lu_dec - fabiankindermann/ce-fortran GitHub Wiki

subroutine lu_dec(a, l, u)

This subroutine decomposes a matrix into a lower triangular matrix and an upper triangular matrix , such that . Note that the matrices , and need to be square matrices and all have the same size.

• real*8 :: a(:, :)
  The square matrix that should be decomposed into a lower and an upper triangular martix.

• real*8 :: l(:, :)
  The lower triangular decomposition matrix. Must have the same size as a.
• real*8 :: u(:, :)
  The upper triangular decomposition matrix. Must have the same size as a.

• Parts of this routine were copied and adapted from the Crout’s method with partial pivoting algorithm in:
  • Press, W.H., Teukolsky, S.A., Vetterling, W.T. & Flannery, B.P. (1992). Numerical Recipes in Fortran 90: The Art of Parallel Scientific Computing, 2nd edition. Cambridge: Cambridge Univeristy Press.
• For further reading refer to:
  • Golub, G.H. & Van Loan, C.F. (2013). Matrix Computations, 4th ed. Baltimore: Johns Hopkins University Press.
• This routine is used in the following programs:
  • prog02_02.f90