diff libcruft/lapack/dgttrs.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/dgttrs.f	Fri Feb 25 19:55:28 2005 +0000
@@ -0,0 +1,176 @@
+      SUBROUTINE DGTTRS( TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB,
+     $                   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 ..
+      CHARACTER          TRANS
+      INTEGER            INFO, LDB, N, NRHS
+*     ..
+*     .. Array Arguments ..
+      INTEGER            IPIV( * )
+      DOUBLE PRECISION   B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
+*     ..
+*
+*  Purpose
+*  =======
+*
+*  DGTTRS solves one of the systems of equations
+*     A*X = B  or  A'*X = B,
+*  with a tridiagonal matrix A using the LU factorization computed
+*  by DGTTRF.
+*
+*  Arguments
+*  =========
+*
+*  TRANS   (input) CHARACTER
+*          Specifies the form of the system of equations:
+*          = 'N':  A * X = B  (No transpose)
+*          = 'T':  A'* X = B  (Transpose)
+*          = 'C':  A'* X = B  (Conjugate transpose = Transpose)
+*
+*  N       (input) INTEGER
+*          The order of the matrix A.  N >= 0.
+*
+*  NRHS    (input) INTEGER
+*          The number of right hand sides, i.e., the number of columns
+*          of the matrix B.  NRHS >= 0.
+*
+*  DL      (input) DOUBLE PRECISION array, dimension (N-1)
+*          The (n-1) multipliers that define the matrix L from the
+*          LU factorization of A.
+*
+*  D       (input) DOUBLE PRECISION array, dimension (N)
+*          The n diagonal elements of the upper triangular matrix U from
+*          the LU factorization of A.
+*
+*  DU      (input) DOUBLE PRECISION array, dimension (N-1)
+*          The (n-1) elements of the first superdiagonal of U.
+*
+*  DU2     (input) DOUBLE PRECISION array, dimension (N-2)
+*          The (n-2) elements of the second superdiagonal of U.
+*
+*  IPIV    (input) 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.
+*
+*  B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
+*          On entry, the right hand side matrix B.
+*          On exit, B is overwritten by the solution matrix X.
+*
+*  LDB     (input) INTEGER
+*          The leading dimension of the array B.  LDB >= max(1,N).
+*
+*  INFO    (output) INTEGER
+*          = 0:  successful exit
+*          < 0:  if INFO = -i, the i-th argument had an illegal value
+*
+*  =====================================================================
+*
+*     .. Local Scalars ..
+      LOGICAL            NOTRAN
+      INTEGER            I, J
+      DOUBLE PRECISION   TEMP
+*     ..
+*     .. External Functions ..
+      LOGICAL            LSAME
+      EXTERNAL           LSAME
+*     ..
+*     .. External Subroutines ..
+      EXTERNAL           XERBLA
+*     ..
+*     .. Intrinsic Functions ..
+      INTRINSIC          MAX
+*     ..
+*     .. Executable Statements ..
+*
+      INFO = 0
+      NOTRAN = LSAME( TRANS, 'N' )
+      IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT.
+     $    LSAME( TRANS, 'C' ) ) THEN
+         INFO = -1
+      ELSE IF( N.LT.0 ) THEN
+         INFO = -2
+      ELSE IF( NRHS.LT.0 ) THEN
+         INFO = -3
+      ELSE IF( LDB.LT.MAX( N, 1 ) ) THEN
+         INFO = -10
+      END IF
+      IF( INFO.NE.0 ) THEN
+         CALL XERBLA( 'DGTTRS', -INFO )
+         RETURN
+      END IF
+*
+*     Quick return if possible
+*
+      IF( N.EQ.0 .OR. NRHS.EQ.0 )
+     $   RETURN
+*
+      IF( NOTRAN ) THEN
+*
+*        Solve A*X = B using the LU factorization of A,
+*        overwriting each right hand side vector with its solution.
+*
+         DO 30 J = 1, NRHS
+*
+*           Solve L*x = b.
+*
+            DO 10 I = 1, N - 1
+               IF( IPIV( I ).EQ.I ) THEN
+                  B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J )
+               ELSE
+                  TEMP = B( I, J )
+                  B( I, J ) = B( I+1, J )
+                  B( I+1, J ) = TEMP - DL( I )*B( I, J )
+               END IF
+   10       CONTINUE
+*
+*           Solve U*x = b.
+*
+            B( N, J ) = B( N, J ) / D( N )
+            IF( N.GT.1 )
+     $         B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
+     $                       D( N-1 )
+            DO 20 I = N - 2, 1, -1
+               B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
+     $                     B( I+2, J ) ) / D( I )
+   20       CONTINUE
+   30    CONTINUE
+      ELSE
+*
+*        Solve A' * X = B.
+*
+         DO 60 J = 1, NRHS
+*
+*           Solve U'*x = b.
+*
+            B( 1, J ) = B( 1, J ) / D( 1 )
+            IF( N.GT.1 )
+     $         B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
+            DO 40 I = 3, N
+               B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )*
+     $                     B( I-2, J ) ) / D( I )
+   40       CONTINUE
+*
+*           Solve L'*x = b.
+*
+            DO 50 I = N - 1, 1, -1
+               IF( IPIV( I ).EQ.I ) THEN
+                  B( I, J ) = B( I, J ) - DL( I )*B( I+1, J )
+               ELSE
+                  TEMP = B( I+1, J )
+                  B( I+1, J ) = B( I, J ) - DL( I )*TEMP
+                  B( I, J ) = TEMP
+               END IF
+   50       CONTINUE
+   60    CONTINUE
+      END IF
+*
+*     End of DGTTRS
+*
+      END