PROGRAM f07chfe ! F07CHF Example Program Text ! Mark 23 Release. NAG Copyright 2011. ! .. Use Statements .. USE nag_library, ONLY : dgtrfs, dgttrf, dgttrs, nag_wp, x04caf ! .. Implicit None Statement .. IMPLICIT NONE ! .. Parameters .. INTEGER, PARAMETER :: nin = 5, nout = 6 ! .. Local Scalars .. INTEGER :: i, ifail, info, ldb, ldx, n, nrhs ! .. Local Arrays .. REAL (KIND=nag_wp), ALLOCATABLE :: b(:,:), berr(:), d(:), df(:), dl(:), & dlf(:), du(:), du2(:), duf(:), & ferr(:), work(:), x(:,:) INTEGER, ALLOCATABLE :: ipiv(:), iwork(:) ! .. Executable Statements .. WRITE (nout,*) 'F07CHF Example Program Results' WRITE (nout,*) FLUSH (nout) ! Skip heading in data file READ (nin,*) READ (nin,*) n, nrhs ldb = n ldx = n ALLOCATE (b(ldb,nrhs),berr(nrhs),d(n),df(n),dl(n-1),dlf(n-1),du(n-1), & du2(n-2),duf(n-1),ferr(nrhs),work(3*n),x(ldx,nrhs),ipiv(n),iwork(n)) ! Read the tridiagonal matrix A from data file READ (nin,*) du(1:n-1) READ (nin,*) d(1:n) READ (nin,*) dl(1:n-1) ! Read the right hand matrix B READ (nin,*) (b(i,1:nrhs),i=1,n) ! Copy A into DUF, DF and DLF, and copy B into X duf(1:n-1) = du(1:n-1) df(1:n) = d(1:n) dlf(1:n-1) = dl(1:n-1) x(1:n,1:nrhs) = b(1:n,1:nrhs) ! Factorize the copy of the tridiagonal matrix A ! The NAG name equivalent of dgttrf is f07cdf CALL dgttrf(n,dlf,df,duf,du2,ipiv,info) IF (info==0) THEN ! Solve the equations AX = B ! The NAG name equivalent of dgttrs is f07cef CALL dgttrs('No transpose',n,nrhs,dlf,df,duf,du2,ipiv,x,ldx,info) ! Improve the solution and compute error estimates ! The NAG name equivalent of dgtrfs is f07chf CALL dgtrfs('No transpose',n,nrhs,dl,d,du,dlf,df,duf,du2,ipiv,b,ldb, & x,ldx,ferr,berr,work,iwork,info) ! Print the solution and the forward and backward error ! estimates ! ifail: behaviour on error exit ! =0 for hard exit, =1 for quiet-soft, =-1 for noisy-soft ifail = 0 CALL x04caf('General',' ',n,nrhs,x,ldx,'Solution(s)',ifail) WRITE (nout,*) WRITE (nout,*) 'Backward errors (machine-dependent)' WRITE (nout,99999) berr(1:nrhs) WRITE (nout,*) WRITE (nout,*) 'Estimated forward error bounds (machine-dependent)' WRITE (nout,99999) ferr(1:nrhs) ELSE WRITE (nout,99998) 'The (', info, ',', info, ')', & ' element of the factor U is zero' END IF 99999 FORMAT ((3X,1P,7E11.1)) 99998 FORMAT (1X,A,I3,A,I3,A,A) END PROGRAM f07chfe