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decuslib20-02
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decus/20-0026/factr.doc
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SUBROUTINE FACTR
PURPOSE
FACTORIZATION OF THE MATRIX A INTO A PRODUCT OF A LOWER
TRIANGULAR MATRIX L AND AN UPPER TRIANGULAR MATRIX U. L HAS
UNIT DIAGONAL WHICH IS NOT STORED.
USAGE
CALL FACTR(A,PER,N,IA,IER)
DESCRIPTION OF PARAMETERS
A MATRIX A
PER ONE DIMENSIONAL ARRAY WHERE PERMUTATIONS OF ROWS OF
THE MATRIX ARE STORED
DIMENSION OF PER MUST BE GREATER THAN OR EQUAL TO N
N ORDER OF THE MATRIX A
IA SIZE OF THE FIRST DIMENSION ASSIGNED TO THE ARRAY A
IN THE CALLING PROGRAM WHEN THE MATRIX IS IN DOUBLE
SUBSCRIPTED DATA STORAGE MODE. IA=N WHEN THE MATRIX
IS IN SSP VECTOR STORAGE MODE.
IER ERROR INDICATOR WHICH IS ZERO IF THERE IS NO ERROR,
AND IS THREE IF THE PROCEDURE FAILS.
REMARKS
THE ORIGINAL MATRIX, A,IS REPLACED BY THE TRIANGULAR FACTORS
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
SUCCESSIVE COMPUTATION OF THE COLUMNS OF L AND THE
CORRESPONDING ROWS OF U.
REFERENCES
J. H. WILKINSON - THE ALGEBRAIC EIGENVALUE PROBLEM -
CLARENDON PRESS, OXFORD, 1965. H. J. BOWDLER, R. S. MARTIN,
G. PETERS, AND J. H. WILKINSON - 'SOLUTION OF REAL AND
COMPLEX SYSTEMS OF LINEAR EQUATIONS', NUMERISCHE MATHEMATIK,
VOL. 8, NO. 3, 1966, P. 217-234.