SRC/dlaic1.f(3) | Library Functions Manual | SRC/dlaic1.f(3) |
NAME
SRC/dlaic1.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 (integer job, integer j, double precision, dimension( j ) x, double precision sest, double precision, dimension( j ) w, double precision gamma, double precision sestpr, double precision s, double precision c)
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.
Definition at line 133 of file dlaic1.f.
Author
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