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dgttrf.f File Reference

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Functions/Subroutines

subroutine dgttrf (N, DL, D, DU, DU2, IPIV, INFO)
 DGTTRF More...
 

Function/Subroutine Documentation

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 
)

DGTTRF

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Purpose:
 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
[in]N
          N is INTEGER
          The order of the matrix A.
[in,out]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.
[in,out]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.
[in,out]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.
[out]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.
[out]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.
[out]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.
Date
September 2012

Definition at line 125 of file dgttrf.f.

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