slagtf(3)
NAME
- SLAGTF - factorize the matrix (T - lambda*I), where T is
- an n by n tridiagonal matrix and lambda is a scalar, as T
- lambda*I = PLU,
SYNOPSIS
SUBROUTINE SLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO )
INTEGER INFO, N
REAL LAMBDA, TOL
INTEGER IN( * )
REAL A( * ), B( * ), C( * ), D( * )
PURPOSE
- SLAGTF factorizes the matrix (T - lambda*I), where T is an
- n by n tridiagonal matrix and lambda is a scalar, as T - lambda*I
- = PLU, where P is a permutation matrix, L is a unit lower tridi
- agonal matrix with at most one non-zero sub-diagonal elements per
- column and U is an upper triangular matrix with at most two non
- zero super-diagonal elements per column.
- The factorization is obtained by Gaussian elimination with
- partial pivoting and implicit row scaling.
- The parameter LAMBDA is included in the routine so that
- SLAGTF may be used, in conjunction with SLAGTS, to obtain eigen
- vectors of T by inverse iteration.
ARGUMENTS
- N (input) INTEGER
- The order of the matrix T.
- A (input/output) REAL array, dimension (N)
- On entry, A must contain the diagonal elements of
- T.
- On exit, A is overwritten by the n diagonal ele
- ments of the upper triangular matrix U of the factorization of T.
- LAMBDA (input) REAL
- On entry, the scalar lambda.
- B (input/output) REAL array, dimension (N-1)
- On entry, B must contain the (n-1) super-diagonal
- elements of T.
- On exit, B is overwritten by the (n-1) super-diag
- onal elements of the matrix U of the factorization of T.
- C (input/output) REAL array, dimension (N-1)
- On entry, C must contain the (n-1) sub-diagonal
- elements of T.
- On exit, C is overwritten by the (n-1) sub-diago
- nal elements of the matrix L of the factorization of T.
- TOL (input) REAL
- On entry, a relative tolerance used to indicate
- whether or not the matrix (T - lambda*I) is nearly singular. TOL
- should normally be chose as approximately the largest relative
- error in the elements of T. For example, if the elements of T are
- correct to about 4 significant figures, then TOL should be set to
- about 5*10**(-4). If TOL is supplied as less than eps, where eps
- is the relative machine precision, then the value eps is used in
- place of TOL.
- D (output) REAL array, dimension (N-2)
- On exit, D is overwritten by the (n-2) second su
- per-diagonal elements of the matrix U of the factorization of T.
- IN (output) INTEGER array, dimension (N)
- On exit, IN contains details of the permutation
- matrix P. If an interchange occurred at the kth step of the elim
- ination, then IN(k) = 1, otherwise IN(k) = 0. The element IN(n)
- returns the smallest positive integer j such that
- abs( u(j,j) ).le. norm( (T - lambda*I)(j) )*TOL,
- where norm( A(j) ) denotes the sum of the absolute
- values of the jth row of the matrix A. If no such j exists then
- IN(n) is returned as zero. If IN(n) is returned as positive, then
- a diagonal element of U is small, indicating that (T - lambda*I)
- is singular or nearly singular,
- INFO (output) INTEGER
- = 0 : successful exit
- LAPACK version 3.0 15 June 2000