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decus_20tap2_198111
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decus/20-0026/dmtds.ssp
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C DMTD 10
C ..................................................................DMTD 20
C DMTD 30
C SUBROUTINE DMTDS DMTD 40
C DMTD 50
C PURPOSE DMTD 60
C MULTIPLY A GENERAL MATRIX A ON THE LEFT OR RIGHT BY DMTD 70
C INVERSE(T),INVERSE(TRANSPOSE(T)) OR INVERSE(TRANSPOSE(T*T)) DMTD 80
C THE TRIANGULAR MATRIX T IS STORED COLUMNWISE IN COMPRESSED DMTD 90
C FORM, I.E. UPPER TRIANGULAR PART ONLY. DMTD 100
C DMTD 110
C USAGE DMTD 120
C CALL DMTDS(A,M,N,T,IOP,IER) DMTD 130
C DMTD 140
C DESCRIPTION OF PARAMETERS DMTD 150
C A - GIVEN GENERAL MATRIX WITH M ROWS AND N COLUMNS. DMTD 160
C A MUST BE OF DOUBLE PRECISION DMTD 170
C M - NUMBER OF ROWS OF MATRIX A DMTD 180
C N - NUMBER OF COLUMNS OF MATRIX A DMTD 190
C T - GIVEN TRIANGULAR MATRIX STORED COLUMNWISE UPPER DMTD 200
C TRIANGULAR PART ONLY. ITS NUMBER OF ROWS AND DMTD 210
C COLUMNS K IS IMPLIED BY COMPATIBILITY. DMTD 220
C K = M IF IOP IS POSITIVE, DMTD 230
C K = N IF IOP IS NEGATIVE. DMTD 240
C T OCCUPIES K*(K+1)/2 STORAGE POSITIONS. DMTD 250
C T MUST BE OF DOUBLE PRECISION DMTD 260
C IOP - INPUT VARIABLE FOR SELECTION OF OPERATION DMTD 270
C IOP = 1 - A IS REPLACED BY INVERSE(T)*A DMTD 280
C IOP =-1 - A IS REPLACED BY A*INVERSE(T) DMTD 290
C IOP = 2 - A IS REPLACED BY INVERSE(TRANSPOSE(T))*A DMTD 300
C IOP =-2 - A IS REPLACED BY A*INVERSE(TRANSPOSE(T)) DMTD 310
C IOP = 3 - A IS REPLACED BY INVERSE(TRANSPOSE(T)*T)*ADMTD 320
C IOP =-3 - A IS REPLACED BY A*INVERSE(TRANSPOSE(T)*T)DMTD 330
C IER - RESULTING ERROR PARAMETER DMTD 340
C IER =-1 MEANS M AND N ARE NOT BOTH POSITIVE DMTD 350
C AND/OR IOP IS ILLEGAL DMTD 360
C IER = 0 MEANS OPERATION WAS SUCCESSFUL DMTD 370
C IER = 1 MEANS TRIANGULAR MATRIX T IS SINGULAR DMTD 380
C DMTD 390
C REMARKS DMTD 400
C SUBROUTINE DMTDS MAY BE USED TO CALCULATE THE SOLUTION OF DMTD 410
C A SYSTEM OF EQUATIONS WITH SYMMETRIC POSITIVE DEFINITE DMTD 420
C COEFFICIENT MATRIX. THE FIRST STEP TOWARDS THE SOLUTION DMTD 430
C IS TRIANGULAR FACTORIZATION BY MEANS OF DMFSD, THE SECOND DMTD 440
C STEP IS APPLICATION OF DMTDS. DMTD 450
C SUBROUTINES DMFSD AND DMTDS MAY BE USED IN ORDER TO DMTD 460
C CACULATE THE PRODUCT TRANSPOSE(A)*INVERSE(B)*A WITH GIVEN DMTD 470
C SYMMETRIC POSITIVE DEFINITE B AND GIVEN A IN THREE STEPS DMTD 480
C 1) TRIANGULAR FACTORIZATION OF B (B=TRANSPOSE(T)*T) DMTD 490
C 2) MULTIPLICATION OF A ON THE LEFT BY INVERSE(TRANSPOSE(T)) DMTD 500
C A IS REPLACED BY C=INVERSE(TRANSPOSE(T))*A DMTD 510
C 3) CALCULATION OF THE RESULT FORMING TRANSPOSE(C)*C DMTD 520
C DMTD 530
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED DMTD 540
C NONE DMTD 550
C DMTD 560
C METHOD DMTD 570
C CALCULATION OF X = INVERSE(T)*A IS DONE USING BACKWARD DMTD 580
C SUBSTITUTION TO OBTAIN X FROM T*X = A. DMTD 590
C CALCULATION OF Y = INVERSE(TRANSPOSE(T))*A IS DONE USING DMTD 600
C FORWARD SUBSTITUTION TO OBTAIN Y FROM TRANSPOSE(T)*Y = A. DMTD 610
C CALCULATION OF Z = INVERSE(TRANSPOSE(T)*T)*A IS DONE DMTD 620
C SOLVING FIRST TRANSPOSE(T)*Y = A AND THEN T*Z = Y, IE. DMTD 630
C USING THE ABOVE TWO STEPS IN REVERSE ORDER DMTD 640
C DMTD 650
C ..................................................................DMTD 660
C DMTD 670
SUBROUTINE DMTDS(A,M,N,T,IOP,IER) DMTD 680
C DMTD 690
C DMTD 700
DIMENSION A(1),T(1) DMTD 710
DOUBLE PRECISION DSUM,A,T DMTD 720
C DMTD 730
C TEST OF DIMENSION DMTD 740
IF(M)2,2,1 DMTD 750
1 IF(N)2,2,4 DMTD 760
C DMTD 770
C ERROR RETURN IN CASE OF ILLEGAL DIMENSIONS DMTD 780
2 IER=-1 DMTD 790
RETURN DMTD 800
C DMTD 810
C ERROR RETURN IN CASE OF SINGULAR MATRIX T DMTD 820
3 IER=1 DMTD 830
RETURN DMTD 840
C DMTD 850
C INITIALIZE DIVISION PROCESS DMTD 860
4 MN=M*N DMTD 870
MM=M*(M+1)/2 DMTD 880
MM1=M-1 DMTD 890
IER=0 DMTD 900
ICS=M DMTD 910
IRS=1 DMTD 920
IMEND=M DMTD 930
C DMTD 940
C TEST SPECIFIED OPERATION DMTD 950
IF(IOP)5,2,6 DMTD 960
5 MM=N*(N+1)/2 DMTD 970
MM1=N-1 DMTD 980
IRS=M DMTD 990
ICS=1 DMTD1000
IMEND=MN-M+1 DMTD1010
MN=M DMTD1020
6 IOPE=MOD(IOP+3,3) DMTD1030
IF(IABS(IOP)-3)7,7,2 DMTD1040
7 IF(IOPE-1)8,18,8 DMTD1050
C DMTD1060
C INITIALIZE SOLUTION OF TRANSPOSE(T)*X = A DMTD1070
8 MEND=1 DMTD1080
LLD=IRS DMTD1090
MSTA=1 DMTD1100
MDEL=1 DMTD1110
MX=1 DMTD1120
LD=1 DMTD1130
LX=0 DMTD1140
C DMTD1150
C TEST FOR NONZERO DIAGONAL TERM IN T DMTD1160
9 IF(T(MSTA))10,3,10 DMTD1170
10 DO 11 I=MEND,MN,ICS DMTD1180
11 A(I)=A(I)/T(MSTA) DMTD1190
C DMTD1200
C IS M EQUAL 1 DMTD1210
IF(MM1)2,15,12 DMTD1220
12 DO 14 J=1,MM1 DMTD1230
MSTA=MSTA+MDEL DMTD1240
MDEL=MDEL+MX DMTD1250
DO 14 I=MEND,MN,ICS DMTD1260
DSUM=0.D0 DMTD1270
L=MSTA DMTD1280
LDX=LD DMTD1290
LL=I DMTD1300
DO 13 K=1,J DMTD1310
DSUM=DSUM-T(L)*A(LL) DMTD1320
LL=LL+LLD DMTD1330
L=L+LDX DMTD1340
13 LDX=LDX+LX DMTD1350
IF(T(L))14,3,14 DMTD1360
14 A(LL)=(DSUM+A(LL))/T(L) DMTD1370
C DMTD1380
C TEST END OF OPERATION DMTD1390
15 IF(IER)16,17,16 DMTD1400
16 IER=0 DMTD1410
RETURN DMTD1420
17 IF(IOPE)18,18,16 DMTD1430
C DMTD1440
C INITIALIZE SOLUTION OF T*X = A DMTD1450
18 IER=1 DMTD1460
MEND=IMEND DMTD1470
MN=M*N DMTD1480
LLD=-IRS DMTD1490
MSTA=MM DMTD1500
MDEL=-1 DMTD1510
MX=0 DMTD1520
LD=-MM1 DMTD1530
LX=1 DMTD1540
GOTO 9 DMTD1550
END DMTD1560