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fvn_linear/fvn_linear.f90
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module fvn_linear use fvn_common implicit none ! ! Interfaces for matrix operators ! .x. matrix multiplication interface operator(.x.) module procedure fvn_op_s_matmul,fvn_op_d_matmul,fvn_op_c_matmul,fvn_op_z_matmul end interface ! .t. matrix transposition interface operator(.t.) module procedure fvn_op_s_transpose,fvn_op_d_transpose,fvn_op_c_transpose,fvn_op_z_transpose end interface ! .tx. transpose first operand and multiply interface operator(.tx.) module procedure fvn_op_s_tx,fvn_op_d_tx,fvn_op_c_tx,fvn_op_z_tx end interface ! .xt. transpose second operand and multiply interface operator(.xt.) module procedure fvn_op_s_xt,fvn_op_d_xt,fvn_op_c_xt,fvn_op_z_xt end interface ! .i. inverse matrix interface operator(.i.) module procedure fvn_op_s_matinv,fvn_op_d_matinv,fvn_op_c_matinv,fvn_op_z_matinv end interface ! .ix. inverse first operand and multiply interface operator(.ix.) module procedure fvn_op_s_ix,fvn_op_d_ix,fvn_op_c_ix,fvn_op_z_ix end interface ! .xi. inverse second operand and multiply interface operator(.xi.) module procedure fvn_op_s_xi,fvn_op_d_xi,fvn_op_c_xi,fvn_op_z_xi end interface ! .h. transpose conjugate (adjoint) interface operator(.h.) module procedure fvn_op_s_transpose,fvn_op_d_transpose,fvn_op_c_conj_transpose,fvn_op_z_conj_transpose end interface ! .hx. transpose conjugate first operand and multiply interface operator(.hx.) module procedure fvn_op_s_tx,fvn_op_d_tx,fvn_op_c_hx,fvn_op_z_hx end interface ! .xh. transpose conjugate second operand and multiply interface operator(.xh.) module procedure fvn_op_s_xt,fvn_op_d_xt,fvn_op_c_xh,fvn_op_z_xh end interface !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Generic interface Definition !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! Matrix inversion interface fvn_matinv module procedure fvn_s_matinv,fvn_d_matinv,fvn_c_matinv,fvn_z_matinv end interface fvn_matinv ! Determinant interface fvn_det module procedure fvn_s_det,fvn_d_det,fvn_c_det,fvn_z_det end interface fvn_det ! Condition interface fvn_matcon module procedure fvn_s_matcon,fvn_d_matcon,fvn_c_matcon,fvn_z_matcon end interface fvn_matcon ! Eigen interface fvn_matev module procedure fvn_s_matev,fvn_d_matev,fvn_c_matev,fvn_z_matev end interface fvn_matev ! Least square polynomial interface fvn_lspoly module procedure fvn_s_lspoly,fvn_d_lspoly end interface fvn_lspoly contains !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Linear operators ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! .x. ! function fvn_op_s_matmul(a,b) implicit none |
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real(kind=sp_kind), dimension(:,:),intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_s_matmul |
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fvn_op_s_matmul=matmul(a,b) end function function fvn_op_d_matmul(a,b) implicit none |
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real(kind=dp_kind), dimension(:,:),intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_d_matmul |
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fvn_op_d_matmul=matmul(a,b) end function function fvn_op_c_matmul(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:),intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_c_matmul |
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fvn_op_c_matmul=matmul(a,b) end function function fvn_op_z_matmul(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_z_matmul |
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fvn_op_z_matmul=matmul(a,b) end function ! ! .tx. ! function fvn_op_s_tx(a,b) implicit none |
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real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_s_tx |
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fvn_op_s_tx=matmul(transpose(a),b) end function function fvn_op_d_tx(a,b) implicit none |
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real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_d_tx |
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fvn_op_d_tx=matmul(transpose(a),b) end function function fvn_op_c_tx(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_c_tx |
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fvn_op_c_tx=matmul(transpose(a),b) end function function fvn_op_z_tx(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_z_tx |
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fvn_op_z_tx=matmul(transpose(a),b) end function ! ! .xt. ! function fvn_op_s_xt(a,b) implicit none |
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real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_s_xt |
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fvn_op_s_xt=matmul(a,transpose(b)) end function function fvn_op_d_xt(a,b) implicit none |
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real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_d_xt |
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fvn_op_d_xt=matmul(a,transpose(b)) end function function fvn_op_c_xt(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_c_xt |
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fvn_op_c_xt=matmul(a,transpose(b)) end function function fvn_op_z_xt(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_z_xt |
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fvn_op_z_xt=matmul(a,transpose(b)) end function ! ! .t. ! function fvn_op_s_transpose(a) implicit none |
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real(kind=sp_kind),dimension(:,:),intent(in) :: a real(kind=sp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_s_transpose |
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fvn_op_s_transpose=transpose(a) end function function fvn_op_d_transpose(a) implicit none |
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real(kind=dp_kind),dimension(:,:),intent(in) :: a real(kind=dp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_d_transpose |
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fvn_op_d_transpose=transpose(a) end function function fvn_op_c_transpose(a) implicit none |
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complex(kind=sp_kind),dimension(:,:),intent(in) :: a complex(kind=sp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_c_transpose |
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fvn_op_c_transpose=transpose(a) end function function fvn_op_z_transpose(a) implicit none |
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complex(kind=dp_kind),dimension(:,:),intent(in) :: a complex(kind=dp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_z_transpose |
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fvn_op_z_transpose=transpose(a) end function ! ! .i. ! |
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! It seems that there's a problem with automatic arrays with gfortran ! in some circumstances. To allow compilation with gfortran we use here a temporary array ! for the call. Without that there's a warning at compile time and a segmentation fault ! during execution. This is odd as we double memory use. |
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function fvn_op_s_matinv(a) implicit none |
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real(kind=sp_kind),dimension(:,:),intent(in) :: a real(kind=sp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_s_matinv,tmp_array |
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call fvn_s_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_s_matinv=tmp_array |
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end function function fvn_op_d_matinv(a) implicit none |
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real(kind=dp_kind),dimension(:,:),intent(in) :: a real(kind=dp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_d_matinv,tmp_array |
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call fvn_d_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_d_matinv=tmp_array |
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end function function fvn_op_c_matinv(a) implicit none |
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complex(kind=sp_kind),dimension(:,:),intent(in) :: a complex(kind=sp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_c_matinv,tmp_array |
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call fvn_c_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_c_matinv=tmp_array |
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end function function fvn_op_z_matinv(a) implicit none |
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complex(kind=dp_kind),dimension(:,:),intent(in) :: a complex(kind=dp_kind),dimension(size(a,1),size(a,1)) :: fvn_op_z_matinv,tmp_array |
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call fvn_z_matinv(size(a,1),a,tmp_array,fvn_status) fvn_op_z_matinv=tmp_array |
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end function ! ! .ix. ! function fvn_op_s_ix(a,b) implicit none |
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real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_s_ix |
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fvn_op_s_ix=matmul(fvn_op_s_matinv(a),b) end function function fvn_op_d_ix(a,b) implicit none |
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real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_d_ix |
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fvn_op_d_ix=matmul(fvn_op_d_matinv(a),b) end function function fvn_op_c_ix(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_c_ix |
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fvn_op_c_ix=matmul(fvn_op_c_matinv(a),b) end function function fvn_op_z_ix(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_z_ix |
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fvn_op_z_ix=matmul(fvn_op_z_matinv(a),b) end function ! ! .xi. ! function fvn_op_s_xi(a,b) implicit none |
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real(kind=sp_kind), dimension(:,:), intent(in) :: a,b real(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_s_xi |
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fvn_op_s_xi=matmul(a,fvn_op_s_matinv(b)) end function function fvn_op_d_xi(a,b) implicit none |
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real(kind=dp_kind), dimension(:,:), intent(in) :: a,b real(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_d_xi |
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fvn_op_d_xi=matmul(a,fvn_op_d_matinv(b)) end function function fvn_op_c_xi(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_c_xi |
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fvn_op_c_xi=matmul(a,fvn_op_c_matinv(b)) end function function fvn_op_z_xi(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,2)) :: fvn_op_z_xi |
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fvn_op_z_xi=matmul(a,fvn_op_z_matinv(b)) end function ! ! .h. ! function fvn_op_c_conj_transpose(a) implicit none |
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complex(kind=sp_kind),dimension(:,:),intent(in) :: a complex(kind=sp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_c_conj_transpose |
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fvn_op_c_conj_transpose=transpose(conjg(a)) end function function fvn_op_z_conj_transpose(a) implicit none |
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complex(kind=dp_kind),dimension(:,:),intent(in) :: a complex(kind=dp_kind),dimension(size(a,2),size(a,1)) :: fvn_op_z_conj_transpose |
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fvn_op_z_conj_transpose=transpose(conjg(a)) end function ! ! .hx. ! function fvn_op_c_hx(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_c_hx |
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fvn_op_c_hx=matmul(transpose(conjg(a)),b) end function function fvn_op_z_hx(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,2),size(b,2)) :: fvn_op_z_hx |
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fvn_op_z_hx=matmul(transpose(conjg(a)),b) end function ! ! .xh. ! function fvn_op_c_xh(a,b) implicit none |
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complex(kind=sp_kind), dimension(:,:), intent(in) :: a,b complex(kind=sp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_c_xh |
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fvn_op_c_xh=matmul(a,transpose(conjg(b))) end function function fvn_op_z_xh(a,b) implicit none |
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complex(kind=dp_kind), dimension(:,:), intent(in) :: a,b complex(kind=dp_kind), dimension(size(a,1),size(b,1)) :: fvn_op_z_xh |
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fvn_op_z_xh=matmul(a,transpose(conjg(b))) end function !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Identity Matrix ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! function fvn_d_ident(n) implicit none |
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integer(kind=ip_kind) :: n real(kind=dp_kind), dimension(n,n) :: fvn_d_ident |
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real(kind=dp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
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vect=0._dp_kind vect(1:n*n:n+1) = 1._dp_kind |
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fvn_d_ident=reshape(vect, shape = (/ n,n /)) end function function fvn_s_ident(n) implicit none |
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integer(kind=ip_kind) :: n real(kind=sp_kind), dimension(n,n) :: fvn_s_ident |
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real(kind=sp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
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vect=0._sp_kind vect(1:n*n:n+1) = 1._sp_kind |
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fvn_s_ident=reshape(vect, shape = (/ n,n /)) end function function fvn_c_ident(n) implicit none |
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integer(kind=ip_kind) :: n complex(kind=sp_kind), dimension(n,n) :: fvn_c_ident |
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complex(kind=sp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
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vect=(0._sp_kind,0._sp_kind) vect(1:n*n:n+1) = (1._sp_kind,0._sp_kind) |
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fvn_c_ident=reshape(vect, shape = (/ n,n /)) end function function fvn_z_ident(n) implicit none |
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integer(kind=ip_kind) :: n complex(kind=dp_kind), dimension(n,n) :: fvn_z_ident |
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complex(kind=dp_kind),dimension(n*n) :: vect integer(kind=ip_kind) :: i |
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vect=(0._dp_kind,0._dp_kind) vect(1:n*n:n+1) = (1._dp_kind,0._dp_kind) |
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fvn_z_ident=reshape(vect, shape = (/ n,n /)) end function !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Matrix inversion subroutines ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! subroutine fvn_s_matinv(d,a,inva,status) ! |
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! Matrix inversion of a real(kind=sp_kind) matrix using BLAS and LAPACK |
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! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
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integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) real(kind=sp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
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integer(kind=ip_kind), allocatable :: ipiv(:) real(kind=sp_kind), allocatable :: work(:) real(kind=sp_kind) twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
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if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call scopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call sgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call sgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call sgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine subroutine fvn_d_matinv(d,a,inva,status) ! |
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475 |
! Matrix inversion of a real(kind=dp_kind) matrix using BLAS and LAPACK |
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! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
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integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) real(kind=dp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
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integer(kind=ip_kind), allocatable :: ipiv(:) real(kind=dp_kind), allocatable :: work(:) real(kind=dp_kind) :: twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
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493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call dcopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call dgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call dgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call dgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine subroutine fvn_c_matinv(d,a,inva,status) ! |
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524 |
! Matrix inversion of a complex(kind=sp_kind) matrix using BLAS and LAPACK |
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525 526 527 528 529 530 531 |
! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
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integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) complex(kind=sp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
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536 |
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537 538 539 540 541 |
integer(kind=ip_kind), allocatable :: ipiv(:) complex(kind=sp_kind), allocatable :: work(:) complex(kind=sp_kind) :: twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
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542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call ccopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call cgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call cgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call cgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine subroutine fvn_z_matinv(d,a,inva,status) ! |
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574 |
! Matrix inversion of a complex(kind=dp_kind)(kind=sp_kind) matrix using BLAS and LAPACK |
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575 576 577 578 579 580 581 |
! ! d (in) : matrix rank ! a (in) : input matrix ! inva (out) : inversed matrix ! status (ou) : =0 if something failed ! implicit none |
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582 583 584 585 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) complex(kind=dp_kind), intent(out) :: inva(d,d) integer(kind=ip_kind), intent(out),optional :: status |
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586 |
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integer(kind=ip_kind), allocatable :: ipiv(:) complex(kind=dp_kind), allocatable :: work(:) complex(kind=dp_kind) :: twork(1) integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork |
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592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 |
if (present(status)) status=1 allocate(ipiv(d)) ! copy a into inva using BLAS !call zcopy(d*d,a,1,inva,1) inva(:,:)=a(:,:) ! LU factorization using LAPACK call zgetrf(d,d,inva,d,ipiv,info) ! if info is not equal to 0, something went wrong we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) return end if ! we use the query fonction of xxxtri to obtain the optimal workspace size call zgetri(d,inva,d,ipiv,twork,-1,info) lwork=int(twork(1)) allocate(work(lwork)) ! Matrix inversion using LAPACK call zgetri(d,inva,d,ipiv,work,lwork,info) ! again if info is not equal to 0, we exit setting status to 0 if (info /= 0) then if (present(status)) status=0 end if deallocate(work) deallocate(ipiv) end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Determinants ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! function fvn_s_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! status (out) : =0 if LU factorization failed ! implicit none |
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integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status real(kind=sp_kind) :: fvn_s_det |
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real(kind=sp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
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645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call sgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_s_det=0.e0 deallocate(ipiv) deallocate(wc_a) return end if fvn_s_det=1.e0 do i=1,d if (ipiv(i)==i) then fvn_s_det=fvn_s_det*wc_a(i,i) else fvn_s_det=-fvn_s_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function function fvn_d_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! status (out) : =0 if LU factorization failed ! implicit none |
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680 681 682 683 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status real(kind=dp_kind) :: fvn_d_det |
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684 |
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685 686 687 |
real(kind=dp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
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688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call dgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_d_det=0.d0 deallocate(ipiv) deallocate(wc_a) return end if fvn_d_det=1.d0 do i=1,d if (ipiv(i)==i) then fvn_d_det=fvn_d_det*wc_a(i,i) else fvn_d_det=-fvn_d_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function function fvn_c_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! status (out) : =0 if LU factorization failed ! implicit none |
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integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status complex(kind=sp_kind) :: fvn_c_det |
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726 |
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727 728 729 |
complex(kind=sp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
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730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call cgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_c_det=(0.e0,0.e0) deallocate(ipiv) deallocate(wc_a) return end if fvn_c_det=(1.e0,0.e0) do i=1,d if (ipiv(i)==i) then fvn_c_det=fvn_c_det*wc_a(i,i) else fvn_c_det=-fvn_c_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function function fvn_z_det(d,a,status) ! ! Evaluate the determinant of a square matrix using lapack LU factorization ! ! d (in) : matrix rank ! a (in) : The Matrix ! det (out) : determinant ! status (out) : =0 if LU factorization failed ! implicit none |
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766 767 768 769 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) integer(kind=ip_kind), intent(out), optional :: status complex(kind=dp_kind) :: fvn_z_det |
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770 |
|
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771 772 773 |
complex(kind=dp_kind), allocatable :: wc_a(:,:) integer(kind=ip_kind), allocatable :: ipiv(:) integer(kind=ip_kind) :: info,i |
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774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 |
if (present(status)) status=1 allocate(wc_a(d,d)) allocate(ipiv(d)) wc_a(:,:)=a(:,:) call zgetrf(d,d,wc_a,d,ipiv,info) if (info/= 0) then if (present(status)) status=0 fvn_z_det=(0.d0,0.d0) deallocate(ipiv) deallocate(wc_a) return end if fvn_z_det=(1.d0,0.d0) do i=1,d if (ipiv(i)==i) then fvn_z_det=fvn_z_det*wc_a(i,i) else fvn_z_det=-fvn_z_det*wc_a(i,i) end if end do deallocate(ipiv) deallocate(wc_a) end function !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Condition test ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! 1-norm ! fonction lapack slange,dlange,clange,zlange pour obtenir la 1-norm ! fonction lapack sgecon,dgecon,cgecon,zgecon pour calculer la rcond ! subroutine fvn_s_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
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818 819 820 821 |
integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) real(kind=sp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
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822 |
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real(kind=sp_kind), allocatable :: work(:) integer(kind=ip_kind), allocatable :: iwork(:) real(kind=sp_kind) :: anorm real(kind=sp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
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829 |
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830 |
real(kind=sp_kind), external :: slange |
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831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 |
if (present(status)) status=1 anorm=slange('1',d,d,a,d,work) ! work is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call scopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call sgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(4*d)) allocate(iwork(d)) call sgecon('1',d,wc_a,d,anorm,rcond,work,iwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(iwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine subroutine fvn_d_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
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871 872 873 874 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) real(kind=dp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
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875 |
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876 877 878 879 880 881 |
real(kind=dp_kind), allocatable :: work(:) integer(kind=ip_kind), allocatable :: iwork(:) real(kind=dp_kind) :: anorm real(kind=dp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
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882 |
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883 |
real(kind=dp_kind), external :: dlange |
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884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 |
if (present(status)) status=1 anorm=dlange('1',d,d,a,d,work) ! work is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call dcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call dgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(4*d)) allocate(iwork(d)) call dgecon('1',d,wc_a,d,anorm,rcond,work,iwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(iwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine subroutine fvn_c_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
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925 926 927 928 |
integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) real(kind=sp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
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929 |
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930 931 932 933 934 935 936 |
real(kind=sp_kind), allocatable :: rwork(:) complex(kind=sp_kind), allocatable :: work(:) integer(kind=ip_kind), allocatable :: iwork(:) real(kind=sp_kind) :: anorm complex(kind=sp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
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937 |
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938 |
real(kind=sp_kind), external :: clange |
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939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 |
if (present(status)) status=1 anorm=clange('1',d,d,a,d,rwork) ! rwork is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call ccopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call cgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(2*d)) allocate(rwork(2*d)) call cgecon('1',d,wc_a,d,anorm,rcond,work,rwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine subroutine fvn_z_matcon(d,a,rcond,status) ! Matrix condition (reciprocal of condition number) ! ! d (in) : matrix rank ! a (in) : The Matrix ! rcond (out) : guess what ! status (out) : =0 if something went wrong ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
978 979 980 981 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) real(kind=dp_kind), intent(out) :: rcond integer(kind=ip_kind), intent(out), optional :: status |
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982 |
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983 984 985 986 987 988 |
complex(kind=dp_kind), allocatable :: work(:) real(kind=dp_kind), allocatable :: rwork(:) real(kind=dp_kind) :: anorm complex(kind=dp_kind), allocatable :: wc_a(:,:) ! working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind), allocatable :: ipiv(:) |
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989 |
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990 |
real(kind=dp_kind), external :: zlange |
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991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 |
if (present(status)) status=1 anorm=zlange('1',d,d,a,d,rwork) ! rwork is unallocated as it is only used when computing infinity norm allocate(wc_a(d,d)) !call zcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(ipiv(d)) call zgetrf(d,d,wc_a,d,ipiv,info) if (info /= 0) then if (present(status)) status=0 deallocate(ipiv) deallocate(wc_a) return end if allocate(work(2*d)) allocate(rwork(2*d)) call zgecon('1',d,wc_a,d,anorm,rcond,work,rwork,info) if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(ipiv) deallocate(wc_a) end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Valeurs propres/ Vecteurs propre ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! |
b85eed017 Added sorting of ... |
1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 |
! August 2009 ! William Daniau ! Adding sorting of eigenvalues and vectors subroutine fvn_z_sort_eigen(d,v,vec) ! this routine takes in input : ! v : a vector containing unsorted eigenvalues ! vec : a matrix where vec(:,j) is the eigenvector corresponding to v(j) ! ! At the end of subroutine the eigenvalues are sorted by decreasing order of ! modulus so as the vectors. implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1038 1039 1040 1041 1042 |
integer(kind=ip_kind) :: d,i,j complex(kind=dp_kind),dimension(d) :: v complex(kind=dp_kind),dimension(d,d) :: vec complex(kind=dp_kind) :: cur_v complex(kind=dp_kind), dimension(d) :: cur_vec |
b85eed017 Added sorting of ... |
1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 |
do i=2,d cur_v=v(i) cur_vec=vec(:,i) j=i-1 do while( (j>=1) .and. (abs(v(j)) < abs(cur_v)) ) v(j+1)=v(j) vec(:,j+1)=vec(:,j) j=j-1 end do v(j+1)=cur_v vec(:,j+1)=cur_vec end do end subroutine subroutine fvn_c_sort_eigen(d,v,vec) ! this routine takes in input : ! v : a vector containing unsorted eigenvalues ! vec : a matrix where vec(:,j) is the eigenvector corresponding to v(j) ! ! At the end of subroutine the eigenvalues are sorted by decreasing order of ! modulus so as the vectors. implicit none |
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1067 1068 1069 1070 1071 |
integer(kind=ip_kind) :: d,i,j complex(kind=sp_kind),dimension(d) :: v complex(kind=sp_kind),dimension(d,d) :: vec complex(kind=sp_kind) :: cur_v complex(kind=sp_kind), dimension(d) :: cur_vec |
b85eed017 Added sorting of ... |
1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 |
do i=2,d cur_v=v(i) cur_vec=vec(:,i) j=i-1 do while( (j>=1) .and. (abs(v(j)) < abs(cur_v)) ) v(j+1)=v(j) vec(:,j+1)=vec(:,j) j=j-1 end do v(j+1)=cur_v vec(:,j+1)=cur_vec end do end subroutine |
af246bca4 +) Sorting of eig... |
1087 |
subroutine fvn_s_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1088 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1089 1090 1091 1092 1093 |
! integer(kind=ip_kind) d (in) : matrice rank ! real(kind=sp_kind) a(d,d) (in) : The Matrix ! complex(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1094 1095 |
! ! interfacing Lapack routine SGEEV |
68642e5d2 Using [SDCZ]GEEVX... |
1096 |
! 2020 11 03 : SGEEVX with BALANC='N' |
b93026039 git-svn-id: https... |
1097 |
implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1098 1099 1100 1101 1102 1103 |
integer(kind=ip_kind), intent(in) :: d real(kind=sp_kind), intent(in) :: a(d,d) complex(kind=sp_kind), intent(out) :: evala(d) complex(kind=sp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval |
b93026039 git-svn-id: https... |
1104 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 |
real(kind=sp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork real(kind=sp_kind), allocatable :: wr(:),wi(:) real(kind=sp_kind) :: vl ! unused but necessary for the call real(kind=sp_kind), allocatable :: vr(:,:) real(kind=sp_kind), allocatable :: work(:) real(kind=sp_kind) :: twork(1) integer(kind=ip_kind) i integer(kind=ip_kind) j |
b93026039 git-svn-id: https... |
1115 |
|
68642e5d2 Using [SDCZ]GEEVX... |
1116 1117 1118 1119 |
integer(kind=ip_kind) :: ilo,ihi, iwork real(kind=sp_kind), allocatable, dimension(:) :: scal, rconde, rcondv real(kind=sp_kind) :: abnrm |
b93026039 git-svn-id: https... |
1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call scopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(wr(d)) allocate(wi(d)) allocate(vr(d,d)) |
68642e5d2 Using [SDCZ]GEEVX... |
1130 |
allocate(scal(d),rconde(d),rcondv(d)) |
b93026039 git-svn-id: https... |
1131 |
! query optimal work size |
68642e5d2 Using [SDCZ]GEEVX... |
1132 1133 |
! call sgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,twork,-1,info) call sgeevx('N','N','V','N',d,wc_a,d,wr,wi,vl,1,vr,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,twork,-1,IWORK,info) |
b93026039 git-svn-id: https... |
1134 1135 |
lwork=int(twork(1)) allocate(work(lwork)) |
68642e5d2 Using [SDCZ]GEEVX... |
1136 1137 |
! call sgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,work,lwork,info) call sgeevx('N','N','V','N',d,wc_a,d,wr,wi,vl,1,vr,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,work,lwork,IWORK,info) |
b93026039 git-svn-id: https... |
1138 |
|
68642e5d2 Using [SDCZ]GEEVX... |
1139 |
|
b93026039 git-svn-id: https... |
1140 1141 1142 1143 1144 1145 1146 |
if (info /= 0) then if (present(status)) status=0 deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) |
68642e5d2 Using [SDCZ]GEEVX... |
1147 |
deallocate(scal,rconde,rcondv) |
b93026039 git-svn-id: https... |
1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 |
return end if ! now fill in the results i=1 do while(i<=d) evala(i)=cmplx(wr(i),wi(i)) if (wi(i) == 0.) then ! eigenvalue is real eveca(:,i)=cmplx(vr(:,i),0.) else ! eigenvalue is complex evala(i+1)=cmplx(wr(i+1),wi(i+1)) eveca(:,i)=cmplx(vr(:,i),vr(:,i+1)) eveca(:,i+1)=cmplx(vr(:,i),-vr(:,i+1)) i=i+1 end if i=i+1 enddo deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) |
68642e5d2 Using [SDCZ]GEEVX... |
1170 |
deallocate(scal,rconde,rcondv) |
b93026039 git-svn-id: https... |
1171 |
|
b85eed017 Added sorting of ... |
1172 |
! sorting |
af246bca4 +) Sorting of eig... |
1173 1174 1175 |
if (present(sortval) .and. sortval) then call fvn_c_sort_eigen(d,evala,eveca) end if |
b85eed017 Added sorting of ... |
1176 |
|
b93026039 git-svn-id: https... |
1177 |
end subroutine |
af246bca4 +) Sorting of eig... |
1178 |
subroutine fvn_d_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1179 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1180 1181 1182 1183 1184 |
! integer(kind=ip_kind) d (in) : matrice rank ! real(kind=dp_kind) a(d,d) (in) : The Matrix ! complex(kind=dp_kind)(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=dp_kind)(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1185 1186 |
! ! interfacing Lapack routine DGEEV |
68642e5d2 Using [SDCZ]GEEVX... |
1187 |
! 2020 11 03 : DGEEVX with BALANC='N' |
b93026039 git-svn-id: https... |
1188 |
implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1189 1190 1191 1192 1193 1194 |
integer(kind=ip_kind), intent(in) :: d real(kind=dp_kind), intent(in) :: a(d,d) complex(kind=dp_kind), intent(out) :: evala(d) complex(kind=dp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval |
b93026039 git-svn-id: https... |
1195 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1196 1197 1198 1199 1200 1201 1202 1203 1204 1205 |
real(kind=dp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork real(kind=dp_kind), allocatable :: wr(:),wi(:) real(kind=dp_kind) :: vl ! unused but necessary for the call real(kind=dp_kind), allocatable :: vr(:,:) real(kind=dp_kind), allocatable :: work(:) real(kind=dp_kind) :: twork(1) integer(kind=ip_kind) i integer(kind=ip_kind) j |
b93026039 git-svn-id: https... |
1206 |
|
68642e5d2 Using [SDCZ]GEEVX... |
1207 1208 1209 1210 |
integer(kind=ip_kind) :: ilo,ihi, iwork real(kind=dp_kind), allocatable, dimension(:) :: scal, rconde, rcondv real(kind=dp_kind) :: abnrm |
b93026039 git-svn-id: https... |
1211 1212 1213 1214 1215 1216 1217 1218 1219 1220 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call dcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) allocate(wr(d)) allocate(wi(d)) allocate(vr(d,d)) |
68642e5d2 Using [SDCZ]GEEVX... |
1221 |
allocate(scal(d),rconde(d),rcondv(d)) |
b93026039 git-svn-id: https... |
1222 |
! query optimal work size |
68642e5d2 Using [SDCZ]GEEVX... |
1223 1224 |
! call dgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,twork,-1,info) call dgeevx('N','N','V','N',d,wc_a,d,wr,wi,vl,1,vr,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,twork,-1,IWORK,info) |
b93026039 git-svn-id: https... |
1225 1226 |
lwork=int(twork(1)) allocate(work(lwork)) |
68642e5d2 Using [SDCZ]GEEVX... |
1227 1228 |
! call dgeev('N','V',d,wc_a,d,wr,wi,vl,1,vr,d,work,lwork,info) call dgeevx('N','N','V','N',d,wc_a,d,wr,wi,vl,1,vr,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,work,lwork,IWORK,info) |
b93026039 git-svn-id: https... |
1229 1230 1231 1232 1233 1234 1235 1236 |
if (info /= 0) then if (present(status)) status=0 deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) |
68642e5d2 Using [SDCZ]GEEVX... |
1237 |
deallocate(scal,rconde,rcondv) |
b93026039 git-svn-id: https... |
1238 1239 1240 1241 1242 1243 |
return end if ! now fill in the results i=1 do while(i<=d) |
f6bacaf83 ChW 11/09: ANSI c... |
1244 |
evala(i)=cmplx(wr(i),wi(i),dp_kind) |
b93026039 git-svn-id: https... |
1245 |
if (wi(i) == 0.) then ! eigenvalue is real |
f6bacaf83 ChW 11/09: ANSI c... |
1246 |
eveca(:,i)=cmplx(vr(:,i),0._dp_kind,dp_kind) |
b93026039 git-svn-id: https... |
1247 |
else ! eigenvalue is complex |
f6bacaf83 ChW 11/09: ANSI c... |
1248 1249 1250 |
evala(i+1)=cmplx(wr(i+1),wi(i+1),dp_kind) eveca(:,i)=cmplx(vr(:,i),vr(:,i+1),dp_kind) eveca(:,i+1)=cmplx(vr(:,i),-vr(:,i+1),dp_kind) |
b93026039 git-svn-id: https... |
1251 1252 1253 1254 1255 1256 1257 1258 1259 1260 |
i=i+1 end if i=i+1 enddo deallocate(work) deallocate(vr) deallocate(wi) deallocate(wr) deallocate(wc_a) |
68642e5d2 Using [SDCZ]GEEVX... |
1261 |
deallocate(scal,rconde,rcondv) |
b93026039 git-svn-id: https... |
1262 |
|
b85eed017 Added sorting of ... |
1263 |
! sorting |
af246bca4 +) Sorting of eig... |
1264 1265 1266 |
if (present(sortval) .and. sortval) then call fvn_z_sort_eigen(d,evala,eveca) end if |
b85eed017 Added sorting of ... |
1267 |
|
b93026039 git-svn-id: https... |
1268 |
end subroutine |
af246bca4 +) Sorting of eig... |
1269 |
subroutine fvn_c_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1270 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1271 1272 1273 1274 1275 |
! integer(kind=ip_kind) d (in) : matrice rank ! complex(kind=sp_kind) a(d,d) (in) : The Matrix ! complex(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1276 1277 |
! ! interfacing Lapack routine CGEEV |
68642e5d2 Using [SDCZ]GEEVX... |
1278 |
! 2020 11 03 : CGEEVX with BALANC='N' |
b93026039 git-svn-id: https... |
1279 |
implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1280 1281 1282 1283 1284 1285 1286 1287 1288 1289 1290 1291 1292 1293 |
integer(kind=ip_kind), intent(in) :: d complex(kind=sp_kind), intent(in) :: a(d,d) complex(kind=sp_kind), intent(out) :: evala(d) complex(kind=sp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval complex(kind=sp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork complex(kind=sp_kind), allocatable :: work(:) complex(kind=sp_kind) :: twork(1) real(kind=sp_kind), allocatable :: rwork(:) complex(kind=sp_kind) :: vl ! unused but necessary for the call |
b93026039 git-svn-id: https... |
1294 |
|
68642e5d2 Using [SDCZ]GEEVX... |
1295 1296 1297 1298 |
integer(kind=ip_kind) :: ilo,ihi real(kind=sp_kind), allocatable, dimension(:) :: scal, rconde, rcondv real(kind=sp_kind) :: abnrm |
b93026039 git-svn-id: https... |
1299 1300 1301 1302 1303 1304 1305 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call ccopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) |
a2360e2fa Correction d'un b... |
1306 1307 |
! rwork must be allocated before query allocate(rwork(2*d)) |
68642e5d2 Using [SDCZ]GEEVX... |
1308 |
allocate(scal(d),rconde(d),rcondv(d)) |
b93026039 git-svn-id: https... |
1309 |
! query optimal work size |
68642e5d2 Using [SDCZ]GEEVX... |
1310 1311 |
! call cgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,twork,-1,rwork,info) call cgeevx('N','N','V','N',d,wc_a,d,evala,vl,1,eveca,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,twork,-1,rwork,info) |
b93026039 git-svn-id: https... |
1312 |
lwork=int(twork(1)) |
a2360e2fa Correction d'un b... |
1313 |
allocate(work(lwork)) |
68642e5d2 Using [SDCZ]GEEVX... |
1314 1315 |
! call cgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,work,lwork,rwork,info) call cgeevx('N','N','V','N',d,wc_a,d,evala,vl,1,eveca,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,work,lwork,rwork,info) |
b93026039 git-svn-id: https... |
1316 1317 1318 1319 1320 1321 1322 |
if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(wc_a) |
68642e5d2 Using [SDCZ]GEEVX... |
1323 |
deallocate(scal,rconde,rcondv) |
b93026039 git-svn-id: https... |
1324 |
|
b85eed017 Added sorting of ... |
1325 |
! sorting |
af246bca4 +) Sorting of eig... |
1326 1327 1328 |
if (present(sortval) .and. sortval) then call fvn_c_sort_eigen(d,evala,eveca) end if |
b85eed017 Added sorting of ... |
1329 |
|
b93026039 git-svn-id: https... |
1330 |
end subroutine |
af246bca4 +) Sorting of eig... |
1331 |
subroutine fvn_z_matev(d,a,evala,eveca,status,sortval) |
b93026039 git-svn-id: https... |
1332 |
! |
f6bacaf83 ChW 11/09: ANSI c... |
1333 1334 1335 1336 1337 |
! integer(kind=ip_kind) d (in) : matrice rank ! complex(kind=dp_kind)(kind=sp_kind) a(d,d) (in) : The Matrix ! complex(kind=dp_kind)(kind=sp_kind) evala(d) (out) : eigenvalues ! complex(kind=dp_kind)(kind=sp_kind) eveca(d,d) (out) : eveca(:,j) = jth eigenvector ! integer(kind=ip_kind) (out) : status =0 if something went wrong |
b93026039 git-svn-id: https... |
1338 1339 |
! ! interfacing Lapack routine ZGEEV |
68642e5d2 Using [SDCZ]GEEVX... |
1340 |
! 2020 11 03 : ZGEEVX with BALANC='N' |
b93026039 git-svn-id: https... |
1341 |
implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1342 1343 1344 1345 1346 1347 1348 1349 1350 1351 1352 1353 1354 1355 |
integer(kind=ip_kind), intent(in) :: d complex(kind=dp_kind), intent(in) :: a(d,d) complex(kind=dp_kind), intent(out) :: evala(d) complex(kind=dp_kind), intent(out) :: eveca(d,d) integer(kind=ip_kind), intent(out), optional :: status logical(kind=ip_kind), intent(in), optional :: sortval complex(kind=dp_kind), allocatable :: wc_a(:,:) ! a working copy of a integer(kind=ip_kind) :: info integer(kind=ip_kind) :: lwork complex(kind=dp_kind), allocatable :: work(:) complex(kind=dp_kind) :: twork(1) real(kind=dp_kind), allocatable :: rwork(:) complex(kind=dp_kind) :: vl ! unused but necessary for the call |
b93026039 git-svn-id: https... |
1356 |
|
68642e5d2 Using [SDCZ]GEEVX... |
1357 1358 1359 1360 1361 |
integer(kind=ip_kind) :: ilo,ihi real(kind=dp_kind), allocatable, dimension(:) :: scal, rconde, rcondv real(kind=dp_kind) :: abnrm |
b93026039 git-svn-id: https... |
1362 1363 1364 1365 1366 1367 1368 |
if (present(status)) status=1 ! making a working copy of a allocate(wc_a(d,d)) !call zcopy(d*d,a,1,wc_a,1) wc_a(:,:)=a(:,:) |
a2360e2fa Correction d'un b... |
1369 1370 |
! rwork must be allocated before query allocate(rwork(2*d)) |
68642e5d2 Using [SDCZ]GEEVX... |
1371 |
allocate(scal(d),rconde(d),rcondv(d)) |
b93026039 git-svn-id: https... |
1372 |
! query optimal work size |
68642e5d2 Using [SDCZ]GEEVX... |
1373 1374 |
! call zgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,twork,-1,rwork,info) call zgeevx('N','N','V','N',d,wc_a,d,evala,vl,1,eveca,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,twork,-1,rwork,info) |
b93026039 git-svn-id: https... |
1375 |
lwork=int(twork(1)) |
a2360e2fa Correction d'un b... |
1376 |
allocate(work(lwork)) |
68642e5d2 Using [SDCZ]GEEVX... |
1377 1378 |
! call zgeev('N','V',d,wc_a,d,evala,vl,1,eveca,d,work,lwork,rwork,info) call zgeevx('N','N','V','N',d,wc_a,d,evala,vl,1,eveca,d,ILO,IHI,SCAL,ABNRM,RCONDE,RCONDV,work,lwork,rwork,info) |
b93026039 git-svn-id: https... |
1379 1380 1381 1382 1383 1384 1385 |
if (info /= 0) then if (present(status)) status=0 end if deallocate(rwork) deallocate(work) deallocate(wc_a) |
68642e5d2 Using [SDCZ]GEEVX... |
1386 |
deallocate(scal,rconde,rcondv) |
b93026039 git-svn-id: https... |
1387 |
|
b85eed017 Added sorting of ... |
1388 |
! sorting |
af246bca4 +) Sorting of eig... |
1389 1390 1391 |
if (present(sortval) .and. sortval) then call fvn_z_sort_eigen(d,evala,eveca) end if |
b93026039 git-svn-id: https... |
1392 1393 1394 1395 1396 1397 1398 1399 1400 1401 1402 1403 1404 1405 1406 1407 1408 1409 1410 1411 1412 1413 1414 1415 1416 1417 1418 1419 1420 1421 1422 |
end subroutine !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! Least square problem ! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! ! ! subroutine fvn_d_lspoly(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
f6bacaf83 ChW 11/09: ANSI c... |
1423 1424 1425 1426 |
integer(kind=ip_kind), intent(in) :: np,deg real(kind=dp_kind), intent(in), dimension(np) :: x,y real(kind=dp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
b93026039 git-svn-id: https... |
1427 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1428 1429 1430 1431 |
real(kind=dp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=dp_kind),dimension(:),allocatable :: work real(kind=dp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info |
b93026039 git-svn-id: https... |
1432 |
|
f6bacaf83 ChW 11/09: ANSI c... |
1433 |
integer(kind=ip_kind) :: i,j |
b93026039 git-svn-id: https... |
1434 1435 1436 1437 1438 1439 1440 1441 1442 1443 1444 1445 |
if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call dgels('N',np,deg+1,1,mat,np,bmat,np,twork,-1,info) |
204ded3d3 Suppression de co... |
1446 1447 |
lwork=int(twork(1)) allocate(work(lwork)) |
f6bacaf83 ChW 11/09: ANSI c... |
1448 |
! real(kind=sp_kind) call |
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call dgels('N',np,deg+1,1,mat,np,bmat,np,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat) end subroutine subroutine fvn_s_lspoly(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
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integer(kind=ip_kind), intent(in) :: np,deg real(kind=sp_kind), intent(in), dimension(np) :: x,y real(kind=sp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
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real(kind=sp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=sp_kind),dimension(:),allocatable :: work real(kind=sp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info |
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integer(kind=ip_kind) :: i,j |
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if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call sgels('N',np,deg+1,1,mat,np,bmat,np,twork,-1,info) |
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lwork=int(twork(1)) allocate(work(lwork)) |
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! real(kind=sp_kind) call |
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call sgels('N',np,deg+1,1,mat,np,bmat,np,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat) end subroutine subroutine fvn_d_lspoly_svd(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting using singular value decomposition ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
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integer(kind=ip_kind), intent(in) :: np,deg real(kind=dp_kind), intent(in), dimension(np) :: x,y real(kind=dp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
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real(kind=dp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=dp_kind),dimension(:),allocatable :: work,singval real(kind=dp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info,rank |
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integer(kind=ip_kind) :: i,j |
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if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1),singval(deg+1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call dgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,twork,-1,info) |
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lwork=int(twork(1)) allocate(work(lwork)) |
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! real(kind=sp_kind) call |
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call dgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat,singval) end subroutine subroutine fvn_s_lspoly_svd(np,x,y,deg,coeff,status) ! ! Least square polynomial fitting using singular value decomposition ! ! Find the coefficients of the least square polynomial of a given degree ! for a set of coordinates. ! ! The degree must be lower than the number of points ! ! np (in) : number of points ! x(np) (in) : x data ! y(np) (in) : y data ! deg (in) : polynomial's degree ! coeff(deg+1) (out) : polynomial coefficients ! status (out) : =0 if a problem occurs ! implicit none |
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integer(kind=ip_kind), intent(in) :: np,deg real(kind=sp_kind), intent(in), dimension(np) :: x,y real(kind=sp_kind), intent(out), dimension(deg+1) :: coeff integer(kind=ip_kind), intent(out), optional :: status |
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real(kind=sp_kind), allocatable, dimension(:,:) :: mat,bmat real(kind=sp_kind),dimension(:),allocatable :: work,singval real(kind=sp_kind),dimension(1) :: twork integer(kind=ip_kind) :: lwork,info,rank |
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integer(kind=ip_kind) :: i,j |
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if (present(status)) status=1 allocate(mat(np,deg+1),bmat(np,1),singval(deg+1)) ! Design matrix valorisation mat=reshape( (/ ((x(i)**(j-1),i=1,np),j=1,deg+1) /),shape=(/ np,deg+1 /) ) ! second member valorisation bmat=reshape ( (/ (y(i),i=1,np) /) ,shape = (/ np,1 /)) ! query workspace size call sgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,twork,-1,info) |
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lwork=int(twork(1)) allocate(work(lwork)) |
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! real(kind=sp_kind) call |
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call sgelss(np,deg+1,1,mat,np,bmat,np,singval,-1.,rank,work,lwork,info) if (info /= 0) then if (present(status)) status=0 end if coeff = (/ (bmat(i,1),i=1,deg+1) /) deallocate(work) deallocate(mat,bmat,singval) end subroutine |
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end module fvn_linear |