File: dptts2.f

package info (click to toggle)
lapack 3.4.1%2Bdfsg-1%2Bdeb70u1
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 103,172 kB
  • sloc: fortran: 469,422; ansic: 127,041; makefile: 3,817; python: 267; sh: 94
file content (158 lines) | stat: -rw-r--r-- 4,290 bytes parent folder | download | duplicates (2)
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
*> \brief \b DPTTS2
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> \htmlonly
*> Download DPTTS2 + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dptts2.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dptts2.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dptts2.f"> 
*> [TXT]</a>
*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE DPTTS2( N, NRHS, D, E, B, LDB )
* 
*       .. Scalar Arguments ..
*       INTEGER            LDB, N, NRHS
*       ..
*       .. Array Arguments ..
*       DOUBLE PRECISION   B( LDB, * ), D( * ), E( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> DPTTS2 solves a tridiagonal system of the form
*>    A * X = B
*> using the L*D*L**T factorization of A computed by DPTTRF.  D is a
*> diagonal matrix specified in the vector D, L is a unit bidiagonal
*> matrix whose subdiagonal is specified in the vector E, and X and B
*> are N by NRHS matrices.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the tridiagonal 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] D
*> \verbatim
*>          D is DOUBLE PRECISION array, dimension (N)
*>          The n diagonal elements of the diagonal matrix D from the
*>          L*D*L**T factorization of A.
*> \endverbatim
*>
*> \param[in] E
*> \verbatim
*>          E is DOUBLE PRECISION array, dimension (N-1)
*>          The (n-1) subdiagonal elements of the unit bidiagonal factor
*>          L from the L*D*L**T factorization of A.  E can also be regarded
*>          as the superdiagonal of the unit bidiagonal factor U from the
*>          factorization A = U**T*D*U.
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          B is DOUBLE PRECISION array, dimension (LDB,NRHS)
*>          On entry, the right hand side vectors B for the system of
*>          linear equations.
*>          On exit, the solution vectors, X.
*> \endverbatim
*>
*> \param[in] LDB
*> \verbatim
*>          LDB is INTEGER
*>          The leading dimension of the array B.  LDB >= max(1,N).
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup doubleOTHERcomputational
*
*  =====================================================================
      SUBROUTINE DPTTS2( N, NRHS, D, E, B, LDB )
*
*  -- LAPACK computational routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      INTEGER            LDB, N, NRHS
*     ..
*     .. Array Arguments ..
      DOUBLE PRECISION   B( LDB, * ), D( * ), E( * )
*     ..
*
*  =====================================================================
*
*     .. Local Scalars ..
      INTEGER            I, J
*     ..
*     .. External Subroutines ..
      EXTERNAL           DSCAL
*     ..
*     .. Executable Statements ..
*
*     Quick return if possible
*
      IF( N.LE.1 ) THEN
         IF( N.EQ.1 )
     $      CALL DSCAL( NRHS, 1.D0 / D( 1 ), B, LDB )
         RETURN
      END IF
*
*     Solve A * X = B using the factorization A = L*D*L**T,
*     overwriting each right hand side vector with its solution.
*
      DO 30 J = 1, NRHS
*
*           Solve L * x = b.
*
         DO 10 I = 2, N
            B( I, J ) = B( I, J ) - B( I-1, J )*E( I-1 )
   10    CONTINUE
*
*           Solve D * L**T * x = b.
*
         B( N, J ) = B( N, J ) / D( N )
         DO 20 I = N - 1, 1, -1
            B( I, J ) = B( I, J ) / D( I ) - B( I+1, J )*E( I )
   20    CONTINUE
   30 CONTINUE
*
      RETURN
*
*     End of DPTTS2
*
      END