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claic1.f(3) LAPACK claic1.f(3)

NAME

claic1.f -

SYNOPSIS

Functions/Subroutines


subroutine claic1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
 
CLAIC1

Function/Subroutine Documentation

subroutine claic1 (integerJOB, integerJ, complex, dimension( j )X, realSEST, complex, dimension( j )W, complexGAMMA, realSESTPR, complexS, complexC)

CLAIC1
Purpose:
 
 CLAIC1 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 CLAIC1 computes sestpr, s, c such that the vector [ s*x ] xhat = [ c ] is an approximate singular vector of [ L 0 ] Lhat = [ w**H 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]**H and sestpr**2 is an eigenpair of the system
diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ] [ conjg(gamma) ]
where alpha = x**H*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 COMPLEX array, dimension (J)
          The j-vector x.
 
SEST
          SEST is REAL
          Estimated singular value of j by j matrix L
 
W
          W is COMPLEX array, dimension (J)
          The j-vector w.
 
GAMMA
          GAMMA is COMPLEX
          The diagonal element gamma.
 
SESTPR
          SESTPR is REAL
          Estimated singular value of (j+1) by (j+1) matrix Lhat.
 
S
          S is COMPLEX
          Sine needed in forming xhat.
 
C
          C is COMPLEX
          Cosine needed in forming xhat.
 
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
 
Definition at line 136 of file claic1.f.

Author

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