Return P L U matrices of the LU decomposition, cmoputed from LAPACK Routine (if P is not passed, L=P*L)
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| integer, | intent(in) | :: | dimA | |||
| real(kind=wp), | intent(in) | :: | A(1:dimA,1:dimA) |
matrix |
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| real(kind=wp), | intent(out) | :: | L(1:dimA,1:dimA) |
L or P*L (if P omitted) |
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| real(kind=wp), | intent(out) | :: | U(1:dimA,1:dimA) | |||
| real(kind=wp), | intent(out), | optional | :: | P(1:dimA,1:dimA) |
SUBROUTINE getLU(dimA,A,L,U,P) ! MODULES IMPLICIT NONE !----------------------------------------------------------------------------------------------------------------------------------- ! INPUT VARIABLES INTEGER, INTENT(IN) :: dimA REAL(wp),INTENT(IN) :: A(1:dimA,1:dimA) !! matrix !----------------------------------------------------------------------------------------------------------------------------------- ! OUTPUT VARIABLES REAL(wp),INTENT(OUT) :: L(1:dimA,1:dimA) !! L or P*L (if P omitted) REAL(wp),INTENT(OUT) :: U(1:dimA,1:dimA) REAL(wp),INTENT(OUT),OPTIONAL :: P(1:dimA,1:dimA) !----------------------------------------------------------------------------------------------------------------------------------- ! LOCAL VARIABLES ! External procedures defined in LAPACK EXTERNAL DGETRF ! LOCAL VARIABLES REAL(wp) :: tmp,Atmp(dimA,dimA) INTEGER :: ipiv(dimA) ! pivot indices INTEGER :: i,j,info !=================================================================================================================================== Atmp=A CALL DGETRF(dimA, dimA, Atmp, dimA, ipiv, info) IF(info.NE.0)THEN CALL abort(__STAMP__,& 'Matrix is numerically singular!') END IF !upper diagonal part U=0. DO i=1,dimA DO j=i,dimA U(i,j)=Atmp(i,j) END DO END DO !lower diagonal part, known: 1 on the diagonal L=0. DO i=1,dimA L(i,i)=1. DO j=1,i-1 L(i,j)=Atmp(i,j) END DO END DO IF(PRESENT(P))THEN P=0. DO i=1,dimA P(i,i)=1. END DO !pivoting of rows in L is pivoting of columns in P DO i=1,dimA DO j=1,dimA tmp=P(j,i) P(j,i)=P(j,ipiv(i)) P(j,ipiv(i))=tmp END DO END DO !CHECK IF(SUM(ABS(MATMUL(P,MATMUL(L,U))-A)).GT.1e-12*dimA*dimA) THEN CALL abort(__STAMP__,& 'A=P*L*U decomposition not correct') END IF ELSE !pivoting of rows in L, backwards DO i=dimA,1,-1 DO j=1,dimA tmp=L(i,j) L(i,j)=L(ipiv(i),j) L(ipiv(i),j)=tmp END DO END DO !CHECK IF(SUM(ABS(MATMUL(L,U)-A)).GT.1e-12*dimA*dimA) THEN CALL abort(__STAMP__,& 'A=L*U decomposition not correct') END IF END IF END SUBROUTINE getLU