DGTSVX(l) LAPACK routine (version 1.1) DGTSVX(l)
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 factori-
zation 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 factori-
zation 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) 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 con-
dition 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, FERR(j) bounds the magnitude of the largest entry in
(X(j) - XTRUE) divided by the magnitude of the largest entry in
X(j). The quality of the error bound depends on the quality of the
estimate of norm(inv(A)) computed in the code; if the estimate of
norm(inv(A)) is accurate, the error bound is guaranteed.
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 entry 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 com-
pleted 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.
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