* SUBROUTINE MXDPGB ALL SYSTEMS 91/12/01 * PORTABILITY : ALL SYSTEMS * 91/12/01 LU : ORIGINAL VERSION * * PURPOSE : * SOLUTION OF A SYSTEM OF LINEAR EQUATIONS WITH A DENSE SYMMETRIC * POSITIVE DEFINITE MATRIX A+E USING THE FACTORIZATION A+E=L*D*TRANS(L) * OBTAINED BY THE SUBROUTINE MXDPGF. * * PARAMETERS : * II N ORDER OF THE MATRIX A. * RI A(N*(N+1)/2) FACTORIZATION A+E=L*D*TRANS(L) OBTAINED BY THE * SUBROUTINE MXDPGF. * RU X(N) ON INPUT THE RIGHT HAND SIDE OF A SYSTEM OF LINEAR * EQUATIONS. ON OUTPUT THE SOLUTION OF A SYSTEM OF LINEAR * EQUATIONS. * II JOB OPTION. IF JOB=0 THEN X:=(A+E)**(-1)*X. IF JOB>0 THEN * X:=L**(-1)*X. IF JOB<0 THEN X:=TRANS(L)**(-1)*X. * * METHOD : * BACK SUBSTITUTION * SUBROUTINE MXDPGB(N,A,X,JOB) INTEGER JOB,N DOUBLE PRECISION A(*),X(*) INTEGER I,II,IJ,J IF (JOB.GE.0) THEN * * PHASE 1 : X:=L**(-1)*X * IJ = 0 DO 20 I = 1,N DO 10 J = 1,I - 1 IJ = IJ + 1 X(I) = X(I) - A(IJ)*X(J) 10 CONTINUE IJ = IJ + 1 20 CONTINUE END IF IF (JOB.EQ.0) THEN * * PHASE 2 : X:=D**(-1)*X * II = 0 DO 30 I = 1,N II = II + I X(I) = X(I)/A(II) 30 CONTINUE END IF IF (JOB.LE.0) THEN * * PHASE 3 : X:=TRANS(L)**(-1)*X * II = N* (N-1)/2 DO 50 I = N - 1,1,-1 IJ = II DO 40 J = I + 1,N IJ = IJ + J - 1 X(I) = X(I) - A(IJ)*X(J) 40 CONTINUE II = II - I 50 CONTINUE END IF RETURN END