I’ve just released a self-contained Fortran module that solves a system of linear equations using the LU decomposition.
This module is based on code that was implemented and released on the Web by Jean-Pierre Moreau. His implementation was based on one of the Numerical Recipes books. I updated his code to a more strict Fortran 90 standard and added the necessary comments so that it can be built as a Python module using f2py. I replaced Jean-Pierre’s Fortran test program with a simpler, self-contained program. I also included a Python script that implements the same test case.
I created this module because sometimes a self-contained routine is more appropriate than a full library. I am compiling a library that implements a custom boundary condition for a proprietary computational fluid dynamics solver (CFD-ACE+). The library has to be written in Fortran, and it has to be built using a proprietary set of build scripts. I could either try to reverse-engineer the build process and to modify it to link to a shared library like LAPACK, or I could implement a self-contained solver. Since Pierre had already implemented the solver, I was able to slightly modify his code and get it working relatively quickly.