DGTSVX(l) — LAPACK routine (version 2.0)

NAME

DGTSVX - use the LU factorization to compute the solution to a real system of linear equations A ∗ X = B or A∗∗T ∗ X = B,

SYNOPSIS

SUBROUTINE DGTSVX(
FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO )

CHARACTER FACT, TRANS

INTEGER INFO, LDB, LDX, N, NRHS

DOUBLE PRECISION RCOND

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. 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, steps 3 and 4 are skipped.

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, 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, and the solution and error bounds are not computed.

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. = N+1: RCOND is less than machine precision. The factorization has been completed, but the matrix is singular to working precision, and the solution and error bounds have not been computed.