diff libcruft/lapack/dgttrf.f @ 5164:57077d0ddc8e

[project @ 2005-02-25 19:55:24 by jwe]
author jwe
date Fri, 25 Feb 2005 19:55:28 +0000
parents
children 68db500cb558
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/libcruft/lapack/dgttrf.f	Fri Feb 25 19:55:28 2005 +0000
@@ -0,0 +1,149 @@
+      SUBROUTINE DGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
+*
+*  -- LAPACK routine (version 2.0) --
+*     Univ. of Tennessee, Univ. of California Berkeley, NAG Ltd.,
+*     Courant Institute, Argonne National Lab, and Rice University
+*     September 30, 1994
+*
+*     .. Scalar Arguments ..
+      INTEGER            INFO, N
+*     ..
+*     .. Array Arguments ..
+      INTEGER            IPIV( * )
+      DOUBLE PRECISION   D( * ), DL( * ), DU( * ), DU2( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DGTTRF computes an LU factorization of a real tridiagonal matrix A
+*  using elimination with partial pivoting and row interchanges.
+*
+*  The factorization has the form
+*     A = L * U
+*  where L is a product of permutation and unit lower bidiagonal
+*  matrices and U is upper triangular with nonzeros in only the main
+*  diagonal and first two superdiagonals.
+*
+*  Arguments
+*  =========
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  DL      (input/output) DOUBLE PRECISION array, dimension (N-1)
+*          On entry, DL must contain the (n-1) subdiagonal elements of
+*          A.
+*          On exit, DL is overwritten by the (n-1) multipliers that
+*          define the matrix L from the LU factorization of A.
+*
+*  D       (input/output) DOUBLE PRECISION array, dimension (N)
+*          On entry, D must contain the diagonal elements of A.
+*          On exit, D is overwritten by the n diagonal elements of the
+*          upper triangular matrix U from the LU factorization of A.
+*
+*  DU      (input/output) DOUBLE PRECISION array, dimension (N-1)
+*          On entry, DU must contain the (n-1) superdiagonal elements
+*          of A.
+*          On exit, DU is overwritten by the (n-1) elements of the first
+*          superdiagonal of U.
+*
+*  DU2     (output) DOUBLE PRECISION array, dimension (N-2)
+*          On exit, DU2 is overwritten by the (n-2) elements of the
+*          second superdiagonal of U.
+*
+*  IPIV    (output) 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.
+*
+*  INFO    (output) INTEGER
+*          = 0:  successful exit
+*          < 0:  if INFO = -i, the i-th argument had an illegal value
+*          > 0:  if INFO = i, U(i,i) is exactly zero. The factorization
+*                has been completed, but the factor U is exactly
+*                singular, and division by zero will occur if it is used
+*                to solve a system of equations.
+*
+*  =====================================================================
+*
+*     .. Local Scalars ..
+      INTEGER            I
+      DOUBLE PRECISION   FACT, TEMP
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          ABS
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           XERBLA
+*     ..
+*     .. Parameters ..
+      DOUBLE PRECISION   ZERO
+      PARAMETER          ( ZERO = 0.0D+0 )
+*     ..
+*     .. Executable Statements ..
+*
+      INFO = 0
+      IF( N.LT.0 ) THEN
+         INFO = -1
+         CALL XERBLA( 'DGTTRF', -INFO )
+         RETURN
+      END IF
+*
+*     Quick return if possible
+*
+      IF( N.EQ.0 )
+     $   RETURN
+*
+*     Initialize IPIV(i) = i
+*
+      DO 10 I = 1, N
+         IPIV( I ) = I
+   10 CONTINUE
+*
+      DO 20 I = 1, N - 1
+         IF( DL( I ).EQ.ZERO ) THEN
+*
+*           Subdiagonal is zero, no elimination is required.
+*
+            IF( D( I ).EQ.ZERO .AND. INFO.EQ.0 )
+     $         INFO = I
+            IF( I.LT.N-1 )
+     $         DU2( I ) = ZERO
+         ELSE IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
+*
+*           No row interchange required, eliminate DL(I)
+*
+            FACT = DL( I ) / D( I )
+            DL( I ) = FACT
+            D( I+1 ) = D( I+1 ) - FACT*DU( I )
+            IF( I.LT.N-1 )
+     $         DU2( I ) = ZERO
+         ELSE
+*
+*           Interchange rows I and I+1, eliminate DL(I)
+*
+            FACT = D( I ) / DL( I )
+            D( I ) = DL( I )
+            DL( I ) = FACT
+            TEMP = DU( I )
+            DU( I ) = D( I+1 )
+            D( I+1 ) = TEMP - FACT*D( I+1 )
+            IF( I.LT.N-1 ) THEN
+               DU2( I ) = DU( I+1 )
+               DU( I+1 ) = -FACT*DU( I+1 )
+            END IF
+            IPIV( I ) = IPIV( I ) + 1
+         END IF
+   20 CONTINUE
+      IF( D( N ).EQ.ZERO .AND. INFO.EQ.0 ) THEN
+         INFO = N
+         RETURN
+      END IF
+*
+      RETURN
+*
+*     End of DGTTRF
+*
+      END