Purpose
To solve for x in A * x = scale * RHS, using the LU factorization of the N-by-N matrix A computed by SLICOT Library routine MB02UV. The factorization has the form A = P * L * U * Q, where P and Q are permutation matrices, L is unit lower triangular and U is upper triangular.Specification
SUBROUTINE MB02UU( N, A, LDA, RHS, IPIV, JPIV, SCALE )
C .. Scalar Arguments ..
INTEGER LDA, N
DOUBLE PRECISION SCALE
C .. Array Arguments ..
INTEGER IPIV( * ), JPIV( * )
DOUBLE PRECISION A( LDA, * ), RHS( * )
Arguments
Input/Output Parameters
N (input) INTEGER
The order of the matrix A.
A (input) DOUBLE PRECISION array, dimension (LDA, N)
The leading N-by-N part of this array must contain
the LU part of the factorization of the matrix A computed
by SLICOT Library routine MB02UV: A = P * L * U * Q.
LDA INTEGER
The leading dimension of the array A. LDA >= max(1, N).
RHS (input/output) DOUBLE PRECISION array, dimension (N)
On entry, this array must contain the right hand side
of the system.
On exit, this array contains the solution of the system.
IPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= i <= N, row i of the
matrix has been interchanged with row IPIV(i).
JPIV (input) INTEGER array, dimension (N)
The pivot indices; for 1 <= j <= N, column j of the
matrix has been interchanged with column JPIV(j).
SCALE (output) DOUBLE PRECISION
The scale factor, chosen 0 < SCALE <= 1 to prevent
overflow in the solution.
Further Comments
In the interest of speed, this routine does not check the input for errors. It should only be used if the order of the matrix A is very small.Example
Program Text
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