Documentation de la routine DGTSV

DGTSV(l)                                                              DGTSV(l)

NAME
     DGTSV - solve the equation   A*X = B,

SYNOPSIS
     SUBROUTINE DGTSV( N, NRHS, DL, D, DU, B, LDB, INFO )

         INTEGER       INFO, LDB, N, NRHS

         DOUBLE        PRECISION B( LDB, * ), D( * ), DL( * ), DU( * )

PURPOSE
     DGTSV  solves the equation

     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) DOUBLE PRECISION array, dimension (N-1)
             On entry, DL must contain the (n-1) subdiagonal elements of A.
             On exit, 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 DL(1), ..., DL(n-2).

     D       (input/output) 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      (input/output) DOUBLE PRECISION array, dimension (N-1)
             On entry, DU must contain the (n-1) superdiagonal elements of A.
             On exit, DU is overwritten by the (n-1) elements of the first
             superdiagonal of U.

     B       (input/output) DOUBLE PRECISION array, dimension (LDB,NRHS)
             On entry, the N-by-NRHS 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).

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DGTSV(l)                                                              DGTSV(l)

     INFO    (output)
             = 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.