dgesv.f.html

来自「famous linear algebra library (LAPACK) p」· HTML 代码 · 共 132 行

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      SUBROUTINE <a name="DGESV.1"></a><a href="dgesv.f.html#DGESV.1">DGESV</a>( N, NRHS, A, LDA, IPIV, B, LDB, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK driver routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            INFO, LDA, LDB, N, NRHS
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      INTEGER            IPIV( * )
      DOUBLE PRECISION   A( LDA, * ), B( LDB, * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="DGESV.18"></a><a href="dgesv.f.html#DGESV.1">DGESV</a> computes the solution to a real system of linear equations
</span><span class="comment">*</span><span class="comment">     A * X = B,
</span><span class="comment">*</span><span class="comment">  where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The LU decomposition with partial pivoting and row interchanges is
</span><span class="comment">*</span><span class="comment">  used to factor A as
</span><span class="comment">*</span><span class="comment">     A = P * L * U,
</span><span class="comment">*</span><span class="comment">  where P is a permutation matrix, L is unit lower triangular, and U is
</span><span class="comment">*</span><span class="comment">  upper triangular.  The factored form of A is then used to solve the
</span><span class="comment">*</span><span class="comment">  system of equations A * X = B.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of linear equations, i.e., the order of the
</span><span class="comment">*</span><span class="comment">          matrix A.  N &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  NRHS    (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The number of right hand sides, i.e., the number of columns
</span><span class="comment">*</span><span class="comment">          of the matrix B.  NRHS &gt;= 0.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
</span><span class="comment">*</span><span class="comment">          On entry, the N-by-N coefficient matrix A.
</span><span class="comment">*</span><span class="comment">          On exit, the factors L and U from the factorization
</span><span class="comment">*</span><span class="comment">          A = P*L*U; the unit diagonal elements of L are not stored.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDA     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array A.  LDA &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  IPIV    (output) INTEGER array, dimension (N)
</span><span class="comment">*</span><span class="comment">          The pivot indices that define the permutation matrix P;
</span><span class="comment">*</span><span class="comment">          row i of the matrix was interchanged with row IPIV(i).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
</span><span class="comment">*</span><span class="comment">          On entry, the N-by-NRHS matrix of right hand side matrix B.
</span><span class="comment">*</span><span class="comment">          On exit, if INFO = 0, the N-by-NRHS solution matrix X.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  LDB     (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The leading dimension of the array B.  LDB &gt;= max(1,N).
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -i, the i-th argument had an illegal value
</span><span class="comment">*</span><span class="comment">          &gt; 0:  if INFO = i, U(i,i) is exactly zero.  The factorization
</span><span class="comment">*</span><span class="comment">                has been completed, but the factor U is exactly
</span><span class="comment">*</span><span class="comment">                singular, so the solution could not be computed.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="DGETRF.69"></a><a href="dgetrf.f.html#DGETRF.1">DGETRF</a>, <a name="DGETRS.69"></a><a href="dgetrs.f.html#DGETRS.1">DGETRS</a>, <a name="XERBLA.69"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          MAX
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Test the input parameters.
</span><span class="comment">*</span><span class="comment">
</span>      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 <a name="XERBLA.89"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="DGESV.89"></a><a href="dgesv.f.html#DGESV.1">DGESV</a> '</span>, -INFO )
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Compute the LU factorization of A.
</span><span class="comment">*</span><span class="comment">
</span>      CALL <a name="DGETRF.95"></a><a href="dgetrf.f.html#DGETRF.1">DGETRF</a>( N, N, A, LDA, IPIV, INFO )
      IF( INFO.EQ.0 ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">        Solve the system A*X = B, overwriting B with X.
</span><span class="comment">*</span><span class="comment">
</span>         CALL <a name="DGETRS.100"></a><a href="dgetrs.f.html#DGETRS.1">DGETRS</a>( <span class="string">'No transpose'</span>, N, NRHS, A, LDA, IPIV, B, LDB,
     $                INFO )
      END IF
      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="DGESV.105"></a><a href="dgesv.f.html#DGESV.1">DGESV</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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