zlaic1 (l) - Linux Man Pages

zlaic1: applies one step of incremental condition estimation in its simplest version

NAME

ZLAIC1 - applies one step of incremental condition estimation in its simplest version

SYNOPSIS

SUBROUTINE ZLAIC1(
JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )

    
INTEGER J, JOB

    
DOUBLE PRECISION SEST, SESTPR

    
COMPLEX*16 C, GAMMA, S

    
COMPLEX*16 W( J ), X( J )

PURPOSE

ZLAIC1 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 ZLAIC1 computes sestpr, s, c such that
the vector

          s*x ]

   xhat   ]
is an approximate singular vector of

               ]

   Lhat waq 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]aq and sestpr**2 is an eigenpair of the system
 diag(sest*sest, 0) [alpha  gamma] conjg(alpha) ]
                                    conjg(gamma) ] where alpha = conjg(x)aq*w.

ARGUMENTS

JOB (input) INTEGER
= 1: an estimate for the largest singular value is computed.
= 2: an estimate for the smallest singular value is computed.
J (input) INTEGER
Length of X and W
X (input) COMPLEX*16 array, dimension (J)
The j-vector x.
SEST (input) DOUBLE PRECISION
Estimated singular value of j by j matrix L
W (input) COMPLEX*16 array, dimension (J)
The j-vector w.
GAMMA (input) COMPLEX*16
The diagonal element gamma.
SESTPR (output) DOUBLE PRECISION
Estimated singular value of (j+1) by (j+1) matrix Lhat.
S (output) COMPLEX*16
Sine needed in forming xhat.
C (output) COMPLEX*16
Cosine needed in forming xhat.