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1 SUBROUTINE DGTTRS( TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB, |
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2 $ INFO ) |
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3 * |
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4 * -- LAPACK routine (version 2.0) -- |
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5 * Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd., |
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6 * Courant Institute, Argonne National Lab, and Rice University |
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7 * September 30, 1994 |
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8 * |
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9 * .. Scalar Arguments .. |
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10 CHARACTER TRANS |
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11 INTEGER INFO, LDB, N, NRHS |
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12 * .. |
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13 * .. Array Arguments .. |
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14 INTEGER IPIV( * ) |
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15 DOUBLE PRECISION B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * ) |
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16 * .. |
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17 * |
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18 * Purpose |
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19 * ======= |
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20 * |
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21 * DGTTRS solves one of the systems of equations |
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22 * A*X = B or A'*X = B, |
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23 * with a tridiagonal matrix A using the LU factorization computed |
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24 * by DGTTRF. |
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25 * |
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26 * Arguments |
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27 * ========= |
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28 * |
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29 * TRANS (input) CHARACTER |
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30 * Specifies the form of the system of equations: |
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31 * = 'N': A * X = B (No transpose) |
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32 * = 'T': A'* X = B (Transpose) |
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33 * = 'C': A'* X = B (Conjugate transpose = Transpose) |
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34 * |
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35 * N (input) INTEGER |
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36 * The order of the matrix A. N >= 0. |
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37 * |
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38 * NRHS (input) INTEGER |
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39 * The number of right hand sides, i.e., the number of columns |
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40 * of the matrix B. NRHS >= 0. |
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41 * |
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42 * DL (input) DOUBLE PRECISION array, dimension (N-1) |
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43 * The (n-1) multipliers that define the matrix L from the |
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44 * LU factorization of A. |
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45 * |
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46 * D (input) DOUBLE PRECISION array, dimension (N) |
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47 * The n diagonal elements of the upper triangular matrix U from |
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48 * the LU factorization of A. |
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49 * |
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50 * DU (input) DOUBLE PRECISION array, dimension (N-1) |
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51 * The (n-1) elements of the first superdiagonal of U. |
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52 * |
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53 * DU2 (input) DOUBLE PRECISION array, dimension (N-2) |
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54 * The (n-2) elements of the second superdiagonal of U. |
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55 * |
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56 * IPIV (input) INTEGER array, dimension (N) |
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57 * The pivot indices; for 1 <= i <= n, row i of the matrix was |
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58 * interchanged with row IPIV(i). IPIV(i) will always be either |
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59 * i or i+1; IPIV(i) = i indicates a row interchange was not |
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60 * required. |
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61 * |
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62 * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) |
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63 * On entry, the right hand side matrix B. |
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64 * On exit, B is overwritten by the solution matrix X. |
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65 * |
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66 * LDB (input) INTEGER |
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67 * The leading dimension of the array B. LDB >= max(1,N). |
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68 * |
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69 * INFO (output) INTEGER |
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70 * = 0: successful exit |
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71 * < 0: if INFO = -i, the i-th argument had an illegal value |
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72 * |
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73 * ===================================================================== |
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74 * |
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75 * .. Local Scalars .. |
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76 LOGICAL NOTRAN |
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77 INTEGER I, J |
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78 DOUBLE PRECISION TEMP |
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79 * .. |
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80 * .. External Functions .. |
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81 LOGICAL LSAME |
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82 EXTERNAL LSAME |
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83 * .. |
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84 * .. External Subroutines .. |
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85 EXTERNAL XERBLA |
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86 * .. |
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87 * .. Intrinsic Functions .. |
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88 INTRINSIC MAX |
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89 * .. |
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90 * .. Executable Statements .. |
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91 * |
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92 INFO = 0 |
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93 NOTRAN = LSAME( TRANS, 'N' ) |
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94 IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. |
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95 $ LSAME( TRANS, 'C' ) ) THEN |
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96 INFO = -1 |
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97 ELSE IF( N.LT.0 ) THEN |
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98 INFO = -2 |
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99 ELSE IF( NRHS.LT.0 ) THEN |
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100 INFO = -3 |
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101 ELSE IF( LDB.LT.MAX( N, 1 ) ) THEN |
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102 INFO = -10 |
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103 END IF |
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104 IF( INFO.NE.0 ) THEN |
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105 CALL XERBLA( 'DGTTRS', -INFO ) |
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106 RETURN |
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107 END IF |
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108 * |
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109 * Quick return if possible |
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110 * |
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111 IF( N.EQ.0 .OR. NRHS.EQ.0 ) |
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112 $ RETURN |
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113 * |
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114 IF( NOTRAN ) THEN |
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115 * |
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116 * Solve A*X = B using the LU factorization of A, |
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117 * overwriting each right hand side vector with its solution. |
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118 * |
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119 DO 30 J = 1, NRHS |
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120 * |
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121 * Solve L*x = b. |
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122 * |
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123 DO 10 I = 1, N - 1 |
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124 IF( IPIV( I ).EQ.I ) THEN |
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125 B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J ) |
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126 ELSE |
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127 TEMP = B( I, J ) |
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128 B( I, J ) = B( I+1, J ) |
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129 B( I+1, J ) = TEMP - DL( I )*B( I, J ) |
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130 END IF |
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131 10 CONTINUE |
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132 * |
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133 * Solve U*x = b. |
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134 * |
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135 B( N, J ) = B( N, J ) / D( N ) |
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136 IF( N.GT.1 ) |
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137 $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / |
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138 $ D( N-1 ) |
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139 DO 20 I = N - 2, 1, -1 |
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140 B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )* |
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141 $ B( I+2, J ) ) / D( I ) |
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142 20 CONTINUE |
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143 30 CONTINUE |
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144 ELSE |
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145 * |
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146 * Solve A' * X = B. |
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147 * |
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148 DO 60 J = 1, NRHS |
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149 * |
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150 * Solve U'*x = b. |
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151 * |
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152 B( 1, J ) = B( 1, J ) / D( 1 ) |
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153 IF( N.GT.1 ) |
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154 $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 ) |
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155 DO 40 I = 3, N |
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156 B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )* |
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157 $ B( I-2, J ) ) / D( I ) |
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158 40 CONTINUE |
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159 * |
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160 * Solve L'*x = b. |
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161 * |
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162 DO 50 I = N - 1, 1, -1 |
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163 IF( IPIV( I ).EQ.I ) THEN |
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164 B( I, J ) = B( I, J ) - DL( I )*B( I+1, J ) |
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165 ELSE |
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166 TEMP = B( I+1, J ) |
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167 B( I+1, J ) = B( I, J ) - DL( I )*TEMP |
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168 B( I, J ) = TEMP |
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169 END IF |
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170 50 CONTINUE |
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171 60 CONTINUE |
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172 END IF |
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173 * |
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174 * End of DGTTRS |
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175 * |
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176 END |