slasd5 (l) - Linux Manuals
slasd5: subroutine compute the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < j
NAME
SLASD5 - subroutine compute the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < jSYNOPSIS
- SUBROUTINE SLASD5(
- I, D, Z, DELTA, RHO, DSIGMA, WORK )
- INTEGER I
- REAL DSIGMA, RHO
- REAL D( 2 ), DELTA( 2 ), WORK( 2 ), Z( 2 )
PURPOSE
This subroutine computes the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix We also assume RHO > 0 and that the Euclidean norm of the vector Z is one.ARGUMENTS
- I (input) INTEGER
- The index of the eigenvalue to be computed. I = 1 or I = 2.
- D (input) REAL array, dimension (2)
- The original eigenvalues. We assume 0 <= D(1) < D(2).
- Z (input) REAL array, dimension (2)
- The components of the updating vector.
- DELTA (output) REAL array, dimension (2)
- Contains (D(j) - sigma_I) in its j-th component. The vector DELTA contains the information necessary to construct the eigenvectors.
- RHO (input) REAL
- The scalar in the symmetric updating formula. DSIGMA (output) REAL The computed sigma_I, the I-th updated eigenvalue.
- WORK (workspace) REAL array, dimension (2)
- WORK contains (D(j) + sigma_I) in its j-th component.
FURTHER DETAILS
Based on contributions byRen-Cang Li, Computer Science Division, University of California
at Berkeley, USA