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slar1v.f(3) LAPACK slar1v.f(3)

NAME

slar1v.f -

SYNOPSIS

Functions/Subroutines


subroutine slar1v (N, B1, BN, LAMBDA, D, L, LD, LLD, PIVMIN, GAPTOL, Z, WANTNC, NEGCNT, ZTZ, MINGMA, R, ISUPPZ, NRMINV, RESID, RQCORR, 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.

Function/Subroutine Documentation

subroutine slar1v (integerN, integerB1, integerBN, realLAMBDA, real, dimension( * )D, real, dimension( * )L, real, dimension( * )LD, real, dimension( * )LLD, realPIVMIN, realGAPTOL, real, dimension( * )Z, logicalWANTNC, integerNEGCNT, realZTZ, realMINGMA, integerR, integer, dimension( * )ISUPPZ, realNRMINV, realRESID, realRQCORR, 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.

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:

N


N is INTEGER
The order of the matrix L D L**T.

B1


B1 is INTEGER
First index of the submatrix of L D L**T.

BN


BN is INTEGER
Last index of the submatrix of L D L**T.

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.

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.

D


D is REAL array, dimension (N)
The n diagonal elements of the diagonal matrix D.

LD


LD is REAL array, dimension (N-1)
The n-1 elements L(i)*D(i).

LLD


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

PIVMIN


PIVMIN is REAL
The minimum pivot in the Sturm sequence.

GAPTOL


GAPTOL is REAL
Tolerance that indicates when eigenvector entries are negligible
w.r.t. their contribution to the residual.

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.

WANTNC


WANTNC is LOGICAL
Specifies whether NEGCNT has to be computed.

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.

ZTZ


ZTZ is REAL
The square of the 2-norm of Z.

MINGMA


MINGMA is REAL
The reciprocal of the largest (in magnitude) diagonal
element of the inverse of L D L**T - sigma I.

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.

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 ).

NRMINV


NRMINV is REAL
NRMINV = 1/SQRT( ZTZ )

RESID


RESID is REAL
The residual of the FP vector.
RESID = ABS( MINGMA )/SQRT( ZTZ )

RQCORR


RQCORR is REAL
The Rayleigh Quotient correction to LAMBDA.
RQCORR = MINGMA*TMP

WORK


WORK is REAL array, dimension (4*N)

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 229 of file slar1v.f.

Author

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Tue Sep 25 2012 Version 3.4.2