dgttrf.f(3)

NAME
dgttrf.f

SYNOPSIS

  Functions/Subroutines
subroutine dgttrf (N, DL, D, DU, DU2, IPIV, INFO)
DGTTRF

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)

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
    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.

Author

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