SRC/dlaic1.f(3)
π SRC/dlaic1.f β Library Functions Manual π
okay bestie, welcome to the SRC/dlaic1.f(3) page from the Library Functions Manual π
this is the DLAIC1 lore, and yes it's giving linear algebra main character energy.
β¨ NAME β¨
SRC/dlaic1.f β that's the file, bestie. no cap.
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine dlaic1 (job, j, x, sest, w, gamma, sestpr, s, c)β DLAIC1 applies one step of incremental condition estimation. slay.
π«Ά FUNCTION/SUBROUTINE DOCUMENTATION π«Ά
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. That's the whole vibe.
π§ Purpose π§
Okay so picture this: DLAIC1 applies one step of incremental condition estimation in its simplest version. (yes, simplest β iconic behavior.)
Let x, twonorm(x) = 1, be an approximate singular vector of a j-by-j lower triangular matrix L, such that
twonorm(L*x) = sest
Then DLAIC1 computes sestpr, s, and 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. (yes, JOB is the switch, we'll get to it.)
Also 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.
π Parameters π
JOBβINTEGER.= 1: an estimate for the largest singular value is computed.= 2: an estimate for the smallest singular value is computed.JβINTEGER. Length ofXandW.XβDOUBLE PRECISION array, dimension (J). Thej-vectorx.SESTβDOUBLE PRECISION. Estimated singular value ofjbyjmatrixL.WβDOUBLE PRECISION array, dimension (J). Thej-vectorw.GAMMAβDOUBLE PRECISION. The diagonal elementgamma.SESTPRβDOUBLE PRECISION. Estimated singular value of(j+1)by(j+1)matrixLhat.SβDOUBLE PRECISION. Sine needed in formingxhat.CβDOUBLE 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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