CXML
DLAGTF (3lapack)
factorize the matrix (T - lambda*I), where T is an n by n
tridiagonal matrix and lambda is a scalar, as T (3lapack)
SYNOPSIS
SUBROUTINE DLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO )
INTEGER INFO, N
DOUBLE PRECISION LAMBDA, TOL
INTEGER IN( * )
DOUBLE PRECISION A( * ), B( * ), C( * ), D( * )
PURPOSE
DLAGTF 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 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.
ARGUMENTS
N (input) INTEGER
The order of the matrix T.
A (input/output) 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 (input) DOUBLE PRECISION
On entry, the scalar lambda.
B (input/output) 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 (input/output) 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 (input) 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 (output) 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 (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
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