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decuslib20-02
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decus/20-0026/gelg.ssp
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C GELG 10
C ..................................................................GELG 20
C GELG 30
C SUBROUTINE GELG GELG 40
C GELG 50
C PURPOSE GELG 60
C TO SOLVE A GENERAL SYSTEM OF SIMULTANEOUS LINEAR EQUATIONS. GELG 70
C GELG 80
C USAGE GELG 90
C CALL GELG(R,A,M,N,EPS,IER) GELG 100
C GELG 110
C DESCRIPTION OF PARAMETERS GELG 120
C R - THE M BY N MATRIX OF RIGHT HAND SIDES. (DESTROYED)GELG 130
C ON RETURN R CONTAINS THE SOLUTION OF THE EQUATIONS.GELG 140
C A - THE M BY M COEFFICIENT MATRIX. (DESTROYED) GELG 150
C M - THE NUMBER OF EQUATIONS IN THE SYSTEM. GELG 160
C N - THE NUMBER OF RIGHT HAND SIDE VECTORS. GELG 170
C EPS - AN INPUT CONSTANT WHICH IS USED AS RELATIVE GELG 180
C TOLERANCE FOR TEST ON LOSS OF SIGNIFICANCE. GELG 190
C IER - RESULTING ERROR PARAMETER CODED AS FOLLOWS GELG 200
C IER=0 - NO ERROR, GELG 210
C IER=-1 - NO RESULT BECAUSE OF M LESS THAN 1 OR GELG 220
C PIVOT ELEMENT AT ANY ELIMINATION STEP GELG 230
C EQUAL TO 0, GELG 240
C IER=K - WARNING DUE TO POSSIBLE LOSS OF SIGNIFI- GELG 250
C CANCE INDICATED AT ELIMINATION STEP K+1, GELG 260
C WHERE PIVOT ELEMENT WAS LESS THAN OR GELG 270
C EQUAL TO THE INTERNAL TOLERANCE EPS TIMES GELG 280
C ABSOLUTELY GREATEST ELEMENT OF MATRIX A. GELG 290
C GELG 300
C REMARKS GELG 310
C INPUT MATRICES R AND A ARE ASSUMED TO BE STORED COLUMNWISE GELG 320
C IN M*N RESP. M*M SUCCESSIVE STORAGE LOCATIONS. ON RETURN GELG 330
C SOLUTION MATRIX R IS STORED COLUMNWISE TOO. GELG 340
C THE PROCEDURE GIVES RESULTS IF THE NUMBER OF EQUATIONS M IS GELG 350
C GREATER THAN 0 AND PIVOT ELEMENTS AT ALL ELIMINATION STEPS GELG 360
C ARE DIFFERENT FROM 0. HOWEVER WARNING IER=K - IF GIVEN - GELG 370
C INDICATES POSSIBLE LOSS OF SIGNIFICANCE. IN CASE OF A WELL GELG 380
C SCALED MATRIX A AND APPROPRIATE TOLERANCE EPS, IER=K MAY BE GELG 390
C INTERPRETED THAT MATRIX A HAS THE RANK K. NO WARNING IS GELG 400
C GIVEN IN CASE M=1. GELG 410
C GELG 420
C SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED GELG 430
C NONE GELG 440
C GELG 450
C METHOD GELG 460
C SOLUTION IS DONE BY MEANS OF GAUSS-ELIMINATION WITH GELG 470
C COMPLETE PIVOTING. GELG 480
C GELG 490
C ..................................................................GELG 500
C GELG 510
SUBROUTINE GELG(R,A,M,N,EPS,IER) GELG 520
C GELG 530
C GELG 540
DIMENSION A(1),R(1) GELG 550
IF(M)23,23,1 GELG 560
C GELG 570
C SEARCH FOR GREATEST ELEMENT IN MATRIX A GELG 580
1 IER=0 GELG 590
PIV=0. GELG 600
MM=M*M GELG 610
NM=N*M GELG 620
DO 3 L=1,MM GELG 630
TB=ABS(A(L)) GELG 640
IF(TB-PIV)3,3,2 GELG 650
2 PIV=TB GELG 660
I=L GELG 670
3 CONTINUE GELG 680
TOL=EPS*PIV GELG 690
C A(I) IS PIVOT ELEMENT. PIV CONTAINS THE ABSOLUTE VALUE OF A(I). GELG 700
C GELG 710
C GELG 720
C START ELIMINATION LOOP GELG 730
LST=1 GELG 740
DO 17 K=1,M GELG 750
C GELG 760
C TEST ON SINGULARITY GELG 770
IF(PIV)23,23,4 GELG 780
4 IF(IER)7,5,7 GELG 790
5 IF(PIV-TOL)6,6,7 GELG 800
6 IER=K-1 GELG 810
7 PIVI=1./A(I) GELG 820
J=(I-1)/M GELG 830
I=I-J*M-K GELG 840
J=J+1-K GELG 850
C I+K IS ROW-INDEX, J+K COLUMN-INDEX OF PIVOT ELEMENT GELG 860
C GELG 870
C PIVOT ROW REDUCTION AND ROW INTERCHANGE IN RIGHT HAND SIDE R GELG 880
DO 8 L=K,NM,M GELG 890
LL=L+I GELG 900
TB=PIVI*R(LL) GELG 910
R(LL)=R(L) GELG 920
8 R(L)=TB GELG 930
C GELG 940
C IS ELIMINATION TERMINATED GELG 950
IF(K-M)9,18,18 GELG 960
C GELG 970
C COLUMN INTERCHANGE IN MATRIX A GELG 980
9 LEND=LST+M-K GELG 990
IF(J)12,12,10 GELG1000
10 II=J*M GELG1010
DO 11 L=LST,LEND GELG1020
TB=A(L) GELG1030
LL=L+II GELG1040
A(L)=A(LL) GELG1050
11 A(LL)=TB GELG1060
C GELG1070
C ROW INTERCHANGE AND PIVOT ROW REDUCTION IN MATRIX A GELG1080
12 DO 13 L=LST,MM,M GELG1090
LL=L+I GELG1100
TB=PIVI*A(LL) GELG1110
A(LL)=A(L) GELG1120
13 A(L)=TB GELG1130
C GELG1140
C SAVE COLUMN INTERCHANGE INFORMATION GELG1150
A(LST)=J GELG1160
C GELG1170
C ELEMENT REDUCTION AND NEXT PIVOT SEARCH GELG1180
PIV=0. GELG1190
LST=LST+1 GELG1200
J=0 GELG1210
DO 16 II=LST,LEND GELG1220
PIVI=-A(II) GELG1230
IST=II+M GELG1240
J=J+1 GELG1250
DO 15 L=IST,MM,M GELG1260
LL=L-J GELG1270
A(L)=A(L)+PIVI*A(LL) GELG1280
TB=ABS(A(L)) GELG1290
IF(TB-PIV)15,15,14 GELG1300
14 PIV=TB GELG1310
I=L GELG1320
15 CONTINUE GELG1330
DO 16 L=K,NM,M GELG1340
LL=L+J GELG1350
16 R(LL)=R(LL)+PIVI*R(L) GELG1360
17 LST=LST+M GELG1370
C END OF ELIMINATION LOOP GELG1380
C GELG1390
C GELG1400
C BACK SUBSTITUTION AND BACK INTERCHANGE GELG1410
18 IF(M-1)23,22,19 GELG1420
19 IST=MM+M GELG1430
LST=M+1 GELG1440
DO 21 I=2,M GELG1450
II=LST-I GELG1460
IST=IST-LST GELG1470
L=IST-M GELG1480
L=A(L)+.5 GELG1490
DO 21 J=II,NM,M GELG1500
TB=R(J) GELG1510
LL=J GELG1520
DO 20 K=IST,MM,M GELG1530
LL=LL+1 GELG1540
20 TB=TB-A(K)*R(LL) GELG1550
K=J+L GELG1560
R(J)=R(K) GELG1570
21 R(K)=TB GELG1580
22 RETURN GELG1590
C GELG1600
C GELG1610
C ERROR RETURN GELG1620
23 IER=-1 GELG1630
RETURN GELG1640
END GELG1650