SRC/dlaic1.f(3)

🌈 SRC/dlaic1.f β€” Library Functions Manual 🌈

okay bestie, welcome to the SRC/dlaic1.f(3) page from the Library Functions Manual πŸ’… this is the DLAIC1 lore, and yes it's giving linear algebra main character energy.

✨ NAME ✨

SRC/dlaic1.f β€” that's the file, bestie. no cap.

🌸 SYNOPSIS 🌸

Functions/Subroutines

  • subroutine dlaic1 (job, j, x, sest, w, gamma, sestpr, s, c) β€” DLAIC1 applies one step of incremental condition estimation. slay.

🫢 FUNCTION/SUBROUTINE DOCUMENTATION 🫢

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.

🧚 Purpose 🧚

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.

πŸ’– Parameters πŸ’–

  • JOB β€” INTEGER. = 1: an estimate for the largest singular value is computed. = 2: an estimate for the smallest singular value is computed.
  • J β€” INTEGER. Length of X and W.
  • X β€” DOUBLE PRECISION array, dimension (J). The j-vector x.
  • SEST β€” DOUBLE PRECISION. Estimated singular value of j by j matrix L.
  • W β€” DOUBLE PRECISION array, dimension (J). The j-vector w.
  • GAMMA β€” DOUBLE PRECISION. The diagonal element gamma.
  • SESTPR β€” DOUBLE PRECISION. Estimated singular value of (j+1) by (j+1) matrix Lhat.
  • S β€” DOUBLE PRECISION. Sine needed in forming xhat.
  • C β€” DOUBLE PRECISION. Cosine needed in forming xhat.

πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Definition at line 133 of file dlaic1.f.

πŸŽ€ Author πŸŽ€

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