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sgbsv.f 6.9 kB

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  1. *> \brief <b> SGBSV computes the solution to system of linear equations A * X = B for GB matrices</b> (simple driver)
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download SGBSV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgbsv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgbsv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgbsv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE SGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS
  25. * ..
  26. * .. Array Arguments ..
  27. * INTEGER IPIV( * )
  28. * REAL AB( LDAB, * ), B( LDB, * )
  29. * ..
  30. *
  31. *
  32. *> \par Purpose:
  33. * =============
  34. *>
  35. *> \verbatim
  36. *>
  37. *> SGBSV computes the solution to a real system of linear equations
  38. *> A * X = B, where A is a band matrix of order N with KL subdiagonals
  39. *> and KU superdiagonals, and X and B are N-by-NRHS matrices.
  40. *>
  41. *> The LU decomposition with partial pivoting and row interchanges is
  42. *> used to factor A as A = L * U, where L is a product of permutation
  43. *> and unit lower triangular matrices with KL subdiagonals, and U is
  44. *> upper triangular with KL+KU superdiagonals. The factored form of A
  45. *> is then used to solve the system of equations A * X = B.
  46. *> \endverbatim
  47. *
  48. * Arguments:
  49. * ==========
  50. *
  51. *> \param[in] N
  52. *> \verbatim
  53. *> N is INTEGER
  54. *> The number of linear equations, i.e., the order of the
  55. *> matrix A. N >= 0.
  56. *> \endverbatim
  57. *>
  58. *> \param[in] KL
  59. *> \verbatim
  60. *> KL is INTEGER
  61. *> The number of subdiagonals within the band of A. KL >= 0.
  62. *> \endverbatim
  63. *>
  64. *> \param[in] KU
  65. *> \verbatim
  66. *> KU is INTEGER
  67. *> The number of superdiagonals within the band of A. KU >= 0.
  68. *> \endverbatim
  69. *>
  70. *> \param[in] NRHS
  71. *> \verbatim
  72. *> NRHS is INTEGER
  73. *> The number of right hand sides, i.e., the number of columns
  74. *> of the matrix B. NRHS >= 0.
  75. *> \endverbatim
  76. *>
  77. *> \param[in,out] AB
  78. *> \verbatim
  79. *> AB is REAL array, dimension (LDAB,N)
  80. *> On entry, the matrix A in band storage, in rows KL+1 to
  81. *> 2*KL+KU+1; rows 1 to KL of the array need not be set.
  82. *> The j-th column of A is stored in the j-th column of the
  83. *> array AB as follows:
  84. *> AB(KL+KU+1+i-j,j) = A(i,j) for max(1,j-KU)<=i<=min(N,j+KL)
  85. *> On exit, details of the factorization: U is stored as an
  86. *> upper triangular band matrix with KL+KU superdiagonals in
  87. *> rows 1 to KL+KU+1, and the multipliers used during the
  88. *> factorization are stored in rows KL+KU+2 to 2*KL+KU+1.
  89. *> See below for further details.
  90. *> \endverbatim
  91. *>
  92. *> \param[in] LDAB
  93. *> \verbatim
  94. *> LDAB is INTEGER
  95. *> The leading dimension of the array AB. LDAB >= 2*KL+KU+1.
  96. *> \endverbatim
  97. *>
  98. *> \param[out] IPIV
  99. *> \verbatim
  100. *> IPIV is INTEGER array, dimension (N)
  101. *> The pivot indices that define the permutation matrix P;
  102. *> row i of the matrix was interchanged with row IPIV(i).
  103. *> \endverbatim
  104. *>
  105. *> \param[in,out] B
  106. *> \verbatim
  107. *> B is REAL array, dimension (LDB,NRHS)
  108. *> On entry, the N-by-NRHS right hand side matrix B.
  109. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  110. *> \endverbatim
  111. *>
  112. *> \param[in] LDB
  113. *> \verbatim
  114. *> LDB is INTEGER
  115. *> The leading dimension of the array B. LDB >= max(1,N).
  116. *> \endverbatim
  117. *>
  118. *> \param[out] INFO
  119. *> \verbatim
  120. *> INFO is INTEGER
  121. *> = 0: successful exit
  122. *> < 0: if INFO = -i, the i-th argument had an illegal value
  123. *> > 0: if INFO = i, U(i,i) is exactly zero. The factorization
  124. *> has been completed, but the factor U is exactly
  125. *> singular, and the solution has not been computed.
  126. *> \endverbatim
  127. *
  128. * Authors:
  129. * ========
  130. *
  131. *> \author Univ. of Tennessee
  132. *> \author Univ. of California Berkeley
  133. *> \author Univ. of Colorado Denver
  134. *> \author NAG Ltd.
  135. *
  136. *> \ingroup realGBsolve
  137. *
  138. *> \par Further Details:
  139. * =====================
  140. *>
  141. *> \verbatim
  142. *>
  143. *> The band storage scheme is illustrated by the following example, when
  144. *> M = N = 6, KL = 2, KU = 1:
  145. *>
  146. *> On entry: On exit:
  147. *>
  148. *> * * * + + + * * * u14 u25 u36
  149. *> * * + + + + * * u13 u24 u35 u46
  150. *> * a12 a23 a34 a45 a56 * u12 u23 u34 u45 u56
  151. *> a11 a22 a33 a44 a55 a66 u11 u22 u33 u44 u55 u66
  152. *> a21 a32 a43 a54 a65 * m21 m32 m43 m54 m65 *
  153. *> a31 a42 a53 a64 * * m31 m42 m53 m64 * *
  154. *>
  155. *> Array elements marked * are not used by the routine; elements marked
  156. *> + need not be set on entry, but are required by the routine to store
  157. *> elements of U because of fill-in resulting from the row interchanges.
  158. *> \endverbatim
  159. *>
  160. * =====================================================================
  161. SUBROUTINE SGBSV( N, KL, KU, NRHS, AB, LDAB, IPIV, B, LDB, INFO )
  162. *
  163. * -- LAPACK driver routine --
  164. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  165. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  166. *
  167. * .. Scalar Arguments ..
  168. INTEGER INFO, KL, KU, LDAB, LDB, N, NRHS
  169. * ..
  170. * .. Array Arguments ..
  171. INTEGER IPIV( * )
  172. REAL AB( LDAB, * ), B( LDB, * )
  173. * ..
  174. *
  175. * =====================================================================
  176. *
  177. * .. External Subroutines ..
  178. EXTERNAL SGBTRF, SGBTRS, XERBLA
  179. * ..
  180. * .. Intrinsic Functions ..
  181. INTRINSIC MAX
  182. * ..
  183. * .. Executable Statements ..
  184. *
  185. * Test the input parameters.
  186. *
  187. INFO = 0
  188. IF( N.LT.0 ) THEN
  189. INFO = -1
  190. ELSE IF( KL.LT.0 ) THEN
  191. INFO = -2
  192. ELSE IF( KU.LT.0 ) THEN
  193. INFO = -3
  194. ELSE IF( NRHS.LT.0 ) THEN
  195. INFO = -4
  196. ELSE IF( LDAB.LT.2*KL+KU+1 ) THEN
  197. INFO = -6
  198. ELSE IF( LDB.LT.MAX( N, 1 ) ) THEN
  199. INFO = -9
  200. END IF
  201. IF( INFO.NE.0 ) THEN
  202. CALL XERBLA( 'SGBSV ', -INFO )
  203. RETURN
  204. END IF
  205. *
  206. * Compute the LU factorization of the band matrix A.
  207. *
  208. CALL SGBTRF( N, N, KL, KU, AB, LDAB, IPIV, INFO )
  209. IF( INFO.EQ.0 ) THEN
  210. *
  211. * Solve the system A*X = B, overwriting B with X.
  212. *
  213. CALL SGBTRS( 'No transpose', N, KL, KU, NRHS, AB, LDAB, IPIV,
  214. $ B, LDB, INFO )
  215. END IF
  216. RETURN
  217. *
  218. * End of SGBSV
  219. *
  220. END