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)