SRC/slarrb.f(3)
β¨ NAME β¨
SRC/slarrb.f β okay bestie, that's the page name, and it's from the LAPACK Library Functions Manual. This one is all about SLARRB, the limited-bisection eigenvalue-refinement icon. π
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine slarrb (n, d, lld, ifirst, ilast, rtol1, rtol2, offset, w,
wgap, werr, work, iwork, pivmin, spdiam, twist, info)
SLARRB provides limited bisection to locate eigenvalues for more
accuracy.
π§ Function/Subroutine Documentation π§
π subroutine slarrb π
subroutine slarrb (integer n, real, dimension( * ) d, real, dimension( * )
lld, integer ifirst, integer ilast, real rtol1, real rtol2, integer
offset, real, dimension( * ) w, real, dimension( * ) wgap, real,
dimension( * ) werr, real, dimension( * ) work, integer, dimension( * )
iwork, real pivmin, real spdiam, integer twist, integer info)
SLARRB provides limited bisection to locate eigenvalues for more
accuracy.
π― Purpose:
Given the relatively robust representation(RRR) L D L^T, SLARRB does bisection to refine the eigenvalues of L D L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W; the corresponding estimate of the error in these guesses and their gaps are input in WERR and WGAP, respectively. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively.
π§Έ Parameters
NβNisINTEGER. The order of the matrix.DβDisREAL array, dimension (N). TheNdiagonal elements of the diagonal matrixD.LLDβLLDisREAL array, dimension (N-1). The(N-1)elementsL(i)*L(i)*D(i).IFIRSTβIFIRSTisINTEGER. The index of the first eigenvalue to be computed.ILASTβILASTisINTEGER. The index of the last eigenvalue to be computed.RTOL1βRTOL1isREAL.RTOL2βRTOL2isREAL. Tolerance for the convergence of the bisection intervals. An interval[LEFT,RIGHT]has converged ifRIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )whereGAPis the (estimated) distance to the nearest eigenvalue.OFFSETβOFFSETisINTEGER. Offset for the arraysW,WGAPandWERR, i.e., theIFIRST-OFFSETthroughILAST-OFFSETelements of these arrays are to be used.WβWisREAL array, dimension (N). On input,W( IFIRST-OFFSET )throughW( ILAST-OFFSET )are estimates of the eigenvalues ofL D L^TindexedIFIRSTthroughILAST. On output, these estimates are refined.WGAPβWGAPisREAL array, dimension (N-1). On input, the (estimated) gaps between consecutive eigenvalues ofL D L^T, i.e.,WGAP(I-OFFSET)is the gap between eigenvaluesIandI+1. Note that ifIFIRST = ILASTthenWGAP(IFIRST-OFFSET)must be set toZERO. On output, these gaps are refined.WERRβWERRisREAL array, dimension (N). On input,WERR( IFIRST-OFFSET )throughWERR( ILAST-OFFSET )are the errors in the estimates of the corresponding elements inW. On output, these errors are refined.WORKβWORKisREAL array, dimension (2*N). Workspace.IWORKβIWORKisINTEGER array, dimension (2*N). Workspace.PIVMINβPIVMINisREAL. The minimum pivot in the Sturm sequence.SPDIAMβSPDIAMisREAL. The spectral diameter of the matrix.TWISTβTWISTisINTEGER. The twist index for the twisted factorization that is used for the negcount.TWIST = N: Compute negcount fromL D L^T - LAMBDA I = L+ D+ L+^T.TWIST = 1: Compute negcount fromL D L^T - LAMBDA I = U- D- U-^T.TWIST = R: Compute negcount fromL D L^T - LAMBDA I = N(r) D(r) N(r).INFOβINFOisINTEGER. Error flag.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π 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 193 of file slarrb.f.
π Author π
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