slarrf (l) - Linux Man Pages

slarrf: the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ..

NAME

SLARRF - the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ..

SYNOPSIS

SUBROUTINE SLARRF(
N, D, L, LD, CLSTRT, CLEND, W, WGAP, WERR, SPDIAM, CLGAPL, CLGAPR, PIVMIN, SIGMA, DPLUS, LPLUS, WORK, INFO )

    
INTEGER CLSTRT, CLEND, INFO, N

    
REAL CLGAPL, CLGAPR, PIVMIN, SIGMA, SPDIAM

    
REAL D( * ), DPLUS( * ), L( * ), LD( * ), LPLUS( * ), W( * ), WGAP( * ), WERR( * ), WORK( * )

PURPOSE

Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), SLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated.

ARGUMENTS

N (input) INTEGER
The order of the matrix (subblock, if the matrix splitted).
D (input) REAL array, dimension (N)
The N diagonal elements of the diagonal matrix D.
L (input) REAL array, dimension (N-1)
The (N-1) subdiagonal elements of the unit bidiagonal matrix L.
LD (input) REAL array, dimension (N-1)
The (N-1) elements L(i)*D(i).
CLSTRT (input) INTEGER
The index of the first eigenvalue in the cluster.
CLEND (input) INTEGER
The index of the last eigenvalue in the cluster.
W (input) REAL array, dimension >= (CLEND-CLSTRT+1)
The eigenvalue APPROXIMATIONS of L D L^T in ascending order. W( CLSTRT ) through W( CLEND ) form the cluster of relatively close eigenalues.
WGAP (input/output) REAL array, dimension >= (CLEND-CLSTRT+1)
The separation from the right neighbor eigenvalue in W.
WERR (input) REAL array, dimension >= (CLEND-CLSTRT+1)
WERR contain the semiwidth of the uncertainty interval of the corresponding eigenvalue APPROXIMATION in W SPDIAM (input) estimate of the spectral diameter obtained from the Gerschgorin intervals CLGAPL, CLGAPR (input) absolute gap on each end of the cluster. Set by the calling routine to protect against shifts too close to eigenvalues outside the cluster.
PIVMIN (input) DOUBLE PRECISION
The minimum pivot allowed in the Sturm sequence.
SIGMA (output) REAL
The shift used to form L(+) D(+) L(+)^T.
DPLUS (output) REAL array, dimension (N)
The N diagonal elements of the diagonal matrix D(+).
LPLUS (output) REAL array, dimension (N-1)
The first (N-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+).
WORK (workspace) REAL array, dimension (2*N)
Workspace.

FURTHER DETAILS

Based on contributions by

Beresford Parlett, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA

Inderjit Dhillon, University of Texas, Austin, USA

Osni Marques, LBNL/NERSC, USA

Christof Voemel, University of California, Berkeley, USA