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| dlarrb.f(3) | LAPACK | dlarrb.f(3) |
NAME¶
dlarrb.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine dlarrb (N, D, LLD, IFIRST, ILAST, RTOL1, RTOL2, OFFSET, W, WGAP, WERR, WORK, IWORK, PIVMIN, SPDIAM, TWIST, INFO)
Function/Subroutine Documentation¶
subroutine dlarrb (integerN, double precision, dimension( * )D, double precision, dimension( * )LLD, integerIFIRST, integerILAST, double precisionRTOL1, double precisionRTOL2, integerOFFSET, double precision, dimension( * )W, double precision, dimension( * )WGAP, double precision, dimension( * )WERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, double precisionPIVMIN, double precisionSPDIAM, integerTWIST, integerINFO)¶
DLARRB Purpose:Given the relatively robust representation(RRR) L D L^T, DLARRB does "limited" bisection to refine the eigenvalues of L D L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses and their gaps are input in WERR and WGAP, respectively. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively.
N
D
LLD
IFIRST
ILAST
RTOL1
RTOL2
OFFSET
W
WGAP
WERR
WORK
IWORK
PIVMIN
SPDIAM
TWIST
INFO
Author:
N is INTEGER
The order of the matrix.
D is DOUBLE PRECISION array, dimension (N)
The N diagonal elements of the diagonal matrix D.
LLD is DOUBLE PRECISION array, dimension (N-1)
The (N-1) elements L(i)*L(i)*D(i).
IFIRST is INTEGER
The index of the first eigenvalue to be computed.
ILAST is INTEGER
The index of the last eigenvalue to be computed.
RTOL1 is DOUBLE PRECISION
RTOL2 is DOUBLE PRECISION
Tolerance for the convergence of the bisection intervals.
An interval [LEFT,RIGHT] has converged if
RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
where GAP is the (estimated) distance to the nearest
eigenvalue.
OFFSET is INTEGER
Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET
through ILAST-OFFSET elements of these arrays are to be used.
W is DOUBLE PRECISION array, dimension (N)
On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are
estimates of the eigenvalues of L D L^T indexed IFIRST throug
ILAST.
On output, these estimates are refined.
WGAP is DOUBLE PRECISION array, dimension (N-1)
On input, the (estimated) gaps between consecutive
eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between
eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST
then WGAP(IFIRST-OFFSET) must be set to ZERO.
On output, these gaps are refined.
WERR is DOUBLE PRECISION array, dimension (N)
On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are
the errors in the estimates of the corresponding elements in W.
On output, these errors are refined.
WORK is DOUBLE PRECISION array, dimension (2*N)
Workspace.
IWORK is INTEGER array, dimension (2*N)
Workspace.
PIVMIN is DOUBLE PRECISION
The minimum pivot in the Sturm sequence.
SPDIAM is DOUBLE PRECISION
The spectral diameter of the matrix.
TWIST is INTEGER
The twist index for the twisted factorization that is used
for the negcount.
TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T
TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T
TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r)
INFO is INTEGER
Error flag.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors:
Beresford Parlett, University of California,
Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Author¶
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