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1 SUBROUTINE DPTTS2( N, NRHS, D, E, B, LDB ) |
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2 * |
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3 * -- LAPACK routine (version 3.1) -- |
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4 * Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. |
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5 * November 2006 |
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6 * |
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7 * .. Scalar Arguments .. |
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8 INTEGER LDB, N, NRHS |
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9 * .. |
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10 * .. Array Arguments .. |
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11 DOUBLE PRECISION B( LDB, * ), D( * ), E( * ) |
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12 * .. |
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13 * |
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14 * Purpose |
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15 * ======= |
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16 * |
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17 * DPTTS2 solves a tridiagonal system of the form |
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18 * A * X = B |
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19 * using the L*D*L' factorization of A computed by DPTTRF. D is a |
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20 * diagonal matrix specified in the vector D, L is a unit bidiagonal |
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21 * matrix whose subdiagonal is specified in the vector E, and X and B |
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22 * are N by NRHS matrices. |
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23 * |
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24 * Arguments |
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25 * ========= |
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26 * |
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27 * N (input) INTEGER |
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28 * The order of the tridiagonal matrix A. N >= 0. |
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29 * |
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30 * NRHS (input) INTEGER |
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31 * The number of right hand sides, i.e., the number of columns |
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32 * of the matrix B. NRHS >= 0. |
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33 * |
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34 * D (input) DOUBLE PRECISION array, dimension (N) |
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35 * The n diagonal elements of the diagonal matrix D from the |
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36 * L*D*L' factorization of A. |
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37 * |
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38 * E (input) DOUBLE PRECISION array, dimension (N-1) |
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39 * The (n-1) subdiagonal elements of the unit bidiagonal factor |
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40 * L from the L*D*L' factorization of A. E can also be regarded |
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41 * as the superdiagonal of the unit bidiagonal factor U from the |
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42 * factorization A = U'*D*U. |
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43 * |
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44 * B (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS) |
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45 * On entry, the right hand side vectors B for the system of |
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46 * linear equations. |
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47 * On exit, the solution vectors, X. |
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48 * |
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49 * LDB (input) INTEGER |
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50 * The leading dimension of the array B. LDB >= max(1,N). |
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51 * |
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52 * ===================================================================== |
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53 * |
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54 * .. Local Scalars .. |
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55 INTEGER I, J |
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56 * .. |
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57 * .. External Subroutines .. |
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58 EXTERNAL DSCAL |
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59 * .. |
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60 * .. Executable Statements .. |
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61 * |
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62 * Quick return if possible |
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63 * |
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64 IF( N.LE.1 ) THEN |
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65 IF( N.EQ.1 ) |
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66 $ CALL DSCAL( NRHS, 1.D0 / D( 1 ), B, LDB ) |
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67 RETURN |
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68 END IF |
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69 * |
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70 * Solve A * X = B using the factorization A = L*D*L', |
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71 * overwriting each right hand side vector with its solution. |
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72 * |
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73 DO 30 J = 1, NRHS |
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74 * |
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75 * Solve L * x = b. |
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76 * |
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77 DO 10 I = 2, N |
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78 B( I, J ) = B( I, J ) - B( I-1, J )*E( I-1 ) |
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79 10 CONTINUE |
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80 * |
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81 * Solve D * L' * x = b. |
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82 * |
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83 B( N, J ) = B( N, J ) / D( N ) |
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84 DO 20 I = N - 1, 1, -1 |
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85 B( I, J ) = B( I, J ) / D( I ) - B( I+1, J )*E( I ) |
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86 20 CONTINUE |
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87 30 CONTINUE |
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88 * |
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89 RETURN |
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90 * |
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91 * End of DPTTS2 |
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92 * |
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93 END |
