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Diffstat (limited to 'Utilib/src/PLPIVT.f')
| -rw-r--r-- | Utilib/src/PLPIVT.f | 77 |
1 files changed, 77 insertions, 0 deletions
diff --git a/Utilib/src/PLPIVT.f b/Utilib/src/PLPIVT.f new file mode 100644 index 0000000..64d59f4 --- /dev/null +++ b/Utilib/src/PLPIVT.f @@ -0,0 +1,77 @@ +*DECK PLPIVT + SUBROUTINE PLPIVT(N,M,L,K,P,IROW,ICOL) +* +*----------------------------------------------------------------------- +* +*Purpose: +* Performs a pivot (L,K) on matrix P. +* PLPIVT = Linear Programming PIVoT +* +*Copyright: +* Copyright (C) 2002 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 and T. Falcon +* +*Parameters: input +* N number of control variables. +* M number of constraints. +* L row index. +* K column index. +* P coefficient matrix. +* IROW permutation vector for row elements. +* ICOL permutation vector for column elements. +* +*Parameters: ouput +* P coefficient matrix. +* IROW permutation vector for row elements. +* ICOL permutation vector for column elements. +* +*----------------------------------------------------------------------- +* + IMPLICIT NONE +*---- +* SUBROUTINE ARGUMENTS +*---- + INTEGER M,N,L,K,IROW(N),ICOL(N+1) + DOUBLE PRECISION P(N,M) +*---- +* LOCAL VARIABLES +*---- + DOUBLE PRECISION PVT + INTEGER I,J + DOUBLE PRECISION, ALLOCATABLE, DIMENSION(:) :: PLJ +*---- +* SCRATCH STORAGE ALLOCATION +*---- + ALLOCATE(PLJ(M)) +* + PVT = 1.0D0/P(L,K) + DO J=1,M + PLJ(J) = -PVT*P(L,J) + P(L,J) = PLJ(J) + ENDDO +* + DO I=1,N + IF(I.EQ.L) CYCLE + DO J=1,M + IF(J.EQ.K) CYCLE + P(I,J) = P(I,J) + PLJ(J)*P(I,K) + ENDDO + P(I,K) = PVT*P(I,K) + ENDDO +* + P(L,K) = PVT + I = IROW(L) + IROW(L) = ICOL(K) + ICOL(K) = I +*---- +* SCRATCH STORAGE DEALLOCATION +*---- + DEALLOCATE(PLJ) + RETURN + END |