[2403] | 1 | *
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| 2 | * $Id: mneig.F,v 1.1.1.1 2003-06-11 14:18:27 cmv Exp $
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| 3 | *
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| 4 | * $Log: not supported by cvs2svn $
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| 5 | * Revision 1.1.1.1 1996/03/07 14:31:29 mclareni
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| 6 | * Minuit
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| 7 | *
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| 8 | *
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| 9 | #include "minuit/pilot.h"
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| 10 | SUBROUTINE MNEIG(A,NDIMA,N,MITS,WORK,PRECIS,IFAULT)
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| 11 | #include "minuit/d506dp.inc"
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| 12 | C
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| 13 | PARAMETER (ZERO=0.0, ONE=1.0, TWO=2.0)
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| 14 | PARAMETER (TOL=1.0E-35)
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| 15 | DIMENSION A(NDIMA,*),WORK(*)
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| 16 | C PRECIS is the machine precision EPSMAC
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| 17 | IFAULT = 1
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| 18 | C
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| 19 | I = N
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| 20 | DO 70 I1 = 2,N
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| 21 | L = I-2
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| 22 | F = A(I,I-1)
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| 23 | GL = ZERO
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| 24 | C
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| 25 | IF(L .LT. 1) GO TO 25
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| 26 | C
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| 27 | DO 20 K = 1,L
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| 28 | 20 GL = GL+A(I,K)**2
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| 29 | 25 H = GL + F**2
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| 30 | C
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| 31 | IF(GL .GT. TOL) GO TO 30
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| 32 | C
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| 33 | WORK(I) = ZERO
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| 34 | WORK(N+I) = F
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| 35 | GO TO 65
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| 36 | 30 L = L+1
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| 37 | C
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| 38 | GL = SQRT(H)
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| 39 | C
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| 40 | IF(F .GE. ZERO) GL = -GL
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| 41 | C
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| 42 | WORK(N+I) = GL
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| 43 | H = H-F*GL
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| 44 | A(I,I-1) = F-GL
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| 45 | F = ZERO
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| 46 | DO 50 J = 1,L
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| 47 | A(J,I) = A(I,J)/H
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| 48 | GL = ZERO
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| 49 | DO 40 K = 1,J
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| 50 | 40 GL = GL+A(J,K)*A(I,K)
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| 51 | C
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| 52 | IF(J .GE. L) GO TO 47
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| 53 | C
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| 54 | J1 = J+1
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| 55 | DO 45 K = J1,L
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| 56 | 45 GL = GL+A(K,J)*A(I,K)
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| 57 | 47 WORK(N+J) = GL/H
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| 58 | F = F+GL*A(J,I)
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| 59 | 50 CONTINUE
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| 60 | HH = F/(H+H)
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| 61 | DO 60 J = 1,L
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| 62 | F = A(I,J)
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| 63 | GL = WORK(N+J)-HH*F
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| 64 | WORK(N+J) = GL
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| 65 | DO 60 K = 1,J
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| 66 | A(J,K) = A(J,K)-F*WORK(N+K)-GL*A(I,K)
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| 67 | 60 CONTINUE
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| 68 | WORK(I) = H
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| 69 | 65 I = I-1
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| 70 | 70 CONTINUE
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| 71 | WORK(1) = ZERO
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| 72 | WORK(N+1) = ZERO
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| 73 | DO 110 I = 1,N
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| 74 | L = I-1
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| 75 | C
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| 76 | IF(WORK(I) .EQ. ZERO .OR. L .EQ. 0) GO TO 100
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| 77 | C
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| 78 | DO 90 J = 1,L
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| 79 | GL = ZERO
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| 80 | DO 80 K = 1,L
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| 81 | 80 GL = GL+A(I,K)*A(K,J)
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| 82 | DO 90 K = 1,L
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| 83 | A(K,J) = A(K,J)-GL*A(K,I)
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| 84 | 90 CONTINUE
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| 85 | 100 WORK(I) = A(I,I)
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| 86 | A(I,I) = ONE
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| 87 | C
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| 88 | IF(L .EQ. 0) GO TO 110
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| 89 | C
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| 90 | DO 105 J = 1,L
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| 91 | A(I,J) = ZERO
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| 92 | A(J,I) = ZERO
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| 93 | 105 CONTINUE
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| 94 | 110 CONTINUE
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| 95 | C
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| 96 | C
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| 97 | N1 = N-1
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| 98 | DO 130 I = 2,N
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| 99 | I0 = N+I-1
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| 100 | 130 WORK(I0) = WORK(I0+1)
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| 101 | WORK(N+N) = ZERO
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| 102 | B = ZERO
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| 103 | F = ZERO
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| 104 | DO 210 L = 1,N
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| 105 | J = 0
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| 106 | H = PRECIS*(ABS(WORK(L))+ABS(WORK(N+L)))
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| 107 | C
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| 108 | IF(B .LT. H) B = H
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| 109 | C
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| 110 | DO 140 M1 = L,N
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| 111 | M = M1
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| 112 | C
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| 113 | IF(ABS(WORK(N+M)) .LE. B) GO TO 150
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| 114 | C
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| 115 | 140 CONTINUE
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| 116 | C
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| 117 | 150 IF(M .EQ. L) GO TO 205
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| 118 | C
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| 119 | 160 IF(J .EQ. MITS) RETURN
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| 120 | C
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| 121 | J = J+1
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| 122 | PT = (WORK(L+1)-WORK(L))/(TWO*WORK(N+L))
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| 123 | R = SQRT(PT*PT+ONE)
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| 124 | PR = PT+R
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| 125 | C
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| 126 | IF(PT .LT. ZERO) PR=PT-R
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| 127 | C
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| 128 | H = WORK(L)-WORK(N+L)/PR
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| 129 | DO 170 I=L,N
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| 130 | 170 WORK(I) = WORK(I)-H
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| 131 | F = F+H
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| 132 | PT = WORK(M)
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| 133 | C = ONE
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| 134 | S = ZERO
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| 135 | M1 = M-1
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| 136 | I = M
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| 137 | DO 200 I1 = L,M1
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| 138 | J = I
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| 139 | I = I-1
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| 140 | GL = C*WORK(N+I)
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| 141 | H = C*PT
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| 142 | C
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| 143 | IF(ABS(PT) .GE. ABS(WORK(N+I))) GO TO 180
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| 144 | C
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| 145 | C = PT/WORK(N+I)
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| 146 | R = SQRT(C*C+ONE)
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| 147 | WORK(N+J) = S*WORK(N+I)*R
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| 148 | S = ONE/R
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| 149 | C = C/R
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| 150 | GO TO 190
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| 151 | 180 C = WORK(N+I)/PT
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| 152 | R = SQRT(C*C+ONE)
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| 153 | WORK(N+J) = S*PT*R
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| 154 | S = C/R
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| 155 | C = ONE/R
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| 156 | 190 PT = C*WORK(I)-S*GL
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| 157 | WORK(J) = H+S*(C*GL+S*WORK(I))
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| 158 | DO 200 K = 1,N
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| 159 | H = A(K,J)
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| 160 | A(K,J) = S*A(K,I)+C*H
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| 161 | A(K,I) = C*A(K,I)-S*H
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| 162 | 200 CONTINUE
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| 163 | WORK(N+L) = S*PT
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| 164 | WORK(L) = C*PT
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| 165 | C
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| 166 | IF(ABS(WORK(N+L)) .GT. B) GO TO 160
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| 167 | C
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| 168 | 205 WORK(L) = WORK(L)+F
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| 169 | 210 CONTINUE
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| 170 | DO 240 I=1,N1
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| 171 | K = I
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| 172 | PT = WORK(I)
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| 173 | I1 = I+1
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| 174 | DO 220 J = I1,N
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| 175 | C
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| 176 | IF(WORK(J) .GE. PT) GO TO 220
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| 177 | C
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| 178 | K = J
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| 179 | PT = WORK(J)
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| 180 | 220 CONTINUE
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| 181 | C
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| 182 | IF(K .EQ. I) GO TO 240
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| 183 | C
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| 184 | WORK(K) = WORK(I)
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| 185 | WORK(I) = PT
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| 186 | DO 230 J=1,N
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| 187 | PT = A(J,I)
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| 188 | A(J,I) = A(J,K)
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| 189 | A(J,K) = PT
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| 190 | 230 CONTINUE
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| 191 | 240 CONTINUE
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| 192 | IFAULT = 0
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| 193 | C
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| 194 | RETURN
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| 195 | END
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