sgttrf.f.html

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      SUBROUTINE <a name="SGTTRF.1"></a><a href="sgttrf.f.html#SGTTRF.1">SGTTRF</a>( N, DL, D, DU, DU2, IPIV, INFO )
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  -- LAPACK routine (version 3.1) --
</span><span class="comment">*</span><span class="comment">     Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
</span><span class="comment">*</span><span class="comment">     November 2006
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Scalar Arguments ..
</span>      INTEGER            INFO, N
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Array Arguments ..
</span>      INTEGER            IPIV( * )
      REAL               D( * ), DL( * ), DU( * ), DU2( * )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Purpose
</span><span class="comment">*</span><span class="comment">  =======
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  <a name="SGTTRF.18"></a><a href="sgttrf.f.html#SGTTRF.1">SGTTRF</a> computes an LU factorization of a real tridiagonal matrix A
</span><span class="comment">*</span><span class="comment">  using elimination with partial pivoting and row interchanges.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  The factorization has the form
</span><span class="comment">*</span><span class="comment">     A = L * U
</span><span class="comment">*</span><span class="comment">  where L is a product of permutation and unit lower bidiagonal
</span><span class="comment">*</span><span class="comment">  matrices and U is upper triangular with nonzeros in only the main
</span><span class="comment">*</span><span class="comment">  diagonal and first two superdiagonals.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  Arguments
</span><span class="comment">*</span><span class="comment">  =========
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  N       (input) INTEGER
</span><span class="comment">*</span><span class="comment">          The order of the matrix A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  DL      (input/output) REAL array, dimension (N-1)
</span><span class="comment">*</span><span class="comment">          On entry, DL must contain the (n-1) sub-diagonal elements of
</span><span class="comment">*</span><span class="comment">          A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">          On exit, DL is overwritten by the (n-1) multipliers that
</span><span class="comment">*</span><span class="comment">          define the matrix L from the LU factorization of A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  D       (input/output) REAL array, dimension (N)
</span><span class="comment">*</span><span class="comment">          On entry, D must contain the diagonal elements of A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">          On exit, D is overwritten by the n diagonal elements of the
</span><span class="comment">*</span><span class="comment">          upper triangular matrix U from the LU factorization of A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  DU      (input/output) REAL array, dimension (N-1)
</span><span class="comment">*</span><span class="comment">          On entry, DU must contain the (n-1) super-diagonal elements
</span><span class="comment">*</span><span class="comment">          of A.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">          On exit, DU is overwritten by the (n-1) elements of the first
</span><span class="comment">*</span><span class="comment">          super-diagonal of U.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  DU2     (output) REAL array, dimension (N-2)
</span><span class="comment">*</span><span class="comment">          On exit, DU2 is overwritten by the (n-2) elements of the
</span><span class="comment">*</span><span class="comment">          second super-diagonal of U.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  IPIV    (output) INTEGER array, dimension (N)
</span><span class="comment">*</span><span class="comment">          The pivot indices; for 1 &lt;= i &lt;= n, row i of the matrix was
</span><span class="comment">*</span><span class="comment">          interchanged with row IPIV(i).  IPIV(i) will always be either
</span><span class="comment">*</span><span class="comment">          i or i+1; IPIV(i) = i indicates a row interchange was not
</span><span class="comment">*</span><span class="comment">          required.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  INFO    (output) INTEGER
</span><span class="comment">*</span><span class="comment">          = 0:  successful exit
</span><span class="comment">*</span><span class="comment">          &lt; 0:  if INFO = -k, the k-th argument had an illegal value
</span><span class="comment">*</span><span class="comment">          &gt; 0:  if INFO = k, U(k,k) is exactly zero. The factorization
</span><span class="comment">*</span><span class="comment">                has been completed, but the factor U is exactly
</span><span class="comment">*</span><span class="comment">                singular, and division by zero will occur if it is used
</span><span class="comment">*</span><span class="comment">                to solve a system of equations.
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">  =====================================================================
</span><span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     .. Parameters ..
</span>      REAL               ZERO
      PARAMETER          ( ZERO = 0.0E+0 )
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Local Scalars ..
</span>      INTEGER            I
      REAL               FACT, TEMP
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Intrinsic Functions ..
</span>      INTRINSIC          ABS
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. External Subroutines ..
</span>      EXTERNAL           <a name="XERBLA.85"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>
<span class="comment">*</span><span class="comment">     ..
</span><span class="comment">*</span><span class="comment">     .. Executable Statements ..
</span><span class="comment">*</span><span class="comment">
</span>      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -1
         CALL <a name="XERBLA.92"></a><a href="xerbla.f.html#XERBLA.1">XERBLA</a>( <span class="string">'<a name="SGTTRF.92"></a><a href="sgttrf.f.html#SGTTRF.1">SGTTRF</a>'</span>, -INFO )
         RETURN
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Quick return if possible
</span><span class="comment">*</span><span class="comment">
</span>      IF( N.EQ.0 )
     $   RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Initialize IPIV(i) = i and DU2(I) = 0
</span><span class="comment">*</span><span class="comment">
</span>      DO 10 I = 1, N
         IPIV( I ) = I
   10 CONTINUE
      DO 20 I = 1, N - 2
         DU2( I ) = ZERO
   20 CONTINUE
<span class="comment">*</span><span class="comment">
</span>      DO 30 I = 1, N - 2
         IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           No row interchange required, eliminate DL(I)
</span><span class="comment">*</span><span class="comment">
</span>            IF( D( I ).NE.ZERO ) THEN
               FACT = DL( I ) / D( I )
               DL( I ) = FACT
               D( I+1 ) = D( I+1 ) - FACT*DU( I )
            END IF
         ELSE
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">           Interchange rows I and I+1, eliminate DL(I)
</span><span class="comment">*</span><span class="comment">
</span>            FACT = D( I ) / DL( I )
            D( I ) = DL( I )
            DL( I ) = FACT
            TEMP = DU( I )
            DU( I ) = D( I+1 )
            D( I+1 ) = TEMP - FACT*D( I+1 )
            DU2( I ) = DU( I+1 )
            DU( I+1 ) = -FACT*DU( I+1 )
            IPIV( I ) = I + 1
         END IF
   30 CONTINUE
      IF( N.GT.1 ) THEN
         I = N - 1
         IF( ABS( D( I ) ).GE.ABS( DL( I ) ) ) THEN
            IF( D( I ).NE.ZERO ) THEN
               FACT = DL( I ) / D( I )
               DL( I ) = FACT
               D( I+1 ) = D( I+1 ) - FACT*DU( I )
            END IF
         ELSE
            FACT = D( I ) / DL( I )
            D( I ) = DL( I )
            DL( I ) = FACT
            TEMP = DU( I )
            DU( I ) = D( I+1 )
            D( I+1 ) = TEMP - FACT*D( I+1 )
            IPIV( I ) = I + 1
         END IF
      END IF
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     Check for a zero on the diagonal of U.
</span><span class="comment">*</span><span class="comment">
</span>      DO 40 I = 1, N
         IF( D( I ).EQ.ZERO ) THEN
            INFO = I
            GO TO 50
         END IF
   40 CONTINUE
   50 CONTINUE
<span class="comment">*</span><span class="comment">
</span>      RETURN
<span class="comment">*</span><span class="comment">
</span><span class="comment">*</span><span class="comment">     End of <a name="SGTTRF.166"></a><a href="sgttrf.f.html#SGTTRF.1">SGTTRF</a>
</span><span class="comment">*</span><span class="comment">
</span>      END

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