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| dlaed4.f(3) | LAPACK | dlaed4.f(3) |
NAME¶
dlaed4.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine dlaed4 (N, I, D, Z, DELTA, RHO, DLAM, INFO)
Function/Subroutine Documentation¶
subroutine dlaed4 (integerN, integerI, double precision, dimension( * )D, double precision, dimension( * )Z, double precision, dimension( * )DELTA, double precisionRHO, double precisionDLAM, integerINFO)¶
DLAED4 Purpose: This subroutine computes the I-th updated eigenvalue of a symmetric
rank-one modification to a diagonal matrix whose elements are
given in the array d, and that
D(i) < D(j) for i < j
and that RHO > 0. This is arranged by the calling routine, and is
no loss in generality. The rank-one modified system is thus
diag( D ) + RHO * Z * Z_transpose.
where we assume the Euclidean norm of Z is 1.
The method consists of approximating the rational functions in the
secular equation by simpler interpolating rational functions.
N
I
D
Z
DELTA
RHO
DLAM
INFO
Internal Parameters:
N is INTEGER
The length of all arrays.
I is INTEGER
The index of the eigenvalue to be computed. 1 <= I <= N.
D is DOUBLE PRECISION array, dimension (N)
The original eigenvalues. It is assumed that they are in
order, D(I) < D(J) for I < J.
Z is DOUBLE PRECISION array, dimension (N)
The components of the updating vector.
DELTA is DOUBLE PRECISION array, dimension (N)
If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th
component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5
for detail. The vector DELTA contains the information necessary
to construct the eigenvectors by DLAED3 and DLAED9.
RHO is DOUBLE PRECISION
The scalar in the symmetric updating formula.
DLAM is DOUBLE PRECISION
The computed lambda_I, the I-th updated eigenvalue.
INFO is INTEGER
= 0: successful exit
> 0: if INFO = 1, the updating process failed.
Logical variable ORGATI (origin-at-i?) is used for distinguishing
whether D(i) or D(i+1) is treated as the origin.
ORGATI = .true. origin at i
ORGATI = .false. origin at i+1
Logical variable SWTCH3 (switch-for-3-poles?) is for noting
if we are working with THREE poles!
MAXIT is the maximum number of iterations allowed for each
eigenvalue.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors:
Ren-Cang Li, Computer Science Division,
University of California at Berkeley, USA
Author¶
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