1*> \brief <b> DGTSVX computes the solution to system of linear equations A * X = B for GT matrices </b> 2* 3* =========== DOCUMENTATION =========== 4* 5* Online html documentation available at 6* http://www.netlib.org/lapack/explore-html/ 7* 8*> \htmlonly 9*> Download DGTSVX + dependencies 10*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dgtsvx.f"> 11*> [TGZ]</a> 12*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dgtsvx.f"> 13*> [ZIP]</a> 14*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dgtsvx.f"> 15*> [TXT]</a> 16*> \endhtmlonly 17* 18* Definition: 19* =========== 20* 21* SUBROUTINE DGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, 22* DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, 23* WORK, IWORK, INFO ) 24* 25* .. Scalar Arguments .. 26* CHARACTER FACT, TRANS 27* INTEGER INFO, LDB, LDX, N, NRHS 28* DOUBLE PRECISION RCOND 29* .. 30* .. Array Arguments .. 31* INTEGER IPIV( * ), IWORK( * ) 32* DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ), 33* $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ), 34* $ FERR( * ), WORK( * ), X( LDX, * ) 35* .. 36* 37* 38*> \par Purpose: 39* ============= 40*> 41*> \verbatim 42*> 43*> DGTSVX uses the LU factorization to compute the solution to a real 44*> system of linear equations A * X = B or A**T * X = B, 45*> where A is a tridiagonal matrix of order N and X and B are N-by-NRHS 46*> matrices. 47*> 48*> Error bounds on the solution and a condition estimate are also 49*> provided. 50*> \endverbatim 51* 52*> \par Description: 53* ================= 54*> 55*> \verbatim 56*> 57*> The following steps are performed: 58*> 59*> 1. If FACT = 'N', the LU decomposition is used to factor the matrix A 60*> as A = L * U, where L is a product of permutation and unit lower 61*> bidiagonal matrices and U is upper triangular with nonzeros in 62*> only the main diagonal and first two superdiagonals. 63*> 64*> 2. If some U(i,i)=0, so that U is exactly singular, then the routine 65*> returns with INFO = i. Otherwise, the factored form of A is used 66*> to estimate the condition number of the matrix A. If the 67*> reciprocal of the condition number is less than machine precision, 68*> INFO = N+1 is returned as a warning, but the routine still goes on 69*> to solve for X and compute error bounds as described below. 70*> 71*> 3. The system of equations is solved for X using the factored form 72*> of A. 73*> 74*> 4. Iterative refinement is applied to improve the computed solution 75*> matrix and calculate error bounds and backward error estimates 76*> for it. 77*> \endverbatim 78* 79* Arguments: 80* ========== 81* 82*> \param[in] FACT 83*> \verbatim 84*> FACT is CHARACTER*1 85*> Specifies whether or not the factored form of A has been 86*> supplied on entry. 87*> = 'F': DLF, DF, DUF, DU2, and IPIV contain the factored 88*> form of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV 89*> will not be modified. 90*> = 'N': The matrix will be copied to DLF, DF, and DUF 91*> and factored. 92*> \endverbatim 93*> 94*> \param[in] TRANS 95*> \verbatim 96*> TRANS is CHARACTER*1 97*> Specifies the form of the system of equations: 98*> = 'N': A * X = B (No transpose) 99*> = 'T': A**T * X = B (Transpose) 100*> = 'C': A**H * X = B (Conjugate transpose = Transpose) 101*> \endverbatim 102*> 103*> \param[in] N 104*> \verbatim 105*> N is INTEGER 106*> The order of the matrix A. N >= 0. 107*> \endverbatim 108*> 109*> \param[in] NRHS 110*> \verbatim 111*> NRHS is INTEGER 112*> The number of right hand sides, i.e., the number of columns 113*> of the matrix B. NRHS >= 0. 114*> \endverbatim 115*> 116*> \param[in] DL 117*> \verbatim 118*> DL is DOUBLE PRECISION array, dimension (N-1) 119*> The (n-1) subdiagonal elements of A. 120*> \endverbatim 121*> 122*> \param[in] D 123*> \verbatim 124*> D is DOUBLE PRECISION array, dimension (N) 125*> The n diagonal elements of A. 126*> \endverbatim 127*> 128*> \param[in] DU 129*> \verbatim 130*> DU is DOUBLE PRECISION array, dimension (N-1) 131*> The (n-1) superdiagonal elements of A. 132*> \endverbatim 133*> 134*> \param[in,out] DLF 135*> \verbatim 136*> DLF is DOUBLE PRECISION array, dimension (N-1) 137*> If FACT = 'F', then DLF is an input argument and on entry 138*> contains the (n-1) multipliers that define the matrix L from 139*> the LU factorization of A as computed by DGTTRF. 140*> 141*> If FACT = 'N', then DLF is an output argument and on exit 142*> contains the (n-1) multipliers that define the matrix L from 143*> the LU factorization of A. 144*> \endverbatim 145*> 146*> \param[in,out] DF 147*> \verbatim 148*> DF is DOUBLE PRECISION array, dimension (N) 149*> If FACT = 'F', then DF is an input argument and on entry 150*> contains the n diagonal elements of the upper triangular 151*> matrix U from the LU factorization of A. 152*> 153*> If FACT = 'N', then DF is an output argument and on exit 154*> contains the n diagonal elements of the upper triangular 155*> matrix U from the LU factorization of A. 156*> \endverbatim 157*> 158*> \param[in,out] DUF 159*> \verbatim 160*> DUF is DOUBLE PRECISION array, dimension (N-1) 161*> If FACT = 'F', then DUF is an input argument and on entry 162*> contains the (n-1) elements of the first superdiagonal of U. 163*> 164*> If FACT = 'N', then DUF is an output argument and on exit 165*> contains the (n-1) elements of the first superdiagonal of U. 166*> \endverbatim 167*> 168*> \param[in,out] DU2 169*> \verbatim 170*> DU2 is DOUBLE PRECISION array, dimension (N-2) 171*> If FACT = 'F', then DU2 is an input argument and on entry 172*> contains the (n-2) elements of the second superdiagonal of 173*> U. 174*> 175*> If FACT = 'N', then DU2 is an output argument and on exit 176*> contains the (n-2) elements of the second superdiagonal of 177*> U. 178*> \endverbatim 179*> 180*> \param[in,out] IPIV 181*> \verbatim 182*> IPIV is INTEGER array, dimension (N) 183*> If FACT = 'F', then IPIV is an input argument and on entry 184*> contains the pivot indices from the LU factorization of A as 185*> computed by DGTTRF. 186*> 187*> If FACT = 'N', then IPIV is an output argument and on exit 188*> contains the pivot indices from the LU factorization of A; 189*> row i of the matrix was interchanged with row IPIV(i). 190*> IPIV(i) will always be either i or i+1; IPIV(i) = i indicates 191*> a row interchange was not required. 192*> \endverbatim 193*> 194*> \param[in] B 195*> \verbatim 196*> B is DOUBLE PRECISION array, dimension (LDB,NRHS) 197*> The N-by-NRHS right hand side matrix B. 198*> \endverbatim 199*> 200*> \param[in] LDB 201*> \verbatim 202*> LDB is INTEGER 203*> The leading dimension of the array B. LDB >= max(1,N). 204*> \endverbatim 205*> 206*> \param[out] X 207*> \verbatim 208*> X is DOUBLE PRECISION array, dimension (LDX,NRHS) 209*> If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. 210*> \endverbatim 211*> 212*> \param[in] LDX 213*> \verbatim 214*> LDX is INTEGER 215*> The leading dimension of the array X. LDX >= max(1,N). 216*> \endverbatim 217*> 218*> \param[out] RCOND 219*> \verbatim 220*> RCOND is DOUBLE PRECISION 221*> The estimate of the reciprocal condition number of the matrix 222*> A. If RCOND is less than the machine precision (in 223*> particular, if RCOND = 0), the matrix is singular to working 224*> precision. This condition is indicated by a return code of 225*> INFO > 0. 226*> \endverbatim 227*> 228*> \param[out] FERR 229*> \verbatim 230*> FERR is DOUBLE PRECISION array, dimension (NRHS) 231*> The estimated forward error bound for each solution vector 232*> X(j) (the j-th column of the solution matrix X). 233*> If XTRUE is the true solution corresponding to X(j), FERR(j) 234*> is an estimated upper bound for the magnitude of the largest 235*> element in (X(j) - XTRUE) divided by the magnitude of the 236*> largest element in X(j). The estimate is as reliable as 237*> the estimate for RCOND, and is almost always a slight 238*> overestimate of the true error. 239*> \endverbatim 240*> 241*> \param[out] BERR 242*> \verbatim 243*> BERR is DOUBLE PRECISION array, dimension (NRHS) 244*> The componentwise relative backward error of each solution 245*> vector X(j) (i.e., the smallest relative change in 246*> any element of A or B that makes X(j) an exact solution). 247*> \endverbatim 248*> 249*> \param[out] WORK 250*> \verbatim 251*> WORK is DOUBLE PRECISION array, dimension (3*N) 252*> \endverbatim 253*> 254*> \param[out] IWORK 255*> \verbatim 256*> IWORK is INTEGER array, dimension (N) 257*> \endverbatim 258*> 259*> \param[out] INFO 260*> \verbatim 261*> INFO is INTEGER 262*> = 0: successful exit 263*> < 0: if INFO = -i, the i-th argument had an illegal value 264*> > 0: if INFO = i, and i is 265*> <= N: U(i,i) is exactly zero. The factorization 266*> has not been completed unless i = N, but the 267*> factor U is exactly singular, so the solution 268*> and error bounds could not be computed. 269*> RCOND = 0 is returned. 270*> = N+1: U is nonsingular, but RCOND is less than machine 271*> precision, meaning that the matrix is singular 272*> to working precision. Nevertheless, the 273*> solution and error bounds are computed because 274*> there are a number of situations where the 275*> computed solution can be more accurate than the 276*> value of RCOND would suggest. 277*> \endverbatim 278* 279* Authors: 280* ======== 281* 282*> \author Univ. of Tennessee 283*> \author Univ. of California Berkeley 284*> \author Univ. of Colorado Denver 285*> \author NAG Ltd. 286* 287*> \date December 2016 288* 289*> \ingroup doubleGTsolve 290* 291* ===================================================================== 292 SUBROUTINE DGTSVX( FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, 293 $ DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, 294 $ WORK, IWORK, INFO ) 295* 296* -- LAPACK driver routine (version 3.7.0) -- 297* -- LAPACK is a software package provided by Univ. of Tennessee, -- 298* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- 299* December 2016 300* 301* .. Scalar Arguments .. 302 CHARACTER FACT, TRANS 303 INTEGER INFO, LDB, LDX, N, NRHS 304 DOUBLE PRECISION RCOND 305* .. 306* .. Array Arguments .. 307 INTEGER IPIV( * ), IWORK( * ) 308 DOUBLE PRECISION B( LDB, * ), BERR( * ), D( * ), DF( * ), 309 $ DL( * ), DLF( * ), DU( * ), DU2( * ), DUF( * ), 310 $ FERR( * ), WORK( * ), X( LDX, * ) 311* .. 312* 313* ===================================================================== 314* 315* .. Parameters .. 316 DOUBLE PRECISION ZERO 317 PARAMETER ( ZERO = 0.0D+0 ) 318* .. 319* .. Local Scalars .. 320 LOGICAL NOFACT, NOTRAN 321 CHARACTER NORM 322 DOUBLE PRECISION ANORM 323* .. 324* .. External Functions .. 325 LOGICAL LSAME 326 DOUBLE PRECISION DLAMCH, DLANGT 327 EXTERNAL LSAME, DLAMCH, DLANGT 328* .. 329* .. External Subroutines .. 330 EXTERNAL DCOPY, DGTCON, DGTRFS, DGTTRF, DGTTRS, DLACPY, 331 $ XERBLA 332* .. 333* .. Intrinsic Functions .. 334 INTRINSIC MAX 335* .. 336* .. Executable Statements .. 337* 338 INFO = 0 339 NOFACT = LSAME( FACT, 'N' ) 340 NOTRAN = LSAME( TRANS, 'N' ) 341 IF( .NOT.NOFACT .AND. .NOT.LSAME( FACT, 'F' ) ) THEN 342 INFO = -1 343 ELSE IF( .NOT.NOTRAN .AND. .NOT.LSAME( TRANS, 'T' ) .AND. .NOT. 344 $ LSAME( TRANS, 'C' ) ) THEN 345 INFO = -2 346 ELSE IF( N.LT.0 ) THEN 347 INFO = -3 348 ELSE IF( NRHS.LT.0 ) THEN 349 INFO = -4 350 ELSE IF( LDB.LT.MAX( 1, N ) ) THEN 351 INFO = -14 352 ELSE IF( LDX.LT.MAX( 1, N ) ) THEN 353 INFO = -16 354 END IF 355 IF( INFO.NE.0 ) THEN 356 CALL XERBLA( 'DGTSVX', -INFO ) 357 RETURN 358 END IF 359* 360 IF( NOFACT ) THEN 361* 362* Compute the LU factorization of A. 363* 364 CALL DCOPY( N, D, 1, DF, 1 ) 365 IF( N.GT.1 ) THEN 366 CALL DCOPY( N-1, DL, 1, DLF, 1 ) 367 CALL DCOPY( N-1, DU, 1, DUF, 1 ) 368 END IF 369 CALL DGTTRF( N, DLF, DF, DUF, DU2, IPIV, INFO ) 370* 371* Return if INFO is non-zero. 372* 373 IF( INFO.GT.0 )THEN 374 RCOND = ZERO 375 RETURN 376 END IF 377 END IF 378* 379* Compute the norm of the matrix A. 380* 381 IF( NOTRAN ) THEN 382 NORM = '1' 383 ELSE 384 NORM = 'I' 385 END IF 386 ANORM = DLANGT( NORM, N, DL, D, DU ) 387* 388* Compute the reciprocal of the condition number of A. 389* 390 CALL DGTCON( NORM, N, DLF, DF, DUF, DU2, IPIV, ANORM, RCOND, WORK, 391 $ IWORK, INFO ) 392* 393* Compute the solution vectors X. 394* 395 CALL DLACPY( 'Full', N, NRHS, B, LDB, X, LDX ) 396 CALL DGTTRS( TRANS, N, NRHS, DLF, DF, DUF, DU2, IPIV, X, LDX, 397 $ INFO ) 398* 399* Use iterative refinement to improve the computed solutions and 400* compute error bounds and backward error estimates for them. 401* 402 CALL DGTRFS( TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, 403 $ B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO ) 404* 405* Set INFO = N+1 if the matrix is singular to working precision. 406* 407 IF( RCOND.LT.DLAMCH( 'Epsilon' ) ) 408 $ INFO = N + 1 409* 410 RETURN 411* 412* End of DGTSVX 413* 414 END 415