03-15-2001
Of cource somebody ran into this problem allready!
It was pretty ignorant of me to think that it wasn't allready solved
.
Thanks PxT. This is just what I was looking for.
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LEARN ABOUT REDHAT
slagts
SLAGTS(l) ) SLAGTS(l)
NAME
SLAGTS - may be used to solve one of the systems of equations (T - lambda*I)*x = y or (T - lambda*I)'*x = y,
SYNOPSIS
SUBROUTINE SLAGTS( JOB, N, A, B, C, D, IN, Y, TOL, INFO )
INTEGER INFO, JOB, N
REAL TOL
INTEGER IN( * )
REAL A( * ), B( * ), C( * ), D( * ), Y( * )
PURPOSE
SLAGTS may be used to solve one of the systems of equations (T - lambda*I)*x = y or (T - lambda*I)'*x = y, where T is an n by n tridiagonal
matrix, for x, following the factorization of (T - lambda*I) as
(T - lambda*I) = P*L*U ,
by routine SLAGTF. The choice of equation to be solved is controlled by the argument JOB, and in each case there is an option to perturb
zero or very small diagonal elements of U, this option being intended for use in applications such as inverse iteration.
ARGUMENTS
JOB (input) INTEGER
Specifies the job to be performed by SLAGTS as follows:
= 1: The equations (T - lambda*I)x = y are to be solved, but diagonal elements of U are not to be perturbed. = -1: The equa-
tions (T - lambda*I)x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be per-
turbed. See argument TOL below. = 2: The equations (T - lambda*I)'x = y are to be solved, but diagonal elements of U are not to
be perturbed. = -2: The equations (T - lambda*I)'x = y are to be solved and, if overflow would otherwise occur, the diagonal
elements of U are to be perturbed. See argument TOL below.
N (input) INTEGER
The order of the matrix T.
A (input) REAL array, dimension (N)
On entry, A must contain the diagonal elements of U as returned from SLAGTF.
B (input) REAL array, dimension (N-1)
On entry, B must contain the first super-diagonal elements of U as returned from SLAGTF.
C (input) REAL array, dimension (N-1)
On entry, C must contain the sub-diagonal elements of L as returned from SLAGTF.
D (input) REAL array, dimension (N-2)
On entry, D must contain the second super-diagonal elements of U as returned from SLAGTF.
IN (input) INTEGER array, dimension (N)
On entry, IN must contain details of the matrix P as returned from SLAGTF.
Y (input/output) REAL array, dimension (N)
On entry, the right hand side vector y. On exit, Y is overwritten by the solution vector x.
TOL (input/output) REAL
On entry, with JOB .lt. 0, TOL should be the minimum perturbation to be made to very small diagonal elements of U. TOL should
normally be chosen as about eps*norm(U), where eps is the relative machine precision, but if TOL is supplied as non-positive, then
it is reset to eps*max( abs( u(i,j) ) ). If JOB .gt. 0 then TOL is not referenced.
On exit, TOL is changed as described above, only if TOL is non-positive on entry. Otherwise TOL is unchanged.
INFO (output) INTEGER
= 0 : successful exit
element of the solution vector x. This can only occur when JOB is supplied as positive and either means that a diagonal element of
U is very small, or that the elements of the right-hand side vector y are very large.
LAPACK version 3.0 15 June 2000 SLAGTS(l)