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)