LAPACK  3.10.0 LAPACK: Linear Algebra PACKage
dgttrf.f
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1 *> \brief \b DGTTRF
2 *
3 * =========== DOCUMENTATION ===========
4 *
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17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE DGTTRF( N, DL, D, DU, DU2, IPIV, INFO )
22 *
23 * .. Scalar Arguments ..
24 * INTEGER INFO, N
25 * ..
26 * .. Array Arguments ..
27 * INTEGER IPIV( * )
28 * DOUBLE PRECISION D( * ), DL( * ), DU( * ), DU2( * )
29 * ..
30 *
31 *
32 *> \par Purpose:
33 * =============
34 *>
35 *> \verbatim
36 *>
37 *> DGTTRF computes an LU factorization of a real tridiagonal matrix A
38 *> using elimination with partial pivoting and row interchanges.
39 *>
40 *> The factorization has the form
41 *> A = L * U
42 *> where L is a product of permutation and unit lower bidiagonal
43 *> matrices and U is upper triangular with nonzeros in only the main
44 *> diagonal and first two superdiagonals.
45 *> \endverbatim
46 *
47 * Arguments:
48 * ==========
49 *
50 *> \param[in] N
51 *> \verbatim
52 *> N is INTEGER
53 *> The order of the matrix A.
54 *> \endverbatim
55 *>
56 *> \param[in,out] DL
57 *> \verbatim
58 *> DL is DOUBLE PRECISION array, dimension (N-1)
59 *> On entry, DL must contain the (n-1) sub-diagonal elements of
60 *> A.
61 *>
62 *> On exit, DL is overwritten by the (n-1) multipliers that
63 *> define the matrix L from the LU factorization of A.
64 *> \endverbatim
65 *>
66 *> \param[in,out] D
67 *> \verbatim
68 *> D is DOUBLE PRECISION array, dimension (N)
69 *> On entry, D must contain the diagonal elements of A.
70 *>
71 *> On exit, D is overwritten by the n diagonal elements of the
72 *> upper triangular matrix U from the LU factorization of A.
73 *> \endverbatim
74 *>
75 *> \param[in,out] DU
76 *> \verbatim
77 *> DU is DOUBLE PRECISION array, dimension (N-1)
78 *> On entry, DU must contain the (n-1) super-diagonal elements
79 *> of A.
80 *>
81 *> On exit, DU is overwritten by the (n-1) elements of the first
82 *> super-diagonal of U.
83 *> \endverbatim
84 *>
85 *> \param[out] DU2
86 *> \verbatim
87 *> DU2 is DOUBLE PRECISION array, dimension (N-2)
88 *> On exit, DU2 is overwritten by the (n-2) elements of the
89 *> second super-diagonal of U.
90 *> \endverbatim
91 *>
92 *> \param[out] IPIV
93 *> \verbatim
94 *> IPIV is INTEGER array, dimension (N)
95 *> The pivot indices; for 1 <= i <= n, row i of the matrix was
96 *> interchanged with row IPIV(i). IPIV(i) will always be either
97 *> i or i+1; IPIV(i) = i indicates a row interchange was not
98 *> required.
99 *> \endverbatim
100 *>
101 *> \param[out] INFO
102 *> \verbatim
103 *> INFO is INTEGER
104 *> = 0: successful exit
105 *> < 0: if INFO = -k, the k-th argument had an illegal value
106 *> > 0: if INFO = k, U(k,k) is exactly zero. The factorization
107 *> has been completed, but the factor U is exactly
108 *> singular, and division by zero will occur if it is used
109 *> to solve a system of equations.
110 *> \endverbatim
111 *
112 * Authors:
113 * ========
114 *
115 *> \author Univ. of Tennessee
116 *> \author Univ. of California Berkeley
117 *> \author Univ. of Colorado Denver
118 *> \author NAG Ltd.
119 *
120 *> \ingroup doubleGTcomputational
121 *
122 * =====================================================================
123  SUBROUTINE dgttrf( N, DL, D, DU, DU2, IPIV, INFO )
124 *
125 * -- LAPACK computational routine --
126 * -- LAPACK is a software package provided by Univ. of Tennessee, --
127 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
128 *
129 * .. Scalar Arguments ..
130  INTEGER INFO, N
131 * ..
132 * .. Array Arguments ..
133  INTEGER IPIV( * )
134  DOUBLE PRECISION D( * ), DL( * ), DU( * ), DU2( * )
135 * ..
136 *
137 * =====================================================================
138 *
139 * .. Parameters ..
140  DOUBLE PRECISION ZERO
141  parameter( zero = 0.0d+0 )
142 * ..
143 * .. Local Scalars ..
144  INTEGER I
145  DOUBLE PRECISION FACT, TEMP
146 * ..
147 * .. Intrinsic Functions ..
148  INTRINSIC abs
149 * ..
150 * .. External Subroutines ..
151  EXTERNAL xerbla
152 * ..
153 * .. Executable Statements ..
154 *
155  info = 0
156  IF( n.LT.0 ) THEN
157  info = -1
158  CALL xerbla( 'DGTTRF', -info )
159  RETURN
160  END IF
161 *
162 * Quick return if possible
163 *
164  IF( n.EQ.0 )
165  \$ RETURN
166 *
167 * Initialize IPIV(i) = i and DU2(I) = 0
168 *
169  DO 10 i = 1, n
170  ipiv( i ) = i
171  10 CONTINUE
172  DO 20 i = 1, n - 2
173  du2( i ) = zero
174  20 CONTINUE
175 *
176  DO 30 i = 1, n - 2
177  IF( abs( d( i ) ).GE.abs( dl( i ) ) ) THEN
178 *
179 * No row interchange required, eliminate DL(I)
180 *
181  IF( d( i ).NE.zero ) THEN
182  fact = dl( i ) / d( i )
183  dl( i ) = fact
184  d( i+1 ) = d( i+1 ) - fact*du( i )
185  END IF
186  ELSE
187 *
188 * Interchange rows I and I+1, eliminate DL(I)
189 *
190  fact = d( i ) / dl( i )
191  d( i ) = dl( i )
192  dl( i ) = fact
193  temp = du( i )
194  du( i ) = d( i+1 )
195  d( i+1 ) = temp - fact*d( i+1 )
196  du2( i ) = du( i+1 )
197  du( i+1 ) = -fact*du( i+1 )
198  ipiv( i ) = i + 1
199  END IF
200  30 CONTINUE
201  IF( n.GT.1 ) THEN
202  i = n - 1
203  IF( abs( d( i ) ).GE.abs( dl( i ) ) ) THEN
204  IF( d( i ).NE.zero ) THEN
205  fact = dl( i ) / d( i )
206  dl( i ) = fact
207  d( i+1 ) = d( i+1 ) - fact*du( i )
208  END IF
209  ELSE
210  fact = d( i ) / dl( i )
211  d( i ) = dl( i )
212  dl( i ) = fact
213  temp = du( i )
214  du( i ) = d( i+1 )
215  d( i+1 ) = temp - fact*d( i+1 )
216  ipiv( i ) = i + 1
217  END IF
218  END IF
219 *
220 * Check for a zero on the diagonal of U.
221 *
222  DO 40 i = 1, n
223  IF( d( i ).EQ.zero ) THEN
224  info = i
225  GO TO 50
226  END IF
227  40 CONTINUE
228  50 CONTINUE
229 *
230  RETURN
231 *
232 * End of DGTTRF
233 *
234  END
subroutine xerbla(SRNAME, INFO)
XERBLA
Definition: xerbla.f:60
subroutine dgttrf(N, DL, D, DU, DU2, IPIV, INFO)
DGTTRF
Definition: dgttrf.f:124