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slaic1.f(3) LAPACK slaic1.f(3)

NAME

slaic1.f -

SYNOPSIS

Functions/Subroutines


subroutine slaic1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
 
SLAIC1 applies one step of incremental condition estimation.

Function/Subroutine Documentation

subroutine slaic1 (integerJOB, integerJ, real, dimension( j )X, realSEST, real, dimension( j )W, realGAMMA, realSESTPR, realS, realC)

SLAIC1 applies one step of incremental condition estimation.
Purpose:
 SLAIC1 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 SLAIC1 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 REAL array, dimension (J)
          The j-vector x.
SEST
          SEST is REAL
          Estimated singular value of j by j matrix L
W
          W is REAL array, dimension (J)
          The j-vector w.
GAMMA
          GAMMA is REAL
          The diagonal element gamma.
SESTPR
          SESTPR is REAL
          Estimated singular value of (j+1) by (j+1) matrix Lhat.
S
          S is REAL
          Sine needed in forming xhat.
C
          C is REAL
          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 slaic1.f.

Author

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