man zlaic1 (Fonctions bibliothèques) - applie one step of incremental condition estimation in its simplest version

NAME

ZLAIC1 - applie one step of incremental condition estimation in its simplest version

SYNOPSIS

SUBROUTINE ZLAIC1(
JOB, J, X, SEST, W, GAMMA, SESTPR, S, C )
INTEGER J, JOB
DOUBLE PRECISION SEST, SESTPR
COMPLEX*16 C, GAMMA, S
COMPLEX*16 W( J ), X( J )

PURPOSE

ZLAIC1 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 ZLAIC1 computes sestpr, s, c such that

the vector

[ s*x ]

xhat = [ c ]

is an approximate singular vector of

[ L 0 ]

Lhat = [ w' 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]' and sestpr**2 is an eigenpair of the system

diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ] [ conjg(gamma) ]

where alpha = conjg(x)'*w.

ARGUMENTS

JOB (input) INTEGER
= 1: an estimate for the largest singular value is computed.

= 2: an estimate for the smallest singular value is computed.
J (input) INTEGER
Length of X and W
X (input) COMPLEX*16 array, dimension (J)
The j-vector x.
SEST (input) DOUBLE PRECISION
Estimated singular value of j by j matrix L
W (input) COMPLEX*16 array, dimension (J)
The j-vector w.
GAMMA (input) COMPLEX*16
The diagonal element gamma.
SESTPR (output) DOUBLE PRECISION
Estimated singular value of (j+1) by (j+1) matrix Lhat.
S (output) COMPLEX*16
Sine needed in forming xhat.
C (output) COMPLEX*16
Cosine needed in forming xhat.