DLASD4(3) LAPACK routine of NEC Numeric Library Collection DLASD4(3)
NAME
DLASD4
SYNOPSIS
SUBROUTINE DLASD4 (N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO)
PURPOSE
This subroutine computes the square root of the I-th updated
eigenvalue of a positive symmetric rank-one modification to
a positive diagonal matrix whose entries are given as the squares
of the corresponding entries in the array d, and that
0 <= 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 ) * 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, 0 <= 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 .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th
component. If N = 1, then DELTA(1) = 1. The vector DELTA
contains the information necessary to construct the
(singular) eigenvectors.
RHO (input)
RHO is DOUBLE PRECISION
The scalar in the symmetric updating formula.
SIGMA (output)
SIGMA is DOUBLE PRECISION
The computed sigma_I, the I-th updated eigenvalue.
WORK (output)
WORK is DOUBLE PRECISION array, dimension ( N )
If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th
component. If N = 1, then WORK( 1 ) = 1.
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 DLASD4(3)