dgetf2.f

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      SUBROUTINE DGETF2( M, N, A, LDA, IPIV, INFO )
*
*  -- LAPACK routine (version 3.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2006
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDA, M, N
*     ..
*     .. Array Arguments ..
      INTEGER            IPIV( * )
      DOUBLE PRECISION   A( LDA, * )
*     ..
*
*  Purpose
*  =======
*
*  DGETF2 computes an LU factorization of a general m-by-n matrix A
*  using partial pivoting with row interchanges.
*
*  The factorization has the form
*     A = P * L * U
*  where P is a permutation matrix, L is lower triangular with unit
*  diagonal elements (lower trapezoidal if m > n), and U is upper
*  triangular (upper trapezoidal if m < n).
*
*  This is the right-looking Level 2 BLAS version of the algorithm.
*
*  Arguments
*  =========
*
*  M       (input) INTEGER
*          The number of rows of the matrix A.  M >= 0.
*
*  N       (input) INTEGER
*          The number of columns of the matrix A.  N >= 0.
*
*  A       (input/output) DOUBLE PRECISION array, dimension (LDA,N)
*          On entry, the m by n matrix to be factored.
*          On exit, the factors L and U from the factorization
*          A = P*L*U; the unit diagonal elements of L are not stored.
*
*  LDA     (input) INTEGER
*          The leading dimension of the array A.  LDA >= max(1,M).
*
*  IPIV    (output) INTEGER array, dimension (min(M,N))
*          The pivot indices; for 1 <= i <= min(M,N), row i of the
*          matrix was interchanged with row IPIV(i).
*
*  INFO    (output) INTEGER
*          = 0: successful exit
*          < 0: if INFO = -k, the k-th argument had an illegal value
*          > 0: if INFO = k, U(k,k) is exactly zero. The factorization
*               has been completed, but the factor U is exactly
*               singular, and division by zero will occur if it is used
*               to solve a system of equations.
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ONE, ZERO
      PARAMETER          ( ONE = 1.0D+0, ZERO = 0.0D+0 )
*     ..
*     .. Local Scalars ..
      DOUBLE PRECISION   SFMIN 
      INTEGER            I, J, JP
*     ..
*     .. External Functions ..
      DOUBLE PRECISION   DLAMCH      
      INTEGER            IDAMAX
      EXTERNAL           DLAMCH, IDAMAX
*     ..
*     .. External Subroutines ..
      EXTERNAL           DGER, DSCAL, DSWAP, XERBLA
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          MAX, MIN
*     ..
*     .. Executable Statements ..
*
*     Test the input parameters.
*
      INFO = 0
      IF( M.LT.0 ) THEN
         INFO = -1
      ELSE IF( N.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDA.LT.MAX( 1, M ) ) THEN
         INFO = -4
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGETF2', -INFO )
         RETURN
      END IF
*
*     Quick return if possible
*
      IF( M.EQ.0 .OR. N.EQ.0 )
     $   RETURN
*
*     Compute machine safe minimum 
* 
      SFMIN = DLAMCH('S')  
*
      DO 10 J = 1, MIN( M, N )
*
*        Find pivot and test for singularity.
*
         JP = J - 1 + IDAMAX( M-J+1, A( J, J ), 1 )
         IPIV( J ) = JP
         IF( A( JP, J ).NE.ZERO ) THEN
*
*           Apply the interchange to columns 1:N.
*
            IF( JP.NE.J )
     $         CALL DSWAP( N, A( J, 1 ), LDA, A( JP, 1 ), LDA )
*
*           Compute elements J+1:M of J-th column.
*
            IF( J.LT.M ) THEN 
               IF( ABS(A( J, J )) .GE. SFMIN ) THEN 
                  CALL DSCAL( M-J, ONE / A( J, J ), A( J+1, J ), 1 ) 
               ELSE 
                 DO 20 I = 1, M-J 
                    A( J+I, J ) = A( J+I, J ) / A( J, J ) 
   20            CONTINUE 
               END IF 
            END IF 
*
         ELSE IF( INFO.EQ.0 ) THEN
*
            INFO = J
         END IF
*
         IF( J.LT.MIN( M, N ) ) THEN
*
*           Update trailing submatrix.
*
            CALL DGER( M-J, N-J, -ONE, A( J+1, J ), 1, A( J, J+1 ), LDA,
     $                 A( J+1, J+1 ), LDA )
         END IF
   10 CONTINUE
      RETURN
*
*     End of DGETF2
*
      END