1DLARRK(1) LAPACK auxiliary routine (version 3.2) DLARRK(1)
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6 DLARRK - computes one eigenvalue of a symmetric tridiagonal matrix T to
7 suitable accuracy
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10 SUBROUTINE DLARRK( N, IW, GL, GU, D, E2, PIVMIN, RELTOL, W, WERR, INFO)
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12 IMPLICIT NONE
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14 INTEGER INFO, IW, N
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16 DOUBLE PRECISION PIVMIN, RELTOL, GL, GU, W, WERR
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18 DOUBLE PRECISION D( * ), E2( * )
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21 DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to
22 suitable accuracy. This is an auxiliary code to be called from DSTEMR.
23 To avoid overflow, the matrix must be scaled so that its
24 largest element is no greater than overflow**(1/2) *
25 underflow**(1/4) in absolute value, and for greatest
26 accuracy, it should not be much smaller than that.
27 See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix",
28 Report CS41, Computer Science Dept., Stanford
29 University, July 21, 1966.
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32 N (input) INTEGER
33 The order of the tridiagonal matrix T. N >= 0.
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35 IW (input) INTEGER
36 The index of the eigenvalues to be returned.
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38 GL (input) DOUBLE PRECISION
39 GU (input) DOUBLE PRECISION An upper and a lower bound on
40 the eigenvalue.
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42 D (input) DOUBLE PRECISION array, dimension (N)
43 The n diagonal elements of the tridiagonal matrix T.
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45 E2 (input) DOUBLE PRECISION array, dimension (N-1)
46 The (n-1) squared off-diagonal elements of the tridiagonal
47 matrix T.
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49 PIVMIN (input) DOUBLE PRECISION
50 The minimum pivot allowed in the Sturm sequence for T.
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52 RELTOL (input) DOUBLE PRECISION
53 The minimum relative width of an interval. When an interval is
54 narrower than RELTOL times the larger (in magnitude) endpoint,
55 then it is considered to be sufficiently small, i.e., con‐
56 verged. Note: this should always be at least radix*machine
57 epsilon.
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59 W (output) DOUBLE PRECISION
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61 WERR (output) DOUBLE PRECISION
62 The error bound on the corresponding eigenvalue approximation
63 in W.
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65 INFO (output) INTEGER
66 = 0: Eigenvalue converged
67 = -1: Eigenvalue did NOT converge
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70 FUDGE DOUBLE PRECISION, default = 2
71 A "fudge factor" to widen the Gershgorin intervals.
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75 LAPACK auxiliary routine (versionNo3v.e2m)ber 2008 DLARRK(1)