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| author | stainer_t <thomas.stainer@oecd-nea.org> | 2025-09-08 13:48:49 +0200 |
|---|---|---|
| committer | stainer_t <thomas.stainer@oecd-nea.org> | 2025-09-08 13:48:49 +0200 |
| commit | 7dfcc480ba1e19bd3232349fc733caef94034292 (patch) | |
| tree | 03ee104eb8846d5cc1a981d267687a729185d3f3 /Utilib/src/ALLDLF.f | |
Initial commit from Polytechnique Montreal
Diffstat (limited to 'Utilib/src/ALLDLF.f')
| -rw-r--r-- | Utilib/src/ALLDLF.f | 72 |
1 files changed, 72 insertions, 0 deletions
diff --git a/Utilib/src/ALLDLF.f b/Utilib/src/ALLDLF.f new file mode 100644 index 0000000..b4f767b --- /dev/null +++ b/Utilib/src/ALLDLF.f @@ -0,0 +1,72 @@ +*DECK ALLDLF + SUBROUTINE ALLDLF (L4,ASS,MU1) +* +*----------------------------------------------------------------------- +* +*Purpose: +* in-place L-D-L(T) factorization of a symmetric positive definite +* matrix in compressed diagonal storage mode. +* +*Copyright: +* Copyright (C) 1989 Ecole Polytechnique de Montreal +* This library is free software; you can redistribute it and/or +* modify it under the terms of the GNU Lesser General Public +* License as published by the Free Software Foundation; either +* version 2.1 of the License, or (at your option) any later version +* +*Author(s): A. Hebert +* +*Parameters: input +* L4 order of the coefficient matrix. +* ASS coefficient matrix in compressed diagonal storage mode. +* A(I,J)=ASS(MU1(I)-I+J) if J.le.I and J.gt.I+MU1(I-1)-MU1(I) +* =A(J,I) if I.lt.J +* =0.0 else +* DIMENSION ASS(MU1(L4)-MU1(1)+1) +* MU1 position of each diagonal element in vector ASS. +* +*Parameters: output +* ASS LDL(T) factors. +* +*----------------------------------------------------------------------- +* +*---- +* SUBROUTINE ARGUMENTS +*---- + INTEGER L4,MU1(L4) + REAL ASS(*) +* + ASS(MU1(1))=1./ASS(MU1(1)) + IF (L4.EQ.1) RETURN + DO K=2,L4 + KLL=K-1 + K1=MU1(K)-K + KM=MU1(K-1)+1-K1 + KMM=KM+1 + IF(KMM-K .LE. 0) THEN + IF(KMM-K .LT. 0) THEN + DO I=KMM,KLL + R=ASS(K1+I) + ASS(K1+I)=0.0 + S=0.0 + I1=MU1(I)-I + IM=MU1(I-1)+1-I1 + IMIN=MAX0(IM,KM) + DO J=IMIN,I + S=S+ASS(K1+J)*ASS(I1+J) + ENDDO + ASS(K1+I)=R-S + ENDDO + ENDIF + S=0.0 + DO I=KM,KLL + R=ASS(K1+I) + ASS(K1+I)=R*ASS(MU1(I)) + S=S+R*ASS(K1+I) + ENDDO + ASS(MU1(K))=ASS(MU1(K))-S + ENDIF + ASS(MU1(K))=1./ASS(MU1(K)) + ENDDO + RETURN + END |