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

C
            IF( UPPER )THEN
               DO 260, K = 1, N
                  DO 240, J = 1, K - 1
                     IF( A( J, K ).NE.ZERO )THEN
                        TEMP = ALPHA*A( J, K )
                        DO 230, I = 1, M
                           B( I, J ) = B( I, J ) + TEMP*B( I, K )
  230                   CONTINUE
                     END IF
  240             CONTINUE
                  TEMP = ALPHA
                  IF( NOUNIT )
     $               TEMP = TEMP*A( K, K )
                  IF( TEMP.NE.ONE )THEN
                     DO 250, I = 1, M
                        B( I, K ) = TEMP*B( I, K )
  250                CONTINUE
                  END IF
  260          CONTINUE
            ELSE
               DO 300, K = N, 1, -1
                  DO 280, J = K + 1, N
                     IF( A( J, K ).NE.ZERO )THEN
                        TEMP = ALPHA*A( J, K )
                        DO 270, I = 1, M
                           B( I, J ) = B( I, J ) + TEMP*B( I, K )
  270                   CONTINUE
                     END IF
  280             CONTINUE
                  TEMP = ALPHA
                  IF( NOUNIT )
     $               TEMP = TEMP*A( K, K )
                  IF( TEMP.NE.ONE )THEN
                     DO 290, I = 1, M
                        B( I, K ) = TEMP*B( I, K )
  290                CONTINUE
                  END IF
  300          CONTINUE
            END IF
         END IF
      END IF
C
      RETURN
C
C     End of DTRMM .
C
      END
*DECK DTRMV

      SUBROUTINE DTRMV (UPLO, TRANS, DIAG, N, A, LDA, X, INCX)
C***BEGIN PROLOGUE  DTRMV
C***PURPOSE  Perform one of the matrix-vector operations.
C***LIBRARY   SLATEC (BLAS)
C***CATEGORY  D1B4
C***TYPE      DOUBLE PRECISION (STRMV-S, DTRMV-D, CTRMV-C)
C***KEYWORDS  LEVEL 2 BLAS, LINEAR ALGEBRA
C***AUTHOR  Dongarra, J. J., (ANL)
C           Du Croz, J., (NAG)
C           Hammarling, S., (NAG)
C           Hanson, R. J., (SNLA)
C***DESCRIPTION
C
C  DTRMV  performs one of the matrix-vector operations
C
C     x := A*x,   or   x := A'*x,
C
C  where x is an n element vector and  A is an n by n unit, or non-unit,
C  upper or lower triangular matrix.
C
C  Parameters
C  ==========
C
C  UPLO   - CHARACTER*1.
C           On entry, UPLO specifies whether the matrix is an upper or
C           lower triangular matrix as follows:
C
C              UPLO = 'U' or 'u'   A is an upper triangular matrix.
C
C              UPLO = 'L' or 'l'   A is a lower triangular matrix.
C
C           Unchanged on exit.
C
C  TRANS  - CHARACTER*1.
C           On entry, TRANS specifies the operation to be performed as
C           follows:
C
C              TRANS = 'N' or 'n'   x := A*x.
C
C              TRANS = 'T' or 't'   x := A'*x.
C
C              TRANS = 'C' or 'c'   x := A'*x.
C
C           Unchanged on exit.
C
C  DIAG   - CHARACTER*1.
C           On entry, DIAG specifies whether or not A is unit
C           triangular as follows:
C
C              DIAG = 'U' or 'u'   A is assumed to be unit triangular.
C
C              DIAG = 'N' or 'n'   A is not assumed to be unit
C                                  triangular.
C
C           Unchanged on exit.
C
C  N      - INTEGER.
C           On entry, N specifies the order of the matrix A.
C           N must be at least zero.
C           Unchanged on exit.
C
C  A      - DOUBLE PRECISION array of DIMENSION ( LDA, n).
C           Before entry with  UPLO = 'U' or 'u', the leading n by n
C           upper triangular part of the array A must contain the upper
C           triangular matrix and the strictly lower triangular part of
C           A is not referenced.
C           Before entry with UPLO = 'L' or 'l', the leading n by n
C           lower triangular part of the array A must contain the lower
C           triangular matrix and the strictly upper triangular part of
C           A is not referenced.
C           Note that when  DIAG = 'U' or 'u', the diagonal elements of
C           A are not referenced either, but are assumed to be unity.
C           Unchanged on exit.
C
C  LDA    - INTEGER.
C           On entry, LDA specifies the first dimension of A as declared
C           in the calling (sub) program. LDA must be at least
C           max( 1, n ).
C           Unchanged on exit.
C
C  X      - DOUBLE PRECISION array of dimension at least
C           ( 1 + ( n - 1 )*abs( INCX ) ).
C           Before entry, the incremented array X must contain the n
C           element vector x. On exit, X is overwritten with the
C           transformed vector x.
C
C  INCX   - INTEGER.
C           On entry, INCX specifies the increment for the elements of
C           X. INCX must not be zero.
C           Unchanged on exit.
C
C***REFERENCES  Dongarra, J. J., Du Croz, J., Hammarling, S., and
C                 Hanson, R. J.  An extended set of Fortran basic linear
C                 algebra subprograms.  ACM TOMS, Vol. 14, No. 1,
C                 pp. 1-17, March 1988.
C***ROUTINES CALLED  LSAME, XERBLA
C***REVISION HISTORY  (YYMMDD)
C   861022  DATE WRITTEN
C   910605  Modified to meet SLATEC prologue standards.  Only comment
C           lines were modified.  (BKS)
C***END PROLOGUE  DTRMV
C     .. Scalar Arguments ..
      INTEGER            INCX, LDA, N
      CHARACTER*1        DIAG, TRANS, UPLO
C     .. Array Arguments ..
      DOUBLE PRECISION   A( LDA, * ), X( * )
C     .. Parameters ..
      DOUBLE PRECISION   ZERO
      PARAMETER        ( ZERO = 0D+0 )
C     .. Local Scalars ..
      DOUBLE PRECISION   TEMP
      INTEGER            I, INFO, IX, J, JX, KX
      LOGICAL            NOUNIT
C     .. External Functions ..
      LOGICAL            LSAME
      EXTERNAL           LSAME
C     .. External Subroutines ..
      EXTERNAL           XERBLA
C     .. Intrinsic Functions ..
      INTRINSIC          MAX
C***FIRST EXECUTABLE STATEMENT  DTRMV
C
C     Test the input parameters.
C
      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( LDA.LT.MAX( 1, N ) )THEN
         INFO = 6
      ELSE IF( INCX.EQ.0 )THEN
         INFO = 8
      END IF
      IF( INFO.NE.0 )THEN
         CALL XERBLA( 'DTRMV ', INFO )
         RETURN
      END IF
C
C     Quick return if possible.
C
      IF( N.EQ.0 )
     $   RETURN
C
      NOUNIT = LSAME( DIAG, 'N' )
C
C     Set up the start point in X if the increment is not unity. This
C     will be  ( N - 1 )*INCX  too small for descending loops.
C
      IF( INCX.LE.0 )THEN
         KX = 1 - ( N - 1 )*INCX
      ELSE IF( INCX.NE.1 )THEN
         KX = 1
      END IF
C
C     Start the operations. In this version the elements of A are
C     accessed sequentially with one pass through A.
C
      IF( LSAME( TRANS, 'N' ) )THEN
C
C        Form  x := A*x.
C
         IF( LSAME( UPLO, 'U' ) )THEN
            IF( INCX.EQ.1 )THEN
               DO 20, J = 1, N
                  IF( X( J ).NE.ZERO )THEN
                     TEMP = X( J )
                     DO 10, I = 1, J - 1
                        X( I ) = X( I ) + TEMP*A( I, J )
   10                CONTINUE
                     IF( NOUNIT )
     $                  X( J ) = X( J )*A( J, J )
                  END IF
   20          CONTINUE
            ELSE
               JX = KX
               DO 40, J = 1, N
                  IF( X( JX ).NE.ZERO )THEN
                     TEMP = X( JX )
                     IX   = KX
                     DO 30, I = 1, J - 1
                        X( IX ) = X( IX ) + TEMP*A( I, J )
                        IX      = IX      + INCX
   30                CONTINUE
                     IF( NOUNIT )
     $                  X( JX ) = X( JX )*A( J, J )
                  END IF
                  JX = JX + INCX
   40          CONTINUE
            END IF
         ELSE
            IF( INCX.EQ.1 )THEN
               DO 60, J = N, 1, -1
                  IF( X( J ).NE.ZERO )THEN
                     TEMP = X( J )
                     DO 50, I = N, J + 1, -1
                        X( I ) = X( I ) + TEMP*A( I, J )
   50                CONTINUE
                     IF( NOUNIT )
     $                  X( J ) = X( J )*A( J, J )
                  END IF
   60          CONTINUE
            ELSE
               KX = KX + ( N - 1 )*INCX
               JX = KX
               DO 80, J = N, 1, -1
                  IF( X( JX ).NE.ZERO )THEN
                     TEMP = X( JX )
                     IX   = KX
                     DO 70, I = N, J + 1, -1
                        X( IX ) = X( IX ) + TEMP*A( I, J )
                        IX      = IX      - INCX
   70                CONTINUE
                     IF( NOUNIT )
     $                  X( JX ) = X( JX )*A( J, J )
                  END IF
                  JX = JX - INCX
   80          CONTINUE
            END IF
         END IF
      ELSE
C
C        Form  x := A'*x.
C
         IF( LSAME( UPLO, 'U' ) )THEN
            IF( INCX.EQ.1 )THEN
               DO 100, J = N, 1, -1
                  TEMP = X( J )
                  IF( NOUNIT )
     $               TEMP = TEMP*A( J, J )
                  DO 90, I = J - 1, 1, -1
                     TEMP = TEMP + A( I, J )*X( I )
   90             CONTINUE
                  X( J ) = TEMP
  100          CONTINUE
            ELSE
               JX = KX + ( N - 1 )*INCX
               DO 120, J = N, 1, -1
                  TEMP = X( JX )
                  IX   = JX
                  IF( NOUNIT )
     $               TEMP = TEMP*A( J, J )
                  DO 110, I = J - 1, 1, -1
                     IX   = IX   - INCX
                     TEMP = TEMP + A( I, J )*X( IX )
  110             CONTINUE
                  X( JX ) = TEMP
                  JX      = JX   - INCX
  120          CONTINUE
            END IF
         ELSE
            IF( INCX.EQ.1 )THEN
               DO 140, J = 1, N
                  TEMP = X( J )
                  IF( NOUNIT )
     $               TEMP = TEMP*A( J, J )
                  DO 130, I = J + 1, N
                     TEMP = TEMP + A( I, J )*X( I )
  130             CONTINUE
                  X( J ) = TEMP
  140          CONTINUE
            ELSE
               JX = KX
               DO 160, J = 1, N
                  TEMP = X( JX )
                  IX   = JX
                  IF( NOUNIT )
     $               TEMP = TEMP*A( J, J )
                  DO 150, I = J + 1, N
                     IX   = IX   + INCX
                     TEMP = TEMP + A( I, J )*X( IX )
  150             CONTINUE
                  X( JX ) = TEMP
                  JX      = JX   + INCX
  160          CONTINUE
            END IF
         END IF
      END IF
C
      RETURN
C
C     End of DTRMV .
C
      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
*