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159 lines
3.5 KiB
Fortran
159 lines
3.5 KiB
Fortran
*DECK DU12LS
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SUBROUTINE DU12LS (A, MDA, M, N, B, MDB, NB, MODE, KRANK, RNORM,
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+ H, W, IC, IR)
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C***BEGIN PROLOGUE DU12LS
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C***SUBSIDIARY
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C***PURPOSE Subsidiary to DLLSIA
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C***LIBRARY SLATEC
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C***TYPE DOUBLE PRECISION (U12LS-S, DU12LS-D)
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C***AUTHOR (UNKNOWN)
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C***DESCRIPTION
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C
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C Given the Householder QR factorization of A, this
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C subroutine solves the system AX=B. If the system
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C is of reduced rank, this routine returns a solution
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C according to the selected mode.
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C
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C Note - If MODE.NE.2, W is never accessed.
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C
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C***SEE ALSO DLLSIA
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C***ROUTINES CALLED DAXPY, DDOT, DNRM2, DSWAP
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C***REVISION HISTORY (YYMMDD)
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C 810801 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 891214 Prologue converted to Version 4.0 format. (BAB)
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C 900328 Added TYPE section. (WRB)
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C***END PROLOGUE DU12LS
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IMPLICIT DOUBLE PRECISION (A-H,O-Z)
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DOUBLE PRECISION DDOT,DNRM2
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DIMENSION A(MDA,*),B(MDB,*),RNORM(*),H(*),W(*)
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INTEGER IC(*),IR(*)
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C***FIRST EXECUTABLE STATEMENT DU12LS
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K=KRANK
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KP1=K+1
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C
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C RANK=0
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C
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IF(K.GT.0) GO TO 410
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DO 404 JB=1,NB
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RNORM(JB)=DNRM2(M,B(1,JB),1)
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404 CONTINUE
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DO 406 JB=1,NB
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DO 406 I=1,N
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B(I,JB)=0.0D0
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406 CONTINUE
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RETURN
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C
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C REORDER B TO REFLECT ROW INTERCHANGES
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C
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410 CONTINUE
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I=0
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412 I=I+1
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IF(I.EQ.M) GO TO 418
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J=IR(I)
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IF(J.EQ.I) GO TO 412
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IF(J.LT.0) GO TO 412
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IR(I)=-IR(I)
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DO 413 JB=1,NB
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RNORM(JB)=B(I,JB)
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413 CONTINUE
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IJ=I
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414 DO 415 JB=1,NB
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B(IJ,JB)=B(J,JB)
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415 CONTINUE
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IJ=J
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J=IR(IJ)
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IR(IJ)=-IR(IJ)
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IF(J.NE.I) GO TO 414
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DO 416 JB=1,NB
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B(IJ,JB)=RNORM(JB)
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416 CONTINUE
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GO TO 412
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418 CONTINUE
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DO 420 I=1,M
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IR(I)=ABS(IR(I))
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420 CONTINUE
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C
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C APPLY HOUSEHOLDER TRANSFORMATIONS TO B
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C
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DO 430 J=1,K
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TT=A(J,J)
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A(J,J)=H(J)
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DO 425 I=1,NB
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BB=-DDOT(M-J+1,A(J,J),1,B(J,I),1)/H(J)
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CALL DAXPY(M-J+1,BB,A(J,J),1,B(J,I),1)
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425 CONTINUE
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A(J,J)=TT
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430 CONTINUE
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C
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C FIND NORMS OF RESIDUAL VECTOR(S)..(BEFORE OVERWRITE B)
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C
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DO 440 JB=1,NB
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RNORM(JB)=DNRM2((M-K),B(KP1,JB),1)
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440 CONTINUE
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C
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C BACK SOLVE UPPER TRIANGULAR R
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C
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I=K
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442 DO 444 JB=1,NB
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B(I,JB)=B(I,JB)/A(I,I)
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444 CONTINUE
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IF(I.EQ.1) GO TO 450
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IM1=I-1
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DO 448 JB=1,NB
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CALL DAXPY(IM1,-B(I,JB),A(1,I),1,B(1,JB),1)
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448 CONTINUE
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I=IM1
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GO TO 442
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450 CONTINUE
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C
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C RANK LT N
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C
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C TRUNCATED SOLUTION
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C
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IF(K.EQ.N) GO TO 480
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DO 460 JB=1,NB
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DO 460 I=KP1,N
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B(I,JB)=0.0D0
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460 CONTINUE
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IF(MODE.EQ.1) GO TO 480
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C
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C MINIMAL LENGTH SOLUTION
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C
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NMK=N-K
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DO 470 JB=1,NB
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DO 465 I=1,K
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TT=-DDOT(NMK,A(I,KP1),MDA,B(KP1,JB),1)/W(I)
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TT=TT-B(I,JB)
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CALL DAXPY(NMK,TT,A(I,KP1),MDA,B(KP1,JB),1)
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B(I,JB)=B(I,JB)+TT*W(I)
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465 CONTINUE
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470 CONTINUE
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C
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C
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C REORDER B TO REFLECT COLUMN INTERCHANGES
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C
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480 CONTINUE
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I=0
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482 I=I+1
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IF(I.EQ.N) GO TO 488
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J=IC(I)
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IF(J.EQ.I) GO TO 482
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IF(J.LT.0) GO TO 482
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IC(I)=-IC(I)
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484 CALL DSWAP(NB,B(J,1),MDB,B(I,1),MDB)
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IJ=IC(J)
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IC(J)=-IC(J)
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J=IJ
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IF(J.EQ.I) GO TO 482
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GO TO 484
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488 CONTINUE
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DO 490 I=1,N
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IC(I)=ABS(IC(I))
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490 CONTINUE
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C
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C SOLUTION VECTORS ARE IN FIRST N ROWS OF B(,)
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C
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RETURN
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END
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