275 lines
7.8 KiB
Fortran
275 lines
7.8 KiB
Fortran
*> \brief \b SGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf.
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*
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* =========== DOCUMENTATION ===========
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*
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* Online html documentation available at
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* http://www.netlib.org/lapack/explore-html/
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*
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*> \htmlonly
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*> Download SGTTS2 + dependencies
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/sgtts2.f">
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*> [TGZ]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/sgtts2.f">
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*> [ZIP]</a>
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/sgtts2.f">
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*> [TXT]</a>
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*> \endhtmlonly
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*
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* Definition:
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* ===========
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*
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* SUBROUTINE SGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
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*
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* .. Scalar Arguments ..
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* INTEGER ITRANS, LDB, N, NRHS
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* ..
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* .. Array Arguments ..
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* INTEGER IPIV( * )
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* REAL B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
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* ..
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*
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*
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*> \par Purpose:
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* =============
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*>
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*> \verbatim
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*>
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*> SGTTS2 solves one of the systems of equations
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*> A*X = B or A**T*X = B,
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*> with a tridiagonal matrix A using the LU factorization computed
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*> by SGTTRF.
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*> \endverbatim
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*
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* Arguments:
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* ==========
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*
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*> \param[in] ITRANS
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*> \verbatim
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*> ITRANS is INTEGER
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*> Specifies the form of the system of equations.
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*> = 0: A * X = B (No transpose)
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*> = 1: A**T* X = B (Transpose)
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*> = 2: A**T* X = B (Conjugate transpose = Transpose)
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*> \endverbatim
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*>
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*> \param[in] N
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*> \verbatim
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*> N is INTEGER
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*> The order of the matrix A.
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*> \endverbatim
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*>
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*> \param[in] NRHS
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*> \verbatim
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*> NRHS is INTEGER
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*> The number of right hand sides, i.e., the number of columns
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*> of the matrix B. NRHS >= 0.
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*> \endverbatim
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*>
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*> \param[in] DL
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*> \verbatim
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*> DL is REAL array, dimension (N-1)
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*> The (n-1) multipliers that define the matrix L from the
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*> LU factorization of A.
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*> \endverbatim
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*>
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*> \param[in] D
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*> \verbatim
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*> D is REAL array, dimension (N)
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*> The n diagonal elements of the upper triangular matrix U from
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*> the LU factorization of A.
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*> \endverbatim
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*>
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*> \param[in] DU
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*> \verbatim
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*> DU is REAL array, dimension (N-1)
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*> The (n-1) elements of the first super-diagonal of U.
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*> \endverbatim
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*>
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*> \param[in] DU2
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*> \verbatim
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*> DU2 is REAL array, dimension (N-2)
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*> The (n-2) elements of the second super-diagonal of U.
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*> \endverbatim
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*>
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*> \param[in] IPIV
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*> \verbatim
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*> IPIV is INTEGER array, dimension (N)
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*> The pivot indices; for 1 <= i <= n, row i of the matrix was
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*> interchanged with row IPIV(i). IPIV(i) will always be either
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*> i or i+1; IPIV(i) = i indicates a row interchange was not
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*> required.
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*> \endverbatim
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*>
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*> \param[in,out] B
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*> \verbatim
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*> B is REAL array, dimension (LDB,NRHS)
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*> On entry, the matrix of right hand side vectors B.
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*> On exit, B is overwritten by the solution vectors X.
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*> \endverbatim
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*>
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*> \param[in] LDB
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*> \verbatim
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*> LDB is INTEGER
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*> The leading dimension of the array B. LDB >= max(1,N).
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*> \endverbatim
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*
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* Authors:
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* ========
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*
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*> \author Univ. of Tennessee
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*> \author Univ. of California Berkeley
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*> \author Univ. of Colorado Denver
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*> \author NAG Ltd.
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*
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*> \date September 2012
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*
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*> \ingroup realGTcomputational
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*
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* =====================================================================
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SUBROUTINE SGTTS2( ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB )
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*
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* -- LAPACK computational routine (version 3.4.2) --
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* -- LAPACK is a software package provided by Univ. of Tennessee, --
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* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
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* September 2012
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*
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* .. Scalar Arguments ..
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INTEGER ITRANS, LDB, N, NRHS
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* ..
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* .. Array Arguments ..
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INTEGER IPIV( * )
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REAL B( LDB, * ), D( * ), DL( * ), DU( * ), DU2( * )
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* ..
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*
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* =====================================================================
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*
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* .. Local Scalars ..
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INTEGER I, IP, J
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REAL TEMP
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* ..
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* .. Executable Statements ..
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*
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* Quick return if possible
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*
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IF( N.EQ.0 .OR. NRHS.EQ.0 )
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$ RETURN
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*
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IF( ITRANS.EQ.0 ) THEN
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*
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* Solve A*X = B using the LU factorization of A,
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* overwriting each right hand side vector with its solution.
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*
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IF( NRHS.LE.1 ) THEN
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J = 1
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10 CONTINUE
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*
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* Solve L*x = b.
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*
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DO 20 I = 1, N - 1
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IP = IPIV( I )
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TEMP = B( I+1-IP+I, J ) - DL( I )*B( IP, J )
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B( I, J ) = B( IP, J )
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B( I+1, J ) = TEMP
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20 CONTINUE
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*
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* Solve U*x = b.
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*
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B( N, J ) = B( N, J ) / D( N )
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IF( N.GT.1 )
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$ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
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$ D( N-1 )
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DO 30 I = N - 2, 1, -1
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B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
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$ B( I+2, J ) ) / D( I )
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30 CONTINUE
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IF( J.LT.NRHS ) THEN
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J = J + 1
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GO TO 10
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END IF
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ELSE
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DO 60 J = 1, NRHS
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*
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* Solve L*x = b.
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*
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DO 40 I = 1, N - 1
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IF( IPIV( I ).EQ.I ) THEN
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B( I+1, J ) = B( I+1, J ) - DL( I )*B( I, J )
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ELSE
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TEMP = B( I, J )
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B( I, J ) = B( I+1, J )
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B( I+1, J ) = TEMP - DL( I )*B( I, J )
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END IF
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40 CONTINUE
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*
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* Solve U*x = b.
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*
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B( N, J ) = B( N, J ) / D( N )
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IF( N.GT.1 )
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$ B( N-1, J ) = ( B( N-1, J )-DU( N-1 )*B( N, J ) ) /
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$ D( N-1 )
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DO 50 I = N - 2, 1, -1
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B( I, J ) = ( B( I, J )-DU( I )*B( I+1, J )-DU2( I )*
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$ B( I+2, J ) ) / D( I )
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50 CONTINUE
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60 CONTINUE
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END IF
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ELSE
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*
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* Solve A**T * X = B.
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*
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IF( NRHS.LE.1 ) THEN
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*
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* Solve U**T*x = b.
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*
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J = 1
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70 CONTINUE
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B( 1, J ) = B( 1, J ) / D( 1 )
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IF( N.GT.1 )
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$ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
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DO 80 I = 3, N
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B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-DU2( I-2 )*
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$ B( I-2, J ) ) / D( I )
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80 CONTINUE
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*
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* Solve L**T*x = b.
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*
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DO 90 I = N - 1, 1, -1
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IP = IPIV( I )
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TEMP = B( I, J ) - DL( I )*B( I+1, J )
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B( I, J ) = B( IP, J )
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B( IP, J ) = TEMP
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90 CONTINUE
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IF( J.LT.NRHS ) THEN
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J = J + 1
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GO TO 70
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END IF
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*
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ELSE
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DO 120 J = 1, NRHS
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*
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* Solve U**T*x = b.
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*
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B( 1, J ) = B( 1, J ) / D( 1 )
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IF( N.GT.1 )
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$ B( 2, J ) = ( B( 2, J )-DU( 1 )*B( 1, J ) ) / D( 2 )
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DO 100 I = 3, N
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B( I, J ) = ( B( I, J )-DU( I-1 )*B( I-1, J )-
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$ DU2( I-2 )*B( I-2, J ) ) / D( I )
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100 CONTINUE
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DO 110 I = N - 1, 1, -1
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IF( IPIV( I ).EQ.I ) THEN
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B( I, J ) = B( I, J ) - DL( I )*B( I+1, J )
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ELSE
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TEMP = B( I+1, J )
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B( I+1, J ) = B( I, J ) - DL( I )*TEMP
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B( I, J ) = TEMP
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END IF
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110 CONTINUE
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120 CONTINUE
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END IF
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END IF
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*
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* End of SGTTS2
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*
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END
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