1. 用 matmul 代替 .x. 进行矩阵相乘。
2. 用 IMSL 5.0 代替 6.0和7.0（因为它们有bug）
3. 用 MKL 、Lapac ...
好，我尝试一下imsl5.0。
谢谢了～ 本帖最后由 kerb 于 2017-1-6 12:46 编辑
subroutine dgesv ( integer N,
integer NRHS,
double precision, dimension( lda, * ) A,
integer LDA,
integer, dimension( * ) IPIV,
double precision, dimension( ldb, * ) B,
integer LDB,
integer INFO
)
DGESV computes the solution to system of linear equations A * X = B for GE matrices
Download DGESV + dependencies
Purpose:
DGESV computes the solution to a real system of linear equations
A * X = B,
where A is an N-by-N matrix and X and B are N-by-NRHS matrices.
The LU decomposition with partial pivoting and row interchanges is
used to factor A as
A = P * L * U,
where P is a permutation matrix, L is unit lower triangular, and U is
upper triangular.The factored form of A is then used to solve the
system of equations A * X = B.
Parameters
N
N is INTEGER
The number of linear equations, i.e., the order of the
matrix A.N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B.NRHS >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the N-by-N coefficient matrix A.
On exit, the factors L and U from the factorization
A = P*L*U; the unit diagonal elements of L are not stored.
LDA
LDA is INTEGER
The leading dimension of the array A.LDA >= max(1,N).
IPIV
IPIV is INTEGER array, dimension (N)
The pivot indices that define the permutation matrix P;
row i of the matrix was interchanged with row IPIV(i).
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
On entry, the N-by-NRHS matrix of right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B.LDB >= max(1,N).
INFO
INFO is INTEGER
= 0:successful exit
< 0:if INFO = -i, the i-th argument had an illegal value
> 0:if INFO = i, U(i,i) is exactly zero.The factorization
has been completed, but the factor U is exactly
singular, so the solution could not be computed.
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