DLAIC1(3) LAPACK routine of NEC Numeric Library Collection DLAIC1(3)
NAME
DLAIC1
SYNOPSIS
SUBROUTINE DLAIC1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
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.
ARGUMENTS
JOB (input)
JOB is INTEGER
= 1: an estimate for the largest singular value is computed.
= 2: an estimate for the smallest singular value is computed.
J (input)
J is INTEGER
Length of X and W
X (input)
X is DOUBLE PRECISION array, dimension (J)
The j-vector x.
SEST (input)
SEST is DOUBLE PRECISION
Estimated singular value of j by j matrix L
W (input)
W is DOUBLE PRECISION array, dimension (J)
The j-vector w.
GAMMA (input)
GAMMA is DOUBLE PRECISION
The diagonal element gamma.
SESTPR (output)
SESTPR is DOUBLE PRECISION
Estimated singular value of (j+1) by (j+1) matrix Lhat.
S (output)
S is DOUBLE PRECISION
Sine needed in forming xhat.
C (output)
C is DOUBLE PRECISION
Cosine needed in forming xhat.
LAPACK routine 31 October 2017 DLAIC1(3)