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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

!>          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 Tennessee

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

!>          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 Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 155 of file slagtf.f.

Author

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