numeric-linalg

Educational material on the SciPy implementation of numerical linear algebra algorithms

Name	Size	Mode
..
lapack/SRC/dgbtf2.f	8023B	-rw-r--r--

*> \brief \b DGBTF2 computes the LU factorization of a general band matrix using the unblocked version of the algorithm.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download DGBTF2 + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgbtf2.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgbtf2.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgbtf2.f">
*> [TXT]</a>
*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, KL, KU, LDAB, M, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * )
*       DOUBLE PRECISION   AB( LDAB, * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> 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.
*> \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] KL
*> \verbatim
*>          KL is INTEGER
*>          The number of subdiagonals within the band of A.  KL >= 0.
*> \endverbatim
*>
*> \param[in] KU
*> \verbatim
*>          KU is INTEGER
*>          The number of superdiagonals within the band of A.  KU >= 0.
*> \endverbatim
*>
*> \param[in,out] AB
*> \verbatim
*>          AB is 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.
*> \endverbatim
*>
*> \param[in] LDAB
*> \verbatim
*>          LDAB is INTEGER
*>          The leading dimension of the array AB.  LDAB >= 2*KL+KU+1.
*> \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 = -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.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup gbtf2
*
*> \par Further Details:
*  =====================
*>
*> \verbatim
*>
*>  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.
*> \endverbatim
*>
*  =====================================================================
      SUBROUTINE DGBTF2( M, N, KL, KU, AB, LDAB, IPIV, INFO )
*
*  -- LAPACK computational routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            INFO, KL, KU, LDAB, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      DOUBLE PRECISION   AB( LDAB, * )
*     ..
*
*  =====================================================================
*
*     .. 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