1DLAIC1(1) LAPACK auxiliary routine (version 3.1) DLAIC1(1)
2
3
4
6 DLAIC1 - one step of incremental condition estimation in its simplest
7 version
8
10 SUBROUTINE DLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )
11
12 INTEGER J, JOB
13
14 DOUBLE PRECISION C, GAMMA, S, SEST, SESTPR
15
16 DOUBLE PRECISION W( J ), X( J )
17
19 DLAIC1 applies one step of incremental condition estimation in its sim‐
20 plest version:
21
22 Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
23 lower triangular matrix L, such that
24 twonorm(L*x) = sest
25 Then DLAIC1 computes sestpr, s, c such that
26 the vector
27 [ s*x ]
28 xhat = [ c ]
29 is an approximate singular vector of
30 [ L 0 ]
31 Lhat = [ w' gamma ]
32 in the sense that
33 twonorm(Lhat*xhat) = sestpr.
34
35 Depending on JOB, an estimate for the largest or smallest singular
36 value is computed.
37
38 Note that [s c]' and sestpr**2 is an eigenpair of the system
39
40 diag(sest*sest, 0) + [alpha gamma] * [ alpha ]
41 [ gamma ]
42
43 where alpha = x'*w.
44
45
47 JOB (input) INTEGER
48 = 1: an estimate for the largest singular value is computed.
49 = 2: an estimate for the smallest singular value is computed.
50
51 J (input) INTEGER
52 Length of X and W
53
54 X (input) DOUBLE PRECISION array, dimension (J)
55 The j-vector x.
56
57 SEST (input) DOUBLE PRECISION
58 Estimated singular value of j by j matrix L
59
60 W (input) DOUBLE PRECISION array, dimension (J)
61 The j-vector w.
62
63 GAMMA (input) DOUBLE PRECISION
64 The diagonal element gamma.
65
66 SESTPR (output) DOUBLE PRECISION
67 Estimated singular value of (j+1) by (j+1) matrix Lhat.
68
69 S (output) DOUBLE PRECISION
70 Sine needed in forming xhat.
71
72 C (output) DOUBLE PRECISION
73 Cosine needed in forming xhat.
74
75
76
77 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 DLAIC1(1)