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sgttrf.f 6.5 kB

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  1. *> \brief \b SGTTRF
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGTTRF + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgttrf.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgttrf.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgttrf.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, N
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER IPIV( * )
  28. * REAL D( * ), DL( * ), DU( * ), DU2( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SGTTRF computes an LU factorization of a real tridiagonal matrix A
  38. *> using elimination with partial pivoting and row interchanges.
  39. *>
  40. *> The factorization has the form
  41. *> A = L * U
  42. *> where L is a product of permutation and unit lower bidiagonal
  43. *> matrices and U is upper triangular with nonzeros in only the main
  44. *> diagonal and first two superdiagonals.
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The order of the matrix A.
  54. *> \endverbatim
  55. *>
  56. *> \param[in,out] DL
  57. *> \verbatim
  58. *> DL is REAL array, dimension (N-1)
  59. *> On entry, DL must contain the (n-1) sub-diagonal elements of
  60. *> A.
  61. *>
  62. *> On exit, DL is overwritten by the (n-1) multipliers that
  63. *> define the matrix L from the LU factorization of A.
  64. *> \endverbatim
  65. *>
  66. *> \param[in,out] D
  67. *> \verbatim
  68. *> D is REAL array, dimension (N)
  69. *> On entry, D must contain the diagonal elements of A.
  70. *>
  71. *> On exit, D is overwritten by the n diagonal elements of the
  72. *> upper triangular matrix U from the LU factorization of A.
  73. *> \endverbatim
  74. *>
  75. *> \param[in,out] DU
  76. *> \verbatim
  77. *> DU is REAL array, dimension (N-1)
  78. *> On entry, DU must contain the (n-1) super-diagonal elements
  79. *> of A.
  80. *>
  81. *> On exit, DU is overwritten by the (n-1) elements of the first
  82. *> super-diagonal of U.
  83. *> \endverbatim
  84. *>
  85. *> \param[out] DU2
  86. *> \verbatim
  87. *> DU2 is REAL array, dimension (N-2)
  88. *> On exit, DU2 is overwritten by the (n-2) elements of the
  89. *> second super-diagonal of U.
  90. *> \endverbatim
  91. *>
  92. *> \param[out] IPIV
  93. *> \verbatim
  94. *> IPIV is INTEGER array, dimension (N)
  95. *> The pivot indices; for 1 <= i <= n, row i of the matrix was
  96. *> interchanged with row IPIV(i). IPIV(i) will always be either
  97. *> i or i+1; IPIV(i) = i indicates a row interchange was not
  98. *> required.
  99. *> \endverbatim
  100. *>
  101. *> \param[out] INFO
  102. *> \verbatim
  103. *> INFO is INTEGER
  104. *> = 0: successful exit
  105. *> < 0: if INFO = -k, the k-th argument had an illegal value
  106. *> > 0: if INFO = k, U(k,k) is exactly zero. The factorization
  107. *> has been completed, but the factor U is exactly
  108. *> singular, and division by zero will occur if it is used
  109. *> to solve a system of equations.
  110. *> \endverbatim
  111. *
  112. * Authors:
  113. * ========
  114. *
  115. *> \author Univ. of Tennessee
  116. *> \author Univ. of California Berkeley
  117. *> \author Univ. of Colorado Denver
  118. *> \author NAG Ltd.
  119. *
  120. *> \date December 2016
  121. *
  122. *> \ingroup realGTcomputational
  123. *
  124. * =====================================================================
  125. SUBROUTINE SGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
  126. *
  127. * -- LAPACK computational routine (version 3.7.0) --
  128. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  129. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  130. * December 2016
  131. *
  132. * .. Scalar Arguments ..
  133. INTEGER INFO, N
  134. * ..
  135. * .. Array Arguments ..
  136. INTEGER IPIV( * )
  137. REAL D( * ), DL( * ), DU( * ), DU2( * )
  138. * ..
  139. *
  140. * =====================================================================
  141. *
  142. * .. Parameters ..
  143. REAL ZERO
  144. PARAMETER ( ZERO = 0.0E+0 )
  145. * ..
  146. * .. Local Scalars ..
  147. INTEGER I
  148. REAL FACT, TEMP
  149. * ..
  150. * .. Intrinsic Functions ..
  151. INTRINSIC ABS
  152. * ..
  153. * .. External Subroutines ..
  154. EXTERNAL XERBLA
  155. * ..
  156. * .. Executable Statements ..
  157. *
  158. INFO = 0
  159. IF( N.LT.0 ) THEN
  160. INFO = -1
  161. CALL XERBLA( 'SGTTRF', -INFO )
  162. RETURN
  163. END IF
  164. *
  165. * Quick return if possible
  166. *
  167. IF( N.EQ.0 )
  168. $ RETURN
  169. *
  170. * Initialize IPIV(i) = i and DU2(I) = 0
  171. *
  172. DO 10 I = 1, N
  173. IPIV( I ) = I
  174. 10 CONTINUE
  175. DO 20 I = 1, N - 2
  176. DU2( I ) = ZERO
  177. 20 CONTINUE
  178. *
  179. DO 30 I = 1, N - 2
  180. IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
  181. *
  182. * No row interchange required, eliminate DL(I)
  183. *
  184. IF( D( I ).NE.ZERO ) THEN
  185. FACT = DL( I ) / D( I )
  186. DL( I ) = FACT
  187. D( I+1 ) = D( I+1 ) - FACT*DU( I )
  188. END IF
  189. ELSE
  190. *
  191. * Interchange rows I and I+1, eliminate DL(I)
  192. *
  193. FACT = D( I ) / DL( I )
  194. D( I ) = DL( I )
  195. DL( I ) = FACT
  196. TEMP = DU( I )
  197. DU( I ) = D( I+1 )
  198. D( I+1 ) = TEMP - FACT*D( I+1 )
  199. DU2( I ) = DU( I+1 )
  200. DU( I+1 ) = -FACT*DU( I+1 )
  201. IPIV( I ) = I + 1
  202. END IF
  203. 30 CONTINUE
  204. IF( N.GT.1 ) THEN
  205. I = N - 1
  206. IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
  207. IF( D( I ).NE.ZERO ) THEN
  208. FACT = DL( I ) / D( I )
  209. DL( I ) = FACT
  210. D( I+1 ) = D( I+1 ) - FACT*DU( I )
  211. END IF
  212. ELSE
  213. FACT = D( I ) / DL( I )
  214. D( I ) = DL( I )
  215. DL( I ) = FACT
  216. TEMP = DU( I )
  217. DU( I ) = D( I+1 )
  218. D( I+1 ) = TEMP - FACT*D( I+1 )
  219. IPIV( I ) = I + 1
  220. END IF
  221. END IF
  222. *
  223. * Check for a zero on the diagonal of U.
  224. *
  225. DO 40 I = 1, N
  226. IF( D( I ).EQ.ZERO ) THEN
  227. INFO = I
  228. GO TO 50
  229. END IF
  230. 40 CONTINUE
  231. 50 CONTINUE
  232. *
  233. RETURN
  234. *
  235. * End of SGTTRF
  236. *
  237. END