1DLARRJ(1) LAPACK auxiliary routine (version 3.2) DLARRJ(1)
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6 DLARRJ - the initial eigenvalue approximations of T, DLARRJ does bisec‐
7 tion to refine the eigenvalues of T,
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10 SUBROUTINE DLARRJ( N, D, E2, IFIRST, ILAST, RTOL, OFFSET, W, WERR,
11 WORK, IWORK, PIVMIN, SPDIAM, INFO )
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13 INTEGER IFIRST, ILAST, INFO, N, OFFSET
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15 DOUBLE PRECISION PIVMIN, RTOL, SPDIAM
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17 INTEGER IWORK( * )
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19 DOUBLE PRECISION D( * ), E2( * ), W( * ), WERR( * ), WORK(
20 * )
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23 Given the initial eigenvalue approximations of T, DLARRJ does bisec‐
24 tion to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W(
25 ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues
26 are input in W, the corresponding estimate of the error in these
27 guesses in WERR. During bisection, intervals [left, right] are main‐
28 tained by storing their mid-points and semi-widths in the arrays W and
29 WERR respectively.
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32 N (input) INTEGER
33 The order of the matrix.
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35 D (input) DOUBLE PRECISION array, dimension (N)
36 The N diagonal elements of T.
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38 E2 (input) DOUBLE PRECISION array, dimension (N-1)
39 The Squares of the (N-1) subdiagonal elements of T.
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41 IFIRST (input) INTEGER
42 The index of the first eigenvalue to be computed.
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44 ILAST (input) INTEGER
45 The index of the last eigenvalue to be computed.
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47 RTOL (input) DOUBLE PRECISION
48 Tolerance for the convergence of the bisection intervals. An
49 interval [LEFT,RIGHT] has converged if RIGHT-
50 LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|).
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52 OFFSET (input) INTEGER
53 Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET
54 through ILAST-OFFSET elements of these arrays are to be used.
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56 W (input/output) DOUBLE PRECISION array, dimension (N)
57 On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are
58 estimates of the eigenvalues of L D L^T indexed IFIRST through
59 ILAST. On output, these estimates are refined.
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61 WERR (input/output) DOUBLE PRECISION array, dimension (N)
62 On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET )
63 are the errors in the estimates of the corresponding elements
64 in W. On output, these errors are refined.
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66 WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
67 Workspace.
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69 IWORK (workspace) INTEGER array, dimension (2*N)
70 Workspace.
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72 PIVMIN (input) DOUBLE PRECISION
73 The minimum pivot in the Sturm sequence for T.
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75 SPDIAM (input) DOUBLE PRECISION
76 The spectral diameter of T.
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78 INFO (output) INTEGER
79 Error flag.
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82 Based on contributions by
83 Beresford Parlett, University of California, Berkeley, USA
84 Jim Demmel, University of California, Berkeley, USA
85 Inderjit Dhillon, University of Texas, Austin, USA
86 Osni Marques, LBNL/NERSC, USA
87 Christof Voemel, University of California, Berkeley, USA
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91 LAPACK auxiliary routine (versionNo3v.e2m)ber 2008 DLARRJ(1)