table of contents
| lagtf(3) | Library Functions Manual | lagtf(3) |
NAME¶
lagtf - lagtf: LU factor of (T - λI)
SYNOPSIS¶
Functions¶
subroutine DLAGTF (n, a, lambda, b, c, tol, d, in, info)
DLAGTF computes an LU factorization of a matrix T-λI, where T is
a general tridiagonal matrix, and λ a scalar, using partial pivoting
with row interchanges. subroutine SLAGTF (n, a, lambda, b, c, tol, d,
in, info)
SLAGTF computes an LU factorization of a matrix T-λI, where T is
a general tridiagonal matrix, and λ a scalar, using partial pivoting
with row interchanges.
Detailed Description¶
Function Documentation¶
subroutine DLAGTF (integer n, double precision, dimension( * ) a, double precision lambda, double precision, dimension( * ) b, double precision, dimension( * ) c, double precision tol, double precision, dimension( * ) d, integer, dimension( * ) in, integer info)¶
DLAGTF computes an LU factorization of a matrix T-λI, where T is a general tridiagonal matrix, and λ a scalar, using partial pivoting with row interchanges.
Purpose:
!> !> DLAGTF 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 tridiagonal 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 DLAGTF may !> be used, in conjunction with DLAGTS, to obtain eigenvectors of T by !> inverse iteration. !>
Parameters
!> N is INTEGER !> The order of the matrix T. !>
A
!> A is DOUBLE PRECISION array, dimension (N) !> On entry, A must contain the diagonal elements of T. !> !> On exit, A is overwritten by the n diagonal elements of the !> upper triangular matrix U of the factorization of T. !>
LAMBDA
!> LAMBDA is DOUBLE PRECISION !> On entry, the scalar lambda. !>
B
!> B is DOUBLE PRECISION 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 factorization of T. !>
C
!> C is DOUBLE PRECISION 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 factorization of T. !>
TOL
!> TOL is DOUBLE PRECISION !> 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
!> D is DOUBLE PRECISION 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
!> IN is 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) ) <= 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
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -k, the kth argument had an illegal value !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 155 of file dlagtf.f.
subroutine SLAGTF (integer n, real, dimension( * ) a, real lambda, real, dimension( * ) b, real, dimension( * ) c, real tol, real, dimension( * ) d, integer, dimension( * ) in, integer info)¶
SLAGTF computes an LU factorization of a matrix T-λI, where T is a general tridiagonal matrix, and λ a scalar, using partial pivoting with row interchanges.
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 tridiagonal 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. !>
Parameters
!> N is INTEGER !> The order of the matrix T. !>
A
!> A is REAL array, dimension (N) !> On entry, A must contain the diagonal elements of T. !> !> On exit, A is overwritten by the n diagonal elements of the !> upper triangular matrix U of the factorization of T. !>
LAMBDA
!> LAMBDA is REAL !> On entry, the scalar lambda. !>
B
!> B is 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 factorization of T. !>
C
!> C is 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 factorization of T. !>
TOL
!> TOL is 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
!> D is 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
!> IN is 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) ) <= 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
!> INFO is INTEGER !> = 0: successful exit !> < 0: if INFO = -k, the kth argument had an illegal value !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 155 of file slagtf.f.
Author¶
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