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106 lines
3.4 KiB
Fortran
106 lines
3.4 KiB
Fortran
*DECK DPBFA
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SUBROUTINE DPBFA (ABD, LDA, N, M, INFO)
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C***BEGIN PROLOGUE DPBFA
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C***PURPOSE Factor a real symmetric positive definite matrix stored in
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C in band form.
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C***LIBRARY SLATEC (LINPACK)
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C***CATEGORY D2B2
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C***TYPE DOUBLE PRECISION (SPBFA-S, DPBFA-D, CPBFA-C)
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C***KEYWORDS BANDED, LINEAR ALGEBRA, LINPACK, MATRIX FACTORIZATION,
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C POSITIVE DEFINITE
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C***AUTHOR Moler, C. B., (U. of New Mexico)
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C***DESCRIPTION
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C
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C DPBFA factors a double precision symmetric positive definite
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C matrix stored in band form.
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C
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C DPBFA is usually called by DPBCO, but it can be called
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C directly with a saving in time if RCOND is not needed.
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C
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C On Entry
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C
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C ABD DOUBLE PRECISION(LDA, N)
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C the matrix to be factored. The columns of the upper
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C triangle are stored in the columns of ABD and the
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C diagonals of the upper triangle are stored in the
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C rows of ABD . See the comments below for details.
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C
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C LDA INTEGER
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C the leading dimension of the array ABD .
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C LDA must be .GE. M + 1 .
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C
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C N INTEGER
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C the order of the matrix A .
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C
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C M INTEGER
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C the number of diagonals above the main diagonal.
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C 0 .LE. M .LT. N .
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C
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C On Return
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C
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C ABD an upper triangular matrix R , stored in band
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C form, so that A = TRANS(R)*R .
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C
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C INFO INTEGER
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C = 0 for normal return.
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C = K if the leading minor of order K is not
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C positive definite.
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C
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C Band Storage
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C
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C If A is a symmetric positive definite band matrix,
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C the following program segment will set up the input.
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C
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C M = (band width above diagonal)
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C DO 20 J = 1, N
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C I1 = MAX(1, J-M)
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C DO 10 I = I1, J
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C K = I-J+M+1
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C ABD(K,J) = A(I,J)
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C 10 CONTINUE
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C 20 CONTINUE
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C
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C***REFERENCES J. J. Dongarra, J. R. Bunch, C. B. Moler, and G. W.
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C Stewart, LINPACK Users' Guide, SIAM, 1979.
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C***ROUTINES CALLED DDOT
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C***REVISION HISTORY (YYMMDD)
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C 780814 DATE WRITTEN
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C 890531 Changed all specific intrinsics to generic. (WRB)
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C 890831 Modified array declarations. (WRB)
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C 890831 REVISION DATE from Version 3.2
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C 891214 Prologue converted to Version 4.0 format. (BAB)
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C 900326 Removed duplicate information from DESCRIPTION section.
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C (WRB)
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C 920501 Reformatted the REFERENCES section. (WRB)
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C***END PROLOGUE DPBFA
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INTEGER LDA,N,M,INFO
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DOUBLE PRECISION ABD(LDA,*)
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C
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DOUBLE PRECISION DDOT,T
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DOUBLE PRECISION S
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INTEGER IK,J,JK,K,MU
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C***FIRST EXECUTABLE STATEMENT DPBFA
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DO 30 J = 1, N
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INFO = J
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S = 0.0D0
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IK = M + 1
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JK = MAX(J-M,1)
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MU = MAX(M+2-J,1)
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IF (M .LT. MU) GO TO 20
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DO 10 K = MU, M
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T = ABD(K,J) - DDOT(K-MU,ABD(IK,JK),1,ABD(MU,J),1)
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T = T/ABD(M+1,JK)
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ABD(K,J) = T
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S = S + T*T
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IK = IK - 1
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JK = JK + 1
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10 CONTINUE
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20 CONTINUE
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S = ABD(M+1,J) - S
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IF (S .LE. 0.0D0) GO TO 40
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ABD(M+1,J) = SQRT(S)
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30 CONTINUE
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INFO = 0
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40 CONTINUE
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RETURN
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END
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