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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. *> \ingroup doubleGTcomputational
  125. *
  126. * =====================================================================
  127. SUBROUTINE DGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
  128. *
  129. * -- LAPACK computational routine --
  130. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  131. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  132. *
  133. * .. Scalar Arguments ..
  134. INTEGER ITRANS, LDB, N, NRHS
  135. * ..
  136. * .. Array Arguments ..
  137. INTEGER IPIV( * )
  138. DOUBLE PRECISION B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
  139. * ..
  140. *
  141. * =====================================================================
  142. *
  143. * .. Local Scalars ..
  144. INTEGER I, IP, J
  145. DOUBLE PRECISION TEMP
  146. * ..
  147. * .. Executable Statements ..
  148. *
  149. * Quick return if possible
  150. *
  151. IF( N.EQ.0 .OR. NRHS.EQ.0 )
  152. $ RETURN
  153. *
  154. IF( ITRANS.EQ.0 ) THEN
  155. *
  156. * Solve A*X = B using the LU factorization of A,
  157. * overwriting each right hand side vector with its solution.
  158. *
  159. IF( NRHS.LE.1 ) THEN
  160. J = 1
  161. 10 CONTINUE
  162. *
  163. * Solve L*x = b.
  164. *
  165. DO 20 I = 1, N - 1
  166. IP = IPIV( I )
  167. TEMP = B( I+1-IP+I, J ) - DL( I )*B( IP, J )
  168. B( I, J ) = B( IP, J )
  169. B( I+1, J ) = TEMP
  170. 20 CONTINUE
  171. *
  172. * Solve U*x = b.
  173. *
  174. B( N, J ) = B( N, J ) / D( N )
  175. IF( N.GT.1 )
  176. $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
  177. $ D( N-1 )
  178. DO 30 I = N - 2, 1, -1
  179. B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
  180. $ B( I+2, J ) ) / D( I )
  181. 30 CONTINUE
  182. IF( J.LT.NRHS ) THEN
  183. J = J + 1
  184. GO TO 10
  185. END IF
  186. ELSE
  187. DO 60 J = 1, NRHS
  188. *
  189. * Solve L*x = b.
  190. *
  191. DO 40 I = 1, N - 1
  192. IF( IPIV( I ).EQ.I ) THEN
  193. B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J )
  194. ELSE
  195. TEMP = B( I, J )
  196. B( I, J ) = B( I+1, J )
  197. B( I+1, J ) = TEMP - DL( I )*B( I, J )
  198. END IF
  199. 40 CONTINUE
  200. *
  201. * Solve U*x = b.
  202. *
  203. B( N, J ) = B( N, J ) / D( N )
  204. IF( N.GT.1 )
  205. $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
  206. $ D( N-1 )
  207. DO 50 I = N - 2, 1, -1
  208. B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
  209. $ B( I+2, J ) ) / D( I )
  210. 50 CONTINUE
  211. 60 CONTINUE
  212. END IF
  213. ELSE
  214. *
  215. * Solve A**T * X = B.
  216. *
  217. IF( NRHS.LE.1 ) THEN
  218. *
  219. * Solve U**T*x = b.
  220. *
  221. J = 1
  222. 70 CONTINUE
  223. B( 1, J ) = B( 1, J ) / D( 1 )
  224. IF( N.GT.1 )
  225. $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
  226. DO 80 I = 3, N
  227. B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )*
  228. $ B( I-2, J ) ) / D( I )
  229. 80 CONTINUE
  230. *
  231. * Solve L**T*x = b.
  232. *
  233. DO 90 I = N - 1, 1, -1
  234. IP = IPIV( I )
  235. TEMP = B( I, J ) - DL( I )*B( I+1, J )
  236. B( I, J ) = B( IP, J )
  237. B( IP, J ) = TEMP
  238. 90 CONTINUE
  239. IF( J.LT.NRHS ) THEN
  240. J = J + 1
  241. GO TO 70
  242. END IF
  243. *
  244. ELSE
  245. DO 120 J = 1, NRHS
  246. *
  247. * Solve U**T*x = b.
  248. *
  249. B( 1, J ) = B( 1, J ) / D( 1 )
  250. IF( N.GT.1 )
  251. $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
  252. DO 100 I = 3, N
  253. B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-
  254. $ DU2( I-2 )*B( I-2, J ) ) / D( I )
  255. 100 CONTINUE
  256. DO 110 I = N - 1, 1, -1
  257. IF( IPIV( I ).EQ.I ) THEN
  258. B( I, J ) = B( I, J ) - DL( I )*B( I+1, J )
  259. ELSE
  260. TEMP = B( I+1, J )
  261. B( I+1, J ) = B( I, J ) - DL( I )*TEMP
  262. B( I, J ) = TEMP
  263. END IF
  264. 110 CONTINUE
  265. 120 CONTINUE
  266. END IF
  267. END IF
  268. *
  269. * End of DGTTS2
  270. *
  271. END