LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ slar1v()

subroutine slar1v ( integer n,
integer b1,
integer bn,
real lambda,
real, dimension( * ) d,
real, dimension( * ) l,
real, dimension( * ) ld,
real, dimension( * ) lld,
real pivmin,
real gaptol,
real, dimension( * ) z,
logical wantnc,
integer negcnt,
real ztz,
real mingma,
integer r,
integer, dimension( * ) isuppz,
real nrminv,
real resid,
real rqcorr,
real, dimension( * ) work )

SLAR1V computes the (scaled) r-th column of the inverse of the submatrix in rows b1 through bn of the tridiagonal matrix LDLT - λI.

Download SLAR1V + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> SLAR1V computes the (scaled) r-th column of the inverse of
!> the sumbmatrix in rows B1 through BN of the tridiagonal matrix
!> L D L**T - sigma I. When sigma is close to an eigenvalue, the
!> computed vector is an accurate eigenvector. Usually, r corresponds
!> to the index where the eigenvector is largest in magnitude.
!> The following steps accomplish this computation :
!> (a) Stationary qd transform,  L D L**T - sigma I = L(+) D(+) L(+)**T,
!> (b) Progressive qd transform, L D L**T - sigma I = U(-) D(-) U(-)**T,
!> (c) Computation of the diagonal elements of the inverse of
!>     L D L**T - sigma I by combining the above transforms, and choosing
!>     r as the index where the diagonal of the inverse is (one of the)
!>     largest in magnitude.
!> (d) Computation of the (scaled) r-th column of the inverse using the
!>     twisted factorization obtained by combining the top part of the
!>     the stationary and the bottom part of the progressive transform.
!> 
Parameters
[in]N
!>          N is INTEGER
!>           The order of the matrix L D L**T.
!> 
[in]B1
!>          B1 is INTEGER
!>           First index of the submatrix of L D L**T.
!> 
[in]BN
!>          BN is INTEGER
!>           Last index of the submatrix of L D L**T.
!> 
[in]LAMBDA
!>          LAMBDA is REAL
!>           The shift. In order to compute an accurate eigenvector,
!>           LAMBDA should be a good approximation to an eigenvalue
!>           of L D L**T.
!> 
[in]L
!>          L is REAL array, dimension (N-1)
!>           The (n-1) subdiagonal elements of the unit bidiagonal matrix
!>           L, in elements 1 to N-1.
!> 
[in]D
!>          D is REAL array, dimension (N)
!>           The n diagonal elements of the diagonal matrix D.
!> 
[in]LD
!>          LD is REAL array, dimension (N-1)
!>           The n-1 elements L(i)*D(i).
!> 
[in]LLD
!>          LLD is REAL array, dimension (N-1)
!>           The n-1 elements L(i)*L(i)*D(i).
!> 
[in]PIVMIN
!>          PIVMIN is REAL
!>           The minimum pivot in the Sturm sequence.
!> 
[in]GAPTOL
!>          GAPTOL is REAL
!>           Tolerance that indicates when eigenvector entries are negligible
!>           w.r.t. their contribution to the residual.
!> 
[in,out]Z
!>          Z is REAL array, dimension (N)
!>           On input, all entries of Z must be set to 0.
!>           On output, Z contains the (scaled) r-th column of the
!>           inverse. The scaling is such that Z(R) equals 1.
!> 
[in]WANTNC
!>          WANTNC is LOGICAL
!>           Specifies whether NEGCNT has to be computed.
!> 
[out]NEGCNT
!>          NEGCNT is INTEGER
!>           If WANTNC is .TRUE. then NEGCNT = the number of pivots < pivmin
!>           in the  matrix factorization L D L**T, and NEGCNT = -1 otherwise.
!> 
[out]ZTZ
!>          ZTZ is REAL
!>           The square of the 2-norm of Z.
!> 
[out]MINGMA
!>          MINGMA is REAL
!>           The reciprocal of the largest (in magnitude) diagonal
!>           element of the inverse of L D L**T - sigma I.
!> 
[in,out]R
!>          R is INTEGER
!>           The twist index for the twisted factorization used to
!>           compute Z.
!>           On input, 0 <= R <= N. If R is input as 0, R is set to
!>           the index where (L D L**T - sigma I)^{-1} is largest
!>           in magnitude. If 1 <= R <= N, R is unchanged.
!>           On output, R contains the twist index used to compute Z.
!>           Ideally, R designates the position of the maximum entry in the
!>           eigenvector.
!> 
[out]ISUPPZ
!>          ISUPPZ is INTEGER array, dimension (2)
!>           The support of the vector in Z, i.e., the vector Z is
!>           nonzero only in elements ISUPPZ(1) through ISUPPZ( 2 ).
!> 
[out]NRMINV
!>          NRMINV is REAL
!>           NRMINV = 1/SQRT( ZTZ )
!> 
[out]RESID
!>          RESID is REAL
!>           The residual of the FP vector.
!>           RESID = ABS( MINGMA )/SQRT( ZTZ )
!> 
[out]RQCORR
!>          RQCORR is REAL
!>           The Rayleigh Quotient correction to LAMBDA.
!>           RQCORR = MINGMA*TMP
!> 
[out]WORK
!>          WORK is REAL array, dimension (4*N)
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
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