Mercurial > octave-nkf
comparison libcruft/lapack/sptts2.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> |
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date | Sun, 27 Apr 2008 22:34:17 +0200 |
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7788:45f5faba05a2 | 7789:82be108cc558 |
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1 SUBROUTINE SPTTS2( N, NRHS, D, E, B, LDB ) | |
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 LDB, N, NRHS | |
9 * .. | |
10 * .. Array Arguments .. | |
11 REAL B( LDB, * ), D( * ), E( * ) | |
12 * .. | |
13 * | |
14 * Purpose | |
15 * ======= | |
16 * | |
17 * SPTTS2 solves a tridiagonal system of the form | |
18 * A * X = B | |
19 * using the L*D*L' factorization of A computed by SPTTRF. D is a | |
20 * diagonal matrix specified in the vector D, L is a unit bidiagonal | |
21 * matrix whose subdiagonal is specified in the vector E, and X and B | |
22 * are N by NRHS matrices. | |
23 * | |
24 * Arguments | |
25 * ========= | |
26 * | |
27 * N (input) INTEGER | |
28 * The order of the tridiagonal matrix A. N >= 0. | |
29 * | |
30 * NRHS (input) INTEGER | |
31 * The number of right hand sides, i.e., the number of columns | |
32 * of the matrix B. NRHS >= 0. | |
33 * | |
34 * D (input) REAL array, dimension (N) | |
35 * The n diagonal elements of the diagonal matrix D from the | |
36 * L*D*L' factorization of A. | |
37 * | |
38 * E (input) REAL array, dimension (N-1) | |
39 * The (n-1) subdiagonal elements of the unit bidiagonal factor | |
40 * L from the L*D*L' factorization of A. E can also be regarded | |
41 * as the superdiagonal of the unit bidiagonal factor U from the | |
42 * factorization A = U'*D*U. | |
43 * | |
44 * B (input/output) REAL array, dimension (LDB,NRHS) | |
45 * On entry, the right hand side vectors B for the system of | |
46 * linear equations. | |
47 * On exit, the solution vectors, X. | |
48 * | |
49 * LDB (input) INTEGER | |
50 * The leading dimension of the array B. LDB >= max(1,N). | |
51 * | |
52 * ===================================================================== | |
53 * | |
54 * .. Local Scalars .. | |
55 INTEGER I, J | |
56 * .. | |
57 * .. External Subroutines .. | |
58 EXTERNAL SSCAL | |
59 * .. | |
60 * .. Executable Statements .. | |
61 * | |
62 * Quick return if possible | |
63 * | |
64 IF( N.LE.1 ) THEN | |
65 IF( N.EQ.1 ) | |
66 $ CALL SSCAL( NRHS, 1. / D( 1 ), B, LDB ) | |
67 RETURN | |
68 END IF | |
69 * | |
70 * Solve A * X = B using the factorization A = L*D*L', | |
71 * overwriting each right hand side vector with its solution. | |
72 * | |
73 DO 30 J = 1, NRHS | |
74 * | |
75 * Solve L * x = b. | |
76 * | |
77 DO 10 I = 2, N | |
78 B( I, J ) = B( I, J ) - B( I-1, J )*E( I-1 ) | |
79 10 CONTINUE | |
80 * | |
81 * Solve D * L' * x = b. | |
82 * | |
83 B( N, J ) = B( N, J ) / D( N ) | |
84 DO 20 I = N - 1, 1, -1 | |
85 B( I, J ) = B( I, J ) / D( I ) - B( I+1, J )*E( I ) | |
86 20 CONTINUE | |
87 30 CONTINUE | |
88 * | |
89 RETURN | |
90 * | |
91 * End of SPTTS2 | |
92 * | |
93 END |