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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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Move LAPACK trunk into position.
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+ SUBROUTINE SGTSV( N, NRHS, DL, D, DU, B, LDB, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, LDB, N, NRHS
+* ..
+* .. Array Arguments ..
+ REAL B( LDB, * ), D( * ), DL( * ), DU( * )
+* ..
+*
+* Purpose
+* =======
+*
+* SGTSV solves the equation
+*
+* A*X = B,
+*
+* where A is an n by n tridiagonal matrix, by Gaussian elimination with
+* partial pivoting.
+*
+* Note that the equation A'*X = B may be solved by interchanging the
+* order of the arguments DU and DL.
+*
+* Arguments
+* =========
+*
+* 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/output) REAL array, dimension (N-1)
+* On entry, DL must contain the (n-1) sub-diagonal elements of
+* A.
+*
+* On exit, DL is overwritten by the (n-2) elements of the
+* second super-diagonal of the upper triangular matrix U from
+* the LU factorization of A, in DL(1), ..., DL(n-2).
+*
+* D (input/output) REAL array, dimension (N)
+* On entry, D must contain the diagonal elements of A.
+*
+* On exit, D is overwritten by the n diagonal elements of U.
+*
+* DU (input/output) REAL array, dimension (N-1)
+* On entry, DU must contain the (n-1) super-diagonal elements
+* of A.
+*
+* On exit, DU is overwritten by the (n-1) elements of the first
+* super-diagonal of U.
+*
+* B (input/output) REAL array, dimension (LDB,NRHS)
+* On entry, the N by NRHS matrix of right hand side matrix B.
+* On exit, if INFO = 0, the N by NRHS 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
+* > 0: if INFO = i, U(i,i) is exactly zero, and the solution
+* has not been computed. The factorization has not been
+* completed unless i = N.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ZERO
+ PARAMETER ( ZERO = 0.0E+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I, J
+ REAL FACT, TEMP
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, MAX
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( NRHS.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( LDB.LT.MAX( 1, N ) ) THEN
+ INFO = -7
+ END IF
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'SGTSV ', -INFO )
+ RETURN
+ END IF
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+ IF( NRHS.EQ.1 ) THEN
+ DO 10 I = 1, N - 2
+ IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
+*
+* No row interchange required
+*
+ IF( D( I ).NE.ZERO ) THEN
+ FACT = DL( I ) / D( I )
+ D( I+1 ) = D( I+1 ) - FACT*DU( I )
+ B( I+1, 1 ) = B( I+1, 1 ) - FACT*B( I, 1 )
+ ELSE
+ INFO = I
+ RETURN
+ END IF
+ DL( I ) = ZERO
+ ELSE
+*
+* Interchange rows I and I+1
+*
+ FACT = D( I ) / DL( I )
+ D( I ) = DL( I )
+ TEMP = D( I+1 )
+ D( I+1 ) = DU( I ) - FACT*TEMP
+ DL( I ) = DU( I+1 )
+ DU( I+1 ) = -FACT*DL( I )
+ DU( I ) = TEMP
+ TEMP = B( I, 1 )
+ B( I, 1 ) = B( I+1, 1 )
+ B( I+1, 1 ) = TEMP - FACT*B( I+1, 1 )
+ END IF
+ 10 CONTINUE
+ IF( N.GT.1 ) THEN
+ I = N - 1
+ IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
+ IF( D( I ).NE.ZERO ) THEN
+ FACT = DL( I ) / D( I )
+ D( I+1 ) = D( I+1 ) - FACT*DU( I )
+ B( I+1, 1 ) = B( I+1, 1 ) - FACT*B( I, 1 )
+ ELSE
+ INFO = I
+ RETURN
+ END IF
+ ELSE
+ FACT = D( I ) / DL( I )
+ D( I ) = DL( I )
+ TEMP = D( I+1 )
+ D( I+1 ) = DU( I ) - FACT*TEMP
+ DU( I ) = TEMP
+ TEMP = B( I, 1 )
+ B( I, 1 ) = B( I+1, 1 )
+ B( I+1, 1 ) = TEMP - FACT*B( I+1, 1 )
+ END IF
+ END IF
+ IF( D( N ).EQ.ZERO ) THEN
+ INFO = N
+ RETURN
+ END IF
+ ELSE
+ DO 40 I = 1, N - 2
+ IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
+*
+* No row interchange required
+*
+ IF( D( I ).NE.ZERO ) THEN
+ FACT = DL( I ) / D( I )
+ D( I+1 ) = D( I+1 ) - FACT*DU( I )
+ DO 20 J = 1, NRHS
+ B( I+1, J ) = B( I+1, J ) - FACT*B( I, J )
+ 20 CONTINUE
+ ELSE
+ INFO = I
+ RETURN
+ END IF
+ DL( I ) = ZERO
+ ELSE
+*
+* Interchange rows I and I+1
+*
+ FACT = D( I ) / DL( I )
+ D( I ) = DL( I )
+ TEMP = D( I+1 )
+ D( I+1 ) = DU( I ) - FACT*TEMP
+ DL( I ) = DU( I+1 )
+ DU( I+1 ) = -FACT*DL( I )
+ DU( I ) = TEMP
+ DO 30 J = 1, NRHS
+ TEMP = B( I, J )
+ B( I, J ) = B( I+1, J )
+ B( I+1, J ) = TEMP - FACT*B( I+1, J )
+ 30 CONTINUE
+ END IF
+ 40 CONTINUE
+ IF( N.GT.1 ) THEN
+ I = N - 1
+ IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
+ IF( D( I ).NE.ZERO ) THEN
+ FACT = DL( I ) / D( I )
+ D( I+1 ) = D( I+1 ) - FACT*DU( I )
+ DO 50 J = 1, NRHS
+ B( I+1, J ) = B( I+1, J ) - FACT*B( I, J )
+ 50 CONTINUE
+ ELSE
+ INFO = I
+ RETURN
+ END IF
+ ELSE
+ FACT = D( I ) / DL( I )
+ D( I ) = DL( I )
+ TEMP = D( I+1 )
+ D( I+1 ) = DU( I ) - FACT*TEMP
+ DU( I ) = TEMP
+ DO 60 J = 1, NRHS
+ TEMP = B( I, J )
+ B( I, J ) = B( I+1, J )
+ B( I+1, J ) = TEMP - FACT*B( I+1, J )
+ 60 CONTINUE
+ END IF
+ END IF
+ IF( D( N ).EQ.ZERO ) THEN
+ INFO = N
+ RETURN
+ END IF
+ END IF
+*
+* Back solve with the matrix U from the factorization.
+*
+ IF( NRHS.LE.2 ) THEN
+ J = 1
+ 70 CONTINUE
+ 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 80 I = N - 2, 1, -1
+ B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DL( I )*
+ $ B( I+2, J ) ) / D( I )
+ 80 CONTINUE
+ IF( J.LT.NRHS ) THEN
+ J = J + 1
+ GO TO 70
+ END IF
+ ELSE
+ DO 100 J = 1, NRHS
+ 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 90 I = N - 2, 1, -1
+ B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DL( I )*
+ $ B( I+2, J ) ) / D( I )
+ 90 CONTINUE
+ 100 CONTINUE
+ END IF
+*
+ RETURN
+*
+* End of SGTSV
+*
+ END