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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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+ SUBROUTINE ZGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
+*
+* -- LAPACK routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ INTEGER INFO, N
+* ..
+* .. Array Arguments ..
+ INTEGER IPIV( * )
+ COMPLEX*16 D( * ), DL( * ), DU( * ), DU2( * )
+* ..
+*
+* Purpose
+* =======
+*
+* ZGTTRF computes an LU factorization of a complex 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.
+*
+* DL (input/output) COMPLEX*16 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-1) multipliers that
+* define the matrix L from the LU factorization of A.
+*
+* D (input/output) COMPLEX*16 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) COMPLEX*16 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.
+*
+* DU2 (output) COMPLEX*16 array, dimension (N-2)
+* On exit, DU2 is overwritten by the (n-2) elements of the
+* second super-diagonal 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 = -k, the k-th argument had an illegal value
+* > 0: if INFO = k, U(k,k) 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.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ DOUBLE PRECISION ZERO
+ PARAMETER ( ZERO = 0.0D+0 )
+* ..
+* .. Local Scalars ..
+ INTEGER I
+ COMPLEX*16 FACT, TEMP, ZDUM
+* ..
+* .. External Subroutines ..
+ EXTERNAL XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, DBLE, DIMAG
+* ..
+* .. Statement Functions ..
+ DOUBLE PRECISION CABS1
+* ..
+* .. Statement Function definitions ..
+ CABS1( ZDUM ) = ABS( DBLE( ZDUM ) ) + ABS( DIMAG( ZDUM ) )
+* ..
+* .. Executable Statements ..
+*
+ INFO = 0
+ IF( N.LT.0 ) THEN
+ INFO = -1
+ CALL XERBLA( 'ZGTTRF', -INFO )
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+*
+* Initialize IPIV(i) = i and DU2(i) = 0
+*
+ DO 10 I = 1, N
+ IPIV( I ) = I
+ 10 CONTINUE
+ DO 20 I = 1, N - 2
+ DU2( I ) = ZERO
+ 20 CONTINUE
+*
+ DO 30 I = 1, N - 2
+ IF( CABS1( D( I ) ).GE.CABS1( DL( I ) ) ) THEN
+*
+* No row interchange required, eliminate DL(I)
+*
+ IF( CABS1( D( I ) ).NE.ZERO ) THEN
+ FACT = DL( I ) / D( I )
+ DL( I ) = FACT
+ D( I+1 ) = D( I+1 ) - FACT*DU( I )
+ END IF
+ 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 )
+ DU2( I ) = DU( I+1 )
+ DU( I+1 ) = -FACT*DU( I+1 )
+ IPIV( I ) = I + 1
+ END IF
+ 30 CONTINUE
+ IF( N.GT.1 ) THEN
+ I = N - 1
+ IF( CABS1( D( I ) ).GE.CABS1( DL( I ) ) ) THEN
+ IF( CABS1( D( I ) ).NE.ZERO ) THEN
+ FACT = DL( I ) / D( I )
+ DL( I ) = FACT
+ D( I+1 ) = D( I+1 ) - FACT*DU( I )
+ END IF
+ ELSE
+ 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 )
+ IPIV( I ) = I + 1
+ END IF
+ END IF
+*
+* Check for a zero on the diagonal of U.
+*
+ DO 40 I = 1, N
+ IF( CABS1( D( I ) ).EQ.ZERO ) THEN
+ INFO = I
+ GO TO 50
+ END IF
+ 40 CONTINUE
+ 50 CONTINUE
+*
+ RETURN
+*
+* End of ZGTTRF
+*
+ END