1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
|
*> \brief \b SGTTRF
*
* =========== DOCUMENTATION ===========
*
* Online html documentation available at
* http://www.netlib.org/lapack/explore-html/
*
*> \htmlonly
*> Download SGTTRF + dependencies
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgttrf.f">
*> [TGZ]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgttrf.f">
*> [ZIP]</a>
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgttrf.f">
*> [TXT]</a>
*> \endhtmlonly
*
* Definition:
* ===========
*
* SUBROUTINE SGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
*
* .. Scalar Arguments ..
* INTEGER INFO, N
* ..
* .. Array Arguments ..
* INTEGER IPIV( * )
* REAL D( * ), DL( * ), DU( * ), DU2( * )
* ..
*
*
*> \par Purpose:
* =============
*>
*> \verbatim
*>
*> SGTTRF computes an LU factorization of a real tridiagonal matrix A
*> using elimination with partial pivoting and row interchanges.
*>
*> The factorization has the form
*> A = L * U
*> where L is a product of permutation and unit lower bidiagonal
*> matrices and U is upper triangular with nonzeros in only the main
*> diagonal and first two superdiagonals.
*> \endverbatim
*
* Arguments:
* ==========
*
*> \param[in] N
*> \verbatim
*> N is INTEGER
*> The order of the matrix A.
*> \endverbatim
*>
*> \param[in,out] DL
*> \verbatim
*> DL is REAL 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-1) multipliers that
*> define the matrix L from the LU factorization of A.
*> \endverbatim
*>
*> \param[in,out] D
*> \verbatim
*> D is REAL array, dimension (N)
*> On entry, D must contain the diagonal elements of A.
*>
*> On exit, D is overwritten by the n diagonal elements of the
*> upper triangular matrix U from the LU factorization of A.
*> \endverbatim
*>
*> \param[in,out] DU
*> \verbatim
*> DU is REAL 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[out] DU2
*> \verbatim
*> DU2 is REAL array, dimension (N-2)
*> On exit, DU2 is overwritten by the (n-2) elements of the
*> second super-diagonal of U.
*> \endverbatim
*>
*> \param[out] IPIV
*> \verbatim
*> IPIV is INTEGER array, dimension (N)
*> The pivot indices; for 1 <= i <= n, row i of the matrix was
*> interchanged with row IPIV(i). IPIV(i) will always be either
*> i or i+1; IPIV(i) = i indicates a row interchange was not
*> required.
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*> INFO is INTEGER
*> = 0: successful exit
*> < 0: if INFO = -k, the k-th argument had an illegal value
*> > 0: if INFO = k, U(k,k) is exactly zero. The factorization
*> has been completed, but the factor U is exactly
*> singular, and division by zero will occur if it is used
*> to solve a system of equations.
*> \endverbatim
*
* Authors:
* ========
*
*> \author Univ. of Tennessee
*> \author Univ. of California Berkeley
*> \author Univ. of Colorado Denver
*> \author NAG Ltd.
*
*> \ingroup realGTcomputational
*
* =====================================================================
SUBROUTINE SGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
*
* -- LAPACK computational 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, N
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
REAL D( * ), DL( * ), DU( * ), DU2( * )
* ..
*
* =====================================================================
*
* .. Parameters ..
REAL ZERO
PARAMETER ( ZERO = 0.0E+0 )
* ..
* .. Local Scalars ..
INTEGER I
REAL FACT, TEMP
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS
* ..
* .. External Subroutines ..
EXTERNAL XERBLA
* ..
* .. Executable Statements ..
*
INFO = 0
IF( N.LT.0 ) THEN
INFO = -1
CALL XERBLA( 'SGTTRF', -INFO )
RETURN
END IF
*
* Quick return if possible
*
IF( N.EQ.0 )
$ RETURN
*
* Initialize IPIV(i) = i and DU2(I) = 0
*
DO 10 I = 1, N
IPIV( I ) = I
10 CONTINUE
DO 20 I = 1, N - 2
DU2( I ) = ZERO
20 CONTINUE
*
DO 30 I = 1, N - 2
IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
*
* No row interchange required, eliminate DL(I)
*
IF( D( I ).NE.ZERO ) THEN
FACT = DL( I ) / D( I )
DL( I ) = FACT
D( I+1 ) = D( I+1 ) - FACT*DU( I )
END IF
ELSE
*
* Interchange rows I and I+1, eliminate DL(I)
*
FACT = D( I ) / DL( I )
D( I ) = DL( I )
DL( I ) = FACT
TEMP = DU( I )
DU( I ) = D( I+1 )
D( I+1 ) = TEMP - FACT*D( I+1 )
DU2( I ) = DU( I+1 )
DU( I+1 ) = -FACT*DU( I+1 )
IPIV( I ) = I + 1
END IF
30 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 )
DL( I ) = FACT
D( I+1 ) = D( I+1 ) - FACT*DU( I )
END IF
ELSE
FACT = D( I ) / DL( I )
D( I ) = DL( I )
DL( I ) = FACT
TEMP = DU( I )
DU( I ) = D( I+1 )
D( I+1 ) = TEMP - FACT*D( I+1 )
IPIV( I ) = I + 1
END IF
END IF
*
* Check for a zero on the diagonal of U.
*
DO 40 I = 1, N
IF( D( I ).EQ.ZERO ) THEN
INFO = I
GO TO 50
END IF
40 CONTINUE
50 CONTINUE
*
RETURN
*
* End of SGTTRF
*
END
|
