dgtsvx.f(3) LAPACK dgtsvx.f(3)[top]NAMEdgtsvx.f-SYNOPSISFunctions/Subroutines subroutine dgtsvx (FACT, TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO) DGTSVX computes the solution to system of linear equations A * X = B for GT matricesFunction/Subroutine Documentation subroutine dgtsvx (characterFACT, characterTRANS, integerN, integerNRHS, double precision, dimension( * )DL, double precision, dimension( * )D, double precision, dimension( * )DU, double precision, dimension( * )DLF, double precision, dimension( * )DF, double precision, dimension( * )DUF, double precision, dimension( * )DU2, integer, dimension( * )IPIV, double precision, dimension( ldb, * )B, integerLDB, double precision, dimension( ldx, * )X, integerLDX, double precisionRCOND, double precision, dimension( * )FERR, double precision, dimension( * )BERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO) DGTSVX computes the solution to system of linear equations A * X = B for GT matrices 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. If some U(i,i)=0, so that U is exactly singular, then the routine returns with INFO = i. Otherwise, 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, INFO = N+1 is returned as a warning, but the routine still goes on to solve for X and compute error bounds as described below. 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. Parameters: FACT FACT is 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 TRANS is 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 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) The (n-1) subdiagonal elements of A. D D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of A. DU DU is DOUBLE PRECISION array, dimension (N-1) The (n-1) superdiagonal elements of A. DLF DLF is 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 DF is 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 DUF is 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 DU2 is 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 IPIV is 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 B is DOUBLE PRECISION array, dimension (LDB,NRHS) The N-by-NRHS right hand side matrix B. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). X X is DOUBLE PRECISION array, dimension (LDX,NRHS) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). RCOND RCOND is 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. FERR FERR is 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 BERR is 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 WORK is DOUBLE PRECISION array, dimension (3*N) IWORK IWORK is INTEGER array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO =, 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. RCOND = 0 is returned. = N+1: U is nonsingular, but RCOND is less than machine precision, meaning that the matrix is singular to working precision. Nevertheless, the solution and error bounds are computed because there are a number of situations where the computed solution can be more accurate than the value of RCOND would suggest. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: September 2012 Definition at line 292 of file dgtsvx.f.-iAuthorGenerated automatically by Doxygen for LAPACK from the source code.Version 3.4.2Sat Nov 16 2013 dgtsvx.f(3)

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