# doubleGTsolve - Man Page

double

## Synopsis

### Functions

subroutine **dgtsv** (**N**, **NRHS**, DL, D, DU, B, **LDB**, INFO)

**DGTSV computes the solution to system of linear equations A * X = B for GT matrices**

subroutine **dgtsvx** (FACT, TRANS, **N**, **NRHS**, DL, D, DU, DLF, DF, DUF, DU2, IPIV, B, **LDB**, X, LDX, RCOND, FERR, BERR, WORK, IWORK, INFO)

**DGTSVX computes the solution to system of linear equations A * X = B for GT matrices**

## Detailed Description

This is the group of double solve driver functions for GT matrices

## Function Documentation

### subroutine dgtsv (integer N, integer NRHS, double precision, dimension( * ) DL, double precision, dimension( * ) D, double precision, dimension( * ) DU, double precision, dimension( ldb, * ) B, integer LDB, integer INFO)

**DGTSV computes the solution to system of linear equations A * X = B for GT matrices**

**Purpose:**

DGTSV 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**T*X = B may be solved by interchanging the order of the arguments DU and DL.

**Parameters***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) 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*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 U.

*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.

*B*B is DOUBLE PRECISION 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*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 > 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.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 126 of file dgtsv.f.

### subroutine dgtsvx (character FACT, 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 RCOND, double precision, dimension( * ) FERR, double precision, dimension( * ) BERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

**DGTSVX computes the solution to system of linear equations A * X = B for GT matrices**

**Purpose:**

DGTSVX uses the LU factorization to compute the solution to a real system of linear equations A * X = B or A**T * X = B, where A is a tridiagonal matrix of order N and X and B are N-by-NRHS matrices. Error bounds on the solution and a condition estimate are also provided.

**Description:**

The following steps are performed: 1. If FACT = 'N', the LU decomposition is used to factor the matrix A as 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. 2. If some U(i,i)=0, so that U is exactly singular, then the routine returns with INFO = i. Otherwise, the factored form of A is used to estimate the condition number of the matrix A. If the reciprocal of the condition number is less than machine precision, INFO = N+1 is returned as a warning, but the routine still goes on to solve for X and compute error bounds as described below. 3. The system of equations is solved for X using the factored form of A. 4. Iterative refinement is applied to improve the computed solution matrix and calculate error bounds and backward error estimates for it.

**Parameters***FACT*FACT is CHARACTER*1 Specifies whether or not the factored form of A has been supplied on entry. = 'F': DLF, DF, DUF, DU2, and IPIV contain the factored form of A; DL, D, DU, DLF, DF, DUF, DU2 and IPIV will not be modified. = 'N': The matrix will be copied to DLF, DF, and DUF and factored.

*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 n 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) If FACT = 'F', then DLF is an input argument and on entry contains the (n-1) multipliers that define the matrix L from the LU factorization of A as computed by DGTTRF. If FACT = 'N', then DLF is an output argument and on exit contains the (n-1) multipliers that define the matrix L from the LU factorization of A.

*DF*DF is DOUBLE PRECISION array, dimension (N) If FACT = 'F', then DF is an input argument and on entry contains the n diagonal elements of the upper triangular matrix U from the LU factorization of A. If FACT = 'N', then DF is an output argument and on exit contains 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) If FACT = 'F', then DUF is an input argument and on entry contains the (n-1) elements of the first superdiagonal of U. If FACT = 'N', then DUF is an output argument and on exit contains the (n-1) elements of the first superdiagonal of U.

*DU2*DU2 is DOUBLE PRECISION array, dimension (N-2) If FACT = 'F', then DU2 is an input argument and on entry contains the (n-2) elements of the second superdiagonal of U. If FACT = 'N', then DU2 is an output argument and on exit contains the (n-2) elements of the second superdiagonal of U.

*IPIV*IPIV is INTEGER array, dimension (N) If FACT = 'F', then IPIV is an input argument and on entry contains the pivot indices from the LU factorization of A as computed by DGTTRF. If FACT = 'N', then IPIV is an output argument and on exit contains the pivot indices from the LU factorization of A; 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 N-by-NRHS 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) If INFO = 0 or INFO = N+1, the N-by-NRHS solution matrix X.

*LDX*LDX is INTEGER The leading dimension of the array X. LDX >= max(1,N).

*RCOND*RCOND is DOUBLE PRECISION The estimate of the reciprocal condition number of the matrix A. If RCOND is less than the machine precision (in particular, if RCOND = 0), the matrix is singular to working precision. This condition is indicated by a return code of INFO > 0.

*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 > 0: if INFO = i, and i is <= N: U(i,i) is exactly zero. The factorization has not been completed unless i = N, but the factor U is exactly singular, so the solution and error bounds could not be computed. RCOND = 0 is returned. = N+1: U is nonsingular, but RCOND is less than machine precision, meaning that the matrix is singular to working precision. Nevertheless, the solution and error bounds are computed because there are a number of situations where the computed solution can be more accurate than the value of RCOND would suggest.

**Author**Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 290 of file dgtsvx.f.

## Author

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## Referenced By

The man pages dgtsv(3) and dgtsvx(3) are aliases of doubleGTsolve(3).