F07CAF (DGTSV) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F07CAF (DGTSV)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

 Contents

    1  Purpose
    7  Accuracy

1  Purpose

F07CAF (DGTSV) computes the solution to a real system of linear equations
AX=B ,  
where A is an n by n tridiagonal matrix and X and B are n by r matrices.

2  Specification

SUBROUTINE F07CAF ( N, NRHS, DL, D, DU, B, LDB, INFO)
INTEGER  N, NRHS, LDB, INFO
REAL (KIND=nag_wp)  DL(*), D(*), DU(*), B(LDB,*)
The routine may be called by its LAPACK name dgtsv.

3  Description

F07CAF (DGTSV) uses Gaussian elimination with partial pivoting and row interchanges to solve the equations AX=B . The matrix A  is factorized as A=PLU , where P  is a permutation matrix, L  is unit lower triangular with at most one nonzero subdiagonal element per column, and U  is an upper triangular band matrix, with two superdiagonals.
Note that equations ATX=B may be solved by interchanging the order of the arguments DU and DL.

4  References

Anderson E, Bai Z, Bischof C, Blackford S, Demmel J, Dongarra J J, Du Croz J J, Greenbaum A, Hammarling S, McKenney A and Sorensen D (1999) LAPACK Users' Guide (3rd Edition) SIAM, Philadelphia http://www.netlib.org/lapack/lug

5  Arguments

1:     N – INTEGERInput
On entry: n, the number of linear equations, i.e., the order of the matrix A.
Constraint: N0.
2:     NRHS – INTEGERInput
On entry: r, the number of right-hand sides, i.e., the number of columns of the matrix B.
Constraint: NRHS0.
3:     DL* – REAL (KIND=nag_wp) arrayInput/Output
Note: the dimension of the array DL must be at least max1,N-1.
On entry: must contain the n-1 subdiagonal elements of the matrix A.
On exit: if no constraints are violated, DL is overwritten by the (n-2) elements of the second superdiagonal of the upper triangular matrix U from the LU factorization of A, in DL1,DL2,,DLn-2.
4:     D* – REAL (KIND=nag_wp) arrayInput/Output
Note: the dimension of the array D must be at least max1,N.
On entry: must contain the n diagonal elements of the matrix A.
On exit: if no constraints are violated, D is overwritten by the n diagonal elements of the upper triangular matrix U from the LU factorization of A.
5:     DU* – REAL (KIND=nag_wp) arrayInput/Output
Note: the dimension of the array DU must be at least max1,N-1.
On entry: must contain the n-1 superdiagonal elements of the matrix A.
On exit: if no constraints are violated, DU is overwritten by the n-1 elements of the first superdiagonal of U.
6:     BLDB* – REAL (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array B must be at least max1,NRHS.
To solve the equations Ax=b, where b is a single right-hand side, B may be supplied as a one-dimensional array with length LDB=max1,N.
On entry: the n by r right-hand side matrix B.
On exit: if INFO=0, the n by r solution matrix X.
7:     LDB – INTEGERInput
On entry: the first dimension of the array B as declared in the (sub)program from which F07CAF (DGTSV) is called.
Constraint: LDBmax1,N.
8:     INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.
INFO>0
Element value of the diagonal is exactly zero, and the solution has not been computed. The factorization has not been completed unless N=value.

7  Accuracy

The computed solution for a single right-hand side, x^ , satisfies an equation of the form
A+E x^ = b ,  
where
E1 = Oε A1  
and ε  is the machine precision. An approximate error bound for the computed solution is given by
x^-x 1 x1 κA E1 A1 ,  
where κA = A-11 A1 , the condition number of A  with respect to the solution of the linear equations. See Section 4.4 of Anderson et al. (1999) for further details.
Alternatives to F07CAF (DGTSV), which return condition and error estimates are F04BCF and F07CBF (DGTSVX).

8  Parallelism and Performance

F07CAF (DGTSV) is not threaded in any implementation.

9  Further Comments

The total number of floating-point operations required to solve the equations AX=B  is proportional to nr .
The complex analogue of this routine is F07CNF (ZGTSV).

10  Example

This example solves the equations
Ax=b ,  
where A  is the tridiagonal matrix
A = 3.0 2.1 0.0 0.0 0.0 3.4 2.3 -1.0 0.0 0.0 0.0 3.6 -5.0 1.9 0.0 0.0 0.0 7.0 -0.9 8.0 0.0 0.0 0.0 -6.0 7.1   and   b = 2.7 -0.5 2.6 0.6 2.7 .  

10.1  Program Text

Program Text (f07cafe.f90)

10.2  Program Data

Program Data (f07cafe.d)

10.3  Program Results

Program Results (f07cafe.r)


F07CAF (DGTSV) (PDF version)
F07 Chapter Contents
F07 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016