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NAMEdoubleGTcomputational - doubleSYNOPSISFunctionssubroutine dgtcon (NORM, N, DL, D, DU, DU2, IPIV, ANORM, RCOND, WORK, IWORK, INFO) DGTCON subroutine dgtrfs (TRANS, N, NRHS, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, LDB, X, LDX, FERR, BERR, WORK, IWORK, INFO) DGTRFS subroutine dgttrf (N, DL, D, DU, DU2, IPIV, INFO) DGTTRF subroutine dgttrs (TRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB, INFO) DGTTRS subroutine dgtts2 (ITRANS, N, NRHS, DL, D, DU, DU2, IPIV, B, LDB) DGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf. Detailed DescriptionThis is the group of double computational functions for GT matricesFunction Documentationsubroutine dgtcon (character NORM, integer N, double precision, dimension( * ) DL, double precision, dimension( * ) D, double precision, dimension( * ) DU, double precision, dimension( * ) DU2, integer, dimension( * ) IPIV, double precision ANORM, double precision RCOND, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DGTCONPurpose: DGTCON estimates the reciprocal of the condition number of a real tridiagonal matrix A using the LU factorization as computed by DGTTRF. An estimate is obtained for norm(inv(A)), and the reciprocal of the condition number is computed as RCOND = 1 / (ANORM * norm(inv(A))). Parameters NORM
NORM is CHARACTER*1 Specifies whether the 1-norm condition number or the infinity-norm condition number is required: = '1' or 'O': 1-norm; = 'I': Infinity-norm. N N is INTEGER The order of the matrix A. N >= 0. DL DL is DOUBLE PRECISION array, dimension (N-1) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by DGTTRF. D D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU DU is DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first superdiagonal of U. DU2 DU2 is DOUBLE PRECISION array, dimension (N-2) The (n-2) elements of the second superdiagonal of U. IPIV IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, 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. ANORM ANORM is DOUBLE PRECISION If NORM = '1' or 'O', the 1-norm of the original matrix A. If NORM = 'I', the infinity-norm of the original matrix A. RCOND RCOND is DOUBLE PRECISION The reciprocal of the condition number of the matrix A, computed as RCOND = 1/(ANORM * AINVNM), where AINVNM is an estimate of the 1-norm of inv(A) computed in this routine. WORK WORK is DOUBLE PRECISION array, dimension (2*N) IWORK IWORK is INTEGER array, dimension (N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 144 of file dgtcon.f. subroutine dgtrfs (character TRANS, integer N, integer NRHS, 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, integer LDB, double precision, dimension( ldx, * ) X, integer LDX, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DGTRFSPurpose: DGTRFS improves the computed solution to a system of linear equations when the coefficient matrix is tridiagonal, and provides error bounds and backward error estimates for the solution. Parameters 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 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) The (n-1) multipliers that define the matrix L from the LU factorization of A as computed by DGTTRF. DF DF is DOUBLE PRECISION array, dimension (N) 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) The (n-1) elements of the first superdiagonal of U. DU2 DU2 is DOUBLE PRECISION array, dimension (N-2) The (n-2) elements of the second superdiagonal of U. IPIV IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, 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 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) On entry, the solution matrix X, as computed by DGTTRS. On exit, the improved solution matrix X. LDX LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N). 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 = -i, the i-th argument had an illegal value Internal Parameters: ITMAX is the maximum number of steps of iterative refinement. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 206 of file dgtrfs.f. subroutine dgttrf (integer N, double precision, dimension( * ) DL, double precision, dimension( * ) D, double precision, dimension( * ) DU, double precision, dimension( * ) DU2, integer, dimension( * ) IPIV, integer INFO)DGTTRFPurpose: DGTTRF computes an LU factorization of a real tridiagonal matrix A using elimination with partial pivoting and row interchanges. The factorization has the form 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. Parameters N
N is INTEGER The order of the matrix A. DL DL is DOUBLE PRECISION array, dimension (N-1) On entry, DL must contain the (n-1) sub-diagonal elements of A. On exit, DL is overwritten by the (n-1) multipliers that define the matrix L from the LU factorization of A. D D is DOUBLE PRECISION array, dimension (N) On entry, D must contain the diagonal elements of A. On exit, D is overwritten by the n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU DU is DOUBLE PRECISION array, dimension (N-1) On entry, DU must contain the (n-1) super-diagonal elements of A. On exit, DU is overwritten by the (n-1) elements of the first super-diagonal of U. DU2 DU2 is DOUBLE PRECISION array, dimension (N-2) On exit, DU2 is overwritten by the (n-2) elements of the second super-diagonal of U. IPIV IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, 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. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -k, the k-th argument had an illegal value > 0: if INFO = k, U(k,k) is exactly zero. The factorization has been completed, but the factor U is exactly singular, and division by zero will occur if it is used to solve a system of equations. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 123 of file dgttrf.f. subroutine dgttrs (character TRANS, integer N, integer NRHS, double precision, dimension( * ) DL, double precision, dimension( * ) D, double precision, dimension( * ) DU, double precision, dimension( * ) DU2, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)DGTTRSPurpose: DGTTRS solves one of the systems of equations A*X = B or A**T*X = B, with a tridiagonal matrix A using the LU factorization computed by DGTTRF. Parameters 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**T* X = B (Conjugate transpose = Transpose) N N is INTEGER The order of the matrix A. 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) multipliers that define the matrix L from the LU factorization of A. D D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU DU is DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. DU2 DU2 is DOUBLE PRECISION array, dimension (N-2) The (n-2) elements of the second super-diagonal of U. IPIV IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, 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) On entry, the matrix of right hand side vectors B. On exit, B is overwritten by the solution vectors X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 136 of file dgttrs.f. subroutine dgtts2 (integer ITRANS, integer N, integer NRHS, double precision, dimension( * ) DL, double precision, dimension( * ) D, double precision, dimension( * ) DU, double precision, dimension( * ) DU2, integer, dimension( * ) IPIV, double precision, dimension( ldb, * ) B, integer LDB)DGTTS2 solves a system of linear equations with a tridiagonal matrix using the LU factorization computed by sgttrf.Purpose: DGTTS2 solves one of the systems of equations A*X = B or A**T*X = B, with a tridiagonal matrix A using the LU factorization computed by DGTTRF. Parameters ITRANS
ITRANS is INTEGER Specifies the form of the system of equations. = 0: A * X = B (No transpose) = 1: A**T* X = B (Transpose) = 2: A**T* X = B (Conjugate transpose = Transpose) N N is INTEGER The order of the matrix A. 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) multipliers that define the matrix L from the LU factorization of A. D D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the upper triangular matrix U from the LU factorization of A. DU DU is DOUBLE PRECISION array, dimension (N-1) The (n-1) elements of the first super-diagonal of U. DU2 DU2 is DOUBLE PRECISION array, dimension (N-2) The (n-2) elements of the second super-diagonal of U. IPIV IPIV is INTEGER array, dimension (N) The pivot indices; for 1 <= i <= n, 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) On entry, the matrix of right hand side vectors B. On exit, B is overwritten by the solution vectors X. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,N). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 127 of file dgtts2.f. AuthorGenerated automatically by Doxygen for LAPACK from the source code.
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