Mercurial > octave
comparison libcruft/lapack/cgtsv.f @ 7789:82be108cc558
First attempt at single precision tyeps
* * *
corrections to qrupdate single precision routines
* * *
prefer demotion to single over promotion to double
* * *
Add single precision support to log2 function
* * *
Trivial PROJECT file update
* * *
Cache optimized hermitian/transpose methods
* * *
Add tests for tranpose/hermitian and ChangeLog entry for new transpose code
author | David Bateman <dbateman@free.fr> |
---|---|
date | Sun, 27 Apr 2008 22:34:17 +0200 |
parents | |
children |
comparison
equal
deleted
inserted
replaced
7788:45f5faba05a2 | 7789:82be108cc558 |
---|---|
1 SUBROUTINE CGTSV( N, NRHS, DL, D, DU, B, LDB, INFO ) | |
2 * | |
3 * -- LAPACK routine (version 3.1) -- | |
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. | |
5 * November 2006 | |
6 * | |
7 * .. Scalar Arguments .. | |
8 INTEGER INFO, LDB, N, NRHS | |
9 * .. | |
10 * .. Array Arguments .. | |
11 COMPLEX B( LDB, * ), D( * ), DL( * ), DU( * ) | |
12 * .. | |
13 * | |
14 * Purpose | |
15 * ======= | |
16 * | |
17 * CGTSV solves the equation | |
18 * | |
19 * A*X = B, | |
20 * | |
21 * where A is an N-by-N tridiagonal matrix, by Gaussian elimination with | |
22 * partial pivoting. | |
23 * | |
24 * Note that the equation A'*X = B may be solved by interchanging the | |
25 * order of the arguments DU and DL. | |
26 * | |
27 * Arguments | |
28 * ========= | |
29 * | |
30 * N (input) INTEGER | |
31 * The order of the matrix A. N >= 0. | |
32 * | |
33 * NRHS (input) INTEGER | |
34 * The number of right hand sides, i.e., the number of columns | |
35 * of the matrix B. NRHS >= 0. | |
36 * | |
37 * DL (input/output) COMPLEX array, dimension (N-1) | |
38 * On entry, DL must contain the (n-1) subdiagonal elements of | |
39 * A. | |
40 * On exit, DL is overwritten by the (n-2) elements of the | |
41 * second superdiagonal of the upper triangular matrix U from | |
42 * the LU factorization of A, in DL(1), ..., DL(n-2). | |
43 * | |
44 * D (input/output) COMPLEX array, dimension (N) | |
45 * On entry, D must contain the diagonal elements of A. | |
46 * On exit, D is overwritten by the n diagonal elements of U. | |
47 * | |
48 * DU (input/output) COMPLEX array, dimension (N-1) | |
49 * On entry, DU must contain the (n-1) superdiagonal elements | |
50 * of A. | |
51 * On exit, DU is overwritten by the (n-1) elements of the first | |
52 * superdiagonal of U. | |
53 * | |
54 * B (input/output) COMPLEX array, dimension (LDB,NRHS) | |
55 * On entry, the N-by-NRHS right hand side matrix B. | |
56 * On exit, if INFO = 0, the N-by-NRHS solution matrix X. | |
57 * | |
58 * LDB (input) INTEGER | |
59 * The leading dimension of the array B. LDB >= max(1,N). | |
60 * | |
61 * INFO (output) INTEGER | |
62 * = 0: successful exit | |
63 * < 0: if INFO = -i, the i-th argument had an illegal value | |
64 * > 0: if INFO = i, U(i,i) is exactly zero, and the solution | |
65 * has not been computed. The factorization has not been | |
66 * completed unless i = N. | |
67 * | |
68 * ===================================================================== | |
69 * | |
70 * .. Parameters .. | |
71 COMPLEX ZERO | |
72 PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ) ) | |
73 * .. | |
74 * .. Local Scalars .. | |
75 INTEGER J, K | |
76 COMPLEX MULT, TEMP, ZDUM | |
77 * .. | |
78 * .. Intrinsic Functions .. | |
79 INTRINSIC ABS, AIMAG, MAX, REAL | |
80 * .. | |
81 * .. External Subroutines .. | |
82 EXTERNAL XERBLA | |
83 * .. | |
84 * .. Statement Functions .. | |
85 REAL CABS1 | |
86 * .. | |
87 * .. Statement Function definitions .. | |
88 CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) | |
89 * .. | |
90 * .. Executable Statements .. | |
91 * | |
92 INFO = 0 | |
93 IF( N.LT.0 ) THEN | |
94 INFO = -1 | |
95 ELSE IF( NRHS.LT.0 ) THEN | |
96 INFO = -2 | |
97 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN | |
98 INFO = -7 | |
99 END IF | |
100 IF( INFO.NE.0 ) THEN | |
101 CALL XERBLA( 'CGTSV ', -INFO ) | |
102 RETURN | |
103 END IF | |
104 * | |
105 IF( N.EQ.0 ) | |
106 $ RETURN | |
107 * | |
108 DO 30 K = 1, N - 1 | |
109 IF( DL( K ).EQ.ZERO ) THEN | |
110 * | |
111 * Subdiagonal is zero, no elimination is required. | |
112 * | |
113 IF( D( K ).EQ.ZERO ) THEN | |
114 * | |
115 * Diagonal is zero: set INFO = K and return; a unique | |
116 * solution can not be found. | |
117 * | |
118 INFO = K | |
119 RETURN | |
120 END IF | |
121 ELSE IF( CABS1( D( K ) ).GE.CABS1( DL( K ) ) ) THEN | |
122 * | |
123 * No row interchange required | |
124 * | |
125 MULT = DL( K ) / D( K ) | |
126 D( K+1 ) = D( K+1 ) - MULT*DU( K ) | |
127 DO 10 J = 1, NRHS | |
128 B( K+1, J ) = B( K+1, J ) - MULT*B( K, J ) | |
129 10 CONTINUE | |
130 IF( K.LT.( N-1 ) ) | |
131 $ DL( K ) = ZERO | |
132 ELSE | |
133 * | |
134 * Interchange rows K and K+1 | |
135 * | |
136 MULT = D( K ) / DL( K ) | |
137 D( K ) = DL( K ) | |
138 TEMP = D( K+1 ) | |
139 D( K+1 ) = DU( K ) - MULT*TEMP | |
140 IF( K.LT.( N-1 ) ) THEN | |
141 DL( K ) = DU( K+1 ) | |
142 DU( K+1 ) = -MULT*DL( K ) | |
143 END IF | |
144 DU( K ) = TEMP | |
145 DO 20 J = 1, NRHS | |
146 TEMP = B( K, J ) | |
147 B( K, J ) = B( K+1, J ) | |
148 B( K+1, J ) = TEMP - MULT*B( K+1, J ) | |
149 20 CONTINUE | |
150 END IF | |
151 30 CONTINUE | |
152 IF( D( N ).EQ.ZERO ) THEN | |
153 INFO = N | |
154 RETURN | |
155 END IF | |
156 * | |
157 * Back solve with the matrix U from the factorization. | |
158 * | |
159 DO 50 J = 1, NRHS | |
160 B( N, J ) = B( N, J ) / D( N ) | |
161 IF( N.GT.1 ) | |
162 $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / D( N-1 ) | |
163 DO 40 K = N - 2, 1, -1 | |
164 B( K, J ) = ( B( K, J )-DU( K )*B( K+1, J )-DL( K )* | |
165 $ B( K+2, J ) ) / D( K ) | |
166 40 CONTINUE | |
167 50 CONTINUE | |
168 * | |
169 RETURN | |
170 * | |
171 * End of CGTSV | |
172 * | |
173 END |