f01brf
f01brf
© Numerical Algorithms Group, 2002.
Purpose
F01BRF LU factorization of real sparse matrix
Synopsis
[a,irn,icn,ikeep,w,idisp,ifail] = f01brf(n,nz,a,irn,icn<,pivot,lblock,grow,...
abort,ifail>)
Description
Given a real sparse matrix A, this routine may be used to obtain
the LU factorization of a permutation of A,
PAQ=LU
where P and Q are permutation matrices, L is unit lower
triangular and U is upper triangular. The routine uses a sparse
variant of Gaussian elimination, and the pivotal strategy is
designed to compromise between maintaining sparsity and
controlling loss of accuracy through round-off.
Optionally the routine first permutes the matrix into block lower
triangular form and then only factorizes the diagonal blocks. For
some matrices this gives a considerable saving in storage and
execution time.
Extensive data checks are made; duplicated non-zeros can be
accumulated.
The factorization is intended to be used by F04AXF to solve
T
sparse systems of linear equations Ax=b or A x=b. If several
matrices of the same sparsity pattern are to be factorized,
F01BSF should be used for the second and subsequent matrices.
Parameters
f01brf
Required Input Arguments:
n integer
nz integer
a (:) real
irn (:) integer
icn (:) integer
Optional Input Arguments: <Default>
pivot real 0.1
lblock logical 1
grow logical 1
abort (4) logical [1;1;0;1]
ifail integer -1
Output Arguments:
a (:) real
irn (:) integer
icn (:) integer
ikeep (5*n) integer
w (n) real
idisp (10) integer
ifail integer