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extern void daxpy(), dscal();
extern int idamax();

void dgefa( a, n, ipvt, info )

double **a;
int n, *ipvt, *info;

/*
   Purpose : dgefa factors a double matrix by Gaussian elimination.

   dgefa is usually called by dgeco, but it can be called directly
   with a saving in time if rcond is not needed.
   (Time for dgeco) = (1+9/n)*(time for dgefa).

   This c version uses algorithm kji rather than the kij in dgefa.f.
   Note that the fortran version input variable lda is not needed.


   On Entry :

      a   : double matrix of dimension ( n+1, n+1 ),
            the 0-th row and column are not used.
            a is created using NewDoubleMatrix, hence
            lda is unnecessary.
      n   : the row dimension of a.

   On Return :

      a     : a lower triangular matrix and the multipliers
              which were used to obtain it.  The factorization
              can be written a = L * U where U is a product of
              permutation and unit upper triangular matrices
              and L is lower triangular.
      ipvt  : an n+1 integer vector of pivot indices.
      *info : = 0 normal value,
              = k if U[k][k] == 0.  This is not an error
                condition for this subroutine, but it does
                indicate that dgesl or dgedi will divide by
                zero if called.  Use rcond in dgeco for
                a reliable indication of singularity.

                Notice that the calling program must use &info.

   BLAS : daxpy, dscal, idamax
*/

{
   int j, k, i;
   double t;

/* Gaussian elimination with partial pivoting.   */

   *info = 0;
   for ( k = 1 ; k <= n - 1 ; k++ ) {
/*
   Find j = pivot index.  Note that a[k]+k-1 is the address of
   the 0-th element of the row vector whose 1st element is a[k][k].
*/
      j = idamax( n-k+1, a[k]+k-1, 1 ) + k - 1;      
      ipvt[k] = j;
/*
   Zero pivot implies this row already triangularized.
*/
      if ( a[k][j] == 0. ) {
         *info = k;
         continue;
      }      
/*
   Interchange if necessary.
*/
      if ( j != k ) {
         t = a[k][j];
         a[k][j] = a[k][k];
         a[k][k] = t;
      }
/*
   Compute multipliers.
*/
      t = -1. / a[k][k];
      dscal( n-k, t, a[k]+k, 1 );
/*
   Column elimination with row indexing.
*/
      for ( i = k + 1 ; i <= n ; i++ ) {
         t = a[i][j];
         if ( j != k ) {
            a[i][j] = a[i][k];
            a[i][k] = t;
         }
         daxpy( n-k, t, a[k]+k, 1, a[i]+k, 1 );
      }
   }                     /*  end k-loop  */

   ipvt[n] = n;
   if ( a[n][n] == 0. )
      *info = n;

}

Modified: Mon May 13 16:00:00 1991 GMT
Page accessed 5621 times since Sat Apr 17 21:32:45 1999 GMT