OpenBLAS/lapack-netlib/SRC/dgtsv.f

*> \brief <b> DGTSV computes the solution to system of linear equations A * X = B for GT matrices </b>
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at
*            http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
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*> \endhtmlonly
*
*  Definition:
*  ===========
*
*       SUBROUTINE DGTSV( N, NRHS, DL, D, DU, B, LDB, INFO )
*
*       .. Scalar Arguments ..
*       INTEGER            INFO, LDB, N, NRHS
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   B( LDB, * ), D( * ), DL( * ), DU( * )
*       ..
*
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DGTSV  solves the equation
*>
*>    A*X = B,
*>
*> where A is an n by n tridiagonal matrix, by Gaussian elimination with
*> partial pivoting.
*>
*> Note that the equation  A**T*X = B  may be solved by interchanging the
*> order of the arguments DU and DL.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix A.  N >= 0.
*> \endverbatim
*>
*> \param[in] NRHS
*> \verbatim
*>          NRHS is INTEGER
*>          The number of right hand sides, i.e., the number of columns
*>          of the matrix B.  NRHS >= 0.
*> \endverbatim
*>
*> \param[in,out] DL
*> \verbatim
*>          DL is DOUBLE PRECISION array, dimension (N-1)
*>          On entry, DL must contain the (n-1) sub-diagonal elements of
*>          A.
*>
*>          On exit, DL is overwritten by the (n-2) elements of the
*>          second super-diagonal of the upper triangular matrix U from
*>          the LU factorization of A, in DL(1), ..., DL(n-2).
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension (N)
*>          On entry, D must contain the diagonal elements of A.
*>
*>          On exit, D is overwritten by the n diagonal elements of U.
*> \endverbatim
*>
*> \param[in,out] DU
*> \verbatim
*>          DU is DOUBLE PRECISION array, dimension (N-1)
*>          On entry, DU must contain the (n-1) super-diagonal elements
*>          of A.
*>
*>          On exit, DU is overwritten by the (n-1) elements of the first
*>          super-diagonal of U.
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
*>          On entry, the N by NRHS matrix of right hand side matrix B.
*>          On exit, if INFO = 0, the N by NRHS solution matrix X.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0: successful exit
*>          < 0: if INFO = -i, the i-th argument had an illegal value
*>          > 0: if INFO = i, U(i,i) is exactly zero, and the solution
*>               has not been computed.  The factorization has not been
*>               completed unless i = N.
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup doubleGTsolve
*
*  =====================================================================
      SUBROUTINE DGTSV( N, NRHS, DL, D, DU, B, LDB, INFO )
*
*  -- LAPACK driver routine --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*
*     .. Scalar Arguments ..
      INTEGER            INFO, LDB, N, NRHS
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   B( LDB, * ), D( * ), DL( * ), DU( * )
*     ..
*
*  =====================================================================
*
*     .. Parameters ..
      DOUBLE PRECISION   ZERO
      PARAMETER          ( ZERO = 0.0D+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            I, J
      DOUBLE PRECISION   FACT, TEMP
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA
*     ..
*     .. Executable Statements ..
*
      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -1
      ELSE IF( NRHS.LT.0 ) THEN
         INFO = -2
      ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
         INFO = -7
      END IF
      IF( INFO.NE.0 ) THEN
         CALL XERBLA( 'DGTSV ', -INFO )
         RETURN
      END IF
*
      IF( N.EQ.0 )
     $   RETURN
*
      IF( NRHS.EQ.1 ) THEN
         DO 10 I = 1, N - 2
            IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
*
*              No row interchange required
*
               IF( D( I ).NE.ZERO ) THEN
                  FACT = DL( I ) / D( I )
                  D( I+1 ) = D( I+1 ) - FACT*DU( I )
                  B( I+1, 1 ) = B( I+1, 1 ) - FACT*B( I, 1 )
               ELSE
                  INFO = I
                  RETURN
               END IF
               DL( I ) = ZERO
            ELSE
*
*              Interchange rows I and I+1
*
               FACT = D( I ) / DL( I )
               D( I ) = DL( I )
               TEMP = D( I+1 )
               D( I+1 ) = DU( I ) - FACT*TEMP
               DL( I ) = DU( I+1 )
               DU( I+1 ) = -FACT*DL( I )
               DU( I ) = TEMP
               TEMP = B( I, 1 )
               B( I, 1 ) = B( I+1, 1 )
               B( I+1, 1 ) = TEMP - FACT*B( I+1, 1 )
            END IF
   10    CONTINUE
         IF( N.GT.1 ) THEN
            I = N - 1
            IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
               IF( D( I ).NE.ZERO ) THEN
                  FACT = DL( I ) / D( I )
                  D( I+1 ) = D( I+1 ) - FACT*DU( I )
                  B( I+1, 1 ) = B( I+1, 1 ) - FACT*B( I, 1 )
               ELSE
                  INFO = I
                  RETURN
               END IF
            ELSE
               FACT = D( I ) / DL( I )
               D( I ) = DL( I )
               TEMP = D( I+1 )
               D( I+1 ) = DU( I ) - FACT*TEMP
               DU( I ) = TEMP
               TEMP = B( I, 1 )
               B( I, 1 ) = B( I+1, 1 )
               B( I+1, 1 ) = TEMP - FACT*B( I+1, 1 )
            END IF
         END IF
         IF( D( N ).EQ.ZERO ) THEN
            INFO = N
            RETURN
         END IF
      ELSE
         DO 40 I = 1, N - 2
            IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
*
*              No row interchange required
*
               IF( D( I ).NE.ZERO ) THEN
                  FACT = DL( I ) / D( I )
                  D( I+1 ) = D( I+1 ) - FACT*DU( I )
                  DO 20 J = 1, NRHS
                     B( I+1, J ) = B( I+1, J ) - FACT*B( I, J )
   20             CONTINUE
               ELSE
                  INFO = I
                  RETURN
               END IF
               DL( I ) = ZERO
            ELSE
*
*              Interchange rows I and I+1
*
               FACT = D( I ) / DL( I )
               D( I ) = DL( I )
               TEMP = D( I+1 )
               D( I+1 ) = DU( I ) - FACT*TEMP
               DL( I ) = DU( I+1 )
               DU( I+1 ) = -FACT*DL( I )
               DU( I ) = TEMP
               DO 30 J = 1, NRHS
                  TEMP = B( I, J )
                  B( I, J ) = B( I+1, J )
                  B( I+1, J ) = TEMP - FACT*B( I+1, J )
   30          CONTINUE
            END IF
   40    CONTINUE
         IF( N.GT.1 ) THEN
            I = N - 1
            IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
               IF( D( I ).NE.ZERO ) THEN
                  FACT = DL( I ) / D( I )
                  D( I+1 ) = D( I+1 ) - FACT*DU( I )
                  DO 50 J = 1, NRHS
                     B( I+1, J ) = B( I+1, J ) - FACT*B( I, J )
   50             CONTINUE
               ELSE
                  INFO = I
                  RETURN
               END IF
            ELSE
               FACT = D( I ) / DL( I )
               D( I ) = DL( I )
               TEMP = D( I+1 )
               D( I+1 ) = DU( I ) - FACT*TEMP
               DU( I ) = TEMP
               DO 60 J = 1, NRHS
                  TEMP = B( I, J )
                  B( I, J ) = B( I+1, J )
                  B( I+1, J ) = TEMP - FACT*B( I+1, J )
   60          CONTINUE
            END IF
         END IF
         IF( D( N ).EQ.ZERO ) THEN
            INFO = N
            RETURN
         END IF
      END IF
*
*     Back solve with the matrix U from the factorization.
*
      IF( NRHS.LE.2 ) THEN
         J = 1
   70    CONTINUE
         B( N, J ) = B( N, J ) / D( N )
         IF( N.GT.1 )
     $      B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / D( N-1 )
         DO 80 I = N - 2, 1, -1
            B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DL( I )*
     $                  B( I+2, J ) ) / D( I )
   80    CONTINUE
         IF( J.LT.NRHS ) THEN
            J = J + 1
            GO TO 70
         END IF
      ELSE
         DO 100 J = 1, NRHS
            B( N, J ) = B( N, J ) / D( N )
            IF( N.GT.1 )
     $         B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
     $                       D( N-1 )
            DO 90 I = N - 2, 1, -1
               B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DL( I )*
     $                     B( I+2, J ) ) / D( I )
   90       CONTINUE
  100    CONTINUE
      END IF
*
      RETURN
*
*     End of DGTSV
*
      END