man dlaed5 (Fonctions bibliothèques) - subroutine computes the I-th eigenvalue of a symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) + RHO * Z * transpose(Z)

NAME

DLAED5 - subroutine computes the I-th eigenvalue of a symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) + RHO * Z * transpose(Z)

SYNOPSIS

SUBROUTINE DLAED5(
I, D, Z, DELTA, RHO, DLAM )
INTEGER I
DOUBLE PRECISION DLAM, RHO
DOUBLE PRECISION D( 2 ), DELTA( 2 ), Z( 2 )

PURPOSE

This subroutine computes the I-th eigenvalue of a symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) + RHO * Z * transpose(Z) . The diagonal elements in the array D are assumed to satisfy

D(i) < D(j) for i < j .

We also assume RHO > 0 and that the Euclidean norm of the vector Z is one.

ARGUMENTS

I (input) INTEGER
The index of the eigenvalue to be computed. I = 1 or I = 2.
D (input) DOUBLE PRECISION array, dimension (2)
The original eigenvalues. We assume D(1) < D(2).
Z (input) DOUBLE PRECISION array, dimension (2)
The components of the updating vector.
DELTA (output) DOUBLE PRECISION array, dimension (2)
The vector DELTA contains the information necessary to construct the eigenvectors.
RHO (input) DOUBLE PRECISION
The scalar in the symmetric updating formula.
DLAM (output) DOUBLE PRECISION
The computed lambda_I, the I-th updated eigenvalue.

FURTHER DETAILS

Based on contributions by

Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA