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decuslib20-02
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decus/20-0026/mfss.doc
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SUBROUTINE MFSS
PURPOSE
GIVEN A SYMMETRIC POSITIVE SEMI DEFINITE MATRIX , MFSS WILL
(1) DETERMINE THE RANK AND LINEARLY INDEPENDENT ROWS AND
COLUMNS
(2) FACTOR A SYMMETRIC SUBMATRIX OF MAXIMAL RANK
(3) EXPRESS NONBASIC ROWS IN TERMS OF BASIC ONES,
EXPRESS NONBASIC COLUMNS IN TERMS OF BASIC ONES
EXPRESS BASIC VARIABLES IN TERMS OF FREE ONES
SUBROUTINE MFSS MAY BE USED AS A PREPARATORY STEP FOR THE
CALCULATION OF THE LEAST SQUARES SOLUTION OF MINIMAL
LENGTH OF A SYSTEM OF LINEAR EQUATIONS WITH SYMMETRIC
POSITIVE SEMI-DEFINITE COEFFICIENT MATRIX
USAGE
CALL MFSS(A,N,EPS,IRANK,TRAC)
DESCRIPTION OF PARAMETERS
A - UPPER TRIANGULAR PART OF GIVEN SYMMETRIC SEMI-
DEFINITE MATRIX STORED COLUMNWISE IN COMPRESSED FORM
ON RETURN A CONTAINS THE MATRIX T AND, IF IRANK IS
LESS THAN N, THE MATRICES U AND TU
N - DIMENSION OF GIVEN MATRIX A
EPS - TESTVALUE FOR ZERO AFFECTED BY ROUND-OFF NOISE
IRANK - RESULTANT VARIABLE, CONTAINING THE RANK OF GIVEN
MATRIX A IF A IS SEMI-DEFINITE
IRANK = 0 MEANS A HAS NO POSITIVE DIAGONAL ELEMENT
AND/OR EPS IS NOT ABSOLUTELY LESS THAN ONE
IRANK =-1 MEANS DIMENSION N IS NOT POSITIVE
IRANK =-2 MEANS COMPLETE FAILURE, POSSIBLY DUE TO
INADEQUATE RELATIVE TOLERANCE EPS
TRAC - VECTOR OF DIMENSION N CONTAINING THE
SOURCE INDEX OF THE I-TH PIVOT ROW IN ITS I-TH
LOCATION, THIS MEANS THAT TRAC CONTAINS THE
PRODUCT REPRESENTATION OF THE PERMUTATION WHICH
IS APPLIED TO ROWS AND COLUMNS OF A IN TERMS OF
TRANSPOSITIONS
REMARKS
EPS MUST BE ABSOLUTELY LESS THAN ONE. A SENSIBLE VALUE IS
SOMEWHERE IN BETWEEN 10**(-4) AND 10**(-6)
THE ABSOLUTE VALUE OF INPUT PARAMETER EPS IS USED AS
RELATIVE TOLERANCE.
IN ORDER TO PRESERVE SYMMETRY ONLY PIVOTING ALONG THE
DIAGONAL IS BUILT IN.
ALL PIVOTELEMENTS MUST BE GREATER THAN THE ABSOLUTE VALUE
OF EPS TIMES ORIGINAL DIAGONAL ELEMENT
OTHERWISE THEY ARE TREATED AS IF THEY WERE ZERO
MATRIX A REMAINS UNCHANGED IF THE RESULTANT VALUE IRANK
EQUALS ZERO
SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
NONE
METHOD
THE SQUARE ROOT METHOD WITH DIAGONAL PIVOTING IS USED FOR
CALCULATION OF THE RIGHT HAND TRIANGULAR FACTOR.
IN CASE OF AN ONLY SEMI-DEFINITE MATRIX THE SUBROUTINE
RETURNS THE IRANK X IRANK UPPER TRIANGULAR FACTOR T OF A
SUBMATRIX OF MAXIMAL RANK, THE IRANK X (N-IRANK) MATRIX U
AND THE (N-IRANK) X (N-IRANK) UPPER TRIANGULAR TU SUCH
THAT TRANSPOSE(TU)*TU=I+TRANSPOSE(U)*U