derank - nicolob/pep-full GitHub Wiki
Type: subroutine
Defined in: derank.f
Definition: subroutine DERANK(b,side,nparm,elim,eigval,temp,iuse,ierinv)
nparm - number of parameters
elim - number of eigenvalues to eliminate
b - on input, a scaled lower-triangular-form nparm*nparm matrix
used for two square matrices during solution
returned as inverse matrix in lower-triangular form
side - on input, right-hand side of normal equations
returned as solution vector
eigval- work array, filled with eigenvalues (real and imaginary parts)
temp - work array, filled on return with eigensolutions
iuse - work array
ierinv- completion code
find and eliminate the smallest eigenvalues
array of eigenvalues is already aproximately in decreasing order
use bubble sort to enforce strict ordering and keep eigenvectors
lined up with corresponding eigenvalues
None.
b
side
nparm
elim
eigval
temp
iuse
ierinv
- prodct
- rg
- suicid
- ...
- ...