1DLARRF(1) LAPACK auxiliary routine (version 3.2) DLARRF(1)
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6 DLARRF - the initial representation L D L^T and its cluster of close
7 eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ..
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10 SUBROUTINE DLARRF( N, D, L, LD, CLSTRT, CLEND, W, WGAP, WERR, SPDIAM,
11 CLGAPL, CLGAPR, PIVMIN, SIGMA, DPLUS, LPLUS, WORK,
12 INFO )
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14 INTEGER CLSTRT, CLEND, INFO, N
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16 DOUBLE PRECISION CLGAPL, CLGAPR, PIVMIN, SIGMA, SPDIAM
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18 DOUBLE PRECISION D( * ), DPLUS( * ), L( * ), LD( * ),
19 LPLUS( * ), W( * ), WGAP( * ), WERR( * ), WORK( * )
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22 Given the initial representation L D L^T and its cluster of close ei‐
23 genvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W(
24 CLEND ), DLARRF finds a new relatively robust representation L D L^T -
25 SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of
26 L(+) D(+) L(+)^T is relatively isolated.
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29 N (input) INTEGER
30 The order of the matrix (subblock, if the matrix splitted).
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32 D (input) DOUBLE PRECISION array, dimension (N)
33 The N diagonal elements of the diagonal matrix D.
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35 L (input) DOUBLE PRECISION array, dimension (N-1)
36 The (N-1) subdiagonal elements of the unit bidiagonal matrix L.
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38 LD (input) DOUBLE PRECISION array, dimension (N-1)
39 The (N-1) elements L(i)*D(i).
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41 CLSTRT (input) INTEGER
42 The index of the first eigenvalue in the cluster.
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44 CLEND (input) INTEGER
45 The index of the last eigenvalue in the cluster.
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47 W (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1)
48 The eigenvalue APPROXIMATIONS of L D L^T in ascending order.
49 W( CLSTRT ) through W( CLEND ) form the cluster of relatively
50 close eigenalues.
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52 WGAP (input/output) DOUBLE PRECISION array, dimension >= (CLEND-
53 CLSTRT+1)
54 The separation from the right neighbor eigenvalue in W.
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56 WERR (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1)
57 WERR contain the semiwidth of the uncertainty interval of the
58 corresponding eigenvalue APPROXIMATION in W SPDIAM (input)
59 estimate of the spectral diameter obtained from the Gerschgorin
60 intervals CLGAPL, CLGAPR (input) absolute gap on each end of
61 the cluster. Set by the calling routine to protect against
62 shifts too close to eigenvalues outside the cluster.
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64 PIVMIN (input) DOUBLE PRECISION
65 The minimum pivot allowed in the Sturm sequence.
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67 SIGMA (output) DOUBLE PRECISION
68 The shift used to form L(+) D(+) L(+)^T.
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70 DPLUS (output) DOUBLE PRECISION array, dimension (N)
71 The N diagonal elements of the diagonal matrix D(+).
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73 LPLUS (output) DOUBLE PRECISION array, dimension (N-1)
74 The first (N-1) elements of LPLUS contain the subdiagonal ele‐
75 ments of the unit bidiagonal matrix L(+).
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77 WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
78 Workspace.
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81 Based on contributions by
82 Beresford Parlett, University of California, Berkeley, USA
83 Jim Demmel, University of California, Berkeley, USA
84 Inderjit Dhillon, University of Texas, Austin, USA
85 Osni Marques, LBNL/NERSC, USA
86 Christof Voemel, University of California, Berkeley, USA
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90 LAPACK auxiliary routine (versionNo3v.e2m)ber 2008 DLARRF(1)