blob: b4f767b19b013f44ac2cd2155718f3a5a1f8ee7e (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
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
|
