cgetc2.f

Go to the documentation of this file.

*> \brief \b CGETC2 computes the LU factorization with complete pivoting of the general n-by-n matrix.
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> \htmlonly
*> Download CGETC2 + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgetc2.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgetc2.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgetc2.f"> 
*> [TXT]</a>
*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE CGETC2( N, A, LDA, IPIV, JPIV, INFO )
* 
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDA, N
*       ..
*       .. Array Arguments ..
*       INTEGER            IPIV( * ), JPIV( * )
*       COMPLEX            A( LDA, * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> CGETC2 computes an LU factorization, using complete pivoting, of the
*> n-by-n matrix A. The factorization has the form A = P * L * U * Q,
*> where P and Q are permutation matrices, L is lower triangular with
*> unit diagonal elements and U is upper triangular.
*>
*> This is a level 1 BLAS version of the algorithm.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A. N >= 0.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          A is COMPLEX array, dimension (LDA, N)
*>          On entry, the n-by-n matrix to be factored.
*>          On exit, the factors L and U from the factorization
*>          A = P*L*U*Q; the unit diagonal elements of L are not stored.
*>          If U(k, k) appears to be less than SMIN, U(k, k) is given the
*>          value of SMIN, giving a nonsingular perturbed system.
*> \endverbatim
*>
*> \param[in] LDA
*> \verbatim
*>          LDA is INTEGER
*>          The leading dimension of the array A.  LDA >= max(1, N).
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*>          IPIV is INTEGER array, dimension (N).
*>          The pivot indices; for 1 <= i <= N, row i of the
*>          matrix has been interchanged with row IPIV(i).
*> \endverbatim
*>
*> \param[out] JPIV
*> \verbatim
*>          JPIV is INTEGER array, dimension (N).
*>          The pivot indices; for 1 <= j <= N, column j of the
*>          matrix has been interchanged with column JPIV(j).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>           = 0: successful exit
*>           > 0: if INFO = k, U(k, k) is likely to produce overflow if
*>                one tries to solve for x in Ax = b. So U is perturbed
*>                to avoid the overflow.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date September 2012
*
*> \ingroup complexGEauxiliary
*
*> \par Contributors:
*  ==================
*>
*>     Bo Kagstrom and Peter Poromaa, Department of Computing Science,
*>     Umea University, S-901 87 Umea, Sweden.
*
*  =====================================================================
      SUBROUTINE cgetc2( N, A, LDA, IPIV, JPIV, INFO )
*
*  -- LAPACK auxiliary routine (version 3.4.2) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     September 2012
*
*     .. Scalar Arguments ..
      INTEGER            info, lda, n
*     ..
*     .. Array Arguments ..
      INTEGER            ipiv( * ), jpiv( * )
      COMPLEX            a( lda, * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      REAL               zero, one
      parameter( zero = 0.0e+0, one = 1.0e+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            i, ip, ipv, j, jp, jpv
      REAL               bignum, eps, smin, smlnum, xmax
*     ..
*     .. External Subroutines ..
      EXTERNAL           cgeru, cswap, slabad
*     ..
*     .. External Functions ..
      REAL               slamch
      EXTERNAL           slamch
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          abs, cmplx, max
*     ..
*     .. Executable Statements ..
*
*     Set constants to control overflow
*
      info = 0
      eps = slamch( 'P' )
      smlnum = slamch( 'S' ) / eps
      bignum = one / smlnum
      CALL slabad( smlnum, bignum )
*
*     Factorize A using complete pivoting.
*     Set pivots less than SMIN to SMIN
*
      DO 40 i = 1, n - 1
*
*        Find max element in matrix A
*
         xmax = zero
         DO 20 ip = i, n
            DO 10 jp = i, n
               IF( abs( a( ip, jp ) ).GE.xmax ) THEN
                  xmax = abs( a( ip, jp ) )
                  ipv = ip
                  jpv = jp
               END IF
   10       continue
   20    continue
         IF( i.EQ.1 )
     $      smin = max( eps*xmax, smlnum )
*
*        Swap rows
*
         IF( ipv.NE.i )
     $      CALL cswap( n, a( ipv, 1 ), lda, a( i, 1 ), lda )
         ipiv( i ) = ipv
*
*        Swap columns
*
         IF( jpv.NE.i )
     $      CALL cswap( n, a( 1, jpv ), 1, a( 1, i ), 1 )
         jpiv( i ) = jpv
*
*        Check for singularity
*
         IF( abs( a( i, i ) ).LT.smin ) THEN
            info = i
            a( i, i ) = cmplx( smin, zero )
         END IF
         DO 30 j = i + 1, n
            a( j, i ) = a( j, i ) / a( i, i )
   30    continue
         CALL cgeru( n-i, n-i, -cmplx( one ), a( i+1, i ), 1,
     $               a( i, i+1 ), lda, a( i+1, i+1 ), lda )
   40 continue
*
      IF( abs( a( n, n ) ).LT.smin ) THEN
         info = n
         a( n, n ) = cmplx( smin, zero )
      END IF
      return
*
*     End of CGETC2
*
      END