Provided by: liblapack-doc_3.12.0-3build1.1_all
NAME
larrj - larrj: step in stemr, refine eigval estimates
SYNOPSIS
Functions subroutine dlarrj (n, d, e2, ifirst, ilast, rtol, offset, w, werr, work, iwork, pivmin, spdiam, info) DLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T. subroutine slarrj (n, d, e2, ifirst, ilast, rtol, offset, w, werr, work, iwork, pivmin, spdiam, info) SLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T.
Detailed Description
Function Documentation
subroutine dlarrj (integer n, double precision, dimension( * ) d, double precision, dimension( * ) e2, integer ifirst, integer ilast, double precision rtol, integer offset, double precision, dimension( * ) w, double precision, dimension( * ) werr, double precision, dimension( * ) work, integer, dimension( * ) iwork, double precision pivmin, double precision spdiam, integer info) DLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T. Purpose: Given the initial eigenvalue approximations of T, DLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Parameters N N is INTEGER The order of the matrix. D D is DOUBLE PRECISION array, dimension (N) The N diagonal elements of T. E2 E2 is DOUBLE PRECISION array, dimension (N-1) The Squares of the (N-1) subdiagonal elements of T. IFIRST IFIRST is INTEGER The index of the first eigenvalue to be computed. ILAST ILAST is INTEGER The index of the last eigenvalue to be computed. RTOL RTOL is DOUBLE PRECISION Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|). OFFSET OFFSET is INTEGER Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W W is DOUBLE PRECISION array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined. WERR WERR is DOUBLE PRECISION array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined. WORK WORK is DOUBLE PRECISION array, dimension (2*N) Workspace. IWORK IWORK is INTEGER array, dimension (2*N) Workspace. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. SPDIAM SPDIAM is DOUBLE PRECISION The spectral diameter of T. INFO INFO is INTEGER Error flag. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA subroutine slarrj (integer n, real, dimension( * ) d, real, dimension( * ) e2, integer ifirst, integer ilast, real rtol, integer offset, real, dimension( * ) w, real, dimension( * ) werr, real, dimension( * ) work, integer, dimension( * ) iwork, real pivmin, real spdiam, integer info) SLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T. Purpose: Given the initial eigenvalue approximations of T, SLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Parameters N N is INTEGER The order of the matrix. D D is REAL array, dimension (N) The N diagonal elements of T. E2 E2 is REAL array, dimension (N-1) The Squares of the (N-1) subdiagonal elements of T. IFIRST IFIRST is INTEGER The index of the first eigenvalue to be computed. ILAST ILAST is INTEGER The index of the last eigenvalue to be computed. RTOL RTOL is REAL Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|). OFFSET OFFSET is INTEGER Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W W is REAL array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined. WERR WERR is REAL array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined. WORK WORK is REAL array, dimension (2*N) Workspace. IWORK IWORK is INTEGER array, dimension (2*N) Workspace. PIVMIN PIVMIN is REAL The minimum pivot in the Sturm sequence for T. SPDIAM SPDIAM is REAL The spectral diameter of T. INFO INFO is INTEGER Error flag. Author Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley, USA Jim Demmel, University of California, Berkeley, USA Inderjit Dhillon, University of Texas, Austin, USA Osni Marques, LBNL/NERSC, USA Christof Voemel, University of California, Berkeley, USA
Author
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