1DLARRK(1) LAPACK auxiliary routine (version 3.1) DLARRK(1)
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6 DLARRK - one eigenvalue of a symmetric tridiagonal matrix T to suitable
7 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.
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24 To avoid overflow, the matrix must be scaled so that its
25 largest element is no greater than overflow**(1/2) *
26 underflow**(1/4) in absolute value, and for greatest
27 accuracy, it should not be much smaller than that.
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29 See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix",
30 Report CS41, Computer Science Dept., Stanford
31 University, July 21, 1966.
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35 N (input) INTEGER
36 The order of the tridiagonal matrix T. N >= 0.
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38 IW (input) INTEGER
39 The index of the eigenvalues to be returned.
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41 GL (input) DOUBLE PRECISION
42 GU (input) DOUBLE PRECISION An upper and a lower bound on
43 the eigenvalue.
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45 D (input) DOUBLE PRECISION array, dimension (N)
46 The n diagonal elements of the tridiagonal matrix T.
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48 E2 (input) DOUBLE PRECISION array, dimension (N-1)
49 The (n-1) squared off-diagonal elements of the tridiagonal
50 matrix T.
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52 PIVMIN (input) DOUBLE PRECISION
53 The minimum pivot allowed in the Sturm sequence for T.
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55 RELTOL (input) DOUBLE PRECISION
56 The minimum relative width of an interval. When an interval is
57 narrower than RELTOL times the larger (in magnitude) endpoint,
58 then it is considered to be sufficiently small, i.e., con‐
59 verged. Note: this should always be at least radix*machine
60 epsilon.
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62 W (output) DOUBLE PRECISION
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64 WERR (output) DOUBLE PRECISION
65 The error bound on the corresponding eigenvalue approximation
66 in W.
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68 INFO (output) INTEGER
69 = 0: Eigenvalue converged
70 = -1: Eigenvalue did NOT converge
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73 FUDGE DOUBLE PRECISION, default = 2
74 A "fudge factor" to widen the Gershgorin intervals.
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78 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 DLARRK(1)