1CLAIC1(1) LAPACK auxiliary routine (version 3.1) CLAIC1(1)
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6 CLAIC1 - one step of incremental condition estimation in its simplest
7 version
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10 SUBROUTINE CLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )
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12 INTEGER J, JOB
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14 REAL SEST, SESTPR
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16 COMPLEX C, GAMMA, S
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18 COMPLEX W( J ), X( J )
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21 CLAIC1 applies one step of incremental condition estimation in its sim‐
22 plest version:
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24 Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
25 lower triangular matrix L, such that
26 twonorm(L*x) = sest
27 Then CLAIC1 computes sestpr, s, c such that
28 the vector
29 [ s*x ]
30 xhat = [ c ]
31 is an approximate singular vector of
32 [ L 0 ]
33 Lhat = [ w' gamma ]
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35 twonorm(Lhat*xhat) = sestpr.
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37 Depending on JOB, an estimate for the largest or smallest singular
38 value is computed.
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40 Note that [s c]' and sestpr**2 is an eigenpair of the system
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42 diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ]
43 [ conjg(gamma) ]
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45 where alpha = conjg(x)'*w.
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49 JOB (input) INTEGER
50 = 1: an estimate for the largest singular value is computed.
51 = 2: an estimate for the smallest singular value is computed.
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53 J (input) INTEGER
54 Length of X and W
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56 X (input) COMPLEX array, dimension (J)
57 The j-vector x.
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59 SEST (input) REAL
60 Estimated singular value of j by j matrix L
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62 W (input) COMPLEX array, dimension (J)
63 The j-vector w.
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65 GAMMA (input) COMPLEX
66 The diagonal element gamma.
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68 SESTPR (output) REAL
69 Estimated singular value of (j+1) by (j+1) matrix Lhat.
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71 S (output) COMPLEX
72 Sine needed in forming xhat.
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74 C (output) COMPLEX
75 Cosine needed in forming xhat.
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79 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 CLAIC1(1)