|
LAPACK 3.3.0
|
|
LAPACK 3.3.0
|
00001 SUBROUTINE SPTSV( N, NRHS, D, E, B, LDB, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.2) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * November 2006 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER INFO, LDB, N, NRHS 00010 * .. 00011 * .. Array Arguments .. 00012 REAL B( LDB, * ), D( * ), E( * ) 00013 * .. 00014 * 00015 * Purpose 00016 * ======= 00017 * 00018 * SPTSV computes the solution to a real system of linear equations 00019 * A*X = B, where A is an N-by-N symmetric positive definite tridiagonal 00020 * matrix, and X and B are N-by-NRHS matrices. 00021 * 00022 * A is factored as A = L*D*L**T, and the factored form of A is then 00023 * used to solve the system of equations. 00024 * 00025 * Arguments 00026 * ========= 00027 * 00028 * N (input) INTEGER 00029 * The order of the matrix A. N >= 0. 00030 * 00031 * NRHS (input) INTEGER 00032 * The number of right hand sides, i.e., the number of columns 00033 * of the matrix B. NRHS >= 0. 00034 * 00035 * D (input/output) REAL array, dimension (N) 00036 * On entry, the n diagonal elements of the tridiagonal matrix 00037 * A. On exit, the n diagonal elements of the diagonal matrix 00038 * D from the factorization A = L*D*L**T. 00039 * 00040 * E (input/output) REAL array, dimension (N-1) 00041 * On entry, the (n-1) subdiagonal elements of the tridiagonal 00042 * matrix A. On exit, the (n-1) subdiagonal elements of the 00043 * unit bidiagonal factor L from the L*D*L**T factorization of 00044 * A. (E can also be regarded as the superdiagonal of the unit 00045 * bidiagonal factor U from the U**T*D*U factorization of A.) 00046 * 00047 * B (input/output) REAL array, dimension (LDB,NRHS) 00048 * On entry, the N-by-NRHS right hand side matrix B. 00049 * On exit, if INFO = 0, the N-by-NRHS solution matrix X. 00050 * 00051 * LDB (input) INTEGER 00052 * The leading dimension of the array B. LDB >= max(1,N). 00053 * 00054 * INFO (output) INTEGER 00055 * = 0: successful exit 00056 * < 0: if INFO = -i, the i-th argument had an illegal value 00057 * > 0: if INFO = i, the leading minor of order i is not 00058 * positive definite, and the solution has not been 00059 * computed. The factorization has not been completed 00060 * unless i = N. 00061 * 00062 * ===================================================================== 00063 * 00064 * .. External Subroutines .. 00065 EXTERNAL SPTTRF, SPTTRS, XERBLA 00066 * .. 00067 * .. Intrinsic Functions .. 00068 INTRINSIC MAX 00069 * .. 00070 * .. Executable Statements .. 00071 * 00072 * Test the input parameters. 00073 * 00074 INFO = 0 00075 IF( N.LT.0 ) THEN 00076 INFO = -1 00077 ELSE IF( NRHS.LT.0 ) THEN 00078 INFO = -2 00079 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN 00080 INFO = -6 00081 END IF 00082 IF( INFO.NE.0 ) THEN 00083 CALL XERBLA( 'SPTSV ', -INFO ) 00084 RETURN 00085 END IF 00086 * 00087 * Compute the L*D*L' (or U'*D*U) factorization of A. 00088 * 00089 CALL SPTTRF( N, D, E, INFO ) 00090 IF( INFO.EQ.0 ) THEN 00091 * 00092 * Solve the system A*X = B, overwriting B with X. 00093 * 00094 CALL SPTTRS( N, NRHS, D, E, B, LDB, INFO ) 00095 END IF 00096 RETURN 00097 * 00098 * End of SPTSV 00099 * 00100 END
1.7.3 
