*> \brief \b CLAIC1 applies one step of incremental condition estimation. * * =========== DOCUMENTATION =========== * * Online html documentation available at * http://www.netlib.org/lapack/explore-html/ * *> \htmlonly *> Download CLAIC1 + dependencies *> *> [TGZ] *> *> [ZIP] *> *> [TXT] *> \endhtmlonly * * Definition: * =========== * * SUBROUTINE CLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C ) * * .. Scalar Arguments .. * INTEGER J, JOB * REAL SEST, SESTPR * COMPLEX C, GAMMA, S * .. * .. Array Arguments .. * COMPLEX W( J ), X( J ) * .. * * *> \par Purpose: * ============= *> *> \verbatim *> *> 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. *> \endverbatim * * Arguments: * ========== * *> \param[in] JOB *> \verbatim *> JOB is INTEGER *> = 1: an estimate for the largest singular value is computed. *> = 2: an estimate for the smallest singular value is computed. *> \endverbatim *> *> \param[in] J *> \verbatim *> J is INTEGER *> Length of X and W *> \endverbatim *> *> \param[in] X *> \verbatim *> X is COMPLEX array, dimension (J) *> The j-vector x. *> \endverbatim *> *> \param[in] SEST *> \verbatim *> SEST is REAL *> Estimated singular value of j by j matrix L *> \endverbatim *> *> \param[in] W *> \verbatim *> W is COMPLEX array, dimension (J) *> The j-vector w. *> \endverbatim *> *> \param[in] GAMMA *> \verbatim *> GAMMA is COMPLEX *> The diagonal element gamma. *> \endverbatim *> *> \param[out] SESTPR *> \verbatim *> SESTPR is REAL *> Estimated singular value of (j+1) by (j+1) matrix Lhat. *> \endverbatim *> *> \param[out] S *> \verbatim *> S is COMPLEX *> Sine needed in forming xhat. *> \endverbatim *> *> \param[out] C *> \verbatim *> C is COMPLEX *> Cosine needed in forming xhat. *> \endverbatim * * Authors: * ======== * *> \author Univ. of Tennessee *> \author Univ. of California Berkeley *> \author Univ. of Colorado Denver *> \author NAG Ltd. * *> \ingroup complexOTHERauxiliary * * ===================================================================== SUBROUTINE CLAIC1( JOB, J, X, SEST, W, GAMMA, SESTPR, S, C ) * * -- LAPACK auxiliary routine -- * -- LAPACK is a software package provided by Univ. of Tennessee, -- * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- * * .. Scalar Arguments .. INTEGER J, JOB REAL SEST, SESTPR COMPLEX C, GAMMA, S * .. * .. Array Arguments .. COMPLEX W( J ), X( J ) * .. * * ===================================================================== * * .. Parameters .. REAL ZERO, ONE, TWO PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 ) REAL HALF, FOUR PARAMETER ( HALF = 0.5E0, FOUR = 4.0E0 ) * .. * .. Local Scalars .. REAL ABSALP, ABSEST, ABSGAM, B, EPS, NORMA, S1, S2, \$ SCL, T, TEST, TMP, ZETA1, ZETA2 COMPLEX ALPHA, COSINE, SINE * .. * .. Intrinsic Functions .. INTRINSIC ABS, CONJG, MAX, SQRT * .. * .. External Functions .. REAL SLAMCH COMPLEX CDOTC EXTERNAL SLAMCH, CDOTC * .. * .. Executable Statements .. * EPS = SLAMCH( 'Epsilon' ) ALPHA = CDOTC( J, X, 1, W, 1 ) * ABSALP = ABS( ALPHA ) ABSGAM = ABS( GAMMA ) ABSEST = ABS( SEST ) * IF( JOB.EQ.1 ) THEN * * Estimating largest singular value * * special cases * IF( SEST.EQ.ZERO ) THEN S1 = MAX( ABSGAM, ABSALP ) IF( S1.EQ.ZERO ) THEN S = ZERO C = ONE SESTPR = ZERO ELSE S = ALPHA / S1 C = GAMMA / S1 TMP = REAL( SQRT( S*CONJG( S )+C*CONJG( C ) ) ) S = S / TMP C = C / TMP SESTPR = S1*TMP END IF RETURN ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN S = ONE C = ZERO TMP = MAX( ABSEST, ABSALP ) S1 = ABSEST / TMP S2 = ABSALP / TMP SESTPR = TMP*SQRT( S1*S1+S2*S2 ) RETURN ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN S1 = ABSGAM S2 = ABSEST IF( S1.LE.S2 ) THEN S = ONE C = ZERO SESTPR = S2 ELSE S = ZERO C = ONE SESTPR = S1 END IF RETURN ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN S1 = ABSGAM S2 = ABSALP IF( S1.LE.S2 ) THEN TMP = S1 / S2 SCL = SQRT( ONE+TMP*TMP ) SESTPR = S2*SCL S = ( ALPHA / S2 ) / SCL C = ( GAMMA / S2 ) / SCL ELSE TMP = S2 / S1 SCL = SQRT( ONE+TMP*TMP ) SESTPR = S1*SCL S = ( ALPHA / S1 ) / SCL C = ( GAMMA / S1 ) / SCL END IF RETURN ELSE * * normal case * ZETA1 = ABSALP / ABSEST ZETA2 = ABSGAM / ABSEST * B = ( ONE-ZETA1*ZETA1-ZETA2*ZETA2 )*HALF C = ZETA1*ZETA1 IF( B.GT.ZERO ) THEN T = REAL( C / ( B+SQRT( B*B+C ) ) ) ELSE T = REAL( SQRT( B*B+C ) - B ) END IF * SINE = -( ALPHA / ABSEST ) / T COSINE = -( GAMMA / ABSEST ) / ( ONE+T ) TMP = REAL( SQRT( SINE * CONJG( SINE ) \$ + COSINE * CONJG( COSINE ) ) ) S = SINE / TMP C = COSINE / TMP SESTPR = SQRT( T+ONE )*ABSEST RETURN END IF * ELSE IF( JOB.EQ.2 ) THEN * * Estimating smallest singular value * * special cases * IF( SEST.EQ.ZERO ) THEN SESTPR = ZERO IF( MAX( ABSGAM, ABSALP ).EQ.ZERO ) THEN SINE = ONE COSINE = ZERO ELSE SINE = -CONJG( GAMMA ) COSINE = CONJG( ALPHA ) END IF S1 = MAX( ABS( SINE ), ABS( COSINE ) ) S = SINE / S1 C = COSINE / S1 TMP = REAL( SQRT( S*CONJG( S )+C*CONJG( C ) ) ) S = S / TMP C = C / TMP RETURN ELSE IF( ABSGAM.LE.EPS*ABSEST ) THEN S = ZERO C = ONE SESTPR = ABSGAM RETURN ELSE IF( ABSALP.LE.EPS*ABSEST ) THEN S1 = ABSGAM S2 = ABSEST IF( S1.LE.S2 ) THEN S = ZERO C = ONE SESTPR = S1 ELSE S = ONE C = ZERO SESTPR = S2 END IF RETURN ELSE IF( ABSEST.LE.EPS*ABSALP .OR. ABSEST.LE.EPS*ABSGAM ) THEN S1 = ABSGAM S2 = ABSALP IF( S1.LE.S2 ) THEN TMP = S1 / S2 SCL = SQRT( ONE+TMP*TMP ) SESTPR = ABSEST*( TMP / SCL ) S = -( CONJG( GAMMA ) / S2 ) / SCL C = ( CONJG( ALPHA ) / S2 ) / SCL ELSE TMP = S2 / S1 SCL = SQRT( ONE+TMP*TMP ) SESTPR = ABSEST / SCL S = -( CONJG( GAMMA ) / S1 ) / SCL C = ( CONJG( ALPHA ) / S1 ) / SCL END IF RETURN ELSE * * normal case * ZETA1 = ABSALP / ABSEST ZETA2 = ABSGAM / ABSEST * NORMA = MAX( ONE+ZETA1*ZETA1+ZETA1*ZETA2, \$ ZETA1*ZETA2+ZETA2*ZETA2 ) * * See if root is closer to zero or to ONE * TEST = ONE + TWO*( ZETA1-ZETA2 )*( ZETA1+ZETA2 ) IF( TEST.GE.ZERO ) THEN * * root is close to zero, compute directly * B = ( ZETA1*ZETA1+ZETA2*ZETA2+ONE )*HALF C = ZETA2*ZETA2 T = REAL( C / ( B+SQRT( ABS( B*B-C ) ) ) ) SINE = ( ALPHA / ABSEST ) / ( ONE-T ) COSINE = -( GAMMA / ABSEST ) / T SESTPR = SQRT( T+FOUR*EPS*EPS*NORMA )*ABSEST ELSE * * root is closer to ONE, shift by that amount * B = ( ZETA2*ZETA2+ZETA1*ZETA1-ONE )*HALF C = ZETA1*ZETA1 IF( B.GE.ZERO ) THEN T = REAL( -C / ( B+SQRT( B*B+C ) ) ) ELSE T = REAL( B - SQRT( B*B+C ) ) END IF SINE = -( ALPHA / ABSEST ) / T COSINE = -( GAMMA / ABSEST ) / ( ONE+T ) SESTPR = SQRT( ONE+T+FOUR*EPS*EPS*NORMA )*ABSEST END IF TMP = REAL( SQRT( SINE * CONJG( SINE ) \$ + COSINE * CONJG( COSINE ) ) ) S = SINE / TMP C = COSINE / TMP RETURN * END IF END IF RETURN * * End of CLAIC1 * END