subroutine dlarrf (N, D, L, LD, CLSTRT, CLEND, W, WGAP, WERR, SPDIAM, CLGAPL, CLGAPR, PIVMIN, SIGMA, DPLUS, LPLUS, WORK, INFO)
DLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated.
DLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated.
Purpose:
Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), DLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated.
Parameters:
N is INTEGER
The order of the matrix (subblock, if the matrix split).
D
D is DOUBLE PRECISION array, dimension (N)
The N diagonal elements of the diagonal matrix D.
L
L is DOUBLE PRECISION array, dimension (N-1)
The (N-1) subdiagonal elements of the unit bidiagonal
matrix L.
LD
LD is DOUBLE PRECISION array, dimension (N-1)
The (N-1) elements L(i)*D(i).
CLSTRT
CLSTRT is INTEGER
The index of the first eigenvalue in the cluster.
CLEND
CLEND is INTEGER
The index of the last eigenvalue in the cluster.
W
W is DOUBLE PRECISION array, dimension
dimension is >= (CLEND-CLSTRT+1)
The eigenvalue APPROXIMATIONS of L D L^T in ascending order.
W( CLSTRT ) through W( CLEND ) form the cluster of relatively
close eigenalues.
WGAP
WGAP is DOUBLE PRECISION array, dimension
dimension is >= (CLEND-CLSTRT+1)
The separation from the right neighbor eigenvalue in W.
WERR
WERR is DOUBLE PRECISION array, dimension
dimension is >= (CLEND-CLSTRT+1)
WERR contain the semiwidth of the uncertainty
interval of the corresponding eigenvalue APPROXIMATION in W
SPDIAM
SPDIAM is DOUBLE PRECISION
estimate of the spectral diameter obtained from the
Gerschgorin intervals
CLGAPL
CLGAPL is DOUBLE PRECISION
CLGAPR
CLGAPR is DOUBLE PRECISION
absolute gap on each end of the cluster.
Set by the calling routine to protect against shifts too close
to eigenvalues outside the cluster.
PIVMIN
PIVMIN is DOUBLE PRECISION
The minimum pivot allowed in the Sturm sequence.
SIGMA
SIGMA is DOUBLE PRECISION
The shift used to form L(+) D(+) L(+)^T.
DPLUS
DPLUS is DOUBLE PRECISION array, dimension (N)
The N diagonal elements of the diagonal matrix D(+).
LPLUS
LPLUS is DOUBLE PRECISION array, dimension (N-1)
The first (N-1) elements of LPLUS contain the subdiagonal
elements of the unit bidiagonal matrix L(+).
WORK
WORK is DOUBLE PRECISION array, dimension (2*N)
Workspace.
INFO
INFO is INTEGER
Signals processing OK (=0) or failure (=1)
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
Definition at line 195 of file dlarrf.f.
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