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cgtsv.f 6.8 kB

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  1. *> \brief <b> CGTSV computes the solution to system of linear equations A * X = B for GT matrices </b>
  2. *
  3. * =========== DOCUMENTATION ===========
  4. *
  5. * Online html documentation available at
  6. * http://www.netlib.org/lapack/explore-html/
  7. *
  8. *> \htmlonly
  9. *> Download CGTSV + dependencies
  10. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/cgtsv.f">
  11. *> [TGZ]</a>
  12. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/cgtsv.f">
  13. *> [ZIP]</a>
  14. *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/cgtsv.f">
  15. *> [TXT]</a>
  16. *> \endhtmlonly
  17. *
  18. * Definition:
  19. * ===========
  20. *
  21. * SUBROUTINE CGTSV( N, NRHS, DL, D, DU, B, LDB, INFO )
  22. *
  23. * .. Scalar Arguments ..
  24. * INTEGER INFO, LDB, N, NRHS
  25. * ..
  26. * .. Array Arguments ..
  27. * COMPLEX B( LDB, * ), D( * ), DL( * ), DU( * )
  28. * ..
  29. *
  30. *
  31. *> \par Purpose:
  32. * =============
  33. *>
  34. *> \verbatim
  35. *>
  36. *> CGTSV solves the equation
  37. *>
  38. *> A*X = B,
  39. *>
  40. *> where A is an N-by-N tridiagonal matrix, by Gaussian elimination with
  41. *> partial pivoting.
  42. *>
  43. *> Note that the equation A**T *X = B may be solved by interchanging the
  44. *> order of the arguments DU and DL.
  45. *> \endverbatim
  46. *
  47. * Arguments:
  48. * ==========
  49. *
  50. *> \param[in] N
  51. *> \verbatim
  52. *> N is INTEGER
  53. *> The order of the matrix A. N >= 0.
  54. *> \endverbatim
  55. *>
  56. *> \param[in] NRHS
  57. *> \verbatim
  58. *> NRHS is INTEGER
  59. *> The number of right hand sides, i.e., the number of columns
  60. *> of the matrix B. NRHS >= 0.
  61. *> \endverbatim
  62. *>
  63. *> \param[in,out] DL
  64. *> \verbatim
  65. *> DL is COMPLEX array, dimension (N-1)
  66. *> On entry, DL must contain the (n-1) subdiagonal elements of
  67. *> A.
  68. *> On exit, DL is overwritten by the (n-2) elements of the
  69. *> second superdiagonal of the upper triangular matrix U from
  70. *> the LU factorization of A, in DL(1), ..., DL(n-2).
  71. *> \endverbatim
  72. *>
  73. *> \param[in,out] D
  74. *> \verbatim
  75. *> D is COMPLEX array, dimension (N)
  76. *> On entry, D must contain the diagonal elements of A.
  77. *> On exit, D is overwritten by the n diagonal elements of U.
  78. *> \endverbatim
  79. *>
  80. *> \param[in,out] DU
  81. *> \verbatim
  82. *> DU is COMPLEX array, dimension (N-1)
  83. *> On entry, DU must contain the (n-1) superdiagonal elements
  84. *> of A.
  85. *> On exit, DU is overwritten by the (n-1) elements of the first
  86. *> superdiagonal of U.
  87. *> \endverbatim
  88. *>
  89. *> \param[in,out] B
  90. *> \verbatim
  91. *> B is COMPLEX array, dimension (LDB,NRHS)
  92. *> On entry, the N-by-NRHS right hand side matrix B.
  93. *> On exit, if INFO = 0, the N-by-NRHS solution matrix X.
  94. *> \endverbatim
  95. *>
  96. *> \param[in] LDB
  97. *> \verbatim
  98. *> LDB is INTEGER
  99. *> The leading dimension of the array B. LDB >= max(1,N).
  100. *> \endverbatim
  101. *>
  102. *> \param[out] INFO
  103. *> \verbatim
  104. *> INFO is INTEGER
  105. *> = 0: successful exit
  106. *> < 0: if INFO = -i, the i-th argument had an illegal value
  107. *> > 0: if INFO = i, U(i,i) is exactly zero, and the solution
  108. *> has not been computed. The factorization has not been
  109. *> completed unless i = N.
  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. *> \ingroup complexGTsolve
  121. *
  122. * =====================================================================
  123. SUBROUTINE CGTSV( N, NRHS, DL, D, DU, B, LDB, INFO )
  124. *
  125. * -- LAPACK driver routine --
  126. * -- LAPACK is a software package provided by Univ. of Tennessee, --
  127. * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
  128. *
  129. * .. Scalar Arguments ..
  130. INTEGER INFO, LDB, N, NRHS
  131. * ..
  132. * .. Array Arguments ..
  133. COMPLEX B( LDB, * ), D( * ), DL( * ), DU( * )
  134. * ..
  135. *
  136. * =====================================================================
  137. *
  138. * .. Parameters ..
  139. COMPLEX ZERO
  140. PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ) )
  141. * ..
  142. * .. Local Scalars ..
  143. INTEGER J, K
  144. COMPLEX MULT, TEMP, ZDUM
  145. * ..
  146. * .. Intrinsic Functions ..
  147. INTRINSIC ABS, AIMAG, MAX, REAL
  148. * ..
  149. * .. External Subroutines ..
  150. EXTERNAL XERBLA
  151. * ..
  152. * .. Statement Functions ..
  153. REAL CABS1
  154. * ..
  155. * .. Statement Function definitions ..
  156. CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) )
  157. * ..
  158. * .. Executable Statements ..
  159. *
  160. INFO = 0
  161. IF( N.LT.0 ) THEN
  162. INFO = -1
  163. ELSE IF( NRHS.LT.0 ) THEN
  164. INFO = -2
  165. ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
  166. INFO = -7
  167. END IF
  168. IF( INFO.NE.0 ) THEN
  169. CALL XERBLA( 'CGTSV ', -INFO )
  170. RETURN
  171. END IF
  172. *
  173. IF( N.EQ.0 )
  174. $ RETURN
  175. *
  176. DO 30 K = 1, N - 1
  177. IF( DL( K ).EQ.ZERO ) THEN
  178. *
  179. * Subdiagonal is zero, no elimination is required.
  180. *
  181. IF( D( K ).EQ.ZERO ) THEN
  182. *
  183. * Diagonal is zero: set INFO = K and return; a unique
  184. * solution can not be found.
  185. *
  186. INFO = K
  187. RETURN
  188. END IF
  189. ELSE IF( CABS1( D( K ) ).GE.CABS1( DL( K ) ) ) THEN
  190. *
  191. * No row interchange required
  192. *
  193. MULT = DL( K ) / D( K )
  194. D( K+1 ) = D( K+1 ) - MULT*DU( K )
  195. DO 10 J = 1, NRHS
  196. B( K+1, J ) = B( K+1, J ) - MULT*B( K, J )
  197. 10 CONTINUE
  198. IF( K.LT.( N-1 ) )
  199. $ DL( K ) = ZERO
  200. ELSE
  201. *
  202. * Interchange rows K and K+1
  203. *
  204. MULT = D( K ) / DL( K )
  205. D( K ) = DL( K )
  206. TEMP = D( K+1 )
  207. D( K+1 ) = DU( K ) - MULT*TEMP
  208. IF( K.LT.( N-1 ) ) THEN
  209. DL( K ) = DU( K+1 )
  210. DU( K+1 ) = -MULT*DL( K )
  211. END IF
  212. DU( K ) = TEMP
  213. DO 20 J = 1, NRHS
  214. TEMP = B( K, J )
  215. B( K, J ) = B( K+1, J )
  216. B( K+1, J ) = TEMP - MULT*B( K+1, J )
  217. 20 CONTINUE
  218. END IF
  219. 30 CONTINUE
  220. IF( D( N ).EQ.ZERO ) THEN
  221. INFO = N
  222. RETURN
  223. END IF
  224. *
  225. * Back solve with the matrix U from the factorization.
  226. *
  227. DO 50 J = 1, NRHS
  228. B( N, J ) = B( N, J ) / D( N )
  229. IF( N.GT.1 )
  230. $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / D( N-1 )
  231. DO 40 K = N - 2, 1, -1
  232. B( K, J ) = ( B( K, J )-DU( K )*B( K+1, J )-DL( K )*
  233. $ B( K+2, J ) ) / D( K )
  234. 40 CONTINUE
  235. 50 CONTINUE
  236. *
  237. RETURN
  238. *
  239. * End of CGTSV
  240. *
  241. END