SUBROUTINE DLAGTS( JOB, N, A, B, C, D, IN, Y, TOL, INFO )
*
* -- LAPACK auxiliary routine (version 3.2) --
* -- LAPACK is a software package provided by Univ. of Tennessee, --
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
* November 2006
*
* .. Scalar Arguments ..
INTEGER INFO, JOB, N
DOUBLE PRECISION TOL
* ..
* .. Array Arguments ..
INTEGER IN( * )
DOUBLE PRECISION A( * ), B( * ), C( * ), D( * ), Y( * )
* ..
*
* Purpose
* =======
*
* DLAGTS 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 DLAGTF. 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 DLAGTS 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) DOUBLE PRECISION array, dimension (N)
* On entry, A must contain the diagonal elements of U as
* returned from DLAGTF.
*
* B (input) DOUBLE PRECISION array, dimension (N-1)
* On entry, B must contain the first super-diagonal elements of
* U as returned from DLAGTF.
*
* C (input) DOUBLE PRECISION array, dimension (N-1)
* On entry, C must contain the sub-diagonal elements of L as
* returned from DLAGTF.
*
* D (input) DOUBLE PRECISION array, dimension (N-2)
* On entry, D must contain the second super-diagonal elements
* of U as returned from DLAGTF.
*
* IN (input) INTEGER array, dimension (N)
* On entry, IN must contain details of the matrix P as returned
* from DLAGTF.
*
* Y (input/output) DOUBLE PRECISION array, dimension (N)
* On entry, the right hand side vector y.
* On exit, Y is overwritten by the solution vector x.
*
* TOL (input/output) DOUBLE PRECISION
* 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 ..
DOUBLE PRECISION ONE, ZERO
PARAMETER ( ONE = 1.0D+0, ZERO = 0.0D+0 )
* ..
* .. Local Scalars ..
INTEGER K
DOUBLE PRECISION ABSAK, AK, BIGNUM, EPS, PERT, SFMIN, TEMP
* ..
* .. Intrinsic Functions ..
INTRINSIC ABS, MAX, SIGN
* ..
* .. External Functions ..
DOUBLE PRECISION DLAMCH
EXTERNAL DLAMCH
* ..
* .. External Subroutines ..
EXTERNAL XERBLA
* ..
* .. Executable Statements ..
*
INFO = 0
IF( ( ABS( JOB ).GT.2 ) .OR. ( JOB.EQ.0 ) ) THEN
INFO = -1
ELSE IF( N.LT.0 ) THEN
INFO = -2
END IF
IF( INFO.NE.0 ) THEN
CALL XERBLA( 'DLAGTS', -INFO )
RETURN
END IF
*
IF( N.EQ.0 )
$ RETURN
*
EPS = DLAMCH( 'Epsilon' )
SFMIN = DLAMCH( 'Safe minimum' )
BIGNUM = ONE / SFMIN
*
IF( JOB.LT.0 ) THEN
IF( TOL.LE.ZERO ) THEN
TOL = ABS( A( 1 ) )
IF( N.GT.1 )
$ TOL = MAX( TOL, ABS( A( 2 ) ), ABS( B( 1 ) ) )
DO 10 K = 3, N
TOL = MAX( TOL, ABS( A( K ) ), ABS( B( K-1 ) ),
$ ABS( D( K-2 ) ) )
10 CONTINUE
TOL = TOL*EPS
IF( TOL.EQ.ZERO )
$ TOL = EPS
END IF
END IF
*
IF( ABS( JOB ).EQ.1 ) THEN
DO 20 K = 2, N
IF( IN( K-1 ).EQ.0 ) THEN
Y( K ) = 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 )
END IF
20 CONTINUE
IF( JOB.EQ.1 ) THEN
DO 30 K = N, 1, -1
IF( K.LE.N-2 ) THEN
TEMP = Y( K ) - B( K )*Y( K+1 ) - D( K )*Y( K+2 )
ELSE IF( K.EQ.N-1 ) THEN
TEMP = Y( K ) - B( K )*Y( K+1 )
ELSE
TEMP = Y( K )
END IF
AK = A( K )
ABSAK = ABS( AK )
IF( ABSAK.LT.ONE ) THEN
IF( ABSAK.LT.SFMIN ) THEN
IF( ABSAK.EQ.ZERO .OR. ABS( TEMP )*SFMIN.GT.ABSAK )
$ THEN
INFO = K
RETURN
ELSE
TEMP = TEMP*BIGNUM
AK = AK*BIGNUM
END IF
ELSE IF( ABS( TEMP ).GT.ABSAK*BIGNUM ) THEN
INFO = K
RETURN
END IF
END IF
Y( K ) = TEMP / AK
30 CONTINUE
ELSE
DO 50 K = N, 1, -1
IF( K.LE.N-2 ) THEN
TEMP = Y( K ) - B( K )*Y( K+1 ) - D( K )*Y( K+2 )
ELSE IF( K.EQ.N-1 ) THEN
TEMP = Y( K ) - B( K )*Y( K+1 )
ELSE
TEMP = Y( K )
END IF
AK = A( K )
PERT = SIGN( TOL, AK )
40 CONTINUE
ABSAK = ABS( AK )
IF( ABSAK.LT.ONE ) THEN
IF( ABSAK.LT.SFMIN ) THEN
IF( ABSAK.EQ.ZERO .OR. ABS( TEMP )*SFMIN.GT.ABSAK )
$ THEN
AK = AK + PERT
PERT = 2*PERT
GO TO 40
ELSE
TEMP = TEMP*BIGNUM
AK = AK*BIGNUM
END IF
ELSE IF( ABS( TEMP ).GT.ABSAK*BIGNUM ) THEN
AK = AK + PERT
PERT = 2*PERT
GO TO 40
END IF
END IF
Y( K ) = TEMP / AK
50 CONTINUE
END IF
ELSE
*
* Come to here if JOB = 2 or -2
*
IF( JOB.EQ.2 ) THEN
DO 60 K = 1, N
IF( K.GE.3 ) THEN
TEMP = Y( K ) - B( K-1 )*Y( K-1 ) - D( K-2 )*Y( K-2 )
ELSE IF( K.EQ.2 ) THEN
TEMP = Y( K ) - B( K-1 )*Y( K-1 )
ELSE
TEMP = Y( K )
END IF
AK = A( K )
ABSAK = ABS( AK )
IF( ABSAK.LT.ONE ) THEN
IF( ABSAK.LT.SFMIN ) THEN
IF( ABSAK.EQ.ZERO .OR. ABS( TEMP )*SFMIN.GT.ABSAK )
$ THEN
INFO = K
RETURN
ELSE
TEMP = TEMP*BIGNUM
AK = AK*BIGNUM
END IF
ELSE IF( ABS( TEMP ).GT.ABSAK*BIGNUM ) THEN
INFO = K
RETURN
END IF
END IF
Y( K ) = TEMP / AK
60 CONTINUE
ELSE
DO 80 K = 1, N
IF( K.GE.3 ) THEN
TEMP = Y( K ) - B( K-1 )*Y( K-1 ) - D( K-2 )*Y( K-2 )
ELSE IF( K.EQ.2 ) THEN
TEMP = Y( K ) - B( K-1 )*Y( K-1 )
ELSE
TEMP = Y( K )
END IF
AK = A( K )
PERT = SIGN( TOL, AK )
70 CONTINUE
ABSAK = ABS( AK )
IF( ABSAK.LT.ONE ) THEN
IF( ABSAK.LT.SFMIN ) THEN
IF( ABSAK.EQ.ZERO .OR. ABS( TEMP )*SFMIN.GT.ABSAK )
$ THEN
AK = AK + PERT
PERT = 2*PERT
GO TO 70
ELSE
TEMP = TEMP*BIGNUM
AK = AK*BIGNUM
END IF
ELSE IF( ABS( TEMP ).GT.ABSAK*BIGNUM ) THEN
AK = AK + PERT
PERT = 2*PERT
GO TO 70
END IF
END IF
Y( K ) = TEMP / AK
80 CONTINUE
END IF
*
DO 90 K = N, 2, -1
IF( IN( K-1 ).EQ.0 ) THEN
Y( K-1 ) = 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 )
END IF
90 CONTINUE
END IF
*
* End of DLAGTS
*
END