man sgtsv (Fonctions bibliothèques) - solve the equation A*X = B,

NAME

SGTSV - solve the equation A*X = B,

SYNOPSIS

SUBROUTINE SGTSV(
N, NRHS, DL, D, DU, B, LDB, INFO )
INTEGER INFO, LDB, N, NRHS
REAL B( LDB, * ), D( * ), DL( * ), DU( * )

PURPOSE

SGTSV solves the equation A*X = B, where A is an n by n tridiagonal matrix, by Gaussian elimination with partial pivoting.

Note that the equation A'*X = B may be solved by interchanging the order of the arguments DU and DL.

ARGUMENTS

N (input) INTEGER
The order of the matrix A. N >= 0.
NRHS (input) INTEGER
The number of right hand sides, i.e., the number of columns of the matrix B. NRHS >= 0.
DL (input/output) REAL 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-2) elements of the second super-diagonal of the upper triangular matrix U from the LU factorization of A, in DL(1), ..., DL(n-2).

D (input/output) REAL array, dimension (N)
On entry, D must contain the diagonal elements of A.

On exit, D is overwritten by the n diagonal elements of U.

DU (input/output) REAL 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.

B (input/output) REAL array, dimension (LDB,NRHS)
On entry, the N by NRHS matrix of right hand side matrix B. On exit, if INFO = 0, the N by NRHS solution matrix X.
LDB (input) INTEGER
The leading dimension of the array B. LDB >= max(1,N).
INFO (output) INTEGER
= 0: successful exit

< 0: if INFO = -i, the i-th argument had an illegal value

> 0: if INFO = i, U(i,i) is exactly zero, and the solution has not been computed. The factorization has not been completed unless i = N.