Added lapack routines for calculation of condition number and to fill out the QR factorization capability.
148 lines
4.4 KiB
Fortran
148 lines
4.4 KiB
Fortran
SUBROUTINE DTRTRS( UPLO, TRANS, DIAG, N, NRHS, A, LDA, B, LDB,
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$ INFO )
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*
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* -- LAPACK routine (version 3.0) --
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* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
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* Courant Institute, Argonne National Lab, and Rice University
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* March 31, 1993
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*
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* .. Scalar Arguments ..
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CHARACTER DIAG, TRANS, UPLO
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INTEGER INFO, LDA, LDB, N, NRHS
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* ..
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* .. Array Arguments ..
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DOUBLE PRECISION A( LDA, * ), B( LDB, * )
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* ..
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*
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* Purpose
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* =======
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*
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* DTRTRS solves a triangular system of the form
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*
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* A * X = B or A**T * X = B,
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*
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* where A is a triangular matrix of order N, and B is an N-by-NRHS
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* matrix. A check is made to verify that A is nonsingular.
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*
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* Arguments
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* =========
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*
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* UPLO (input) CHARACTER*1
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* = 'U': A is upper triangular;
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* = 'L': A is lower triangular.
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*
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* TRANS (input) CHARACTER*1
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* Specifies the form of the system of equations:
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* = 'N': A * X = B (No transpose)
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* = 'T': A**T * X = B (Transpose)
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* = 'C': A**H * X = B (Conjugate transpose = Transpose)
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*
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* DIAG (input) CHARACTER*1
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* = 'N': A is non-unit triangular;
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* = 'U': A is unit triangular.
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*
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* N (input) INTEGER
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* The order of the matrix A. N >= 0.
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*
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* NRHS (input) INTEGER
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* The number of right hand sides, i.e., the number of columns
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* of the matrix B. NRHS >= 0.
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*
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* A (input) DOUBLE PRECISION array, dimension (LDA,N)
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* The triangular matrix A. If UPLO = 'U', the leading N-by-N
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* upper triangular part of the array A contains the upper
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* triangular matrix, and the strictly lower triangular part of
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* A is not referenced. If UPLO = 'L', the leading N-by-N lower
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* triangular part of the array A contains the lower triangular
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* matrix, and the strictly upper triangular part of A is not
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* referenced. If DIAG = 'U', the diagonal elements of A are
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* also not referenced and are assumed to be 1.
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*
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* LDA (input) INTEGER
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* The leading dimension of the array A. LDA >= max(1,N).
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*
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* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
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* On entry, the right hand side matrix B.
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* On exit, if INFO = 0, the solution matrix X.
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*
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* LDB (input) INTEGER
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* The leading dimension of the array B. LDB >= max(1,N).
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*
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* INFO (output) INTEGER
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* = 0: successful exit
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* < 0: if INFO = -i, the i-th argument had an illegal value
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* > 0: if INFO = i, the i-th diagonal element of A is zero,
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* indicating that the matrix is singular and the solutions
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* X have not been computed.
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*
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* =====================================================================
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*
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* .. Parameters ..
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DOUBLE PRECISION ZERO, ONE
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PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 )
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* ..
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* .. Local Scalars ..
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LOGICAL NOUNIT
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* ..
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* .. External Functions ..
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LOGICAL LSAME
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EXTERNAL LSAME
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* ..
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* .. External Subroutines ..
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EXTERNAL DTRSM, XERBLA
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* ..
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* .. Intrinsic Functions ..
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INTRINSIC MAX
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* ..
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* .. Executable Statements ..
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*
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* Test the input parameters.
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*
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INFO = 0
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NOUNIT = LSAME( DIAG, 'N' )
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IF( .NOT.LSAME( UPLO, 'U' ) .AND. .NOT.LSAME( UPLO, 'L' ) ) THEN
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INFO = -1
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ELSE IF( .NOT.LSAME( TRANS, 'N' ) .AND. .NOT.
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$ LSAME( TRANS, 'T' ) .AND. .NOT.LSAME( TRANS, 'C' ) ) THEN
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INFO = -2
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ELSE IF( .NOT.NOUNIT .AND. .NOT.LSAME( DIAG, 'U' ) ) THEN
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INFO = -3
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ELSE IF( N.LT.0 ) THEN
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INFO = -4
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ELSE IF( NRHS.LT.0 ) THEN
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INFO = -5
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ELSE IF( LDA.LT.MAX( 1, N ) ) THEN
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INFO = -7
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ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
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INFO = -9
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END IF
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IF( INFO.NE.0 ) THEN
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CALL XERBLA( 'DTRTRS', -INFO )
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RETURN
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END IF
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*
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* Quick return if possible
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*
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IF( N.EQ.0 )
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$ RETURN
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*
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* Check for singularity.
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*
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IF( NOUNIT ) THEN
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DO 10 INFO = 1, N
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IF( A( INFO, INFO ).EQ.ZERO )
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$ RETURN
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10 CONTINUE
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END IF
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INFO = 0
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*
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* Solve A * x = b or A' * x = b.
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*
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CALL DTRSM( 'Left', UPLO, TRANS, DIAG, N, NRHS, ONE, A, LDA, B,
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$ LDB )
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*
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RETURN
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*
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* End of DTRTRS
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*
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END
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