DLAED4(3) LAPACK routine of NEC Numeric Library Collection DLAED4(3) NAME DLAED4 SYNOPSIS SUBROUTINE DLAED4 (N, I, D, Z, DELTA, RHO, DLAM, INFO) PURPOSE This subroutine computes the I-th updated eigenvalue of a symmetric rank-one modification to a diagonal matrix whose elements are given in the array d, and that D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. ARGUMENTS N (input) N is INTEGER The length of all arrays. I (input) I is INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D (input) D is DOUBLE PRECISION array, dimension (N) The original eigenvalues. It is assumed that they are in order, D(I) < D(J) for I < J. Z (input) Z is DOUBLE PRECISION array, dimension (N) The components of the updating vector. DELTA (output) DELTA is DOUBLE PRECISION array, dimension (N) If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5 for detail. The vector DELTA contains the information necessary to construct the eigenvectors by DLAED3 and DLAED9. RHO (input) RHO is DOUBLE PRECISION The scalar in the symmetric updating formula. DLAM (output) DLAM is DOUBLE PRECISION The computed lambda_I, the I-th updated eigenvalue. INFO (output) INFO is INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters: Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. LAPACK routine 31 October 2017 DLAED4(3)