SRC/slagtf.f(3)
Hey bestie π welcome to the SRC/slagtf.f page from the Library Functions Manual β itβs giving βtridiagonal LU factorization but make it adorable.β Letβs get into it. β¨
π NAME
SRC/slagtf.f
β¨ SYNOPSIS
πΈ Functions/Subroutines
subroutine slagtf (n, a, lambda, b, c, tol, d, in, info)
SLAGTF computes an LU factorization of a matrix T-Ξ»I, where T is a general tridiagonal matrix, and Ξ» a scalar, using partial pivoting with row interchanges.
π Function/Subroutine Documentation
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-Ξ»I, where T is a general tridiagonal matrix, and Ξ» a scalar, using partial pivoting with row interchanges.
π¦ Purpose
Okay so hereβs the main character moment: 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. π
π Parameters
NβNis INTEGER. Itβs the order of the matrix T. π«AβAis REAL array, dimension(N). On entry,Amust contain the diagonal elements of T. On exit,Ais overwritten by the n diagonal elements of the upper triangular matrix U of the factorization of T.LAMBDAβLAMBDAis REAL. On entry, the scalar lambda. πBβBis REAL array, dimension(N-1). On entry,Bmust contain the (n-1) super-diagonal elements of T. On exit,Bis overwritten by the (n-1) super-diagonal elements of the matrix U of the factorization of T.CβCis REAL array, dimension(N-1). On entry,Cmust contain the (n-1) sub-diagonal elements of T. On exit,Cis overwritten by the (n-1) sub-diagonal elements of the matrix L of the factorization of T.TOLβTOLis REAL. On entry, a relative tolerance used to indicate whether or not the matrix(T - lambda*I)is nearly singular.TOLshould normally be picked 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, thenTOLshould be set to about5*10**(-4). IfTOLis supplied as less thaneps, whereepsis the relative machine precision, then the valueepsis used in place ofTOL. π«ΆDβDis REAL array, dimension(N-2). On exit,Dis overwritten by the (n-2) second super-diagonal elements of the matrix U of the factorization of T.INβINis INTEGER array, dimension(N). On exit,INcontains details of the permutation matrix P. If an interchange occurred at the kth step of the elimination, thenIN(k) = 1, otherwiseIN(k) = 0. The elementIN(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.
INFOβINFOis INTEGER.= 0: successful exit.< 0: ifINFO = -k, the kth argument had an illegal value.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 155 of file slagtf.f.
π«Ά Author
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