man slaed5 (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

SLAED5 - 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 SLAED5(
I, D, Z, DELTA, RHO, DLAM )
INTEGER I
REAL DLAM, RHO
REAL 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) REAL array, dimension (2)
The original eigenvalues. We assume D(1) < D(2).
Z (input) REAL array, dimension (2)
The components of the updating vector.
DELTA (output) REAL array, dimension (2)
The vector DELTA contains the information necessary to construct the eigenvectors.
RHO (input) REAL
The scalar in the symmetric updating formula.
DLAM (output) REAL
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