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dgtts2.f 8.0 kB

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  1. *> \brief \b DGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf.
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download DGTTS2 + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgtts2.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgtts2.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgtts2.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE DGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER ITRANS, LDB, N, NRHS
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER IPIV( * )
  28. * DOUBLE PRECISION B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> DGTTS2 solves one of the systems of equations
  38. *> A*X = B or A**T*X = B,
  39. *> with a tridiagonal matrix A using the LU factorization computed
  40. *> by DGTTRF.
  41. *> \endverbatim
  42. *
  43. * Arguments:
  44. * ==========
  45. *
  46. *> \param[in] ITRANS
  47. *> \verbatim
  48. *> ITRANS is INTEGER
  49. *> Specifies the form of the system of equations.
  50. *> = 0: A * X = B (No transpose)
  51. *> = 1: A**T* X = B (Transpose)
  52. *> = 2: A**T* X = B (Conjugate transpose = Transpose)
  53. *> \endverbatim
  54. *>
  55. *> \param[in] N
  56. *> \verbatim
  57. *> N is INTEGER
  58. *> The order of the matrix A.
  59. *> \endverbatim
  60. *>
  61. *> \param[in] NRHS
  62. *> \verbatim
  63. *> NRHS is INTEGER
  64. *> The number of right hand sides, i.e., the number of columns
  65. *> of the matrix B. NRHS >= 0.
  66. *> \endverbatim
  67. *>
  68. *> \param[in] DL
  69. *> \verbatim
  70. *> DL is DOUBLE PRECISION array, dimension (N-1)
  71. *> The (n-1) multipliers that define the matrix L from the
  72. *> LU factorization of A.
  73. *> \endverbatim
  74. *>
  75. *> \param[in] D
  76. *> \verbatim
  77. *> D is DOUBLE PRECISION array, dimension (N)
  78. *> The n diagonal elements of the upper triangular matrix U from
  79. *> the LU factorization of A.
  80. *> \endverbatim
  81. *>
  82. *> \param[in] DU
  83. *> \verbatim
  84. *> DU is DOUBLE PRECISION array, dimension (N-1)
  85. *> The (n-1) elements of the first super-diagonal of U.
  86. *> \endverbatim
  87. *>
  88. *> \param[in] DU2
  89. *> \verbatim
  90. *> DU2 is DOUBLE PRECISION array, dimension (N-2)
  91. *> The (n-2) elements of the second super-diagonal of U.
  92. *> \endverbatim
  93. *>
  94. *> \param[in] IPIV
  95. *> \verbatim
  96. *> IPIV is INTEGER array, dimension (N)
  97. *> The pivot indices; for 1 <= i <= n, row i of the matrix was
  98. *> interchanged with row IPIV(i). IPIV(i) will always be either
  99. *> i or i+1; IPIV(i) = i indicates a row interchange was not
  100. *> required.
  101. *> \endverbatim
  102. *>
  103. *> \param[in,out] B
  104. *> \verbatim
  105. *> B is DOUBLE PRECISION array, dimension (LDB,NRHS)
  106. *> On entry, the matrix of right hand side vectors B.
  107. *> On exit, B is overwritten by the solution vectors X.
  108. *> \endverbatim
  109. *>
  110. *> \param[in] LDB
  111. *> \verbatim
  112. *> LDB is INTEGER
  113. *> The leading dimension of the array B. LDB >= max(1,N).
  114. *> \endverbatim
  115. *
  116. * Authors:
  117. * ========
  118. *
  119. *> \author Univ. of Tennessee
  120. *> \author Univ. of California Berkeley
  121. *> \author Univ. of Colorado Denver
  122. *> \author NAG Ltd.
  123. *
  124. *> \date December 2016
  125. *
  126. *> \ingroup doubleGTcomputational
  127. *
  128. * =====================================================================
  129. SUBROUTINE DGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
  130. *
  131. * -- LAPACK computational routine (version 3.7.0) --
  132. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  133. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  134. * December 2016
  135. *
  136. * .. Scalar Arguments ..
  137. INTEGER ITRANS, LDB, N, NRHS
  138. * ..
  139. * .. Array Arguments ..
  140. INTEGER IPIV( * )
  141. DOUBLE PRECISION B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
  142. * ..
  143. *
  144. * =====================================================================
  145. *
  146. * .. Local Scalars ..
  147. INTEGER I, IP, J
  148. DOUBLE PRECISION TEMP
  149. * ..
  150. * .. Executable Statements ..
  151. *
  152. * Quick return if possible
  153. *
  154. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  155. $ RETURN
  156. *
  157. IF( ITRANS.EQ.0 ) THEN
  158. *
  159. * Solve A*X = B using the LU factorization of A,
  160. * overwriting each right hand side vector with its solution.
  161. *
  162. IF( NRHS.LE.1 ) THEN
  163. J = 1
  164. 10 CONTINUE
  165. *
  166. * Solve L*x = b.
  167. *
  168. DO 20 I = 1, N - 1
  169. IP = IPIV( I )
  170. TEMP = B( I+1-IP+I, J ) - DL( I )*B( IP, J )
  171. B( I, J ) = B( IP, J )
  172. B( I+1, J ) = TEMP
  173. 20 CONTINUE
  174. *
  175. * Solve U*x = b.
  176. *
  177. B( N, J ) = B( N, J ) / D( N )
  178. IF( N.GT.1 )
  179. $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
  180. $ D( N-1 )
  181. DO 30 I = N - 2, 1, -1
  182. B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
  183. $ B( I+2, J ) ) / D( I )
  184. 30 CONTINUE
  185. IF( J.LT.NRHS ) THEN
  186. J = J + 1
  187. GO TO 10
  188. END IF
  189. ELSE
  190. DO 60 J = 1, NRHS
  191. *
  192. * Solve L*x = b.
  193. *
  194. DO 40 I = 1, N - 1
  195. IF( IPIV( I ).EQ.I ) THEN
  196. B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J )
  197. ELSE
  198. TEMP = B( I, J )
  199. B( I, J ) = B( I+1, J )
  200. B( I+1, J ) = TEMP - DL( I )*B( I, J )
  201. END IF
  202. 40 CONTINUE
  203. *
  204. * Solve U*x = b.
  205. *
  206. B( N, J ) = B( N, J ) / D( N )
  207. IF( N.GT.1 )
  208. $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
  209. $ D( N-1 )
  210. DO 50 I = N - 2, 1, -1
  211. B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
  212. $ B( I+2, J ) ) / D( I )
  213. 50 CONTINUE
  214. 60 CONTINUE
  215. END IF
  216. ELSE
  217. *
  218. * Solve A**T * X = B.
  219. *
  220. IF( NRHS.LE.1 ) THEN
  221. *
  222. * Solve U**T*x = b.
  223. *
  224. J = 1
  225. 70 CONTINUE
  226. B( 1, J ) = B( 1, J ) / D( 1 )
  227. IF( N.GT.1 )
  228. $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
  229. DO 80 I = 3, N
  230. B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )*
  231. $ B( I-2, J ) ) / D( I )
  232. 80 CONTINUE
  233. *
  234. * Solve L**T*x = b.
  235. *
  236. DO 90 I = N - 1, 1, -1
  237. IP = IPIV( I )
  238. TEMP = B( I, J ) - DL( I )*B( I+1, J )
  239. B( I, J ) = B( IP, J )
  240. B( IP, J ) = TEMP
  241. 90 CONTINUE
  242. IF( J.LT.NRHS ) THEN
  243. J = J + 1
  244. GO TO 70
  245. END IF
  246. *
  247. ELSE
  248. DO 120 J = 1, NRHS
  249. *
  250. * Solve U**T*x = b.
  251. *
  252. B( 1, J ) = B( 1, J ) / D( 1 )
  253. IF( N.GT.1 )
  254. $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
  255. DO 100 I = 3, N
  256. B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-
  257. $ DU2( I-2 )*B( I-2, J ) ) / D( I )
  258. 100 CONTINUE
  259. DO 110 I = N - 1, 1, -1
  260. IF( IPIV( I ).EQ.I ) THEN
  261. B( I, J ) = B( I, J ) - DL( I )*B( I+1, J )
  262. ELSE
  263. TEMP = B( I+1, J )
  264. B( I+1, J ) = B( I, J ) - DL( I )*TEMP
  265. B( I, J ) = TEMP
  266. END IF
  267. 110 CONTINUE
  268. 120 CONTINUE
  269. END IF
  270. END IF
  271. *
  272. * End of DGTTS2
  273. *
  274. END