dlarrb.f man page

dlarrb.f —

Synopsis

Functions/Subroutines

subroutine dlarrb (N, D, LLD, IFIRST, ILAST, RTOL1, RTOL2, OFFSET, W, WGAP, WERR, WORK, IWORK, PIVMIN, SPDIAM, TWIST, INFO)
DLARRB provides limited bisection to locate eigenvalues for more accuracy.

Function/Subroutine Documentation

subroutine dlarrb (integerN, double precision, dimension( * )D, double precision, dimension( * )LLD, integerIFIRST, integerILAST, double precisionRTOL1, double precisionRTOL2, integerOFFSET, double precision, dimension( * )W, double precision, dimension( * )WGAP, double precision, dimension( * )WERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, double precisionPIVMIN, double precisionSPDIAM, integerTWIST, integerINFO)

DLARRB provides limited bisection to locate eigenvalues for more accuracy.

Purpose:

Given the relatively robust representation(RRR) L D L^T, DLARRB
does "limited" bisection to refine the eigenvalues of L D L^T,
W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial
guesses for these eigenvalues are input in W, the corresponding estimate
of the error in these guesses and their gaps are input in WERR
and WGAP, respectively. During bisection, intervals
[left, right] are maintained by storing their mid-points and
semi-widths in the arrays W and WERR respectively.

Parameters:

N

N is INTEGER
The order of the matrix.

D

D is DOUBLE PRECISION array, dimension (N)
The N diagonal elements of the diagonal matrix D.

LLD

LLD is DOUBLE PRECISION array, dimension (N-1)
The (N-1) elements L(i)*L(i)*D(i).

IFIRST

IFIRST is INTEGER
The index of the first eigenvalue to be computed.

ILAST

ILAST is INTEGER
The index of the last eigenvalue to be computed.

RTOL1

RTOL1 is DOUBLE PRECISION

RTOL2

RTOL2 is DOUBLE PRECISION
Tolerance for the convergence of the bisection intervals.
An interval [LEFT,RIGHT] has converged if
RIGHT-LEFT.LT.MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
where GAP is the (estimated) distance to the nearest
eigenvalue.

OFFSET

OFFSET is INTEGER
Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET
through ILAST-OFFSET elements of these arrays are to be used.

W

W is DOUBLE PRECISION array, dimension (N)
On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are
estimates of the eigenvalues of L D L^T indexed IFIRST throug
ILAST.
On output, these estimates are refined.

WGAP

WGAP is DOUBLE PRECISION array, dimension (N-1)
On input, the (estimated) gaps between consecutive
eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between
eigenvalues I and I+1. Note that if IFIRST.EQ.ILAST
then WGAP(IFIRST-OFFSET) must be set to ZERO.
On output, these gaps are refined.

WERR

WERR is DOUBLE PRECISION array, dimension (N)
On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are
the errors in the estimates of the corresponding elements in W.
On output, these errors are refined.

WORK

WORK is DOUBLE PRECISION array, dimension (2*N)
Workspace.

IWORK

IWORK is INTEGER array, dimension (2*N)
Workspace.

PIVMIN

PIVMIN is DOUBLE PRECISION
The minimum pivot in the Sturm sequence.

SPDIAM

SPDIAM is DOUBLE PRECISION
The spectral diameter of the matrix.

TWIST

TWIST is INTEGER
The twist index for the twisted factorization that is used
for the negcount.
TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T
TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T
TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r)

INFO

INFO is INTEGER
Error flag.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Contributors:

Beresford Parlett, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA

Definition at line 195 of file dlarrb.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

dlarrb(3) is an alias of dlarrb.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK