DLAIC1(3)
okay so this is DLAIC1(3) from the Library Functions Manual, and the source path folded in near the top is /home/abui...RC/dlaic1.f(3) π. Yes bestie, weβre doing incremental condition estimation and itβs lowkey iconic.
π NAME π
/home/abui...RC/dlaic1.f(3) β thatβs the file path, and this page is all about DLAIC1.
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine DLAIC1 (job, j, x, sest, w, gamma, sestpr, s, c)
DLAIC1 applies one step of incremental condition estimation.
π¦ Function/Subroutine Documentation π¦
subroutine DLAIC1 (integer job, integer j, double precision, dimension( j ) x, double precision sest, double precision, dimension( j ) w, double precision gamma, double precision sestpr, double precision s, double precision c)
DLAIC1 applies one step of incremental condition estimation.
π Purpose π
Okay so hereβs the whole cute math situation. DLAIC1 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 DLAIC1 computes sestpr, s, c such that the vector
[ s*x ]
xhat = [ c ]
is an approximate singular vector of
[ L 0 ]
Lhat = [ w**T 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]**T and sestpr**2 is an eigenpair of the system
diag(sest*sest, 0) + [alpha gamma] * [ alpha ]
[ gamma ]
where alpha = x**T*w.
πΈ Parameters πΈ
JOBβJOB is INTEGER. Vibe check:= 1means an estimate for the largest singular value is computed.= 2means an estimate for the smallest singular value is computed.JβJ is INTEGER; length ofXandW.XβX is DOUBLE PRECISION array, dimension (J); the j-vectorx.SESTβSEST is DOUBLE PRECISION; estimated singular value of j by j matrixL.WβW is DOUBLE PRECISION array, dimension (J); the j-vectorw.GAMMAβGAMMA is DOUBLE PRECISION; the diagonal elementgamma.SESTPRβSESTPR is DOUBLE PRECISION; estimated singular value of (j+1) by (j+1) matrixLhat.SβS is DOUBLE PRECISION; sine needed in formingxhat.CβC is DOUBLE PRECISION; cosine needed in formingxhat.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 133 of file dlaic1.f.
π Author π
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