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decuslib10-02
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43,50145/dmfgr.ssp
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C DMGR 10
C ..................................................................DMGR 20
C DMGR 30
C SUBROUTINE DMFGR DMGR 40
C DMGR 50
C PURPOSE DMGR 60
C FOR A GIVEN M BY N MATRIX THE FOLLOWING CALCULATIONS DMGR 70
C ARE PERFORMED DMGR 80
C (1) DETERMINE RANK AND LINEARLY INDEPENDENT ROWS AND DMGR 90
C COLUMNS (BASIS). DMGR 100
C (2) FACTORIZE A SUBMATRIX OF MAXIMAL RANK. DMGR 110
C (3) EXPRESS NON-BASIC ROWS IN TERMS OF BASIC ONES. DMGR 120
C (4) EXPRESS BASIC VARIABLES IN TERMS OF FREE ONES. DMGR 130
C DMGR 140
C USAGE DMGR 150
C CALL DMFGR(A,M,N,EPS,IRANK,IROW,ICOL) DMGR 160
C DMGR 170
C DESCRIPTION OF PARAMETERS DMGR 180
C A - DOUBLE PRECISION GIVEN MATRIX WITH M ROWS DMGR 190
C AND N COLUMNS. DMGR 200
C ON RETURN A CONTAINS THE TRIANGULAR FACTORS DMGR 210
C OF A SUBMATRIX OF MAXIMAL RANK. DMGR 220
C M - NUMBER OF ROWS OF MATRIX A. DMGR 230
C N - NUMBER OF COLUMNS OF MATRIX A. DMGR 240
C EPS - SINGLE PRECISION TESTVALUE FOR ZERO AFFECTED BY DMGR 250
C ROUNDOFF NOISE. DMGR 260
C IRANK - RESULTANT RANK OF GIVEN MATRIX. DMGR 270
C IROW - INTEGER VECTOR OF DIMENSION M CONTAINING THE DMGR 280
C SUBSCRIPTS OF BASIC ROWS IN IROW(1),...,IROW(IRANK)DMGR 290
C ICOL - INTEGER VECTOR OF DIMENSION N CONTAINING THE DMGR 300
C SUBSCRIPTS OF BASIC COLUMNS IN ICOL(1) UP TO DMGR 310
C ICOL(IRANK). DMGR 320
C DMGR 330
C REMARKS DMGR 340
C THE LEFT HAND TRIANGULAR FACTOR IS NORMALIZED SUCH THAT DMGR 350
C THE DIAGONAL CONTAINS ALL ONES THUS ALLOWING TO STORE ONLY DMGR 360
C THE SUBDIAGONAL PART. DMGR 370
C DMGR 380
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED DMGR 390
C NONE DMGR 400
C DMGR 410
C METHOD DMGR 420
C GAUSSIAN ELIMINATION TECHNIQUE IS USED FOR CALCULATION DMGR 430
C OF THE TRIANGULAR FACTORS OF A GIVEN MATRIX. DMGR 440
C COMPLETE PIVOTING IS BUILT IN. DMGR 450
C IN CASE OF A SINGULAR MATRIX ONLY THE TRIANGULAR FACTORS DMGR 460
C OF A SUBMATRIX OF MAXIMAL RANK ARE RETAINED. DMGR 470
C THE REMAINING PARTS OF THE RESULTANT MATRIX GIVE THE DMGR 480
C DEPENDENCIES OF ROWS AND THE SOLUTION OF THE HOMOGENEOUS DMGR 490
C MATRIX EQUATION A*X=0. DMGR 500
C DMGR 510
C ..................................................................DMGR 520
C DMGR 530
SUBROUTINE DMFGR(A,M,N,EPS,IRANK,IROW,ICOL) DMGR 540
C DMGR 550
C DIMENSIONED DUMMY VARIABLES DMGR 560
DIMENSION A(1),IROW(1),ICOL(1) DMGR 570
DOUBLE PRECISION A,PIV,HOLD,SAVE DMGR 580
C DMGR 590
C TEST OF SPECIFIED DIMENSIONS DMGR 600
IF(M)2,2,1 DMGR 610
1 IF(N)2,2,4 DMGR 620
2 IRANK=-1 DMGR 630
3 RETURN DMGR 640
C RETURN IN CASE OF FORMAL ERRORS DMGR 650
C DMGR 660
C DMGR 670
C INITIALIZE COLUMN INDEX VECTOR DMGR 680
C SEARCH FIRST PIVOT ELEMENT DMGR 690
4 IRANK=0 DMGR 700
PIV=0.D0 DMGR 710
JJ=0 DMGR 720
DO 6 J=1,N DMGR 730
ICOL(J)=J DMGR 740
DO 6 I=1,M DMGR 750
JJ=JJ+1 DMGR 760
HOLD=A(JJ) DMGR 770
IF(DABS(PIV)-DABS(HOLD))5,6,6 DMGR 780
5 PIV=HOLD DMGR 790
IR=I DMGR 800
IC=J DMGR 810
6 CONTINUE DMGR 820
C DMGR 830
C INITIALIZE ROW INDEX VECTOR DMGR 840
DO 7 I=1,M DMGR 850
7 IROW(I)=I DMGR 860
C DMGR 870
C SET UP INTERNAL TOLERANCE DMGR 880
TOL=ABS(EPS*SNGL(PIV)) DMGR 890
C DMGR 900
C INITIALIZE ELIMINATION LOOP DMGR 910
NM=N*M DMGR 920
DO 19 NCOL=M,NM,M DMGR 930
C DMGR 940
C TEST FOR FEASIBILITY OF PIVOT ELEMENT DMGR 950
8 IF(ABS(SNGL(PIV))-TOL)20,20,9 DMGR 960
C DMGR 970
C UPDATE RANK DMGR 980
9 IRANK=IRANK+1 DMGR 990
C DMGR1000
C INTERCHANGE ROWS IF NECESSARY DMGR1010
JJ=IR-IRANK DMGR1020
IF(JJ)12,12,10 DMGR1030
10 DO 11 J=IRANK,NM,M DMGR1040
I=J+JJ DMGR1050
SAVE=A(J) DMGR1060
A(J)=A(I) DMGR1070
11 A(I)=SAVE DMGR1080
C DMGR1090
C UPDATE ROW INDEX VECTOR DMGR1100
JJ=IROW(IR) DMGR1110
IROW(IR)=IROW(IRANK) DMGR1120
IROW(IRANK)=JJ DMGR1130
C DMGR1140
C INTERCHANGE COLUMNS IF NECESSARY DMGR1150
12 JJ=(IC-IRANK)*M DMGR1160
IF(JJ)15,15,13 DMGR1170
13 KK=NCOL DMGR1180
DO 14 J=1,M DMGR1190
I=KK+JJ DMGR1200
SAVE=A(KK) DMGR1210
A(KK)=A(I) DMGR1220
KK=KK-1 DMGR1230
14 A(I)=SAVE DMGR1240
C DMGR1250
C UPDATE COLUMN INDEX VECTOR DMGR1260
JJ=ICOL(IC) DMGR1270
ICOL(IC)=ICOL(IRANK) DMGR1280
ICOL(IRANK)=JJ DMGR1290
15 KK=IRANK+1 DMGR1300
MM=IRANK-M DMGR1310
LL=NCOL+MM DMGR1320
C DMGR1330
C TEST FOR LAST ROW DMGR1340
IF(MM)16,25,25 DMGR1350
C DMGR1360
C TRANSFORM CURRENT SUBMATRIX AND SEARCH NEXT PIVOT DMGR1370
16 JJ=LL DMGR1380
SAVE=PIV DMGR1390
PIV=0.D0 DMGR1400
DO 19 J=KK,M DMGR1410
JJ=JJ+1 DMGR1420
HOLD=A(JJ)/SAVE DMGR1430
A(JJ)=HOLD DMGR1440
L=J-IRANK DMGR1450
C DMGR1460
C TEST FOR LAST COLUMN DMGR1470
IF(IRANK-N)17,19,19 DMGR1480
17 II=JJ DMGR1490
DO 19 I=KK,N DMGR1500
II=II+M DMGR1510
MM=II-L DMGR1520
A(II)=A(II)-HOLD*A(MM) DMGR1530
IF(DABS(A(II))-DABS(PIV))19,19,18 DMGR1540
18 PIV=A(II) DMGR1550
IR=J DMGR1560
IC=I DMGR1570
19 CONTINUE DMGR1580
C DMGR1590
C SET UP MATRIX EXPRESSING ROW DEPENDENCIES DMGR1600
20 IF(IRANK-1)3,25,21 DMGR1610
21 IR=LL DMGR1620
DO 24 J=2,IRANK DMGR1630
II=J-1 DMGR1640
IR=IR-M DMGR1650
JJ=LL DMGR1660
DO 23 I=KK,M DMGR1670
HOLD=0.D0 DMGR1680
JJ=JJ+1 DMGR1690
MM=JJ DMGR1700
IC=IR DMGR1710
DO 22 L=1,II DMGR1720
HOLD=HOLD+A(MM)*A(IC) DMGR1730
IC=IC-1 DMGR1740
22 MM=MM-M DMGR1750
23 A(MM)=A(MM)-HOLD DMGR1760
24 CONTINUE DMGR1770
C DMGR1780
C TEST FOR COLUMN REGULARITY DMGR1790
25 IF(N-IRANK)3,3,26 DMGR1800
C DMGR1810
C SET UP MATRIX EXPRESSING BASIC VARIABLES IN TERMS OF FREE DMGR1820
C PARAMETERS (HOMOGENEOUS SOLUTION). DMGR1830
26 IR=LL DMGR1840
KK=LL+M DMGR1850
DO 30 J=1,IRANK DMGR1860
DO 29 I=KK,NM,M DMGR1870
JJ=IR DMGR1880
LL=I DMGR1890
HOLD=0.D0 DMGR1900
II=J DMGR1910
27 II=II-1 DMGR1920
IF(II)29,29,28 DMGR1930
28 HOLD=HOLD-A(JJ)*A(LL) DMGR1940
JJ=JJ-M DMGR1950
LL=LL-1 DMGR1960
GOTO 27 DMGR1970
29 A(LL)=(HOLD-A(LL))/A(JJ) DMGR1980
30 IR=IR-1 DMGR1990
RETURN DMGR2000
END DMGR2010