*DECK DGEDI SUBROUTINE DGEDI (A, LDA, N, IPVT, DET, WORK, JOB) C***BEGIN PROLOGUE DGEDI C***PURPOSE Compute the determinant and inverse of a matrix using the C factors computed by DGECO or DGEFA. C***LIBRARY SLATEC (LINPACK) C***CATEGORY D3A1, D2A1 C***TYPE DOUBLE PRECISION (SGEDI-S, DGEDI-D, CGEDI-C) C***KEYWORDS DETERMINANT, INVERSE, LINEAR ALGEBRA, LINPACK, MATRIX C***AUTHOR Moler, C. B., (U. of New Mexico) C***DESCRIPTION C C DGEDI computes the determinant and inverse of a matrix C using the factors computed by DGECO or DGEFA. C C On Entry C C A DOUBLE PRECISION(LDA, N) C the output from DGECO or DGEFA. C C LDA INTEGER C the leading dimension of the array A . C C N INTEGER C the order of the matrix A . C C IPVT INTEGER(N) C the pivot vector from DGECO or DGEFA. C C WORK DOUBLE PRECISION(N) C work vector. Contents destroyed. C C JOB INTEGER C = 11 both determinant and inverse. C = 01 inverse only. C = 10 determinant only. C C On Return C C A inverse of original matrix if requested. C Otherwise unchanged. C C DET DOUBLE PRECISION(2) C determinant of original matrix if requested. C Otherwise not referenced. C Determinant = DET(1) * 10.0**DET(2) C with 1.0 .LE. ABS(DET(1)) .LT. 10.0 C or DET(1) .EQ. 0.0 . C C Error Condition C C A division by zero will occur if the input factor contains C a zero on the diagonal and the inverse is requested. C It will not occur if the subroutines are called correctly C and if DGECO has set RCOND .GT. 0.0 or DGEFA has set C INFO .EQ. 0 . C C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W. C Stewart, LINPACK Users' Guide, SIAM, 1979. C***ROUTINES CALLED DAXPY, DSCAL, DSWAP C***REVISION HISTORY (YYMMDD) C 780814 DATE WRITTEN C 890531 Changed all specific intrinsics to generic. (WRB) C 890831 Modified array declarations. (WRB) C 890831 REVISION DATE from Version 3.2 C 891214 Prologue converted to Version 4.0 format. (BAB) C 900326 Removed duplicate information from DESCRIPTION section. C (WRB) C 920501 Reformatted the REFERENCES section. (WRB) C***END PROLOGUE DGEDI INTEGER LDA,N,IPVT(*),JOB DOUBLE PRECISION A(LDA,*),DET(2),WORK(*) C DOUBLE PRECISION T DOUBLE PRECISION TEN INTEGER I,J,K,KB,KP1,L,NM1 C***FIRST EXECUTABLE STATEMENT DGEDI C C COMPUTE DETERMINANT C IF (JOB/10 .EQ. 0) GO TO 70 DET(1) = 1.0D0 DET(2) = 0.0D0 TEN = 10.0D0 DO 50 I = 1, N IF (IPVT(I) .NE. I) DET(1) = -DET(1) DET(1) = A(I,I)*DET(1) IF (DET(1) .EQ. 0.0D0) GO TO 60 10 IF (ABS(DET(1)) .GE. 1.0D0) GO TO 20 DET(1) = TEN*DET(1) DET(2) = DET(2) - 1.0D0 GO TO 10 20 CONTINUE 30 IF (ABS(DET(1)) .LT. TEN) GO TO 40 DET(1) = DET(1)/TEN DET(2) = DET(2) + 1.0D0 GO TO 30 40 CONTINUE 50 CONTINUE 60 CONTINUE 70 CONTINUE C C COMPUTE INVERSE(U) C IF (MOD(JOB,10) .EQ. 0) GO TO 150 DO 100 K = 1, N A(K,K) = 1.0D0/A(K,K) T = -A(K,K) CALL DSCAL(K-1,T,A(1,K),1) KP1 = K + 1 IF (N .LT. KP1) GO TO 90 DO 80 J = KP1, N T = A(K,J) A(K,J) = 0.0D0 CALL DAXPY(K,T,A(1,K),1,A(1,J),1) 80 CONTINUE 90 CONTINUE 100 CONTINUE C C FORM INVERSE(U)*INVERSE(L) C NM1 = N - 1 IF (NM1 .LT. 1) GO TO 140 DO 130 KB = 1, NM1 K = N - KB KP1 = K + 1 DO 110 I = KP1, N WORK(I) = A(I,K) A(I,K) = 0.0D0 110 CONTINUE DO 120 J = KP1, N T = WORK(J) CALL DAXPY(N,T,A(1,J),1,A(1,K),1) 120 CONTINUE L = IPVT(K) IF (L .NE. K) CALL DSWAP(N,A(1,K),1,A(1,L),1) 130 CONTINUE 140 CONTINUE 150 CONTINUE RETURN END *DECK DGEFA SUBROUTINE DGEFA (A, LDA, N, IPVT, INFO) C***BEGIN PROLOGUE DGEFA C***PURPOSE Factor a matrix using Gaussian elimination. C***LIBRARY SLATEC (LINPACK) C***CATEGORY D2A1 C***TYPE DOUBLE PRECISION (SGEFA-S, DGEFA-D, CGEFA-C) C***KEYWORDS GENERAL MATRIX, LINEAR ALGEBRA, LINPACK, C MATRIX FACTORIZATION C***AUTHOR Moler, C. B., (U. of New Mexico) C***DESCRIPTION C C DGEFA factors a double precision matrix by Gaussian elimination. C C DGEFA is usually called by DGECO, but it can be called C directly with a saving in time if RCOND is not needed. C (Time for DGECO) = (1 + 9/N)*(Time for DGEFA) . C C On Entry C C A DOUBLE PRECISION(LDA, N) C the matrix to be factored. C C LDA INTEGER C the leading dimension of the array A . C C N INTEGER C the order of the matrix A . C C On Return C C A an upper triangular matrix and the multipliers C which were used to obtain it. C The factorization can be written A = L*U where C L is a product of permutation and unit lower C triangular matrices and U is upper triangular. C C IPVT INTEGER(N) C an integer vector of pivot indices. C C INFO INTEGER C = 0 normal value. C = K if U(K,K) .EQ. 0.0 . This is not an error C condition for this subroutine, but it does C indicate that DGESL or DGEDI will divide by zero C if called. Use RCOND in DGECO for a reliable C indication of singularity. C C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W. C Stewart, LINPACK Users' Guide, SIAM, 1979. C***ROUTINES CALLED DAXPY, DSCAL, IDAMAX C***REVISION HISTORY (YYMMDD) C 780814 DATE WRITTEN C 890831 Modified array declarations. (WRB) C 890831 REVISION DATE from Version 3.2 C 891214 Prologue converted to Version 4.0 format. (BAB) C 900326 Removed duplicate information from DESCRIPTION section. C (WRB) C 920501 Reformatted the REFERENCES section. (WRB) C***END PROLOGUE DGEFA INTEGER LDA,N,IPVT(*),INFO DOUBLE PRECISION A(LDA,*) C DOUBLE PRECISION T INTEGER IDAMAX,J,K,KP1,L,NM1 C C GAUSSIAN ELIMINATION WITH PARTIAL PIVOTING C C***FIRST EXECUTABLE STATEMENT DGEFA INFO = 0 NM1 = N - 1 IF (NM1 .LT. 1) GO TO 70 DO 60 K = 1, NM1 KP1 = K + 1 C C FIND L = PIVOT INDEX C L = IDAMAX(N-K+1,A(K,K),1) + K - 1 IPVT(K) = L C C ZERO PIVOT IMPLIES THIS COLUMN ALREADY TRIANGULARIZED C IF (A(L,K) .EQ. 0.0D0) GO TO 40 C C INTERCHANGE IF NECESSARY C IF (L .EQ. K) GO TO 10 T = A(L,K) A(L,K) = A(K,K) A(K,K) = T 10 CONTINUE C C COMPUTE MULTIPLIERS C T = -1.0D0/A(K,K) CALL DSCAL(N-K,T,A(K+1,K),1) C C ROW ELIMINATION WITH COLUMN INDEXING C DO 30 J = KP1, N T = A(L,J) IF (L .EQ. K) GO TO 20 A(L,J) = A(K,J) A(K,J) = T 20 CONTINUE CALL DAXPY(N-K,T,A(K+1,K),1,A(K+1,J),1) 30 CONTINUE GO TO 50 40 CONTINUE INFO = K 50 CONTINUE 60 CONTINUE 70 CONTINUE IPVT(N) = N IF (A(N,N) .EQ. 0.0D0) INFO = N RETURN END SUBROUTINE DSCAL(N,DA,DX,INCX) C C SCALES A VECTOR BY A CONSTANT. C USES UNROLLED LOOPS FOR INCREMENT EQUAL TO ONE. C JACK DONGARRA, LINPACK, 3/11/78. C double precision DA,DX(*) INTEGER I,INCX,M,MP1,N,NINCX C IF(N.LE.0)RETURN IF(INCX.EQ.1)GO TO 20 C C CODE FOR INCREMENT NOT EQUAL TO 1 C NINCX = N*INCX DO 10 I = 1,NINCX,INCX DX(I) = DA*DX(I) 10 CONTINUE RETURN C C CODE FOR INCREMENT EQUAL TO 1 C C C CLEAN-UP LOOP C 20 M = MOD(N,5) IF( M .EQ. 0 ) GO TO 40 DO 30 I = 1,M DX(I) = DA*DX(I) 30 CONTINUE IF( N .LT. 5 ) RETURN 40 MP1 = M + 1 DO 50 I = MP1,N,5 DX(I) = DA*DX(I) DX(I + 1) = DA*DX(I + 1) DX(I + 2) = DA*DX(I + 2) DX(I + 3) = DA*DX(I + 3) DX(I + 4) = DA*DX(I + 4) 50 CONTINUE RETURN END SUBROUTINE DAXPY(N,DA,DX,INCX,DY,INCY) C C CONSTANT TIMES A VECTOR PLUS A VECTOR. C USES UNROLLED LOOPS FOR INCREMENTS EQUAL TO ONE. C JACK DONGARRA, LINPACK, 3/11/78. C double precision DX(*),DY(*),DA INTEGER I,INCX,INCY,IX,IY,M,MP1,N C IF(N.LE.0)RETURN IF (DA .EQ. 0.0D+00) RETURN IF(INCX.EQ.1.AND.INCY.EQ.1)GO TO 20 C C CODE FOR UNEQUAL INCREMENTS OR EQUAL INCREMENTS C NOT EQUAL TO 1 C IX = 1 IY = 1 IF(INCX.LT.0)IX = (-N+1)*INCX + 1 IF(INCY.LT.0)IY = (-N+1)*INCY + 1 DO 10 I = 1,N DY(IY) = DY(IY) + DA*DX(IX) IX = IX + INCX IY = IY + INCY 10 CONTINUE RETURN C C CODE FOR BOTH INCREMENTS EQUAL TO 1 C C C CLEAN-UP LOOP C 20 M = MOD(N,4) IF( M .EQ. 0 ) GO TO 40 DO 30 I = 1,M DY(I) = DY(I) + DA*DX(I) 30 CONTINUE IF( N .LT. 4 ) RETURN 40 MP1 = M + 1 DO 50 I = MP1,N,4 DY(I) = DY(I) + DA*DX(I) DY(I + 1) = DY(I + 1) + DA*DX(I + 1) DY(I + 2) = DY(I + 2) + DA*DX(I + 2) DY(I + 3) = DY(I + 3) + DA*DX(I + 3) 50 CONTINUE RETURN END INTEGER FUNCTION IDAMAX(N,DX,INCX) C C FINDS THE INDEX OF ELEMENT HAVING MAX. ABSOLUTE VALUE. C JACK DONGARRA, LINPACK, 3/11/78. C double precision DX(*),DMAX,Tmax INTEGER I,INCX,IX,N C IDAMAX = 0 IF(N .LT. 1) RETURN IDAMAX = 1 IF(N .EQ. 1) RETURN IF(INCX.EQ.1)GO TO 20 C C CODE FOR INCREMENT NOT EQUAL TO 1 C IX = 1 DMAX = ABS(DX(1)) IX = IX + INCX DO 10 I = 2,N Tmax=abs(dx(i)) IF(Tmax.LE.DMAX) GO TO 5 IDAMAX = I DMAX = Tmax 5 IX = IX + INCX 10 CONTINUE RETURN C C CODE FOR INCREMENT EQUAL TO 1 C 20 DMAX = ABS(DX(1)) DO 30 I = 2,N Tmax=abs(dx(i)) IF(Tmax.LE.DMAX) GO TO 30 IDAMAX = I DMAX = Tmax 30 CONTINUE RETURN END subroutine dswap (n,dx,incx,dy,incy) c c interchanges two vectors. c uses unrolled loops for increments equal one. c jack dongarra, linpack, 3/11/78. c modified 12/3/93, array(1) declarations changed to array(*) c double precision dx(*),dy(*),dtemp integer i,incx,incy,ix,iy,n c if(n.le.0)return if(incx.eq.1.and.incy.eq.1)go to 20 c c code for unequal increments or equal increments not equal c to 1 c ix = 1 iy = 1 if(incx.lt.0)ix = (-n+1)*incx + 1 if(incy.lt.0)iy = (-n+1)*incy + 1 do 10 i = 1,n dtemp = dx(ix) dx(ix) = dy(iy) dy(iy) = dtemp ix = ix + incx iy = iy + incy 10 continue return c c code for both increments equal to 1 c clean-up loop 20 continue do i=1,n dtemp = dx(i) dx(i) = dy(i) dy(i) = dtemp enddo return end FUNCTION ran1(idum) C Minimal random number generator of Park and Miller with Bays- C Durham shue and added safeguards. Returns a uniform random C deviate between 0.0 and 1.0 (exclusive of the endpoint values). C Call with idum a negative integer to initialize; thereafter, do C not alter idum between successive deviates in a sequence. RNMX C should approximate the largest oating value that is less than 1. C REFERENCE: C Press, Teukolsky, Vetterling and Flannery (1992) Numerical C recipies in FORTRAN 77: The art of scintific computing, 2nd C edition. Cambridge University Press. c INTEGER idum,IA,IM,IQ,IR,NTAB,NDIV double precision ran1,AM,EPS,RNMX PARAMETER (IA=16807,IM=2147483647,AM=1./IM,IQ=127773,IR=2836, & NTAB=32,NDIV=1+(IM-1)/NTAB,EPS=1.2e-7,RNMX=1.-EPS) C INTEGER j,k,iv(NTAB),iy SAVE iv,iy DATA iv /NTAB*0/, iy /0/ if (idum.le.0.or.iy.eq.0) then C Initialize. idum=max(-idum,1) C Be sure to prevent idum = 0. do j=NTAB+8,1,-1 C Load the shue table (after 8 warm-ups). k=idum/IQ idum=IA*(idum-k*IQ)-IR*k if (idum.lt.0) idum=idum+IM if (j.le.NTAB) iv(j)=idum enddo iy=iv(1) endif k=idum/IQ C Start here when not initializing. idum=IA*(idum-k*IQ)-IR*k C Compute idum=mod(IA*idum,IM) without over ows by Schrages method. if (idum.lt.0) idum=idum+IM j=1+iy/NDIV C Will be in the range 1:NTAB. iy=iv(j) C Output previously stored value and rell the shue table. iv(j)=idum ran1=min(AM*iy,RNMX) C Because users dont expect endpoint values. return END