LAPACK 3.3.1
Linear Algebra PACKage
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00001 SUBROUTINE CGTSV( N, NRHS, DL, D, DU, B, LDB, INFO ) 00002 * 00003 * -- LAPACK routine (version 3.3.1) -- 00004 * -- LAPACK is a software package provided by Univ. of Tennessee, -- 00005 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 00006 * -- April 2011 -- 00007 * 00008 * .. Scalar Arguments .. 00009 INTEGER INFO, LDB, N, NRHS 00010 * .. 00011 * .. Array Arguments .. 00012 COMPLEX B( LDB, * ), D( * ), DL( * ), DU( * ) 00013 * .. 00014 * 00015 * Purpose 00016 * ======= 00017 * 00018 * CGTSV solves the equation 00019 * 00020 * A*X = B, 00021 * 00022 * where A is an N-by-N tridiagonal matrix, by Gaussian elimination with 00023 * partial pivoting. 00024 * 00025 * Note that the equation A**H *X = B may be solved by interchanging the 00026 * order of the arguments DU and DL. 00027 * 00028 * Arguments 00029 * ========= 00030 * 00031 * N (input) INTEGER 00032 * The order of the matrix A. N >= 0. 00033 * 00034 * NRHS (input) INTEGER 00035 * The number of right hand sides, i.e., the number of columns 00036 * of the matrix B. NRHS >= 0. 00037 * 00038 * DL (input/output) COMPLEX array, dimension (N-1) 00039 * On entry, DL must contain the (n-1) subdiagonal elements of 00040 * A. 00041 * On exit, DL is overwritten by the (n-2) elements of the 00042 * second superdiagonal of the upper triangular matrix U from 00043 * the LU factorization of A, in DL(1), ..., DL(n-2). 00044 * 00045 * D (input/output) COMPLEX array, dimension (N) 00046 * On entry, D must contain the diagonal elements of A. 00047 * On exit, D is overwritten by the n diagonal elements of U. 00048 * 00049 * DU (input/output) COMPLEX array, dimension (N-1) 00050 * On entry, DU must contain the (n-1) superdiagonal elements 00051 * of A. 00052 * On exit, DU is overwritten by the (n-1) elements of the first 00053 * superdiagonal of U. 00054 * 00055 * B (input/output) COMPLEX array, dimension (LDB,NRHS) 00056 * On entry, the N-by-NRHS right hand side matrix B. 00057 * On exit, if INFO = 0, the N-by-NRHS solution matrix X. 00058 * 00059 * LDB (input) INTEGER 00060 * The leading dimension of the array B. LDB >= max(1,N). 00061 * 00062 * INFO (output) INTEGER 00063 * = 0: successful exit 00064 * < 0: if INFO = -i, the i-th argument had an illegal value 00065 * > 0: if INFO = i, U(i,i) is exactly zero, and the solution 00066 * has not been computed. The factorization has not been 00067 * completed unless i = N. 00068 * 00069 * ===================================================================== 00070 * 00071 * .. Parameters .. 00072 COMPLEX ZERO 00073 PARAMETER ( ZERO = ( 0.0E+0, 0.0E+0 ) ) 00074 * .. 00075 * .. Local Scalars .. 00076 INTEGER J, K 00077 COMPLEX MULT, TEMP, ZDUM 00078 * .. 00079 * .. Intrinsic Functions .. 00080 INTRINSIC ABS, AIMAG, MAX, REAL 00081 * .. 00082 * .. External Subroutines .. 00083 EXTERNAL XERBLA 00084 * .. 00085 * .. Statement Functions .. 00086 REAL CABS1 00087 * .. 00088 * .. Statement Function definitions .. 00089 CABS1( ZDUM ) = ABS( REAL( ZDUM ) ) + ABS( AIMAG( ZDUM ) ) 00090 * .. 00091 * .. Executable Statements .. 00092 * 00093 INFO = 0 00094 IF( N.LT.0 ) THEN 00095 INFO = -1 00096 ELSE IF( NRHS.LT.0 ) THEN 00097 INFO = -2 00098 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN 00099 INFO = -7 00100 END IF 00101 IF( INFO.NE.0 ) THEN 00102 CALL XERBLA( 'CGTSV ', -INFO ) 00103 RETURN 00104 END IF 00105 * 00106 IF( N.EQ.0 ) 00107 $ RETURN 00108 * 00109 DO 30 K = 1, N - 1 00110 IF( DL( K ).EQ.ZERO ) THEN 00111 * 00112 * Subdiagonal is zero, no elimination is required. 00113 * 00114 IF( D( K ).EQ.ZERO ) THEN 00115 * 00116 * Diagonal is zero: set INFO = K and return; a unique 00117 * solution can not be found. 00118 * 00119 INFO = K 00120 RETURN 00121 END IF 00122 ELSE IF( CABS1( D( K ) ).GE.CABS1( DL( K ) ) ) THEN 00123 * 00124 * No row interchange required 00125 * 00126 MULT = DL( K ) / D( K ) 00127 D( K+1 ) = D( K+1 ) - MULT*DU( K ) 00128 DO 10 J = 1, NRHS 00129 B( K+1, J ) = B( K+1, J ) - MULT*B( K, J ) 00130 10 CONTINUE 00131 IF( K.LT.( N-1 ) ) 00132 $ DL( K ) = ZERO 00133 ELSE 00134 * 00135 * Interchange rows K and K+1 00136 * 00137 MULT = D( K ) / DL( K ) 00138 D( K ) = DL( K ) 00139 TEMP = D( K+1 ) 00140 D( K+1 ) = DU( K ) - MULT*TEMP 00141 IF( K.LT.( N-1 ) ) THEN 00142 DL( K ) = DU( K+1 ) 00143 DU( K+1 ) = -MULT*DL( K ) 00144 END IF 00145 DU( K ) = TEMP 00146 DO 20 J = 1, NRHS 00147 TEMP = B( K, J ) 00148 B( K, J ) = B( K+1, J ) 00149 B( K+1, J ) = TEMP - MULT*B( K+1, J ) 00150 20 CONTINUE 00151 END IF 00152 30 CONTINUE 00153 IF( D( N ).EQ.ZERO ) THEN 00154 INFO = N 00155 RETURN 00156 END IF 00157 * 00158 * Back solve with the matrix U from the factorization. 00159 * 00160 DO 50 J = 1, NRHS 00161 B( N, J ) = B( N, J ) / D( N ) 00162 IF( N.GT.1 ) 00163 $ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) / D( N-1 ) 00164 DO 40 K = N - 2, 1, -1 00165 B( K, J ) = ( B( K, J )-DU( K )*B( K+1, J )-DL( K )* 00166 $ B( K+2, J ) ) / D( K ) 00167 40 CONTINUE 00168 50 CONTINUE 00169 * 00170 RETURN 00171 * 00172 * End of CGTSV 00173 * 00174 END