SLASD4(3) LAPACK routine of NEC Numeric Library Collection SLASD4(3) NAME SLASD4 SYNOPSIS SUBROUTINE SLASD4 (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 REAL 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 REAL array, dimension ( N ) The components of the updating vector. DELTA (output) DELTA is REAL 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 REAL The scalar in the symmetric updating formula. SIGMA (output) SIGMA is REAL The computed sigma_I, the I-th updated eigenvalue. WORK (output) WORK is REAL 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 SLASD4(3)