SLAIC1(3) LAPACK routine of NEC Numeric Library Collection SLAIC1(3) NAME SLAIC1 SYNOPSIS SUBROUTINE SLAIC1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C) PURPOSE SLAIC1 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 SLAIC1 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 REAL array, dimension (J) The j-vector x. SEST (input) SEST is REAL Estimated singular value of j by j matrix L W (input) W is REAL array, dimension (J) The j-vector w. GAMMA (input) GAMMA is REAL The diagonal element gamma. SESTPR (output) SESTPR is REAL Estimated singular value of (j+1) by (j+1) matrix Lhat. S (output) S is REAL Sine needed in forming xhat. C (output) C is REAL Cosine needed in forming xhat. LAPACK routine 31 October 2017 SLAIC1(3)