|
1
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 |
SUBROUTINE SGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
* * -- LAPACK auxiliary routine (version 3.2) -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * November 2006 * * .. Scalar Arguments .. INTEGER ITRANS, LDB, N, NRHS * .. * .. Array Arguments .. INTEGER IPIV( * ) REAL B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * ) * .. * * Purpose * ======= * * SGTTS2 solves one of the systems of equations * A*X = B or A**T*X = B, * with a tridiagonal matrix A using the LU factorization computed * by SGTTRF. * * Arguments * ========= * * ITRANS (input) INTEGER * Specifies the form of the system of equations. * = 0: A * X = B (No transpose) * = 1: A**T* X = B (Transpose) * = 2: A**T* X = B (Conjugate transpose = Transpose) * * N (input) INTEGER * The order of the matrix A. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input) REAL array, dimension (N-1) * The (n-1) multipliers that define the matrix L from the * LU factorization of A. * * D (input) REAL array, dimension (N) * The n diagonal elements of the upper triangular matrix U from * the LU factorization of A. * * DU (input) REAL array, dimension (N-1) * The (n-1) elements of the first super-diagonal of U. * * DU2 (input) REAL array, dimension (N-2) * The (n-2) elements of the second super-diagonal 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) REAL array, dimension (LDB,NRHS) * On entry, the matrix of right hand side vectors B. * On exit, B is overwritten by the solution vectors X. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * ===================================================================== * * .. Local Scalars .. INTEGER I, IP, J REAL TEMP * .. * .. Executable Statements .. * * Quick return if possible * IF( N.EQ.0 .OR. NRHS.EQ.0 ) $ RETURN * IF( ITRANS.EQ.0 ) THEN * * Solve A*X = B using the LU factorization of A, * overwriting each right hand side vector with its solution. * IF( NRHS.LE.1 ) THEN J = 1 10 CONTINUE * * Solve L*x = b. * DO 20 I = 1, N - 1 IP = IPIV( I ) TEMP = B( I+1-IP+I, J ) - DL( I )*B( IP, J ) B( I, J ) = B( IP, J ) B( I+1, J ) = TEMP 20 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 30 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 ) 30 CONTINUE IF( J.LT.NRHS ) THEN J = J + 1 GO TO 10 END IF ELSE DO 60 J = 1, NRHS * * Solve L*x = b. * DO 40 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 40 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 50 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 ) 50 CONTINUE 60 CONTINUE END IF ELSE * * Solve A**T * X = B. * IF( NRHS.LE.1 ) THEN * * Solve U**T*x = b. * J = 1 70 CONTINUE 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 80 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 ) 80 CONTINUE * * Solve L**T*x = b. * DO 90 I = N - 1, 1, -1 IP = IPIV( I ) TEMP = B( I, J ) - DL( I )*B( I+1, J ) B( I, J ) = B( IP, J ) B( IP, J ) = TEMP 90 CONTINUE IF( J.LT.NRHS ) THEN J = J + 1 GO TO 70 END IF * ELSE DO 120 J = 1, NRHS * * Solve U**T*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 100 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 ) 100 CONTINUE DO 110 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 110 CONTINUE 120 CONTINUE END IF END IF * * End of SGTTS2 * END |