From 7dfcc480ba1e19bd3232349fc733caef94034292 Mon Sep 17 00:00:00 2001
From: stainer_t <thomas.stainer@oecd-nea.org>
Date: Mon, 8 Sep 2025 13:48:49 +0200
Subject: Initial commit from Polytechnique Montreal

---
 Utilib/src/ALLDLF.f | 72 +++++++++++++++++++++++++++++++++++++++++++++++++++++
 1 file changed, 72 insertions(+)
 create mode 100644 Utilib/src/ALLDLF.f

(limited to 'Utilib/src/ALLDLF.f')

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
-- 
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