NAME
dlaed4 - subroutine computes the I-th updated eigenvalue of
a symmetric rank-one modification to a diagonal matrix whose
elements are given in the array d, and that D(i) < D(j)
for i < j and that RHO > 0
SYNOPSIS
SUBROUTINE DLAED4( N, I, D, Z, DELTA, RHO, DLAM, INFO )
INTEGER I, INFO, N
DOUBLE PRECISION DLAM, RHO
DOUBLE PRECISION D( * ), DELTA( * ), Z( * )
#include <sunperf.h>
void dlaed4(int n, int i, double *d, double *dz, double
*delta, double drho, double *dlam, int *info) ;
PURPOSE
This subroutine computes the I-th updated eigenvalue of a
symmetric rank-one modification to a diagonal matrix whose
elements are given in the array d, and that no loss in gen-
erality. The rank-one modified system is thus
diag( D ) + RHO * Z * Z_transpose.
where we assume the Euclidean norm of Z is 1.
The method consists of approximating the rational functions
in the secular equation by simpler interpolating rational
functions.
ARGUMENTS
N (input) INTEGER
The length of all arrays.
I (input) INTEGER
The index of the eigenvalue to be computed. 1 <=
I <= N.
D (input) DOUBLE PRECISION array, dimension (N)
The original eigenvalues. It is assumed that they
are in order, D(I) < D(J) for I < J.
Z (input) DOUBLE PRECISION array, dimension (N)
The components of the updating vector.
DELTA (output) DOUBLE PRECISION array, dimension (N)
If N .ne. 1, DELTA contains (D(j) - lambda_I) in
its j-th component. If N = 1, then DELTA(1) = 1.
The vector DELTA contains the information neces-
sary 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 eigen-
value.
INFO (output) INTEGER
= 0: successful exit
> 0: if INFO = 1, the updating process failed.
PARAMETERS
Logical variable ORGATI (origin-at-i?) is used for distin-
guishing whether D(i) or D(i+1) is treated as the origin.
ORGATI = .true. origin at i ORGATI = .false. origin at
i+1
Logical variable SWTCH3 (switch-for-3-poles?) is for noting
if we are working with THREE poles!
MAXIT is the maximum number of iterations allowed for each
eigenvalue.
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