Return the determinant of the input square matrix.
This generic interface uses the pivoted LU (LUP) factorization to compute the determinant.
If the matrix is already known to be positive-definite, use the other more appropriate faster generic interfaces of this module (e.g., setMatDetSqrt).
- Parameters
-
[in,out] | mat | : The input/output contiguous square matrix of shape (1:ndim, 1:ndim) of,
-
type
complex of kind any supported by the processor (e.g., CK, CK32, CK64, or CK128),
-
type
real of kind any supported by the processor (e.g., RK, RK32, RK64, or RK128),
On input, it represents the general matrix whose determinant must be computed.
On output, it is completely overwritten by its LUP factorization.
|
[out] | det | : The output scalar of the same type and kind as the input mat representing its determinant. |
[out] | info | : The output scalar of type integer of default kind IK that is non-zero if and only if the Pivoted LU-factorization of the input mat fails.
See the corresponding info argument of setMatLUP for possible meanings of the output non-zero error code.
|
Possible calling interfaces ⛓
Return the determinant of the input square matrix.
This module contains procedures and generic interfaces relevant to the computation of the determinant...
- Warning
- The condition
size(mat, 1) == size(mat, 2)
must hold for the corresponding input arguments.
This condition is verified only if the library is built with the preprocessor macro CHECK_ENABLED=1
.
-
The
pure
procedure(s) documented herein become impure
when the ParaMonte library is compiled with preprocessor macro CHECK_ENABLED=1
.
By default, these procedures are pure
in release
build and impure
in debug
and testing
builds.
- See also
- getMatDet
setMatDet
getMatDetSqrtLog
setMatDetSqrtLog
getMatDetSqrt
setMatDetSqrt
Example usage ⛓
12 integer(IK) :: info, ndim, itry, ntry
= 10
13 type(display_type) :: disp
18 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
19 call disp%show(
"! Compute the determinant of the square matrix.")
20 call disp%show(
"!%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%")
25 real(TKG),
allocatable :: mat(:,:), lup(:,:)
29 call disp%show(
"ndim = getUnifRand(1, 9)")
31 call disp%show(
"mat = getUnifRand(1._TKG, 2._TKG, ndim, ndim)")
37 call disp%show(
"call setMatDet(lup, det, info)")
39 call disp%show(
"lup ! lup factorization.")
41 call disp%show(
"if (info /= 0) error stop 'determinant computation failed.'")
42 if (info
/= 0)
error stop 'determinant computation failed.'
43 call disp%show(
"det * getMatDet(getMatInv(mat)) ! must be one.")
51 complex(TKG),
allocatable :: mat(:,:), lup(:,:)
55 call disp%show(
"ndim = getUnifRand(1, 9)")
57 call disp%show(
"mat = getUnifRand((1._TKG, 1._TKG), (2._TKG, 2._TKG), ndim, ndim)")
58 mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
63 call disp%show(
"call setMatDet(lup, det, info)")
65 call disp%show(
"if (info /= 0) error stop 'determinant computation failed.'")
66 if (info
/= 0)
error stop 'determinant computation failed.'
67 call disp%show(
"lup ! lup factorization.")
69 call disp%show(
"det * getMatDet(getMatInv(mat)) ! must be one.")
Generate and return a scalar or a contiguous array of rank 1 of length s1 of randomly uniformly distr...
This is a generic method of the derived type display_type with pass attribute.
This is a generic method of the derived type display_type with pass attribute.
Generate and return the determinant of the input general square matrix.
Generate and return the full inverse of an input matrix of general or triangular form directly or thr...
This module contains classes and procedures for computing various statistical quantities related to t...
This module contains classes and procedures for input/output (IO) or generic display operations on st...
type(display_type) disp
This is a scalar module variable an object of type display_type for general display.
This module defines the relevant Fortran kind type-parameters frequently used in the ParaMonte librar...
integer, parameter LK
The default logical kind in the ParaMonte library: kind(.true.) in Fortran, kind(....
integer, parameter CKH
The scalar integer constant of intrinsic default kind, representing the highest-precision complex kin...
integer, parameter IK
The default integer kind in the ParaMonte library: int32 in Fortran, c_int32_t in C-Fortran Interoper...
integer, parameter SK
The default character kind in the ParaMonte library: kind("a") in Fortran, c_char in C-Fortran Intero...
integer, parameter RKH
The scalar integer constant of intrinsic default kind, representing the highest-precision real kind t...
This module contains abstract and concrete derived types and procedures related to the inversion of s...
Generate and return an object of type display_type.
Example Unix compile command via Intel ifort
compiler ⛓
3ifort -fpp -standard-semantics -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
Example Windows Batch compile command via Intel ifort
compiler ⛓
2set PATH=..\..\..\lib;%PATH%
3ifort /fpp /standard-semantics /O3 /I:..\..\..\include main.F90 ..\..\..\lib\libparamonte*.lib /exe:main.exe
Example Unix / MinGW compile command via GNU gfortran
compiler ⛓
3gfortran -cpp -ffree-line-length-none -O3 -Wl,-rpath,../../../lib -I../../../inc main.F90 ../../../lib/libparamonte* -o main.exe
Example output ⛓
11+1.22681961522596335290125423650711481,
+1.49389440623510343646024504465687758,
+1.32816211615524444108700765863733518,
+1.06565510053171045620477029599708936
12+1.08993507772181448640892792882840410,
+1.98278276447953944717111619675542958,
+1.36237815056562168866369184977689514,
+1.10163250880377549467807011116490388
13+1.46361841282694968964788303349776360,
+1.22595238046117168424607019764763230,
+1.80516686904033091579129089604725386,
+1.46971273769540524323863180458792312
14+1.23565139203064559447729281312154751,
+1.03569317744681506725615616174661765,
+1.51731698095606546633919268398627348,
+1.82346206605345182349228077226521288
17+1.22681961522596335290125423650711481,
+1.49389440623510343646024504465687758,
+1.32816211615524444108700765863733518,
+1.06565510053171045620477029599708936
18+0.888423256520122877698030516231730704,
+0.655572231194953493106323558279227663,
+0.182408038144321718933100721477672710,
+0.154879734062114362405245429901751657
19+1.19301843128532897221541042534299524,
-0.848558181845762177374883613214883368,
+0.375428817933996381534464200024336886,
+0.329791026908357419948286332542830195
20+1.00719892044035793263385825839729971,
-0.715337888717884104796703270243897759,
+0.825927306253209759872293465272365574,
+0.588543326724432737860524689244398956
21if (info
/= 0)
error stop 'determinant computation failed.'
23+1.00000000000000000000000000000000058
30+1.59328162193872098382069302862157234,
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+1.32909774562815774929611656690346339,
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31+1.98841044681667655006219383417318236,
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32+1.68353011220788192065870254079650664,
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33+1.38457217053310067223707515935775642,
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35+1.95438232704696730894746448922031358,
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38+1.95438232704696730894746448922031358,
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39+0.708444888889863013107533493547882938,
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41+0.861412881660500031585901753013926937,
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+0.490101308772289454028898342268629032
42+1.01741118884406054313913559366101934,
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43+0.815235381475301056482608326003965489,
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-0.308907989318987275394511096138288968,
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-0.256299892584185462541109657405793337,
+0.391069897547542301643836905067167578
44if (info
/= 0)
error stop 'determinant computation failed.'
46+0.999999999999999999999999999999999904
53+1.17363277684381070677871923815354808,
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55+1.61177441169325830074710715796367873,
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56+1.99408096801560871926642891476281282,
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69if (info
/= 0)
error stop 'determinant computation failed.'
71+1.00000000000000000000000000000000058
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84if (info
/= 0)
error stop 'determinant computation failed.'
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107if (info
/= 0)
error stop 'determinant computation failed.'
109+0.999999999999999999999999999999999519
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119+1.15729081006135263443418229032208201
120if (info
/= 0)
error stop 'determinant computation failed.'
122+1.00000000000000000000000000000000000
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135+1.89265398890716707679463316001284014,
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139if (info
/= 0)
error stop 'determinant computation failed.'
141+0.999999999999999999999999999999999807
148+1.99444185810286561802824121873969921
151+1.99444185810286561802824121873969921
152if (info
/= 0)
error stop 'determinant computation failed.'
154+0.999999999999999999999999999999999904
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172+0.967965962774433684332817918201932200,
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173+0.964791588899471023685145389065740427,
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175if (info
/= 0)
error stop 'determinant computation failed.'
177+0.999999999999999999999999999999996341
184+1.91327476778916809899276649693662397,
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185+1.04526698097198447633802234745675026,
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186+1.11664561834198296890989507508251502,
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192+0.539194424573472778723970899456958214,
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193+0.576014647544417706549204384364010390,
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194+0.986950804195234774884976096770297083,
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195+0.881203111377621413314939989827776996,
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196if (info
/= 0)
error stop 'determinant computation failed.'
198+1.00000000000000000000000000000000116
202mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
205(
+1.40310275418108527838196306746443629,
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206(
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207(
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+1.66392812607102838021872147605503325)
209if (info
/= 0)
error stop 'determinant computation failed.'
211(
+1.41188814471889051809659695483824451,
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212(
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213(
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215(
+1.00000000000000000000000000000000019,
+0.674075480535532548569592279904724561E-33)
219mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
222(
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223(
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224(
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225(
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226(
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227(
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+1.58911194466223820640837964138498998,
+1.87139728676565249699604635964367263)
229if (info
/= 0)
error stop 'determinant computation failed.'
231(
+1.94544656799996472638550929776484245,
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232(
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-0.931959822982556825916908844090432370E-1,
-0.474994318589339621209756024460398489)
233(
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234(
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+0.202410403138599891271537259559597229)
235(
+0.858339670524192062833764103041965260,
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236(
+0.667246367636440377738457616421964298,
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-0.438642350895150868325382758811460107,
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+0.611985866394395568665602670755225845,
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-0.335279643899635420174665754872184665E-1,
-0.778836638913019300975479532832483049E-1)
238(
+0.999999999999999999999999999999999519,
+0.883520361987644447589429881160835407E-32)
242mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
245(
+1.20600942850730226149795722163534822,
+1.20335204502830191110186568767425614)
247if (info
/= 0)
error stop 'determinant computation failed.'
249(
+1.20600942850730226149795722163534822,
+1.20335204502830191110186568767425614)
251(
+1.00000000000000000000000000000000000,
-0.481482486096808963263994485646231830E-34)
255mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
258(
+1.73566573003082594870842782602118366,
+1.05214673495039012763106129783708815), (
+1.97202609449081485340655330937006239,
+1.29845572778754108943784999222755612), (
+1.58180341211291633299345833317368479,
+1.54511208122130332223736396761896289)
259(
+1.86431671627461058540931287067777408,
+1.64316630411472497661085484633557685), (
+1.03820620191282388941706355611796757,
+1.83198722862010334765167552229936607), (
+1.51694657956171797622763165400552021,
+1.78996187171613119892783495210300357)
260(
+1.83760650160744667815481732873515121,
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+1.59772835548584740003114451931533980,
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+1.49031036577213572499015676210168173,
+1.67952790788269539445205960923830468)
262if (info
/= 0)
error stop 'determinant computation failed.'
264(
+1.86431671627461058540931287067777408,
+1.64316630411472497661085484633557685), (
+1.03820620191282388941706355611796757,
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+1.51694657956171797622763165400552021,
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265(
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266(
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268(
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272mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
275(
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276(
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277(
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279(
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280(
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281(
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282(
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283(
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285if (info
/= 0)
error stop 'determinant computation failed.'
287(
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288(
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289(
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290(
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291(
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292(
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293(
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294(
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295(
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297(
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301mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
304(
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305(
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306(
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307(
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308(
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309(
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310(
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312if (info
/= 0)
error stop 'determinant computation failed.'
314(
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315(
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316(
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317(
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318(
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319(
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320(
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322(
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326mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
329(
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+1.70651416073090537912457595928248102)
331if (info
/= 0)
error stop 'determinant computation failed.'
333(
+1.23895217035497171331755247040739747,
+1.70651416073090537912457595928248102)
335(
+1.00000000000000000000000000000000000,
+0.481482486096808963263994485646231830E-34)
339mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
342(
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343(
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344(
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345(
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346(
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347(
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348(
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350if (info
/= 0)
error stop 'determinant computation failed.'
352(
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353(
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354(
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355(
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356(
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357(
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-0.637846656664403530448028058432059591E-1)
358(
+0.902658059235546469250734152396979156,
-0.678882222084384319724330019733705120E-1), (
-0.224913320208913508213358601738255140,
+0.346160827568647729502823997622889437), (
+0.804495119489034106916378419115437030,
+0.488243017642674253771981386703648172), (
-0.835511507191622717648600565292944010E-1,
-0.905304744679322302735349934884733369), (
-0.647039790720048855724689136404107682,
-0.591127635751043845421007382153800328), (
-0.125271248911727131583698735160411081,
-0.804734160022329264052990721725081171), (
-0.918794161811214180190554141354617789,
-0.152590039297130129481007819534889782)
360(
+1.00000000000000000000000000000000116,
+0.962964972193617926527988971292463659E-34)
364mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
367(
+1.90938610344036060377676743557887033,
+1.13137662442532403380472535359983212), (
+1.86178687591959388218191718160183300,
+1.39607995741807628312540330779467862), (
+1.09277392407255302699364494462850695,
+1.80060937552341719417606782368573466)
368(
+1.34981952887116114272470144294175217,
+1.90813831025098440861747856424291723), (
+1.43478391556092880541753372858244385,
+1.95282753314376188052113354054995130), (
+1.41953851893597906639061592322890020,
+1.89156396144040979437345621078384191)
369(
+1.40472376511568749679062826323079236,
+1.75132125098320519971825815817737648), (
+1.56736688347451892656294620161530161,
+1.96382330922212165358585296319063072), (
+1.88296093666534926922028336875547245,
+1.39991146728814083622642822161773415)
371if (info
/= 0)
error stop 'determinant computation failed.'
373(
+1.90938610344036060377676743557887033,
+1.13137662442532403380472535359983212), (
+1.86178687591959388218191718160183300,
+1.39607995741807628312540330779467862), (
+1.09277392407255302699364494462850695,
+1.80060937552341719417606782368573466)
374(
+0.946768833260505908401055124123958245,
+0.356223983757026728883371207259148771), (
+0.302002259255210116731645980871678801,
-0.211548210475941486101413745062663115E-1), (
+1.48977688849287737698469214735550692,
-0.694121650913016495326039287437178765)
375(
+0.961504761583031765635771377211176886,
+0.429622011621559048172938020586769545), (
+0.849201149140632387881067754936746208,
-0.567578263774561598674209699149767135), (
+0.271260725465689647276798569827460756,
+1.12580362499694226033084719426042091)
377(
+0.999999999999999999999999999999999711,
+0.529630734706489859590393934210855013E-33)
381mat
= getUnifRand((
1._TKG,
1._TKG), (
2._TKG,
2._TKG), ndim, ndim)
384(
+1.89636919885334843190535393834516817,
+1.72188264262066646939183361797655735), (
+1.66579455095478036594951281609024692,
+1.33906447315671263634970897562742815), (
+1.20107997471888487212571623860678956,
+1.79258862846355231788132829932476449), (
+1.35185765920584613101134515977352294,
+1.85617051141696379367572516655924470), (
+1.37136447478593868863293722885284234,
+1.20255855286921330800381520121215510), (
+1.01219007004011811696604517949990408,
+1.72313377029384361261312584283011769)
385(
+1.17090802162271759968428048619499583,
+1.89856696159298958085208566420746101), (
+1.72468329701074332869965576650703835,
+1.59504919546204325855373308894072305), (
+1.21327357340589785713216830987058118,
+1.57340863677898972102880435792515380), (
+1.99798973655461680722625325225480393,
+1.05067464977793745275729456294496525), (
+1.93496153761767597437615831531054126,
+1.86987578240282823074773555173211835), (
+1.42694412572649524638344646818208191,
+1.91155784412762938251099632366300103)
386(
+1.81023633038097719565286214604780721,
+1.90225772172114810572564601567209980), (
+1.33983162786275688032695391718923270,
+1.26506356466982484132802809147825110), (
+1.87657645485795706061033560577250889,
+1.21480137963559319588348228757985612), (
+1.26530002468156162424522489120242319,
+1.71170999647224810337135052203217397), (
+1.14178751123862340088432478631178346,
+1.94095360734894705831257823317923748), (
+1.17598746338897432316909001873075594,
+1.06243129797140873914552632497274928)
387(
+1.04091700394777165450260017810285584,
+1.45633622825733838073954615859436244), (
+1.41601777723776200420110770079668780,
+1.59245672010766763740596145610332976), (
+1.87495253055114358755376843413827132,
+1.79975341391881536507903180750808312), (
+1.40636096976675621012725292724484940,
+1.45498005492024940002921948296308744), (
+1.32018294453949403747936752049384935,
+1.91355092541638407651648769394244002), (
+1.81629383631197786889357518429095701,
+1.30705204009813594314253072742081970)
388(
+1.49308377019865758035002238548149415,
+1.08855592577732162257361031681780267), (
+1.92334746745224789254355292398924375,
+1.62718878962416429788937239630214232), (
+1.27169270751960642631985815243879862,
+1.73839812542062384562268875713477401), (
+1.47005930221121948562567518288116037,
+1.63213170208011303349611075599365013), (
+1.16215287215969554437530627874896444,
+1.27805408956728930011222830258776414), (
+1.70316827296833200610651292568859698,
+1.24522189723360903061276153610405978)
389(
+1.08832604349533347545081277308517356,
+1.52955031370543680095732299627554506), (
+1.33840738931746822154890912994708047,
+1.21428130454597817917818587848402445), (
+1.50047456431930028031035396624941983,
+1.75436946014560378153414936216186956), (
+1.54287352879864680519646795195682372,
+1.19819925431872938246911179665994166), (
+1.43975831135284324356280615083216660,
+1.10389409991921589181240675380286625), (
+1.95575789388388930989561930931133824,
+1.55893715560079423630593187695521934)
391if (info
/= 0)
error stop 'determinant computation failed.'
393(
+1.81023633038097719565286214604780721,
+1.90225772172114810572564601567209980), (
+1.33983162786275688032695391718923270,
+1.26506356466982484132802809147825110), (
+1.87657645485795706061033560577250889,
+1.21480137963559319588348228757985612), (
+1.26530002468156162424522489120242319,
+1.71170999647224810337135052203217397), (
+1.14178751123862340088432478631178346,
+1.94095360734894705831257823317923748), (
+1.17598746338897432316909001873075594,
+1.06243129797140873914552632497274928)
394(
+0.692266072325896960186200167299655540,
-0.126123065788949585933653619065716792), (
+0.836273793659628979699398102838652565,
+0.920411877014636213006789515133610847), (
-0.180611978628454030581831664326344112,
+1.13411192135825477682085710649783023), (
+0.378248911314382326223341005820493646,
+0.606756464116967028985684726545991351), (
+0.126933096810802516515100019406782812,
+0.784035006380024201369469916738848499E-1), (
+0.755074958093265118595524940625583400,
+0.658055899682824755190739313743120335)
395(
+0.675020753298340200459858397411448608,
+0.951659101534486045761124609273729587E-1), (
+0.705392511498477715798455807832642216,
-0.457330869797952770719362917217832379E-1), (
+0.799368055386817744653301579757084708,
-0.710283462522655100784974530896305886E-2), (
+0.420590838018206427314346246168204214,
-0.231576120522998386871796344709182051), (
+0.641042005139693650299792297529043495,
+0.445207511689452666646003850095142697), (
+0.560865985595928866206622661745587764,
+0.483191526823717245611111237835870846E-1)
396(
+0.831143593317422864013839020745442859,
+0.175401210337567606338138632400552305), (
+0.634094392491778047482607458777923291,
-0.328883175236768362880338708771267784), (
-0.484075751987232664301747365702704042,
-0.684781041303178560677657219643609184), (
+1.16935898954480647600849428548680173,
-0.678366224362215368760844009592045206), (
+1.22558784475377257880332170581415650,
+0.702912227934399901956692516832349421), (
+0.179082688717648347470459400333225294,
+1.06077767070103741433422950815608253)
397(
+0.707664117672794250092899333917877554,
+0.101307646078887857820545822378669709), (
+0.389428491985982973729288027950540965,
-0.209415368156317464398657738441438278), (
+0.158102647054882203746691857441922338,
+0.283012470294352950787506813973771941), (
+0.406543018382997098544824150603698202,
-0.898037128509589275975632209331631306E-1), (
+0.225809968540521657484195626379423606,
-0.816784830417808802019190662738917877), (
+0.556265392009975058796159809434725087,
+0.827379072241163688740652434836867254E-2)
398(
+0.972852156762300859657579237510510229,
-0.711138554193089448200749454756909922E-1), (
+0.268473480755586100700511797492250851,
-0.519936558866753663688031150412329601E-1), (
-0.907197132877118994838685784832082331,
+0.530298586137001174586340193578238835), (
+0.189540776746308378153636713973519574,
-0.142699738297499063078568787096440788), (
+0.762924731896336627686088285726628769,
+0.486241637105294809963830570434388010), (
-0.515599929020135009429779050333593998,
-0.701259449710603665548021691700659015E-1)
400(
+1.00000000000000000000000000000000135,
+0.174537401210093249183198001046759038E-33)
- Test:
- test_pm_matrixDet
Final Remarks ⛓
If you believe this algorithm or its documentation can be improved, we appreciate your contribution and help to edit this page's documentation and source file on GitHub.
For details on the naming abbreviations, see this page.
For details on the naming conventions, see this page.
This software is distributed under the MIT license with additional terms outlined below.
-
If you use any parts or concepts from this library to any extent, please acknowledge the usage by citing the relevant publications of the ParaMonte library.
-
If you regenerate any parts/ideas from this library in a programming environment other than those currently supported by this ParaMonte library (i.e., other than C, C++, Fortran, MATLAB, Python, R), please also ask the end users to cite this original ParaMonte library.
This software is available to the public under a highly permissive license.
Help us justify its continued development and maintenance by acknowledging its benefit to society, distributing it, and contributing to it.
- Copyright
- Computational Data Science Lab
- Author:
- Amir Shahmoradi, Apr 21, 2017, 1:43 PM, Institute for Computational Engineering and Sciences (ICES), The University of Texas Austin
Definition at line 395 of file pm_matrixDet.F90.