LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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zlaic1.f File Reference

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Functions/Subroutines

subroutine zlaic1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
 ZLAIC1 applies one step of incremental condition estimation.

Function/Subroutine Documentation

subroutine zlaic1 ( integer  JOB,
integer  J,
complex*16, dimension( j )  X,
double precision  SEST,
complex*16, dimension( j )  W,
complex*16  GAMMA,
double precision  SESTPR,
complex*16  S,
complex*16  C 
)

ZLAIC1 applies one step of incremental condition estimation.

Download ZLAIC1 + dependencies [TGZ] [ZIP] [TXT]
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 = [  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.
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 COMPLEX*16 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 COMPLEX*16 array, dimension (J)
          The j-vector w.
[in]GAMMA
          GAMMA is COMPLEX*16
          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 COMPLEX*16
          Sine needed in forming xhat.
[out]C
          C is COMPLEX*16
          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 136 of file zlaic1.f.

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