gtsv - gtsv: factor and solve
Contents
Detailed Description
Function Documentation
subroutinecgtsv(integern,integernrhs,complex,dimension(*)dl,complex,dimension(*)d,complex,dimension(*)du,complex,dimension(ldb,*)b,integerldb,integerinfo)CGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatricesPurpose:
CGTSV solves the equation
A*X = B,
where A is an N-by-N tridiagonal matrix, by Gaussian elimination with
partial pivoting.
Note that the equation A**T *X = B may be solved by interchanging the
order of the arguments DU and DL.
ParametersN
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
DL
DL is COMPLEX array, dimension (N-1)
On entry, DL must contain the (n-1) subdiagonal elements of
A.
On exit, DL is overwritten by the (n-2) elements of the
second superdiagonal of the upper triangular matrix U from
the LU factorization of A, in DL(1), ..., DL(n-2).
D
D is COMPLEX array, dimension (N)
On entry, D must contain the diagonal elements of A.
On exit, D is overwritten by the n diagonal elements of U.
DU
DU is COMPLEX array, dimension (N-1)
On entry, DU must contain the (n-1) superdiagonal elements
of A.
On exit, DU is overwritten by the (n-1) elements of the first
superdiagonal of U.
B
B is COMPLEX array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) is exactly zero, and the solution
has not been computed. The factorization has not been
completed unless i = N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutinedgtsv(integern,integernrhs,doubleprecision,dimension(*)dl,doubleprecision,dimension(*)d,doubleprecision,dimension(*)du,doubleprecision,dimension(ldb,*)b,integerldb,integerinfo)DGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatricesPurpose:
DGTSV solves the equation
A*X = B,
where A is an n by n tridiagonal matrix, by Gaussian elimination with
partial pivoting.
Note that the equation A**T*X = B may be solved by interchanging the
order of the arguments DU and DL.
ParametersN
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
DL
DL is DOUBLE PRECISION array, dimension (N-1)
On entry, DL must contain the (n-1) sub-diagonal elements of
A.
On exit, DL is overwritten by the (n-2) elements of the
second super-diagonal of the upper triangular matrix U from
the LU factorization of A, in DL(1), ..., DL(n-2).
D
D is DOUBLE PRECISION array, dimension (N)
On entry, D must contain the diagonal elements of A.
On exit, D is overwritten by the n diagonal elements of U.
DU
DU is DOUBLE PRECISION array, dimension (N-1)
On entry, DU must contain the (n-1) super-diagonal elements
of A.
On exit, DU is overwritten by the (n-1) elements of the first
super-diagonal of U.
B
B is DOUBLE PRECISION array, dimension (LDB,NRHS)
On entry, the N by NRHS matrix of right hand side matrix B.
On exit, if INFO = 0, the N by NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) is exactly zero, and the solution
has not been computed. The factorization has not been
completed unless i = N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutinesgtsv(integern,integernrhs,real,dimension(*)dl,real,dimension(*)d,real,dimension(*)du,real,dimension(ldb,*)b,integerldb,integerinfo)SGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatricesPurpose:
SGTSV solves the equation
A*X = B,
where A is an n by n tridiagonal matrix, by Gaussian elimination with
partial pivoting.
Note that the equation A**T*X = B may be solved by interchanging the
order of the arguments DU and DL.
ParametersN
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
DL
DL is REAL array, dimension (N-1)
On entry, DL must contain the (n-1) sub-diagonal elements of
A.
On exit, DL is overwritten by the (n-2) elements of the
second super-diagonal of the upper triangular matrix U from
the LU factorization of A, in DL(1), ..., DL(n-2).
D
D is REAL array, dimension (N)
On entry, D must contain the diagonal elements of A.
On exit, D is overwritten by the n diagonal elements of U.
DU
DU is REAL array, dimension (N-1)
On entry, DU must contain the (n-1) super-diagonal elements
of A.
On exit, DU is overwritten by the (n-1) elements of the first
super-diagonal of U.
B
B is REAL array, dimension (LDB,NRHS)
On entry, the N by NRHS matrix of right hand side matrix B.
On exit, if INFO = 0, the N by NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) is exactly zero, and the solution
has not been computed. The factorization has not been
completed unless i = N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutinezgtsv(integern,integernrhs,complex*16,dimension(*)dl,complex*16,dimension(*)d,complex*16,dimension(*)du,complex*16,dimension(ldb,*)b,integerldb,integerinfo)ZGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatricesPurpose:
ZGTSV solves the equation
A*X = B,
where A is an N-by-N tridiagonal matrix, by Gaussian elimination with
partial pivoting.
Note that the equation A**T *X = B may be solved by interchanging the
order of the arguments DU and DL.
ParametersN
N is INTEGER
The order of the matrix A. N >= 0.
NRHS
NRHS is INTEGER
The number of right hand sides, i.e., the number of columns
of the matrix B. NRHS >= 0.
DL
DL is COMPLEX*16 array, dimension (N-1)
On entry, DL must contain the (n-1) subdiagonal elements of
A.
On exit, DL is overwritten by the (n-2) elements of the
second superdiagonal of the upper triangular matrix U from
the LU factorization of A, in DL(1), ..., DL(n-2).
D
D is COMPLEX*16 array, dimension (N)
On entry, D must contain the diagonal elements of A.
On exit, D is overwritten by the n diagonal elements of U.
DU
DU is COMPLEX*16 array, dimension (N-1)
On entry, DU must contain the (n-1) superdiagonal elements
of A.
On exit, DU is overwritten by the (n-1) elements of the first
superdiagonal of U.
B
B is COMPLEX*16 array, dimension (LDB,NRHS)
On entry, the N-by-NRHS right hand side matrix B.
On exit, if INFO = 0, the N-by-NRHS solution matrix X.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO
INFO is INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value
> 0: if INFO = i, U(i,i) is exactly zero, and the solution
has not been computed. The factorization has not been
completed unless i = N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Name
gtsv - gtsv: factor and solve
Synopsis
Functions
subroutine cgtsv (n, nrhs, dl, d, du, b, ldb, info)
CGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatrices
subroutine dgtsv (n, nrhs, dl, d, du, b, ldb, info)
DGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatrices
subroutine sgtsv (n, nrhs, dl, d, du, b, ldb, info)
SGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatrices
subroutine zgtsv (n, nrhs, dl, d, du, b, ldb, info)
ZGTSVcomputesthesolutiontosystemoflinearequationsA*X=BforGTmatrices
