c c Numerical Analysis: c The Mathematics of Scientific Computing c D.R. Kincaid & E.W. Cheney c Brooks/Cole Publ., 1990 c c Section 4.2 c c Example of Doolittle's-factorization c c c file: doolt.f c parameter (n=3) dimension a(n,n),l(n,n),u(n,n) real l data (a(1,j),j=1,n) / 60.0,30.0,20.0/ data (a(2,j),j=1,n) / 30.0,20.0,15.0/ data (a(3,j),j=1,n) / 20.0,15.0,12.0/ c print * print *,' Doolittle-factorization example' print *,' Section 4.2, Kincaid-Cheney' print * c do 6 k=1,n l(k,k) = 1.0 do 3 j=k,n sum1 = a(k,j) do 2 m=1,k-1 sum1 = sum1 - l(k,m)*u(m,j) 2 continue u(k,j) = sum1 3 continue do 5 i=k+1,n sum2 = a(i,k) do 4 m=1,k-1 sum2 = sum2 - l(i,m)*u(m,k) 4 continue l(i,k) = sum2/u(k,k) 5 continue 6 continue c do 8 i=1,n do 7 j=1,n print 9,i,j,l(i,j),i,j,u(i,j) 7 continue 8 continue c 9 format (1x,'l(',i2,',',i2,') =',e13.6,7x, + 'u(',i2,',',i2,') =',e13.6) stop end