1DLARRF(1) LAPACK auxiliary routine (version 3.1) DLARRF(1)
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6 DLARRF - initial representation L D L^T and its cluster of close eigen‐
7 values (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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30 N (input) INTEGER
31 The order of the matrix (subblock, if the matrix splitted).
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33 D (input) DOUBLE PRECISION array, dimension (N)
34 The N diagonal elements of the diagonal matrix D.
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36 L (input) DOUBLE PRECISION array, dimension (N-1)
37 The (N-1) subdiagonal elements of the unit bidiagonal matrix L.
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39 LD (input) DOUBLE PRECISION array, dimension (N-1)
40 The (N-1) elements L(i)*D(i).
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42 CLSTRT (input) INTEGER
43 The index of the first eigenvalue in the cluster.
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45 CLEND (input) INTEGER
46 The index of the last eigenvalue in the cluster.
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48 W (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1)
49 The eigenvalue APPROXIMATIONS of L D L^T in ascending order.
50 W( CLSTRT ) through W( CLEND ) form the cluster of relatively
51 close eigenalues.
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53 WGAP (input/output) DOUBLE PRECISION array, dimension >= (CLEND-
54 CLSTRT+1)
55 The separation from the right neighbor eigenvalue in W.
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57 WERR (input) DOUBLE PRECISION array, dimension >= (CLEND-CLSTRT+1)
58 WERR contain the semiwidth of the uncertainty interval of the
59 corresponding eigenvalue APPROXIMATION in W
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61 SPDIAM (input) estimate of the spectral diameter obtained from
62 the Gerschgorin intervals
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64 CLGAPL, CLGAPR (input) absolute gap on each end of the cluster.
65 Set by the calling routine to protect against shifts too close
66 to eigenvalues outside the cluster.
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68 PIVMIN (input) DOUBLE PRECISION
69 The minimum pivot allowed in the Sturm sequence.
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71 SIGMA (output) DOUBLE PRECISION
72 The shift used to form L(+) D(+) L(+)^T.
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74 DPLUS (output) DOUBLE PRECISION array, dimension (N)
75 The N diagonal elements of the diagonal matrix D(+).
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77 LPLUS (output) DOUBLE PRECISION array, dimension (N-1)
78 The first (N-1) elements of LPLUS contain the subdiagonal ele‐
79 ments of the unit bidiagonal matrix L(+).
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81 WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
82 Workspace.
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85 Based on contributions by
86 Beresford Parlett, University of California, Berkeley, USA
87 Jim Demmel, University of California, Berkeley, USA
88 Inderjit Dhillon, University of Texas, Austin, USA
89 Osni Marques, LBNL/NERSC, USA
90 Christof Voemel, University of California, Berkeley, USA
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95 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 DLARRF(1)