339 lines
8.8 KiB
C
339 lines
8.8 KiB
C
#include "clapack.h"
|
|
|
|
/* Subroutine */ int slagts_(integer *job, integer *n, real *a, real *b, real
|
|
*c__, real *d__, integer *in, real *y, real *tol, integer *info)
|
|
{
|
|
/* System generated locals */
|
|
integer i__1;
|
|
real r__1, r__2, r__3, r__4, r__5;
|
|
|
|
/* Builtin functions */
|
|
double r_sign(real *, real *);
|
|
|
|
/* Local variables */
|
|
integer k;
|
|
real ak, eps, temp, pert, absak, sfmin;
|
|
extern doublereal slamch_(char *);
|
|
extern /* Subroutine */ int xerbla_(char *, integer *);
|
|
real bignum;
|
|
|
|
|
|
/* -- LAPACK auxiliary routine (version 3.1) -- */
|
|
/* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. */
|
|
/* November 2006 */
|
|
|
|
/* .. Scalar Arguments .. */
|
|
/* .. */
|
|
/* .. Array Arguments .. */
|
|
/* .. */
|
|
|
|
/* 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 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. */
|
|
/* = 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 */
|
|
/* .lt. 0: if INFO = -i, the i-th argument had an illegal value */
|
|
/* .gt. 0: overflow would occur when computing the INFO(th) */
|
|
/* 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. */
|
|
|
|
/* ===================================================================== */
|
|
|
|
/* .. Parameters .. */
|
|
/* .. */
|
|
/* .. Local Scalars .. */
|
|
/* .. */
|
|
/* .. Intrinsic Functions .. */
|
|
/* .. */
|
|
/* .. External Functions .. */
|
|
/* .. */
|
|
/* .. External Subroutines .. */
|
|
/* .. */
|
|
/* .. Executable Statements .. */
|
|
|
|
/* Parameter adjustments */
|
|
--y;
|
|
--in;
|
|
--d__;
|
|
--c__;
|
|
--b;
|
|
--a;
|
|
|
|
/* Function Body */
|
|
*info = 0;
|
|
if (abs(*job) > 2 || *job == 0) {
|
|
*info = -1;
|
|
} else if (*n < 0) {
|
|
*info = -2;
|
|
}
|
|
if (*info != 0) {
|
|
i__1 = -(*info);
|
|
xerbla_("SLAGTS", &i__1);
|
|
return 0;
|
|
}
|
|
|
|
if (*n == 0) {
|
|
return 0;
|
|
}
|
|
|
|
eps = slamch_("Epsilon");
|
|
sfmin = slamch_("Safe minimum");
|
|
bignum = 1.f / sfmin;
|
|
|
|
if (*job < 0) {
|
|
if (*tol <= 0.f) {
|
|
*tol = dabs(a[1]);
|
|
if (*n > 1) {
|
|
/* Computing MAX */
|
|
r__1 = *tol, r__2 = dabs(a[2]), r__1 = max(r__1,r__2), r__2 =
|
|
dabs(b[1]);
|
|
*tol = dmax(r__1,r__2);
|
|
}
|
|
i__1 = *n;
|
|
for (k = 3; k <= i__1; ++k) {
|
|
/* Computing MAX */
|
|
r__4 = *tol, r__5 = (r__1 = a[k], dabs(r__1)), r__4 = max(
|
|
r__4,r__5), r__5 = (r__2 = b[k - 1], dabs(r__2)),
|
|
r__4 = max(r__4,r__5), r__5 = (r__3 = d__[k - 2],
|
|
dabs(r__3));
|
|
*tol = dmax(r__4,r__5);
|
|
/* L10: */
|
|
}
|
|
*tol *= eps;
|
|
if (*tol == 0.f) {
|
|
*tol = eps;
|
|
}
|
|
}
|
|
}
|
|
|
|
if (abs(*job) == 1) {
|
|
i__1 = *n;
|
|
for (k = 2; k <= i__1; ++k) {
|
|
if (in[k - 1] == 0) {
|
|
y[k] -= c__[k - 1] * y[k - 1];
|
|
} else {
|
|
temp = y[k - 1];
|
|
y[k - 1] = y[k];
|
|
y[k] = temp - c__[k - 1] * y[k];
|
|
}
|
|
/* L20: */
|
|
}
|
|
if (*job == 1) {
|
|
for (k = *n; k >= 1; --k) {
|
|
if (k <= *n - 2) {
|
|
temp = y[k] - b[k] * y[k + 1] - d__[k] * y[k + 2];
|
|
} else if (k == *n - 1) {
|
|
temp = y[k] - b[k] * y[k + 1];
|
|
} else {
|
|
temp = y[k];
|
|
}
|
|
ak = a[k];
|
|
absak = dabs(ak);
|
|
if (absak < 1.f) {
|
|
if (absak < sfmin) {
|
|
if (absak == 0.f || dabs(temp) * sfmin > absak) {
|
|
*info = k;
|
|
return 0;
|
|
} else {
|
|
temp *= bignum;
|
|
ak *= bignum;
|
|
}
|
|
} else if (dabs(temp) > absak * bignum) {
|
|
*info = k;
|
|
return 0;
|
|
}
|
|
}
|
|
y[k] = temp / ak;
|
|
/* L30: */
|
|
}
|
|
} else {
|
|
for (k = *n; k >= 1; --k) {
|
|
if (k <= *n - 2) {
|
|
temp = y[k] - b[k] * y[k + 1] - d__[k] * y[k + 2];
|
|
} else if (k == *n - 1) {
|
|
temp = y[k] - b[k] * y[k + 1];
|
|
} else {
|
|
temp = y[k];
|
|
}
|
|
ak = a[k];
|
|
pert = r_sign(tol, &ak);
|
|
L40:
|
|
absak = dabs(ak);
|
|
if (absak < 1.f) {
|
|
if (absak < sfmin) {
|
|
if (absak == 0.f || dabs(temp) * sfmin > absak) {
|
|
ak += pert;
|
|
pert *= 2;
|
|
goto L40;
|
|
} else {
|
|
temp *= bignum;
|
|
ak *= bignum;
|
|
}
|
|
} else if (dabs(temp) > absak * bignum) {
|
|
ak += pert;
|
|
pert *= 2;
|
|
goto L40;
|
|
}
|
|
}
|
|
y[k] = temp / ak;
|
|
/* L50: */
|
|
}
|
|
}
|
|
} else {
|
|
|
|
/* Come to here if JOB = 2 or -2 */
|
|
|
|
if (*job == 2) {
|
|
i__1 = *n;
|
|
for (k = 1; k <= i__1; ++k) {
|
|
if (k >= 3) {
|
|
temp = y[k] - b[k - 1] * y[k - 1] - d__[k - 2] * y[k - 2];
|
|
} else if (k == 2) {
|
|
temp = y[k] - b[k - 1] * y[k - 1];
|
|
} else {
|
|
temp = y[k];
|
|
}
|
|
ak = a[k];
|
|
absak = dabs(ak);
|
|
if (absak < 1.f) {
|
|
if (absak < sfmin) {
|
|
if (absak == 0.f || dabs(temp) * sfmin > absak) {
|
|
*info = k;
|
|
return 0;
|
|
} else {
|
|
temp *= bignum;
|
|
ak *= bignum;
|
|
}
|
|
} else if (dabs(temp) > absak * bignum) {
|
|
*info = k;
|
|
return 0;
|
|
}
|
|
}
|
|
y[k] = temp / ak;
|
|
/* L60: */
|
|
}
|
|
} else {
|
|
i__1 = *n;
|
|
for (k = 1; k <= i__1; ++k) {
|
|
if (k >= 3) {
|
|
temp = y[k] - b[k - 1] * y[k - 1] - d__[k - 2] * y[k - 2];
|
|
} else if (k == 2) {
|
|
temp = y[k] - b[k - 1] * y[k - 1];
|
|
} else {
|
|
temp = y[k];
|
|
}
|
|
ak = a[k];
|
|
pert = r_sign(tol, &ak);
|
|
L70:
|
|
absak = dabs(ak);
|
|
if (absak < 1.f) {
|
|
if (absak < sfmin) {
|
|
if (absak == 0.f || dabs(temp) * sfmin > absak) {
|
|
ak += pert;
|
|
pert *= 2;
|
|
goto L70;
|
|
} else {
|
|
temp *= bignum;
|
|
ak *= bignum;
|
|
}
|
|
} else if (dabs(temp) > absak * bignum) {
|
|
ak += pert;
|
|
pert *= 2;
|
|
goto L70;
|
|
}
|
|
}
|
|
y[k] = temp / ak;
|
|
/* L80: */
|
|
}
|
|
}
|
|
|
|
for (k = *n; k >= 2; --k) {
|
|
if (in[k - 1] == 0) {
|
|
y[k - 1] -= c__[k - 1] * y[k];
|
|
} else {
|
|
temp = y[k - 1];
|
|
y[k - 1] = y[k];
|
|
y[k] = temp - c__[k - 1] * y[k];
|
|
}
|
|
/* L90: */
|
|
}
|
|
}
|
|
|
|
/* End of SLAGTS */
|
|
|
|
return 0;
|
|
} /* slagts_ */
|