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( * )
#include <sunperf.h>
void slagtf(int n, float *sa, float lambda, float *sb, float
*c, float tol, float *d, int *in, int *info) ;
PURPOSE
SLAGTF factorizes the matrix (T - lambda*I), where T is an n
by n tridiagonal matrix and lambda is a scalar, as
where P is a permutation matrix, L is a unit lower tridiago-
nal 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
eigenvectors 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 fac-
torization 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-
diagonal elements of the matrix U of the factori-
zation 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-
diagonal elements of the matrix L of the factori-
zation 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 approxi-
mately 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 sup-
plied 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
super-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 elimination, 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)
= 0 : successful exit
|
Закладки на сайте Проследить за страницей |
Created 1996-2025 by Maxim Chirkov Добавить, Поддержать, Вебмастеру |