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dgetf2.f

*> \brief \b DGETF2 computes the LU factorization of a general m-by-n matrix using partial pivoting with row interchanges (unblocked algorithm).
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGETF2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgetf2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgetf2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgetf2.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* DOUBLE PRECISION A( LDA, * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] M
*> \verbatim
*> M is INTEGER
*> The number of rows of the matrix A. M >= 0.
*> \endverbatim
*>
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The number of columns of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*> A is 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.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*> LDA is INTEGER
*> The leading dimension of the array A. LDA >= max(1,M).
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (min(M,N))
*> The pivot indices; for 1 <= i <= min(M,N), row i of the
*> matrix was interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -k, the k-th argument had an illegal value
*> > 0: if INFO = k, U(k,k) is exactly zero. The factorization
*> has been completed, but the factor U is exactly
*> singular, and division by zero will occur if it is used
*> to solve a system of equations.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \date September 2012
*
*> \ingroup doubleGEcomputational
*
* =====================================================================
SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
*
* -- LAPACK computational routine (version 3.4.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* September 2012
*
* .. Scalar Arguments ..
INTEGER INFO, LDA, M, N
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION A( LDA, * )
* ..
*
* =====================================================================
*
* .. Parameters ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
DOUBLE PRECISION SFMIN
INTEGER I, J, JP
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH
INTEGER IDAMAX
EXTERNAL DLAMCH, 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
*
* Compute machine safe minimum
*
SFMIN = DLAMCH('S')
*
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 ) THEN
IF( ABS(A( J, J )) .GE. SFMIN ) THEN
CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 )
ELSE
DO 20 I = 1, M-J
A( J+I, J ) = A( J+I, J ) / A( J, J )
20 CONTINUE
END IF
END IF
*
ELSE IF( INFO.EQ.0 ) THEN
*
INFO = J
END IF
*
IF( J.LT.MIN( M, N ) ) THEN
*
* Update trailing submatrix.
*
CALL 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

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