E:\matinv.

f Wednesday, January 05, 2011 5:34 PM

C **********************************************************************
SUBROUTINE MATINV(N,A,AINV)
C Download URL: http://wp.me/p61TQ-zb
C Last modified: 2010/12/30

C A general purpose matrix inverter by augmenting-pivoting technique:

C A B C | 1 0 0 1 0 0 | J K L
C D E F | 0 1 0 => 0 1 0 | M N O
C G H I | 0 0 1 0 0 1 | P Q R

C Based on a lecture by Prof. McFarland

C http://math.uww.edu/~mcfarlat/inverse.htm

C Explanation of passed parameters:

C N: dimension of square matrix
C A: square matrix of dimension NxN to be inverted
C AINV: the inverted matrix

IMPLICIT REAL*8 (A-H,O-Z)

DIMENSION A(N,N),AINV(N,N),B(N,2*N)

C MAKE AUGMENTED MATRIX

DO I=1,N
DO J=1,N
B(I,J)=0.0D0
B(I,J+N)=0.0D0

B(I,J)=A(I,J)
IF(I.EQ.J) THEN
B(I,J+N)=1.0D0
END IF
END DO
END DO

DO I=1,N

C CHOOSE THE LEFTMOST NON-ZERO ELEMENT AS PIVOT

DO J=1,N
IF(DABS(B(I,J)).GT.0)THEN
PIVOT=B(I,J)
EXIT
END IF
END DO

C STEP 1: Change the chosen pivot into "1" by dividing

C the pivot's row by the pivot number
DO J=1,2*N
B(I,J)=B(I,J)/PIVOT
END DO
PIVOT=B(I,I) !UPDATE PIVOT VALUE

C STEP 2: Change the remainder of the pivot's COLUMN into 0's

C by adding to each row a suitable multiple of the PIVOT ROW
DO K=1,N !ROW
IF(K.NE.I) THEN
XNUM=B(K,I)/PIVOT !SAME COLUMN WITH THE CURRENT PIVOT

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E:\matinv.f Wednesday, January 05, 2011 5:34 PM

DO J=1,2*N !COL
B(K,J)=B(K,J)-XNUM*B(I,J)
END DO
END IF
END DO

END DO

C PREPARE THE FINAL INVERTED MATRIX

DO I=1,N
DO J=1,N
AINV(I,J)=B(I,J+N)
END DO
END DO

RETURN
END
C **********************************************************************

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