Mercurial > octave-nkf
comparison libcruft/lapack/zgtts2.f @ 7053:570a382ce556
[project @ 2007-10-23 23:17:36 by jwe]
author | jwe |
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date | Tue, 23 Oct 2007 23:17:36 +0000 |
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7052:ee70ac66041f | 7053:570a382ce556 |
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1 SUBROUTINE ZGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB ) | |
2 * | |
3 * -- LAPACK auxiliary routine (version 3.1) -- | |
4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. | |
5 * November 2006 | |
6 * | |
7 * .. Scalar Arguments .. | |
8 INTEGER ITRANS, LDB, N, NRHS | |
9 * .. | |
10 * .. Array Arguments .. | |
11 INTEGER IPIV( * ) | |
12 COMPLEX*16 B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * ) | |
13 * .. | |
14 * | |
15 * Purpose | |
16 * ======= | |
17 * | |
18 * ZGTTS2 solves one of the systems of equations | |
19 * A * X = B, A**T * X = B, or A**H * X = B, | |
20 * with a tridiagonal matrix A using the LU factorization computed | |
21 * by ZGTTRF. | |
22 * | |
23 * Arguments | |
24 * ========= | |
25 * | |
26 * ITRANS (input) INTEGER | |
27 * Specifies the form of the system of equations. | |
28 * = 0: A * X = B (No transpose) | |
29 * = 1: A**T * X = B (Transpose) | |
30 * = 2: A**H * X = B (Conjugate transpose) | |
31 * | |
32 * N (input) INTEGER | |
33 * The order of the matrix A. | |
34 * | |
35 * NRHS (input) INTEGER | |
36 * The number of right hand sides, i.e., the number of columns | |
37 * of the matrix B. NRHS >= 0. | |
38 * | |
39 * DL (input) COMPLEX*16 array, dimension (N-1) | |
40 * The (n-1) multipliers that define the matrix L from the | |
41 * LU factorization of A. | |
42 * | |
43 * D (input) COMPLEX*16 array, dimension (N) | |
44 * The n diagonal elements of the upper triangular matrix U from | |
45 * the LU factorization of A. | |
46 * | |
47 * DU (input) COMPLEX*16 array, dimension (N-1) | |
48 * The (n-1) elements of the first super-diagonal of U. | |
49 * | |
50 * DU2 (input) COMPLEX*16 array, dimension (N-2) | |
51 * The (n-2) elements of the second super-diagonal of U. | |
52 * | |
53 * IPIV (input) INTEGER array, dimension (N) | |
54 * The pivot indices; for 1 <= i <= n, row i of the matrix was | |
55 * interchanged with row IPIV(i). IPIV(i) will always be either | |
56 * i or i+1; IPIV(i) = i indicates a row interchange was not | |
57 * required. | |
58 * | |
59 * B (input/output) COMPLEX*16 array, dimension (LDB,NRHS) | |
60 * On entry, the matrix of right hand side vectors B. | |
61 * On exit, B is overwritten by the solution vectors X. | |
62 * | |
63 * LDB (input) INTEGER | |
64 * The leading dimension of the array B. LDB >= max(1,N). | |
65 * | |
66 * ===================================================================== | |
67 * | |
68 * .. Local Scalars .. | |
69 INTEGER I, J | |
70 COMPLEX*16 TEMP | |
71 * .. | |
72 * .. Intrinsic Functions .. | |
73 INTRINSIC DCONJG | |
74 * .. | |
75 * .. Executable Statements .. | |
76 * | |
77 * Quick return if possible | |
78 * | |
79 IF( N.EQ.0 .OR. NRHS.EQ.0 ) | |
80 $ RETURN | |
81 * | |
82 IF( ITRANS.EQ.0 ) THEN | |
83 * | |
84 * Solve A*X = B using the LU factorization of A, | |
85 * overwriting each right hand side vector with its solution. | |
86 * | |
87 IF( NRHS.LE.1 ) THEN | |
88 J = 1 | |
89 10 CONTINUE | |
90 * | |
91 * Solve L*x = b. | |
92 * | |
93 DO 20 I = 1, N - 1 | |
94 IF( IPIV( I ).EQ.I ) THEN | |
95 B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J ) | |
96 ELSE | |
97 TEMP = B( I, J ) | |
98 B( I, J ) = B( I+1, J ) | |
99 B( I+1, J ) = TEMP - DL( I )*B( I, J ) | |
100 END IF | |
101 20 CONTINUE | |
102 * | |
103 * Solve U*x = b. | |
104 * | |
105 B( N, J ) = B( N, J ) / D( N ) | |
106 IF( N.GT.1 ) | |
107 $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / | |
108 $ D( N-1 ) | |
109 DO 30 I = N - 2, 1, -1 | |
110 B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )* | |
111 $ B( I+2, J ) ) / D( I ) | |
112 30 CONTINUE | |
113 IF( J.LT.NRHS ) THEN | |
114 J = J + 1 | |
115 GO TO 10 | |
116 END IF | |
117 ELSE | |
118 DO 60 J = 1, NRHS | |
119 * | |
120 * Solve L*x = b. | |
121 * | |
122 DO 40 I = 1, N - 1 | |
123 IF( IPIV( I ).EQ.I ) THEN | |
124 B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J ) | |
125 ELSE | |
126 TEMP = B( I, J ) | |
127 B( I, J ) = B( I+1, J ) | |
128 B( I+1, J ) = TEMP - DL( I )*B( I, J ) | |
129 END IF | |
130 40 CONTINUE | |
131 * | |
132 * Solve U*x = b. | |
133 * | |
134 B( N, J ) = B( N, J ) / D( N ) | |
135 IF( N.GT.1 ) | |
136 $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / | |
137 $ D( N-1 ) | |
138 DO 50 I = N - 2, 1, -1 | |
139 B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )* | |
140 $ B( I+2, J ) ) / D( I ) | |
141 50 CONTINUE | |
142 60 CONTINUE | |
143 END IF | |
144 ELSE IF( ITRANS.EQ.1 ) THEN | |
145 * | |
146 * Solve A**T * X = B. | |
147 * | |
148 IF( NRHS.LE.1 ) THEN | |
149 J = 1 | |
150 70 CONTINUE | |
151 * | |
152 * Solve U**T * x = b. | |
153 * | |
154 B( 1, J ) = B( 1, J ) / D( 1 ) | |
155 IF( N.GT.1 ) | |
156 $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 ) | |
157 DO 80 I = 3, N | |
158 B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )* | |
159 $ B( I-2, J ) ) / D( I ) | |
160 80 CONTINUE | |
161 * | |
162 * Solve L**T * x = b. | |
163 * | |
164 DO 90 I = N - 1, 1, -1 | |
165 IF( IPIV( I ).EQ.I ) THEN | |
166 B( I, J ) = B( I, J ) - DL( I )*B( I+1, J ) | |
167 ELSE | |
168 TEMP = B( I+1, J ) | |
169 B( I+1, J ) = B( I, J ) - DL( I )*TEMP | |
170 B( I, J ) = TEMP | |
171 END IF | |
172 90 CONTINUE | |
173 IF( J.LT.NRHS ) THEN | |
174 J = J + 1 | |
175 GO TO 70 | |
176 END IF | |
177 ELSE | |
178 DO 120 J = 1, NRHS | |
179 * | |
180 * Solve U**T * x = b. | |
181 * | |
182 B( 1, J ) = B( 1, J ) / D( 1 ) | |
183 IF( N.GT.1 ) | |
184 $ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 ) | |
185 DO 100 I = 3, N | |
186 B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )- | |
187 $ DU2( I-2 )*B( I-2, J ) ) / D( I ) | |
188 100 CONTINUE | |
189 * | |
190 * Solve L**T * x = b. | |
191 * | |
192 DO 110 I = N - 1, 1, -1 | |
193 IF( IPIV( I ).EQ.I ) THEN | |
194 B( I, J ) = B( I, J ) - DL( I )*B( I+1, J ) | |
195 ELSE | |
196 TEMP = B( I+1, J ) | |
197 B( I+1, J ) = B( I, J ) - DL( I )*TEMP | |
198 B( I, J ) = TEMP | |
199 END IF | |
200 110 CONTINUE | |
201 120 CONTINUE | |
202 END IF | |
203 ELSE | |
204 * | |
205 * Solve A**H * X = B. | |
206 * | |
207 IF( NRHS.LE.1 ) THEN | |
208 J = 1 | |
209 130 CONTINUE | |
210 * | |
211 * Solve U**H * x = b. | |
212 * | |
213 B( 1, J ) = B( 1, J ) / DCONJG( D( 1 ) ) | |
214 IF( N.GT.1 ) | |
215 $ B( 2, J ) = ( B( 2, J )-DCONJG( DU( 1 ) )*B( 1, J ) ) / | |
216 $ DCONJG( D( 2 ) ) | |
217 DO 140 I = 3, N | |
218 B( I, J ) = ( B( I, J )-DCONJG( DU( I-1 ) )*B( I-1, J )- | |
219 $ DCONJG( DU2( I-2 ) )*B( I-2, J ) ) / | |
220 $ DCONJG( D( I ) ) | |
221 140 CONTINUE | |
222 * | |
223 * Solve L**H * x = b. | |
224 * | |
225 DO 150 I = N - 1, 1, -1 | |
226 IF( IPIV( I ).EQ.I ) THEN | |
227 B( I, J ) = B( I, J ) - DCONJG( DL( I ) )*B( I+1, J ) | |
228 ELSE | |
229 TEMP = B( I+1, J ) | |
230 B( I+1, J ) = B( I, J ) - DCONJG( DL( I ) )*TEMP | |
231 B( I, J ) = TEMP | |
232 END IF | |
233 150 CONTINUE | |
234 IF( J.LT.NRHS ) THEN | |
235 J = J + 1 | |
236 GO TO 130 | |
237 END IF | |
238 ELSE | |
239 DO 180 J = 1, NRHS | |
240 * | |
241 * Solve U**H * x = b. | |
242 * | |
243 B( 1, J ) = B( 1, J ) / DCONJG( D( 1 ) ) | |
244 IF( N.GT.1 ) | |
245 $ B( 2, J ) = ( B( 2, J )-DCONJG( DU( 1 ) )*B( 1, J ) ) | |
246 $ / DCONJG( D( 2 ) ) | |
247 DO 160 I = 3, N | |
248 B( I, J ) = ( B( I, J )-DCONJG( DU( I-1 ) )* | |
249 $ B( I-1, J )-DCONJG( DU2( I-2 ) )* | |
250 $ B( I-2, J ) ) / DCONJG( D( I ) ) | |
251 160 CONTINUE | |
252 * | |
253 * Solve L**H * x = b. | |
254 * | |
255 DO 170 I = N - 1, 1, -1 | |
256 IF( IPIV( I ).EQ.I ) THEN | |
257 B( I, J ) = B( I, J ) - DCONJG( DL( I ) )* | |
258 $ B( I+1, J ) | |
259 ELSE | |
260 TEMP = B( I+1, J ) | |
261 B( I+1, J ) = B( I, J ) - DCONJG( DL( I ) )*TEMP | |
262 B( I, J ) = TEMP | |
263 END IF | |
264 170 CONTINUE | |
265 180 CONTINUE | |
266 END IF | |
267 END IF | |
268 * | |
269 * End of ZGTTS2 | |
270 * | |
271 END |