1 TEMP = TEMP - A( L + I, J )*X( IX ) IX = IX + INCX 110 CONTINUE IF( NOUNIT ) $ TEMP = TEMP/A( KPLUS1, J ) X( JX ) = TEMP JX = JX + INCX IF( J.GT.K ) $ KX = KX + INCX 120 CONTINUE END IF ELSE IF( INCX.EQ.1 )THEN DO 140, J = N, 1, -1 TEMP = X( J ) L = 1 - J DO 130, I = MIN( N, J + K ), J + 1, -1 TEMP = TEMP - A( L + I, J )*X( I ) 130 CONTINUE IF( NOUNIT ) $ TEMP = TEMP/A( 1, J ) X( J ) = TEMP 140 CONTINUE ELSE KX = KX + ( N - 1 )*INCX JX = KX DO 160, J = N, 1, -1 TEMP = X( JX ) IX = KX L = 1 - J DO 150, I = MIN( N, J + K ), J + 1, -1 TEMP = TEMP - A( L + I, J )*X( IX ) IX = IX - INCX 150 CONTINUE IF( NOUNIT ) $ TEMP = TEMP/A( 1, J ) X( JX ) = TEMP JX = JX - INCX IF( ( N - J ).GE.K ) $ KX = KX - INCX 160 CONTINUE END IF END IF END IF * RETURN * * End of DTBSV . * END ************************************************************************ * SUBROUTINE DTRSM ( SIDE, UPLO, TRANSA, DIAG, M, N, ALPHA, A, LDA, $ B, LDB ) * .. Scalar Arguments .. CHARACTER*1 SIDE, UPLO, TRANSA, DIAG INTEGER M, N, LDA, LDB DOUBLE PRECISION ALPHA * .. Array Arguments .. DOUBLE PRECISION A( LDA, * ), B( LDB, * ) * .. * * Purpose * ======= * * DTRSM solves one of the matrix equations * * op( A )*X = alpha*B, or X*op( A ) = alpha*B, * * where alpha is a scalar, X and B are m by n matrices, A is a unit, or * non-unit, upper or lower triangular matrix and op( A ) is one of * * op( A ) = A or op( A ) = A'. * * The matrix X is overwritten on B. * * Parameters * ========== * * SIDE - CHARACTER*1. * On entry, SIDE specifies whether op( A ) appears on the left * or right of X as follows: * * SIDE = 'L' or 'l' op( A )*X = alpha*B. * * SIDE = 'R' or 'r' X*op( A ) = alpha*B. * * Unchanged on exit. * * UPLO - CHARACTER*1. * On entry, UPLO specifies whether the matrix A is an upper or * lower triangular matrix as follows: * * UPLO = 'U' or 'u' A is an upper triangular matrix. * * UPLO = 'L' or 'l' A is a lower triangular matrix. * * Unchanged on exit. * * TRANSA - CHARACTER*1. * On entry, TRANSA specifies the form of op( A ) to be used in * the matrix multiplication as follows: * * TRANSA = 'N' or 'n' op( A ) = A. * * TRANSA = 'T' or 't' op( A ) = A'. * * TRANSA = 'C' or 'c' op( A ) = A'. * * Unchanged on exit. * * DIAG - CHARACTER*1. * On entry, DIAG specifies whether or not A is unit triangular * as follows: * * DIAG = 'U' or 'u' A is assumed to be unit triangular. * * DIAG = 'N' or 'n' A is not assumed to be unit * triangular. * * Unchanged on exit. * * M - INTEGER. * On entry, M specifies the number of rows of B. M must be at * least zero. * Unchanged on exit. * * N - INTEGER. * On entry, N specifies the number of columns of B. N must be * at least zero. * Unchanged on exit. * * ALPHA - DOUBLE PRECISION. * On entry, ALPHA specifies the scalar alpha. When alpha is * zero then A is not referenced and B need not be set before * entry. * Unchanged on exit. * * A - DOUBLE PRECISION array of DIMENSION ( LDA, k ), where k is m * when SIDE = 'L' or 'l' and is n when SIDE = 'R' or 'r'. * Before entry with UPLO = 'U' or 'u', the leading k by k * upper triangular part of the array A must contain the upper * triangular matrix and the strictly lower triangular part of * A is not referenced. * Before entry with UPLO = 'L' or 'l', the leading k by k * lower triangular part of the array A must contain the lower * triangular matrix and the strictly upper triangular part of * A is not referenced. * Note that when DIAG = 'U' or 'u', the diagonal elements of * A are not referenced either, but are assumed to be unity. * Unchanged on exit. * * LDA - INTEGER. * On entry, LDA specifies the first dimension of A as declared * in the calling (sub) program. When SIDE = 'L' or 'l' then * LDA must be at least max( 1, m ), when SIDE = 'R' or 'r' * then LDA must be at least max( 1, n ). * Unchanged on exit. * * B - DOUBLE PRECISION array of DIMENSION ( LDB, n ). * Before entry, the leading m by n part of the array B must * contain the right-hand side matrix B, and on exit is * overwritten by the solution matrix X. * * LDB - INTEGER. * On entry, LDB specifies the first dimension of B as declared * in the calling (sub) program. LDB must be at least * max( 1, m ). * Unchanged on exit. * * * Level 3 Blas routine. * * * -- Written on 8-February-1989. * Jack Dongarra, Argonne National Laboratory. * Iain Duff, AERE Harwell. * Jeremy Du Croz, Numerical Algorithms Group Ltd. * Sven Hammarling, Numerical Algorithms Group Ltd. * * * .. External Functions .. LOGICAL LSAME EXTERNAL LSAME * .. External Subroutines .. EXTERNAL XERBLA * .. Intrinsic Functions .. INTRINSIC MAX * .. Local Scalars .. LOGICAL LSIDE, NOUNIT, UPPER INTEGER I, INFO, J, K, NROWA DOUBLE PRECISION TEMP * .. Parameters .. DOUBLE PRECISION ONE , ZERO PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 ) * .. * .. Executable Statements .. * * Test the input parameters. * LSIDE = LSAME( SIDE , 'L' ) IF( LSIDE )THEN NROWA = M ELSE NROWA = N END IF NOUNIT = LSAME( DIAG , 'N' ) UPPER = LSAME( UPLO , 'U' ) * INFO = 0 IF( ( .NOT.LSIDE ).AND. $ ( .NOT.LSAME( SIDE , 'R' ) ) )THEN INFO = 1 ELSE IF( ( .NOT.UPPER ).AND. $ ( .NOT.LSAME( UPLO , 'L' ) ) )THEN INFO = 2 ELSE IF( ( .NOT.LSAME( TRANSA, 'N' ) ).AND. $ ( .NOT.LSAME( TRANSA, 'T' ) ).AND. $ ( .NOT.LSAME( TRANSA, 'C' ) ) )THEN INFO = 3 ELSE IF( ( .NOT.LSAME( DIAG , 'U' ) ).AND. $ ( .NOT.LSAME( DIAG , 'N' ) ) )THEN INFO = 4 ELSE IF( M .LT.0 )THEN INFO = 5 ELSE IF( N .LT.0 )THEN INFO = 6 ELSE IF( LDA.LT.MAX( 1, NROWA ) )THEN INFO = 9 ELSE IF( LDB.LT.MAX( 1, M ) )THEN INFO = 11 END IF IF( INFO.NE.0 )THEN CALL XERBLA( 'DTRSM ', INFO ) RETURN END IF * * Quick return if possible. * IF( N.EQ.0 ) $ RETURN * * And when alpha.eq.zero. * IF( ALPHA.EQ.ZERO )THEN DO 20, J = 1, N DO 10, I = 1, M B( I, J ) = ZERO 10 CONTINUE 20 CONTINUE RETURN END IF * * Start the operations. * IF( LSIDE )THEN IF( LSAME( TRANSA, 'N' ) )THEN * * Form B := alpha*inv( A )*B. * IF( UPPER )THEN DO 60, J = 1, N IF( ALPHA.NE.ONE )THEN DO 30, I = 1, M B( I, J ) = ALPHA*B( I, J ) 30 CONTINUE END IF DO 50, K = M, 1, -1 IF( B( K, J ).NE.ZERO )THEN IF( NOUNIT ) $ B( K, J ) = B( K, J )/A( K, K ) DO 40, I = 1, K - 1 B( I, J ) = B( I, J ) - B( K, J )*A( I, K ) 40 CONTINUE END IF 50 CONTINUE 60 CONTINUE ELSE DO 100, J = 1, N IF( ALPHA.NE.ONE )THEN DO 70, I = 1, M B( I, J ) = ALPHA*B( I, J ) 70 CONTINUE END IF DO 90 K = 1, M IF( B( K, J ).NE.ZERO )THEN IF( NOUNIT ) $ B( K, J ) = B( K, J )/A( K, K ) DO 80, I = K + 1, M B( I, J ) = B( I, J ) - B( K, J )*A( I, K ) 80 CONTINUE END IF 90 CONTINUE 100 CONTINUE END IF ELSE * * Form B := alpha*inv( A' )*B. * IF( UPPER )THEN DO 130, J = 1, N DO 120, I = 1, M TEMP = ALPHA*B( I, J ) DO 110, K = 1, I - 1 TEMP = TEMP - A( K, I )*B( K, J ) 110 CONTINUE IF( NOUNIT ) $ TEMP = TEMP/A( I, I ) B( I, J ) = TEMP 120 CONTINUE 130 CONTINUE ELSE DO 160, J = 1, N DO 150, I = M, 1, -1 TEMP = ALPHA*B( I, J ) DO 140, K = I + 1, M TEMP = TEMP - A( K, I )*B( K, J ) 140 CONTINUE IF( NOUNIT ) $ TEMP = TEMP/A( I, I ) B( I, J ) = TEMP 150 CONTINUE 160 CONTINUE END IF END IF ELSE IF( LSAME( TRANSA, 'N' ) )THEN * * Form B := alpha*B*inv( A ). * IF( UPPER )THEN DO 210, J = 1, N IF( ALPHA.NE.ONE )THEN DO 170, I = 1, M B( I, J ) = ALPHA*B( I, J ) 170 CONTINUE END IF DO 190, K = 1, J - 1 IF( A( K, J ).NE.ZERO )THEN DO 180, I = 1, M B( I, J ) = B( I, J ) - A( K, J )*B( I, K ) 180 CONTINUE END IF 190 CONTINUE IF( NOUNIT )THEN TEMP = ONE/A( J, J ) DO 200, I = 1, M B( I, J ) = TEMP*B( I, J ) 200 CONTINUE END IF 210 CONTINUE ELSE DO 260, J = N, 1, -1 IF( ALPHA.NE.ONE )THEN DO 220, I = 1, M B( I, J ) = ALPHA*B( I, J ) 220 CONTINUE END IF DO 240, K = J + 1, N IF( A( K, J ).NE.ZERO )THEN DO 230, I = 1, M B( I, J ) = B( I, J ) - A( K, J )*B( I, K ) 230 CONTINUE END IF 240 CONTINUE IF( NOUNIT )THEN TEMP = ONE/A( J, J ) DO 250, I = 1, M B( I, J ) = TEMP*B( I, J ) 250 CONTINUE END IF 260 CONTINUE END IF ELSE * * Form B := alpha*B*inv( A' ). * IF( UPPER )THEN DO 310, K = N, 1, -1 IF( NOUNIT )THEN TEMP = ONE/A( K, K ) DO 270, I = 1, M B( I, K ) = TEMP*B( I, K ) 270 CONTINUE END IF DO 290, J = 1, K - 1 IF( A( J, K ).NE.ZERO )THEN TEMP = A( J, K ) DO 280, I = 1, M B( I, J ) = B( I, J ) - TEMP*B( I, K ) 280 CONTINUE END IF 290 CONTINUE IF( ALPHA.NE.ONE )THEN DO 300, I = 1, M B( I, K ) = ALPHA*B( I, K ) 300 CONTINUE END IF 310 CONTINUE ELSE DO 360, K = 1, N IF( NOUNIT )THEN TEMP = ONE/A( K, K ) DO 320, I = 1, M B( I, K ) = TEMP*B( I, K ) 320 CONTINUE END IF DO 340, J = K + 1, N IF( A( J, K ).NE.ZERO )THEN TEMP = A( J, K ) DO 330, I = 1, M B( I, J ) = B( I, J ) - TEMP*B( I, K ) 330 CONTINUE END IF 340 CONTINUE IF( ALPHA.NE.ONE )THEN DO 350, I = 1, M B( I, K ) = ALPHA*B( I, K ) 350 CONTINUE END IF 360 CONTINUE END IF END IF END IF * RETURN * * End of DTRSM . * END c integer function idamax(n,dx,incx) c c finds the index of element having max. absolute value. c jack dongarra, linpack, 3/11/78. c modified 3/93 to return if incx .le. 0. c double precision dx(1),dmax integer i,incx,ix,n c idamax = 0 if( n.lt.1 .or. incx.le.0 ) return idamax = 1 if(n.eq.1)return if(incx.eq.1)go to 20 c c code for increment not equal to 1 c ix = 1 dmax = dabs(dx(1)) ix = ix + incx do 10 i = 2,n if(dabs(dx(ix)).le.dmax) go to 5 idamax = i dmax = dabs(dx(ix)) 5 ix = ix + incx 10 continue return c c code for increment equal to 1 c 20 dmax = dabs(dx(1)) do 30 i = 2,n if(dabs(dx(i)).le.dmax) go to 30 idamax = i dmax = dabs(dx(i)) 30 continue return end