NAME¶

ZLAIC1 - applies 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.