dlaic1.f File Reference

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Functions/Subroutines
subroutine	dlaic1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
	DLAIC1 applies one step of incremental condition estimation.

---

Function/Subroutine Documentation

subroutine dlaic1	(	integer	JOB,
		integer	J,
		double precision, dimension( j )	X,
		double precision	SEST,
		double precision, dimension( j )	W,
		double precision	GAMMA,
		double precision	SESTPR,
		double precision	S,
		double precision	C
	)

DLAIC1 applies one step of incremental condition estimation.

Download DLAIC1 + dependencies [TGZ] [ZIP] [TXT]

Purpose:

 DLAIC1 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 DLAIC1 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:

[in]	JOB	JOB is INTEGER = 1: an estimate for the largest singular value is computed. = 2: an estimate for the smallest singular value is computed.
[in]	J	J is INTEGER Length of X and W
[in]	X	X is DOUBLE PRECISION array, dimension (J) The j-vector x.
[in]	SEST	SEST is DOUBLE PRECISION Estimated singular value of j by j matrix L
[in]	W	W is DOUBLE PRECISION array, dimension (J) The j-vector w.
[in]	GAMMA	GAMMA is DOUBLE PRECISION The diagonal element gamma.
[out]	SESTPR	SESTPR is DOUBLE PRECISION Estimated singular value of (j+1) by (j+1) matrix Lhat.
[out]	S	S is DOUBLE PRECISION Sine needed in forming xhat.
[out]	C	C is DOUBLE PRECISION 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 dlaic1.f.

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