slaed7.f (3) - Linux Manuals

NAME

slaed7.f -

SYNOPSIS

Functions/Subroutines

subroutine slaed7 (ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q, LDQ, INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR, PERM, GIVPTR, GIVCOL, GIVNUM, WORK, IWORK, INFO)
SLAED7 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.

Function/Subroutine Documentation

subroutine slaed7 (integerICOMPQ, integerN, integerQSIZ, integerTLVLS, integerCURLVL, integerCURPBM, real, dimension( * )D, real, dimension( ldq, * )Q, integerLDQ, integer, dimension( * )INDXQ, realRHO, integerCUTPNT, real, dimension( * )QSTORE, integer, dimension( * )QPTR, integer, dimension( * )PRMPTR, integer, dimension( * )PERM, integer, dimension( * )GIVPTR, integer, dimension( 2, * )GIVCOL, real, dimension( 2, * )GIVNUM, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

SLAED7 used by sstedc. Computes the updated eigensystem of a diagonal matrix after modification by a rank-one symmetric matrix. Used when the original matrix is dense.

Purpose:

 SLAED7 computes the updated eigensystem of a diagonal
 matrix after modification by a rank-one symmetric matrix. This
 routine is used only for the eigenproblem which requires all
 eigenvalues and optionally eigenvectors of a dense symmetric matrix
 that has been reduced to tridiagonal form.  SLAED1 handles
 the case in which all eigenvalues and eigenvectors of a symmetric
 tridiagonal matrix are desired.

   T = Q(in) ( D(in) + RHO * Z*Z**T ) Q**T(in) = Q(out) * D(out) * Q**T(out)

    where Z = Q**Tu, u is a vector of length N with ones in the
    CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.

    The eigenvectors of the original matrix are stored in Q, and the
    eigenvalues are in D.  The algorithm consists of three stages:

       The first stage consists of deflating the size of the problem
       when there are multiple eigenvalues or if there is a zero in
       the Z vector.  For each such occurence the dimension of the
       secular equation problem is reduced by one.  This stage is
       performed by the routine SLAED8.

       The second stage consists of calculating the updated
       eigenvalues. This is done by finding the roots of the secular
       equation via the routine SLAED4 (as called by SLAED9).
       This routine also calculates the eigenvectors of the current
       problem.

       The final stage consists of computing the updated eigenvectors
       directly using the updated eigenvalues.  The eigenvectors for
       the current problem are multiplied with the eigenvectors from
       the overall problem.

 

Parameters:

ICOMPQ

          ICOMPQ is INTEGER
          = 0:  Compute eigenvalues only.
          = 1:  Compute eigenvectors of original dense symmetric matrix
                also.  On entry, Q contains the orthogonal matrix used
                to reduce the original matrix to tridiagonal form.

N

          N is INTEGER
         The dimension of the symmetric tridiagonal matrix.  N >= 0.

QSIZ

          QSIZ is INTEGER
         The dimension of the orthogonal matrix used to reduce
         the full matrix to tridiagonal form.  QSIZ >= N if ICOMPQ = 1.

TLVLS

          TLVLS is INTEGER
         The total number of merging levels in the overall divide and
         conquer tree.

CURLVL

          CURLVL is INTEGER
         The current level in the overall merge routine,
         0 <= CURLVL <= TLVLS.

CURPBM

          CURPBM is INTEGER
         The current problem in the current level in the overall
         merge routine (counting from upper left to lower right).

D

          D is REAL array, dimension (N)
         On entry, the eigenvalues of the rank-1-perturbed matrix.
         On exit, the eigenvalues of the repaired matrix.

Q

          Q is REAL array, dimension (LDQ, N)
         On entry, the eigenvectors of the rank-1-perturbed matrix.
         On exit, the eigenvectors of the repaired tridiagonal matrix.

LDQ

          LDQ is INTEGER
         The leading dimension of the array Q.  LDQ >= max(1,N).

INDXQ

          INDXQ is INTEGER array, dimension (N)
         The permutation which will reintegrate the subproblem just
         solved back into sorted order, i.e., D( INDXQ( I = 1, N ) )
         will be in ascending order.

RHO

          RHO is REAL
         The subdiagonal element used to create the rank-1
         modification.

CUTPNT

          CUTPNT is INTEGER
         Contains the location of the last eigenvalue in the leading
         sub-matrix.  min(1,N) <= CUTPNT <= N.

QSTORE

          QSTORE is REAL array, dimension (N**2+1)
         Stores eigenvectors of submatrices encountered during
         divide and conquer, packed together. QPTR points to
         beginning of the submatrices.

QPTR

          QPTR is INTEGER array, dimension (N+2)
         List of indices pointing to beginning of submatrices stored
         in QSTORE. The submatrices are numbered starting at the
         bottom left of the divide and conquer tree, from left to
         right and bottom to top.

PRMPTR

          PRMPTR is INTEGER array, dimension (N lg N)
         Contains a list of pointers which indicate where in PERM a
         level's permutation is stored.  PRMPTR(i+1) - PRMPTR(i)
         indicates the size of the permutation and also the size of
         the full, non-deflated problem.

PERM

          PERM is INTEGER array, dimension (N lg N)
         Contains the permutations (from deflation and sorting) to be
         applied to each eigenblock.

GIVPTR

          GIVPTR is INTEGER array, dimension (N lg N)
         Contains a list of pointers which indicate where in GIVCOL a
         level's Givens rotations are stored.  GIVPTR(i+1) - GIVPTR(i)
         indicates the number of Givens rotations.

GIVCOL

          GIVCOL is INTEGER array, dimension (2, N lg N)
         Each pair of numbers indicates a pair of columns to take place
         in a Givens rotation.

GIVNUM

          GIVNUM is REAL array, dimension (2, N lg N)
         Each number indicates the S value to be used in the
         corresponding Givens rotation.

WORK

          WORK is REAL array, dimension (3*N+2*QSIZ*N)

IWORK

          IWORK is INTEGER array, dimension (4*N)

INFO

          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  if INFO = 1, an eigenvalue did not converge

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

September 2012

Contributors:

Jeff Rutter, Computer Science Division, University of California at Berkeley, USA

Definition at line 258 of file slaed7.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.