ddisna (l) - Linux Manuals

ddisna: computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general m-by-n matrix

NAME

DDISNA - computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general m-by-n matrix

SYNOPSIS

SUBROUTINE DDISNA(

JOB, M, N, D, SEP, INFO )

    

CHARACTER JOB

    

INTEGER INFO, M, N

    

DOUBLE PRECISION D( * ), SEP( * )

PURPOSE

DDISNA computes the reciprocal condition numbers for the eigenvectors of a real symmetric or complex Hermitian matrix or for the left or right singular vectors of a general m-by-n matrix. The reciprocal condition number is the aqgapaq between the corresponding eigenvalue or singular value and the nearest other one.
The bound on the error, measured by angle in radians, in the I-th computed vector is given by

 DLAMCH( aqEaq ) * ( ANORM / SEP( I ) )
where ANORM = 2-norm(A) = max( abs( D(j) ) ). SEP(I) is not allowed to be smaller than DLAMCH( aqEaq )*ANORM in order to limit the size of the error bound.
DDISNA may also be used to compute error bounds for eigenvectors of the generalized symmetric definite eigenproblem.

ARGUMENTS

JOB (input) CHARACTER*1

Specifies for which problem the reciprocal condition numbers should be computed:
= aqEaq: the eigenvectors of a symmetric/Hermitian matrix;
= aqLaq: the left singular vectors of a general matrix;
= aqRaq: the right singular vectors of a general matrix.

M (input) INTEGER

The number of rows of the matrix. M >= 0.

N (input) INTEGER

If JOB = aqLaq or aqRaq, the number of columns of the matrix, in which case N >= 0. Ignored if JOB = aqEaq.

D (input) DOUBLE PRECISION array, dimension (M) if JOB = aqEaq

dimension (min(M,N)) if JOB = aqLaq or aqRaq The eigenvalues (if JOB = aqEaq) or singular values (if JOB = aqLaq or aqRaq) of the matrix, in either increasing or decreasing order. If singular values, they must be non-negative.

SEP (output) DOUBLE PRECISION array, dimension (M) if JOB = aqEaq

dimension (min(M,N)) if JOB = aqLaq or aqRaq The reciprocal condition numbers of the vectors.

INFO (output) INTEGER

= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.