dlaic1.f(3) LAPACK dlaic1.f(3)NAMEdlaic1.f-
SYNOPSIS
Functions/Subroutines
subroutine dlaic1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
DLAIC1 applies one step of incremental condition estimation.
Function/Subroutine Documentation
subroutine dlaic1 (integerJOB, integerJ, double precision, dimension( j )X,
double precisionSEST, double precision, dimension( j )W, double
precisionGAMMA, double precisionSESTPR, double precisionS, double
precisionC)
DLAIC1 applies one step of incremental condition estimation.
Purpose:
DLAIC1 applies one step of incremental condition estimation in
its simplest version:
Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
lower triangular matrix L, such that
twonorm(L*x) = sest
Then DLAIC1 computes sestpr, s, c such that
the vector
[ s*x ]
xhat = [ c ]
is an approximate singular vector of
[ L 0 ]
Lhat = [ w**T gamma ]
in the sense that
twonorm(Lhat*xhat) = sestpr.
Depending on JOB, an estimate for the largest or smallest singular
value is computed.
Note that [s c]**T and sestpr**2 is an eigenpair of the system
diag(sest*sest, 0) + [alpha gamma] * [ alpha ]
[ gamma ]
where alpha = x**T*w.
Parameters:
JOB
JOB is INTEGER
= 1: an estimate for the largest singular value is computed.
= 2: an estimate for the smallest singular value is computed.
J
J is INTEGER
Length of X and W
X
X is DOUBLE PRECISION array, dimension (J)
The j-vector x.
SEST
SEST is DOUBLE PRECISION
Estimated singular value of j by j matrix L
W
W is DOUBLE PRECISION array, dimension (J)
The j-vector w.
GAMMA
GAMMA is DOUBLE PRECISION
The diagonal element gamma.
SESTPR
SESTPR is DOUBLE PRECISION
Estimated singular value of (j+1) by (j+1) matrix Lhat.
S
S is DOUBLE PRECISION
Sine needed in forming xhat.
C
C is DOUBLE PRECISION
Cosine needed in forming xhat.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Definition at line 135 of file dlaic1.f.
Author
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.4.2 Sat Nov 16 2013 dlaic1.f(3)
