larrf - Man Page

larrf: step in stemr, find relative robust representation (RRR)

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.
subroutine slarrf (n, d, l, ld, clstrt, clend, w, wgap, werr, spdiam, clgapl, clgapr, pivmin, sigma, dplus, lplus, work, info)
SLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated.

Detailed Description

Function Documentation

subroutine dlarrf (integer n, double precision, dimension( * ) d, double precision, dimension( * ) l, double precision, dimension( * ) ld, integer clstrt, integer clend, double precision, dimension( * ) w, double precision, dimension( * ) wgap, double precision, dimension( * ) werr, double precision spdiam, double precision clgapl, double precision clgapr, double precision pivmin, double precision sigma, double precision, dimension( * ) dplus, double precision, dimension( * ) lplus, double precision, dimension( * ) work, integer info)

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 is DOUBLE PRECISION array, dimension (N)
          The N diagonal elements of the diagonal matrix D.

          L is DOUBLE PRECISION array, dimension (N-1)
          The (N-1) subdiagonal elements of the unit bidiagonal
          matrix L.

          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 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 Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

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 189 of file dlarrf.f.

subroutine slarrf (integer n, real, dimension( * ) d, real, dimension( * ) l, real, dimension( * ) ld, integer clstrt, integer clend, real, dimension( * ) w, real, dimension( * ) wgap, real, dimension( * ) werr, real spdiam, real clgapl, real clgapr, real pivmin, real sigma, real, dimension( * ) dplus, real, dimension( * ) lplus, real, dimension( * ) work, integer info)

SLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated.