1SLARRK(1) LAPACK auxiliary routine (version 3.1) SLARRK(1)
2
3
4
6 SLARRK - one eigenvalue of a symmetric tridiagonal matrix T to suitable
7 accuracy
8
10 SUBROUTINE SLARRK( N, IW, GL, GU, D, E2, PIVMIN, RELTOL, W, WERR, INFO)
11
12 IMPLICIT NONE
13
14 INTEGER INFO, IW, N
15
16 REAL PIVMIN, RELTOL, GL, GU, W, WERR
17
18 REAL D( * ), E2( * )
19
21 SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to
22 suitable accuracy. This is an auxiliary code to be called from SSTEMR.
23
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.
28
29 See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix",
30 Report CS41, Computer Science Dept., Stanford
31 University, July 21, 1966.
32
33
35 N (input) INTEGER
36 The order of the tridiagonal matrix T. N >= 0.
37
38 IW (input) INTEGER
39 The index of the eigenvalues to be returned.
40
41 GL (input) REAL
42 GU (input) REAL An upper and a lower bound on the eigen‐
43 value.
44
45 D (input) REAL array, dimension (N)
46 The n diagonal elements of the tridiagonal matrix T.
47
48 E2 (input) REAL array, dimension (N-1)
49 The (n-1) squared off-diagonal elements of the tridiagonal
50 matrix T.
51
52 PIVMIN (input) REAL
53 The minimum pivot allowed in the Sturm sequence for T.
54
55 RELTOL (input) REAL
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.
61
62 W (output) REAL
63
64 WERR (output) REAL
65 The error bound on the corresponding eigenvalue approximation
66 in W.
67
68 INFO (output) INTEGER
69 = 0: Eigenvalue converged
70 = -1: Eigenvalue did NOT converge
71
73 FUDGE REAL , default = 2
74 A "fudge factor" to widen the Gershgorin intervals.
75
76
77
78 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 SLARRK(1)