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43,50145/gelg.doc
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SUBROUTINE GELG
PURPOSE
TO SOLVE A GENERAL SYSTEM OF SIMULTANEOUS LINEAR EQUATIONS.
USAGE
CALL GELG(R,A,M,N,EPS,IER)
DESCRIPTION OF PARAMETERS
R - THE M BY N MATRIX OF RIGHT HAND SIDES. (DESTROYED)
ON RETURN R CONTAINS THE SOLUTION OF THE EQUATIONS.
A - THE M BY M COEFFICIENT MATRIX. (DESTROYED)
M - THE NUMBER OF EQUATIONS IN THE SYSTEM.
N - THE NUMBER OF RIGHT HAND SIDE VECTORS.
EPS - AN INPUT CONSTANT WHICH IS USED AS RELATIVE
TOLERANCE FOR TEST ON LOSS OF SIGNIFICANCE.
IER - RESULTING ERROR PARAMETER CODED AS FOLLOWS
IER=0 - NO ERROR,
IER=-1 - NO RESULT BECAUSE OF M LESS THAN 1 OR
PIVOT ELEMENT AT ANY ELIMINATION STEP
EQUAL TO 0,
IER=K - WARNING DUE TO POSSIBLE LOSS OF SIGNIFI-
CANCE INDICATED AT ELIMINATION STEP K+1,
WHERE PIVOT ELEMENT WAS LESS THAN OR
EQUAL TO THE INTERNAL TOLERANCE EPS TIMES
ABSOLUTELY GREATEST ELEMENT OF MATRIX A.
REMARKS
INPUT MATRICES R AND A ARE ASSUMED TO BE STORED COLUMNWISE
IN M*N RESP. M*M SUCCESSIVE STORAGE LOCATIONS. ON RETURN
SOLUTION MATRIX R IS STORED COLUMNWISE TOO.
THE PROCEDURE GIVES RESULTS IF THE NUMBER OF EQUATIONS M IS
GREATER THAN 0 AND PIVOT ELEMENTS AT ALL ELIMINATION STEPS
ARE DIFFERENT FROM 0. HOWEVER WARNING IER=K - IF GIVEN -
INDICATES POSSIBLE LOSS OF SIGNIFICANCE. IN CASE OF A WELL
SCALED MATRIX A AND APPROPRIATE TOLERANCE EPS, IER=K MAY BE
INTERPRETED THAT MATRIX A HAS THE RANK K. NO WARNING IS
GIVEN IN CASE M=1.
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
SOLUTION IS DONE BY MEANS OF GAUSS-ELIMINATION WITH
COMPLETE PIVOTING.