File GELG.FT (FORTRAN source file)

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C
C     ..................................................................
C
C        SUBROUTINE GELG
C
C        PURPOSE
C           TO SOLVE A GENERAL SYSTEM OF SIMULTANEOUS LINEAR EQUATIONS.
C
C        USAGE
C           CALL GELG(R,A,M,N,EPS,IER)
C
C        DESCRIPTION OF PARAMETERS
C           R      - THE M BY N MATRIX OF RIGHT HAND SIDES.  (DESTROYED)
C                    ON RETURN R CONTAINS THE SOLUTION OF THE EQUATIONS.
C           A      - THE M BY M COEFFICIENT MATRIX.  (DESTROYED)
C           M      - THE NUMBER OF EQUATIONS IN THE SYSTEM.
C           N      - THE NUMBER OF RIGHT HAND SIDE VECTORS.
C           EPS    - AN INPUT CONSTANT WHICH IS USED AS RELATIVE
C                    TOLERANCE FOR TEST ON LOSS OF SIGNIFICANCE.
C           IER    - RESULTING ERROR PARAMETER CODED AS FOLLOWS
C                    IER=0  - NO ERROR,
C                    IER=-1 - NO RESULT BECAUSE OF M LESS THAN 1 OR
C                             PIVOT ELEMENT AT ANY ELIMINATION STEP
C                             EQUAL TO 0,
C                    IER=K  - WARNING DUE TO POSSIBLE LOSS OF SIGNIFI-
C                             CANCE INDICATED AT ELIMINATION STEP K+1,
C                             WHERE PIVOT ELEMENT WAS LESS THAN OR
C                             EQUAL TO THE INTERNAL TOLERANCE EPS TIMES
C                             ABSOLUTELY GREATEST ELEMENT OF MATRIX A.
C
C        REMARKS
C           INPUT MATRICES R AND A ARE ASSUMED TO BE STORED COLUMNWISE
C           IN M*N RESP. M*M SUCCESSIVE STORAGE LOCATIONS. ON RETURN
C           SOLUTION MATRIX R IS STORED COLUMNWISE TOO.
C           THE PROCEDURE GIVES RESULTS IF THE NUMBER OF EQUATIONS M IS
C           GREATER THAN 0 AND PIVOT ELEMENTS AT ALL ELIMINATION STEPS
C           ARE DIFFERENT FROM 0. HOWEVER WARNING IER=K - IF GIVEN -
C           INDICATES POSSIBLE LOSS OF SIGNIFICANCE. IN CASE OF A WELL
C           SCALED MATRIX A AND APPROPRIATE TOLERANCE EPS, IER=K MAY BE
C           INTERPRETED THAT MATRIX A HAS THE RANK K. NO WARNING IS
C           GIVEN IN CASE M=1.
C
C        SUBROUTINES AND FUNCTION SUBPROGRAMS REQUIRED
C           NONE
C
C        METHOD
C           SOLUTION IS DONE BY MEANS OF GAUSS-ELIMINATION WITH
C           COMPLETE PIVOTING.
C
C     ..................................................................
C
      SUBROUTINE GELG(R,A,M,N,EPS,IER)
C
C
      DIMENSION A(1),R(1)
      IF(M)23,23,1
C
C     SEARCH FOR GREATEST ELEMENT IN MATRIX A
    1 IER=0
      PIV=0.
      MM=M*M
      NM=N*M
      DO 3 L=1,MM
      TB=ABS(A(L))
      IF(TB-PIV)3,3,2
    2 PIV=TB
      I=L
    3 CONTINUE
      TOL=EPS*PIV
C     A(I) IS PIVOT ELEMENT. PIV CONTAINS THE ABSOLUTE VALUE OF A(I).
C
C
C     START ELIMINATION LOOP
      LST=1
      DO 17 K=1,M
C
C     TEST ON SINGULARITY
      IF(PIV)23,23,4
    4 IF(IER)7,5,7
    5 IF(PIV-TOL)6,6,7
    6 IER=K-1
    7 PIVI=1./A(I)
      J=(I-1)/M
      I=I-J*M-K
      J=J+1-K
C     I+K IS ROW-INDEX, J+K COLUMN-INDEX OF PIVOT ELEMENT
C
C     PIVOT ROW REDUCTION AND ROW INTERCHANGE IN RIGHT HAND SIDE R
      DO 8 L=K,NM,M
      LL=L+I
      TB=PIVI*R(LL)
      R(LL)=R(L)
    8 R(L)=TB
C
C     IS ELIMINATION TERMINATED
      IF(K-M)9,18,18
C
C     COLUMN INTERCHANGE IN MATRIX A
    9 LEND=LST+M-K
      IF(J)12,12,10
   10 II=J*M
      DO 11 L=LST,LEND
      TB=A(L)
      LL=L+II
      A(L)=A(LL)
   11 A(LL)=TB
C
C     ROW INTERCHANGE AND PIVOT ROW REDUCTION IN MATRIX A
   12 DO 13 L=LST,MM,M
      LL=L+I
      TB=PIVI*A(LL)
      A(LL)=A(L)
   13 A(L)=TB
C
C     SAVE COLUMN INTERCHANGE INFORMATION
      A(LST)=J
C
C     ELEMENT REDUCTION AND NEXT PIVOT SEARCH
      PIV=0.
      LST=LST+1
      J=0
      DO 16 II=LST,LEND
      PIVI=-A(II)
      IST=II+M
      J=J+1
      DO 15 L=IST,MM,M
      LL=L-J
      A(L)=A(L)+PIVI*A(LL)
      TB=ABS(A(L))
      IF(TB-PIV)15,15,14
   14 PIV=TB
      I=L
   15 CONTINUE
      DO 16 L=K,NM,M
      LL=L+J
   16 R(LL)=R(LL)+PIVI*R(L)
   17 LST=LST+M
C     END OF ELIMINATION LOOP
C
C
C     BACK SUBSTITUTION AND BACK INTERCHANGE
   18 IF(M-1)23,22,19
   19 IST=MM+M
      LST=M+1
      DO 21 I=2,M
      II=LST-I
      IST=IST-LST
      L=IST-M
      L=A(L)+.5
      DO 21 J=II,NM,M
      TB=R(J)
      LL=J
      DO 20 K=IST,MM,M
      LL=LL+1
   20 TB=TB-A(K)*R(LL)
      K=J+L
      R(J)=R(K)
   21 R(K)=TB
   22 RETURN
C
C
C     ERROR RETURN
   23 IER=-1
      RETURN
      END



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