larrk(3)
π larrk(3) β Library Functions Manual π
okay bestie, welcome to larrk(3) from the Library Functions Manual β it's giving βtiny LAPACK helper page that is actually carrying the eigenvalue accuracy lore.β no cap. β¨
πΈ NAME πΈ
larrk β larrk: step in stemr, compute one eigval
π SYNOPSIS π
Functions
dlarrkβsubroutine dlarrk (integer n, integer iw, double precision gl, double precision gu, double precision, dimension( * ) d, double precision, dimension( * ) e2, double precision pivmin, double precision reltol, double precision w, double precision werr, integer info)β DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.slarrkβsubroutine slarrk (integer n, integer iw, real gl, real gu, real, dimension( * ) d, real, dimension( * ) e2, real pivmin, real reltol, real w, real werr, integer info)β SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.
β¨ Detailed Description β¨
okay so the detailed description is literally this: the page documents two Fortran subroutines, dlarrk and slarrk, and their full deets are right below. π
π₯ Function Documentation π₯
subroutine dlarrk
subroutine dlarrk (integer n, integer iw, double precision gl, double precision gu, double precision, dimension( * ) d, double precision, dimension( * ) e2, double precision pivmin, double precision reltol, double precision w, double precision werr, integer info)
DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. π¦
Purpose
DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR.
To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that.
See W. Kahan , Report CS41, Computer Science Dept., Stanford University, July 21, 1966.
Parameters
NβNisINTEGER. The order of the tridiagonal matrixT.N >= 0.IWβIWisINTEGER. The index of the eigenvalues to be returned.GLβGLisDOUBLE PRECISION. That is all it says here, bestie.GUβGUisDOUBLE PRECISION. An upper and a lower bound on the eigenvalue.DβDisDOUBLE PRECISION array, dimension (N). Thendiagonal elements of the tridiagonal matrixT.E2βE2isDOUBLE PRECISION array, dimension (N-1). The(n-1)squared off-diagonal elements of the tridiagonal matrixT.PIVMINβPIVMINisDOUBLE PRECISION. The minimum pivot allowed in the Sturm sequence forT.RELTOLβRELTOLisDOUBLE PRECISION. The minimum relative width of an interval. When an interval is narrower thanRELTOLtimes the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at leastradix*machine epsilon.WβWisDOUBLE PRECISION. No extra description on this line.WERRβWERRisDOUBLE PRECISION. The error bound on the corresponding eigenvalue approximation inW.INFOβINFOisINTEGER.= 0: Eigenvalue converged= -1: Eigenvalue did NOT converge
Internal Parameters
FUDGEβDOUBLE PRECISION, default= 2. The source description is literallyA to widen the Gershgorin intervals.(yes, double space and all, bestie).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 143 of file dlarrk.f.
subroutine slarrk
subroutine slarrk (integer n, integer iw, real gl, real gu, real, dimension( * ) d, real, dimension( * ) e2, real pivmin, real reltol, real w, real werr, integer info)
SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. πΈ
Purpose
SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR.
To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that.
See W. Kahan , Report CS41, Computer Science Dept., Stanford University, July 21, 1966.
Parameters
NβNisINTEGER. The order of the tridiagonal matrixT.N >= 0.IWβIWisINTEGER. The index of the eigenvalues to be returned.GLβGLisREAL. That is all it says here, bestie.GUβGUisREAL. An upper and a lower bound on the eigenvalue.DβDisREAL array, dimension (N). Thendiagonal elements of the tridiagonal matrixT.E2βE2isREAL array, dimension (N-1). The(n-1)squared off-diagonal elements of the tridiagonal matrixT.PIVMINβPIVMINisREAL. The minimum pivot allowed in the Sturm sequence forT.RELTOLβRELTOLisREAL. The minimum relative width of an interval. When an interval is narrower thanRELTOLtimes the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at leastradix*machine epsilon.WβWisREAL. No extra description on this line.WERRβWERRisREAL. The error bound on the corresponding eigenvalue approximation inW.INFOβINFOisINTEGER.= 0: Eigenvalue converged= -1: Eigenvalue did NOT converge
Internal Parameters
FUDGEβREAL, default= 2. The source description is literallyA to widen the Gershgorin intervals.(yes, double space and all, bestie).
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 143 of file slarrk.f.
π Author π
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