NAME
zlaic1 - apply 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 )
#include <sunperf.h>
void zlaic1(int job, int j, doublecomplex *zx, double sest,
doublecomplex *w, doublecomplex *gamma, double
*sestpr, doublecomplex *s, doublecomplex *c) ;
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.
SEDTPR (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.
|
Закладки на сайте Проследить за страницей |
Created 1996-2025 by Maxim Chirkov Добавить, Поддержать, Вебмастеру |