SUBROUTINE DGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, $ DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, $ WORK, IWORK, INFO ) * * -- LAPACK routine (version 3.1) -- * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. * November 2006 * * .. Scalar Arguments .. CHARACTER FACT, TRANS INTEGER INFO, LDB, LDX, N, NRHS DOUBLE PRECISION RCOND * .. * .. Array Arguments .. INTEGER IPIV( * ), IWORK( * ) DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ), $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ), $ FERR( * ), WORK( * ), X( LDX, * ) * .. * * Purpose * ======= * * 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. * * Description * =========== * * 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. * * Arguments * ========= * * FACT (input) 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. * * TRANS (input) 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) * * N (input) INTEGER * The order of the matrix A. N >= 0. * * NRHS (input) INTEGER * The number of right hand sides, i.e., the number of columns * of the matrix B. NRHS >= 0. * * DL (input) DOUBLE PRECISION array, dimension (N-1) * The (n-1) subdiagonal elements of A. * * D (input) DOUBLE PRECISION array, dimension (N) * The n diagonal elements of A. * * DU (input) DOUBLE PRECISION array, dimension (N-1) * The (n-1) superdiagonal elements of A. * * DLF (input or output) 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. * * DF (input or output) 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. * * DUF (input or output) 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. * * DU2 (input or output) 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. * * IPIV (input or output) 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. * * B (input) DOUBLE PRECISION array, dimension (LDB,NRHS) * The N-by-NRHS right hand side matrix B. * * LDB (input) INTEGER * The leading dimension of the array B. LDB >= max(1,N). * * X (output) DOUBLE PRECISION array, dimension (LDX,NRHS) * If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. * * LDX (input) INTEGER * The leading dimension of the array X. LDX >= max(1,N). * * RCOND (output) 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. * * FERR (output) 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. * * BERR (output) 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). * * WORK (workspace) DOUBLE PRECISION array, dimension (3*N) * * IWORK (workspace) INTEGER array, dimension (N) * * INFO (output) 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. * * ===================================================================== * * .. Parameters .. DOUBLE PRECISION ZERO PARAMETER ( ZERO = 0.0D+0 ) * .. * .. Local Scalars .. LOGICAL NOFACT, NOTRAN CHARACTER NORM DOUBLE PRECISION ANORM * .. * .. External Functions .. LOGICAL LSAME DOUBLE PRECISION DLAMCH, DLANGT EXTERNAL LSAME, DLAMCH, DLANGT * .. * .. External Subroutines .. EXTERNAL DCOPY, DGTCON, DGTRFS, DGTTRF, DGTTRS, DLACPY, $ XERBLA * .. * .. Intrinsic Functions .. INTRINSIC MAX * .. * .. Executable Statements .. * INFO = 0 NOFACT = LSAME( FACT, 'N' ) NOTRAN = LSAME( TRANS, 'N' ) IF( .NOT.NOFACT .AND. .NOT.LSAME( FACT, 'F' ) ) THEN INFO = -1 ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. $ LSAME( TRANS, 'C' ) ) THEN INFO = -2 ELSE IF( N.LT.0 ) THEN INFO = -3 ELSE IF( NRHS.LT.0 ) THEN INFO = -4 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN INFO = -14 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN INFO = -16 END IF IF( INFO.NE.0 ) THEN CALL XERBLA( 'DGTSVX', -INFO ) RETURN END IF * IF( NOFACT ) THEN * * Compute the LU factorization of A. * CALL DCOPY( N, D, 1, DF, 1 ) IF( N.GT.1 ) THEN CALL DCOPY( N-1, DL, 1, DLF, 1 ) CALL DCOPY( N-1, DU, 1, DUF, 1 ) END IF CALL DGTTRF( N, DLF, DF, DUF, DU2, IPIV, INFO ) * * Return if INFO is non-zero. * IF( INFO.GT.0 )THEN RCOND = ZERO RETURN END IF END IF * * Compute the norm of the matrix A. * IF( NOTRAN ) THEN NORM = '1' ELSE NORM = 'I' END IF ANORM = DLANGT( NORM, N, DL, D, DU ) * * Compute the reciprocal of the condition number of A. * CALL DGTCON( NORM, N, DLF, DF, DUF, DU2, IPIV, ANORM, RCOND, WORK, $ IWORK, INFO ) * * Compute the solution vectors X. * CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) CALL DGTTRS( TRANS, N, NRHS, DLF, DF, DUF, DU2, IPIV, X, LDX, $ INFO ) * * Use iterative refinement to improve the computed solutions and * compute error bounds and backward error estimates for them. * CALL DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, $ B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO ) * * Set INFO = N+1 if the matrix is singular to working precision. * IF( RCOND.LT.DLAMCH( 'Epsilon' ) ) $ INFO = N + 1 * RETURN * * End of DGTSVX * END