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*> \brief \b 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. |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download DLAGTF + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlagtf.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlagtf.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlagtf.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* SUBROUTINE DLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO ) |
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* |
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* .. Scalar Arguments .. |
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* INTEGER INFO, N |
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* DOUBLE PRECISION LAMBDA, TOL |
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* .. |
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* .. Array Arguments .. |
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* INTEGER IN( * ) |
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* DOUBLE PRECISION A( * ), B( * ), C( * ), D( * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> DLAGTF factorizes the matrix (T - lambda*I), where T is an n by n |
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*> tridiagonal matrix and lambda is a scalar, as |
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*> |
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*> T - lambda*I = PLU, |
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*> |
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*> where P is a permutation matrix, L is a unit lower tridiagonal matrix |
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*> with at most one non-zero sub-diagonal elements per column and U is |
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*> an upper triangular matrix with at most two non-zero super-diagonal |
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*> elements per column. |
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*> |
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*> The factorization is obtained by Gaussian elimination with partial |
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*> pivoting and implicit row scaling. |
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*> |
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*> The parameter LAMBDA is included in the routine so that DLAGTF may |
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*> be used, in conjunction with DLAGTS, to obtain eigenvectors of T by |
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*> inverse iteration. |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] N |
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*> \verbatim |
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*> N is INTEGER |
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*> The order of the matrix T. |
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*> \endverbatim |
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*> |
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*> \param[in,out] A |
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*> \verbatim |
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*> A is DOUBLE PRECISION array, dimension (N) |
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*> On entry, A must contain the diagonal elements of T. |
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*> |
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*> On exit, A is overwritten by the n diagonal elements of the |
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*> upper triangular matrix U of the factorization of T. |
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*> \endverbatim |
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*> |
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*> \param[in] LAMBDA |
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*> \verbatim |
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*> LAMBDA is DOUBLE PRECISION |
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*> On entry, the scalar lambda. |
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*> \endverbatim |
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*> |
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*> \param[in,out] B |
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*> \verbatim |
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*> B is DOUBLE PRECISION array, dimension (N-1) |
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*> On entry, B must contain the (n-1) super-diagonal elements of |
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*> T. |
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*> |
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*> On exit, B is overwritten by the (n-1) super-diagonal |
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*> elements of the matrix U of the factorization of T. |
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*> \endverbatim |
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*> |
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*> \param[in,out] C |
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*> \verbatim |
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*> C is DOUBLE PRECISION array, dimension (N-1) |
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*> On entry, C must contain the (n-1) sub-diagonal elements of |
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*> T. |
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*> |
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*> On exit, C is overwritten by the (n-1) sub-diagonal elements |
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*> of the matrix L of the factorization of T. |
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*> \endverbatim |
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*> |
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*> \param[in] TOL |
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*> \verbatim |
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*> TOL is DOUBLE PRECISION |
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*> On entry, a relative tolerance used to indicate whether or |
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*> not the matrix (T - lambda*I) is nearly singular. TOL should |
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*> normally be chose as approximately the largest relative error |
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*> in the elements of T. For example, if the elements of T are |
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*> correct to about 4 significant figures, then TOL should be |
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*> set to about 5*10**(-4). If TOL is supplied as less than eps, |
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*> where eps is the relative machine precision, then the value |
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*> eps is used in place of TOL. |
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*> \endverbatim |
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*> |
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*> \param[out] D |
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*> \verbatim |
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*> D is DOUBLE PRECISION array, dimension (N-2) |
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*> On exit, D is overwritten by the (n-2) second super-diagonal |
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*> elements of the matrix U of the factorization of T. |
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*> \endverbatim |
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*> |
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*> \param[out] IN |
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*> \verbatim |
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*> IN is INTEGER array, dimension (N) |
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*> On exit, IN contains details of the permutation matrix P. If |
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*> an interchange occurred at the kth step of the elimination, |
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*> then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) |
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*> returns the smallest positive integer j such that |
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*> |
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*> abs( u(j,j) ) <= norm( (T - lambda*I)(j) )*TOL, |
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*> |
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*> where norm( A(j) ) denotes the sum of the absolute values of |
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*> the jth row of the matrix A. If no such j exists then IN(n) |
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*> is returned as zero. If IN(n) is returned as positive, then a |
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*> diagonal element of U is small, indicating that |
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*> (T - lambda*I) is singular or nearly singular, |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: successful exit |
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*> < 0: if INFO = -k, the kth argument had an illegal value |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \ingroup auxOTHERcomputational |
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* |
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* ===================================================================== |
SUBROUTINE DLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO ) |
SUBROUTINE DLAGTF( N, A, LAMBDA, B, C, TOL, D, IN, INFO ) |
* |
* |
* -- LAPACK routine (version 3.2) -- |
* -- LAPACK computational routine -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* November 2006 |
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* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
INTEGER INFO, N |
INTEGER INFO, N |
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DOUBLE PRECISION A( * ), B( * ), C( * ), D( * ) |
DOUBLE PRECISION A( * ), B( * ), C( * ), D( * ) |
* .. |
* .. |
* |
* |
* Purpose |
|
* ======= |
|
* |
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* DLAGTF factorizes the matrix (T - lambda*I), where T is an n by n |
|
* tridiagonal matrix and lambda is a scalar, as |
|
* |
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* T - lambda*I = PLU, |
|
* |
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* 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 |
|
* ========= |
|
* |
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* N (input) INTEGER |
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* The order of the matrix T. |
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* |
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* A (input/output) DOUBLE PRECISION array, dimension (N) |
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* On entry, A must contain the diagonal elements of T. |
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* |
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* On exit, A is overwritten by the n diagonal elements of the |
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* upper triangular matrix U of the factorization of T. |
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* |
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* LAMBDA (input) DOUBLE PRECISION |
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* On entry, the scalar lambda. |
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* |
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* B (input/output) DOUBLE PRECISION array, dimension (N-1) |
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* On entry, B must contain the (n-1) super-diagonal elements of |
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* T. |
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* |
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* On exit, B is overwritten by the (n-1) super-diagonal |
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* elements of the matrix U of the factorization of T. |
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* |
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* C (input/output) DOUBLE PRECISION array, dimension (N-1) |
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* On entry, C must contain the (n-1) sub-diagonal elements of |
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* T. |
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* |
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* On exit, C is overwritten by the (n-1) sub-diagonal elements |
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* of the matrix L of the factorization of T. |
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* |
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* TOL (input) DOUBLE PRECISION |
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* On entry, a relative tolerance used to indicate whether or |
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* not the matrix (T - lambda*I) is nearly singular. TOL should |
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* normally be chose as approximately the largest relative error |
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* in the elements of T. For example, if the elements of T are |
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* correct to about 4 significant figures, then TOL should be |
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* set to about 5*10**(-4). If TOL is supplied as less than eps, |
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* where eps is the relative machine precision, then the value |
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* eps is used in place of TOL. |
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* |
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* D (output) DOUBLE PRECISION array, dimension (N-2) |
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* On exit, D is overwritten by the (n-2) second super-diagonal |
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* elements of the matrix U of the factorization of T. |
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* |
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* IN (output) INTEGER array, dimension (N) |
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* On exit, IN contains details of the permutation matrix P. If |
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* an interchange occurred at the kth step of the elimination, |
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* then IN(k) = 1, otherwise IN(k) = 0. The element IN(n) |
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* returns the smallest positive integer j such that |
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* |
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* abs( u(j,j) ).le. norm( (T - lambda*I)(j) )*TOL, |
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* |
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* where norm( A(j) ) denotes the sum of the absolute values of |
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* the jth row of the matrix A. If no such j exists then IN(n) |
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* is returned as zero. If IN(n) is returned as positive, then a |
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* diagonal element of U is small, indicating that |
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* (T - lambda*I) is singular or nearly singular, |
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* |
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* INFO (output) INTEGER |
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* = 0 : successful exit |
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* .lt. 0: if INFO = -k, the kth argument had an illegal value |
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* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |