File: slagtf.f

package info (click to toggle)
lapack 3.4.1%2Bdfsg-1%2Bdeb70u1
  • links: PTS, VCS
  • area: main
  • in suites: wheezy
  • size: 103,172 kB
  • sloc: fortran: 469,422; ansic: 127,041; makefile: 3,817; python: 267; sh: 94
file content (266 lines) | stat: -rw-r--r-- 8,034 bytes parent folder | download | duplicates (2)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
*> \brief \b SLAGTF
*
*  =========== DOCUMENTATION ===========
*
* Online html documentation available at 
*            http://www.netlib.org/lapack/explore-html/ 
*
*> \htmlonly
*> Download SLAGTF + dependencies 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/slagtf.f"> 
*> [TGZ]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/slagtf.f"> 
*> [ZIP]</a> 
*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/slagtf.f"> 
*> [TXT]</a>
*> \endhtmlonly 
*
*  Definition:
*  ===========
*
*       SUBROUTINE SLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO )
* 
*       .. Scalar Arguments ..
*       INTEGER            INFO, N
*       REAL               LAMBDA, TOL
*       ..
*       .. Array Arguments ..
*       INTEGER            IN( * )
*       REAL               A( * ), B( * ), C( * ), D( * )
*       ..
*  
*
*> \par Purpose:
*  =============
*>
*> \verbatim
*>
*> 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.
*> \endverbatim
*
*  Arguments:
*  ==========
*
*> \param[in] N
*> \verbatim
*>          N is INTEGER
*>          The order of the matrix T.
*> \endverbatim
*>
*> \param[in,out] A
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] LAMBDA
*> \verbatim
*>          LAMBDA is REAL
*>          On entry, the scalar lambda.
*> \endverbatim
*>
*> \param[in,out] B
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in,out] C
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[in] TOL
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[out] D
*> \verbatim
*>          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.
*> \endverbatim
*>
*> \param[out] IN
*> \verbatim
*>          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) ).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,
*> \endverbatim
*>
*> \param[out] INFO
*> \verbatim
*>          INFO is INTEGER
*>          = 0   : successful exit
*>          .lt. 0: if INFO = -k, the kth argument had an illegal value
*> \endverbatim
*
*  Authors:
*  ========
*
*> \author Univ. of Tennessee 
*> \author Univ. of California Berkeley 
*> \author Univ. of Colorado Denver 
*> \author NAG Ltd. 
*
*> \date November 2011
*
*> \ingroup auxOTHERcomputational
*
*  =====================================================================
      SUBROUTINE SLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO )
*
*  -- LAPACK computational routine (version 3.4.0) --
*  -- LAPACK is a software package provided by Univ. of Tennessee,    --
*  -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
*     November 2011
*
*     .. Scalar Arguments ..
      INTEGER            INFO, N
      REAL               LAMBDA, TOL
*     ..
*     .. Array Arguments ..
      INTEGER            IN( * )
      REAL               A( * ), B( * ), C( * ), D( * )
*     ..
*
* =====================================================================
*
*     .. Parameters ..
      REAL               ZERO
      PARAMETER          ( ZERO = 0.0E+0 )
*     ..
*     .. Local Scalars ..
      INTEGER            K
      REAL               EPS, MULT, PIV1, PIV2, SCALE1, SCALE2, TEMP, TL
*     ..
*     .. Intrinsic Functions ..
      INTRINSIC          ABS, MAX
*     ..
*     .. External Functions ..
      REAL               SLAMCH
      EXTERNAL           SLAMCH
*     ..
*     .. External Subroutines ..
      EXTERNAL           XERBLA
*     ..
*     .. Executable Statements ..
*
      INFO = 0
      IF( N.LT.0 ) THEN
         INFO = -1
         CALL XERBLA( 'SLAGTF', -INFO )
         RETURN
      END IF
*
      IF( N.EQ.0 )
     $   RETURN
*
      A( 1 ) = A( 1 ) - LAMBDA
      IN( N ) = 0
      IF( N.EQ.1 ) THEN
         IF( A( 1 ).EQ.ZERO )
     $      IN( 1 ) = 1
         RETURN
      END IF
*
      EPS = SLAMCH( 'Epsilon' )
*
      TL = MAX( TOL, EPS )
      SCALE1 = ABS( A( 1 ) ) + ABS( B( 1 ) )
      DO 10 K = 1, N - 1
         A( K+1 ) = A( K+1 ) - LAMBDA
         SCALE2 = ABS( C( K ) ) + ABS( A( K+1 ) )
         IF( K.LT.( N-1 ) )
     $      SCALE2 = SCALE2 + ABS( B( K+1 ) )
         IF( A( K ).EQ.ZERO ) THEN
            PIV1 = ZERO
         ELSE
            PIV1 = ABS( A( K ) ) / SCALE1
         END IF
         IF( C( K ).EQ.ZERO ) THEN
            IN( K ) = 0
            PIV2 = ZERO
            SCALE1 = SCALE2
            IF( K.LT.( N-1 ) )
     $         D( K ) = ZERO
         ELSE
            PIV2 = ABS( C( K ) ) / SCALE2
            IF( PIV2.LE.PIV1 ) THEN
               IN( K ) = 0
               SCALE1 = SCALE2
               C( K ) = C( K ) / A( K )
               A( K+1 ) = A( K+1 ) - C( K )*B( K )
               IF( K.LT.( N-1 ) )
     $            D( K ) = ZERO
            ELSE
               IN( K ) = 1
               MULT = A( K ) / C( K )
               A( K ) = C( K )
               TEMP = A( K+1 )
               A( K+1 ) = B( K ) - MULT*TEMP
               IF( K.LT.( N-1 ) ) THEN
                  D( K ) = B( K+1 )
                  B( K+1 ) = -MULT*D( K )
               END IF
               B( K ) = TEMP
               C( K ) = MULT
            END IF
         END IF
         IF( ( MAX( PIV1, PIV2 ).LE.TL ) .AND. ( IN( N ).EQ.0 ) )
     $      IN( N ) = K
   10 CONTINUE
      IF( ( ABS( A( N ) ).LE.SCALE1*TL ) .AND. ( IN( N ).EQ.0 ) )
     $   IN( N ) = N
*
      RETURN
*
*     End of SLAGTF
*
      END