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| slasd4.f(3) | LAPACK | slasd4.f(3) |
NAME¶
slasd4.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine slasd4 (N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO)
Function/Subroutine Documentation¶
subroutine slasd4 (integerN, integerI, real, dimension( * )D, real, dimension( * )Z, real, dimension( * )DELTA, realRHO, realSIGMA, real, dimension( * )WORK, integerINFO)¶
SLASD4 Purpose: This subroutine computes the square root of the I-th updated
eigenvalue of a positive symmetric rank-one modification to
a positive diagonal matrix whose entries are given as the squares
of the corresponding entries in the array d, and that
0 <= 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 ) * 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
SIGMA
WORK
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 REAL array, dimension ( N )
The original eigenvalues. It is assumed that they are in
order, 0 <= D(I) < D(J) for I < J.
Z is REAL array, dimension (N)
The components of the updating vector.
DELTA is REAL array, dimension (N)
If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th
component. If N = 1, then DELTA(1) = 1. The vector DELTA
contains the information necessary to construct the
(singular) eigenvectors.
RHO is REAL
The scalar in the symmetric updating formula.
SIGMA is REAL
The computed sigma_I, the I-th updated eigenvalue.
WORK is REAL array, dimension (N)
If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th
component. If N = 1, then WORK( 1 ) = 1.
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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