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
|
SUBROUTINE DGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
*
* -- LAPACK auxiliary routine (version 3.0) --
* Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
* Courant Institute, Argonne National Lab, and Rice University
* June 30, 1999
*
* .. Scalar Arguments ..
INTEGER ITRANS, LDB, N, NRHS
* ..
* .. Array Arguments ..
INTEGER IPIV( * )
DOUBLE PRECISION B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
* ..
*
* Purpose
* =======
*
* DGTTS2 solves one of the systems of equations
* A*X = B or A'*X = B,
* with a tridiagonal matrix A using the LU factorization computed
* by DGTTRF.
*
* Arguments
* =========
*
* ITRANS (input) INTEGER
* Specifies the form of the system of equations.
* = 0: A * X = B (No transpose)
* = 1: A'* X = B (Transpose)
* = 2: A'* X = B (Conjugate transpose = Transpose)
*
* N (input) INTEGER
* The order of the matrix A.
*
* NRHS (input) INTEGER
* The number of right hand sides, i.e., the number of columns
* of the matrix B. NRHS >= 0.
*
* DL (input) DOUBLE PRECISION array, dimension (N-1)
* The (n-1) multipliers that define the matrix L from the
* LU factorization of A.
*
* D (input) DOUBLE PRECISION array, dimension (N)
* The n diagonal elements of the upper triangular matrix U from
* the LU factorization of A.
*
* DU (input) DOUBLE PRECISION array, dimension (N-1)
* The (n-1) elements of the first super-diagonal of U.
*
* DU2 (input) DOUBLE PRECISION array, dimension (N-2)
* The (n-2) elements of the second super-diagonal of U.
*
* IPIV (input) 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.
*
* B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
* On entry, the matrix of right hand side vectors B.
* On exit, B is overwritten by the solution vectors X.
*
* LDB (input) INTEGER
* The leading dimension of the array B. LDB >= max(1,N).
*
* =====================================================================
*
* .. Local Scalars ..
INTEGER I, IP, J
DOUBLE PRECISION TEMP
* ..
* .. Executable Statements ..
*
* Quick return if possible
*
IF( N.EQ.0 .OR. NRHS.EQ.0 )
$ RETURN
*
IF( ITRANS.EQ.0 ) THEN
*
* Solve A*X = B using the LU factorization of A,
* overwriting each right hand side vector with its solution.
*
IF( NRHS.LE.1 ) THEN
J = 1
10 CONTINUE
*
* Solve L*x = b.
*
DO 20 I = 1, N - 1
IP = IPIV( I )
TEMP = B( I+1-IP+I, J ) - DL( I )*B( IP, J )
B( I, J ) = B( IP, J )
B( I+1, J ) = TEMP
20 CONTINUE
*
* Solve U*x = b.
*
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 30 I = N - 2, 1, -1
B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
$ B( I+2, J ) ) / D( I )
30 CONTINUE
IF( J.LT.NRHS ) THEN
J = J + 1
GO TO 10
END IF
ELSE
DO 60 J = 1, NRHS
*
* Solve L*x = b.
*
DO 40 I = 1, N - 1
IF( IPIV( I ).EQ.I ) THEN
B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J )
ELSE
TEMP = B( I, J )
B( I, J ) = B( I+1, J )
B( I+1, J ) = TEMP - DL( I )*B( I, J )
END IF
40 CONTINUE
*
* Solve U*x = b.
*
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 50 I = N - 2, 1, -1
B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
$ B( I+2, J ) ) / D( I )
50 CONTINUE
60 CONTINUE
END IF
ELSE
*
* Solve A' * X = B.
*
IF( NRHS.LE.1 ) THEN
*
* Solve U'*x = b.
*
J = 1
70 CONTINUE
B( 1, J ) = B( 1, J ) / D( 1 )
IF( N.GT.1 )
$ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
DO 80 I = 3, N
B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )*
$ B( I-2, J ) ) / D( I )
80 CONTINUE
*
* Solve L'*x = b.
*
DO 90 I = N - 1, 1, -1
IP = IPIV( I )
TEMP = B( I, J ) - DL( I )*B( I+1, J )
B( I, J ) = B( IP, J )
B( IP, J ) = TEMP
90 CONTINUE
IF( J.LT.NRHS ) THEN
J = J + 1
GO TO 70
END IF
*
ELSE
DO 120 J = 1, NRHS
*
* Solve U'*x = b.
*
B( 1, J ) = B( 1, J ) / D( 1 )
IF( N.GT.1 )
$ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
DO 100 I = 3, N
B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-
$ DU2( I-2 )*B( I-2, J ) ) / D( I )
100 CONTINUE
DO 110 I = N - 1, 1, -1
IF( IPIV( I ).EQ.I ) THEN
B( I, J ) = B( I, J ) - DL( I )*B( I+1, J )
ELSE
TEMP = B( I+1, J )
B( I+1, J ) = B( I, J ) - DL( I )*TEMP
B( I, J ) = TEMP
END IF
110 CONTINUE
120 CONTINUE
END IF
END IF
*
* End of DGTTS2
*
END
|