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LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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LAPACK
3.6.1
LAPACK: Linear Algebra PACKage
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| subroutine dgtsvx | ( | character | FACT, |
| character | TRANS, | ||
| integer | N, | ||
| integer | NRHS, | ||
| double precision, dimension( * ) | DL, | ||
| double precision, dimension( * ) | D, | ||
| double precision, dimension( * ) | DU, | ||
| double precision, dimension( * ) | DLF, | ||
| double precision, dimension( * ) | DF, | ||
| double precision, dimension( * ) | DUF, | ||
| double precision, dimension( * ) | DU2, | ||
| integer, dimension( * ) | IPIV, | ||
| double precision, dimension( ldb, * ) | B, | ||
| integer | LDB, | ||
| double precision, dimension( ldx, * ) | X, | ||
| integer | LDX, | ||
| double precision | RCOND, | ||
| double precision, dimension( * ) | FERR, | ||
| double precision, dimension( * ) | BERR, | ||
| double precision, dimension( * ) | WORK, | ||
| integer, dimension( * ) | IWORK, | ||
| integer | INFO | ||
| ) |
DGTSVX computes the solution to system of linear equations A * X = B for GT matrices
Download DGTSVX + dependencies [TGZ] [ZIP] [TXT]
DGTSVX uses the LU factorization to compute the solution to a real system of linear equations A * X = B or A**T * X = B, where A is a tridiagonal matrix of order N and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided.
The following steps are performed:
1. If FACT = 'N', the LU decomposition is used to factor the matrix A
as 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.
2. If some U(i,i)=0, so that U is exactly singular, then the routine
returns with INFO = i. Otherwise, the factored form of A is used
to estimate the condition number of the matrix A. If the
reciprocal of the condition number is less than machine precision,
INFO = N+1 is returned as a warning, but the routine still goes on
to solve for X and compute error bounds as described below.
3. The system of equations is solved for X using the factored form
of A.
4. Iterative refinement is applied to improve the computed solution
matrix and calculate error bounds and backward error estimates
for it. | [in] | FACT | FACT is CHARACTER*1
Specifies whether or not the factored form of A has been
supplied on entry.
= 'F': DLF, DF, DUF, DU2, and IPIV contain the factored
form of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV
will not be modified.
= 'N': The matrix will be copied to DLF, DF, and DUF
and factored. |
| [in] | TRANS | TRANS is CHARACTER*1
Specifies the form of the system of equations:
= 'N': A * X = B (No transpose)
= 'T': A**T * X = B (Transpose)
= 'C': A**H * X = B (Conjugate transpose = Transpose) |
| [in] | N | N is INTEGER
The order of the matrix A. N >= 0. |
| [in] | NRHS | NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0. |
| [in] | DL | DL is DOUBLE PRECISION array, dimension (N-1)
The (n-1) subdiagonal elements of A. |
| [in] | D | D is DOUBLE PRECISION array, dimension (N)
The n diagonal elements of A. |
| [in] | DU | DU is DOUBLE PRECISION array, dimension (N-1)
The (n-1) superdiagonal elements of A. |
| [in,out] | DLF | DLF is DOUBLE PRECISION array, dimension (N-1)
If FACT = 'F', then DLF is an input argument and on entry
contains the (n-1) multipliers that define the matrix L from
the LU factorization of A as computed by DGTTRF.
If FACT = 'N', then DLF is an output argument and on exit
contains the (n-1) multipliers that define the matrix L from
the LU factorization of A. |
| [in,out] | DF | DF is DOUBLE PRECISION array, dimension (N)
If FACT = 'F', then DF is an input argument and on entry
contains the n diagonal elements of the upper triangular
matrix U from the LU factorization of A.
If FACT = 'N', then DF is an output argument and on exit
contains the n diagonal elements of the upper triangular
matrix U from the LU factorization of A. |
| [in,out] | DUF | DUF is DOUBLE PRECISION array, dimension (N-1)
If FACT = 'F', then DUF is an input argument and on entry
contains the (n-1) elements of the first superdiagonal of U.
If FACT = 'N', then DUF is an output argument and on exit
contains the (n-1) elements of the first superdiagonal of U. |
| [in,out] | DU2 | DU2 is DOUBLE PRECISION array, dimension (N-2)
If FACT = 'F', then DU2 is an input argument and on entry
contains the (n-2) elements of the second superdiagonal of
U.
If FACT = 'N', then DU2 is an output argument and on exit
contains the (n-2) elements of the second superdiagonal of
U. |
| [in,out] | IPIV | IPIV is INTEGER array, dimension (N)
If FACT = 'F', then IPIV is an input argument and on entry
contains the pivot indices from the LU factorization of A as
computed by DGTTRF.
If FACT = 'N', then IPIV is an output argument and on exit
contains the pivot indices from the LU factorization of A;
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. |
| [in] | B | B is DOUBLE PRECISION array, dimension (LDB,NRHS)
The N-by-NRHS right hand side matrix B. |
| [in] | LDB | LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N). |
| [out] | X | X is DOUBLE PRECISION array, dimension (LDX,NRHS)
If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. |
| [in] | LDX | LDX is INTEGER
The leading dimension of the array X. LDX >= max(1,N). |
| [out] | RCOND | RCOND is DOUBLE PRECISION
The estimate of the reciprocal condition number of the matrix
A. If RCOND is less than the machine precision (in
particular, if RCOND = 0), the matrix is singular to working
precision. This condition is indicated by a return code of
INFO > 0. |
| [out] | FERR | FERR is DOUBLE PRECISION array, dimension (NRHS)
The estimated forward error bound for each solution vector
X(j) (the j-th column of the solution matrix X).
If XTRUE is the true solution corresponding to X(j), FERR(j)
is an estimated upper bound for the magnitude of the largest
element in (X(j) - XTRUE) divided by the magnitude of the
largest element in X(j). The estimate is as reliable as
the estimate for RCOND, and is almost always a slight
overestimate of the true error. |
| [out] | BERR | BERR is DOUBLE PRECISION array, dimension (NRHS)
The componentwise relative backward error of each solution
vector X(j) (i.e., the smallest relative change in
any element of A or B that makes X(j) an exact solution). |
| [out] | WORK | WORK is DOUBLE PRECISION array, dimension (3*N) |
| [out] | IWORK | IWORK is INTEGER array, dimension (N) |
| [out] | INFO | INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, and i is
<= N: U(i,i) is exactly zero. The factorization
has not been completed unless i = N, but the
factor U is exactly singular, so the solution
and error bounds could not be computed.
RCOND = 0 is returned.
= N+1: U is nonsingular, but RCOND is less than machine
precision, meaning that the matrix is singular
to working precision. Nevertheless, the
solution and error bounds are computed because
there are a number of situations where the
computed solution can be more accurate than the
value of RCOND would suggest. |
Definition at line 295 of file dgtsvx.f.
1.8.10