inverse.f

一个基于打靶法的最优控制求解软件 求解过程中采用参数延续算法

      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

      SUBROUTINE DGESV( N, NRHS, A, LDA, IPIV, B, LDB, INFO )
*
*  -- LAPACK driver routine (version 1.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     February 29, 1992
*
*     .. 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 matrix of coefficients 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 vectors B
*          for the system of equations A*X = B.
*          On exit, if INFO = 0, the N by NRHS matrix of solution
*          vectors X.
*
*  LDB     (input) INTEGER
*          The leading dimension of the array B.  LDB >= max(1,N).
*
*  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, 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

      SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
*
*  -- LAPACK routine (version 1.0) --
*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
*     Courant Institute, Argonne National Lab, and Rice University
*     February 29, 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 = 1D+0, ZERO = 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+1.LE.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

      SUBROUTINE DGETRF( M, N, A, LDA, IPIV, INFO )
*
*  -- LAPACK routine (version 3.0) --
*     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 = 1D+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 )