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dlarrb(l) [redhat man page]

DLARRB(l)								 )								 DLARRB(l)

NAME
DLARRB - the relatively robust representation(RRR) L D L^T, DLARRB does ``limited'' bisection to locate the eigenvalues of L D L^T, SYNOPSIS
SUBROUTINE DLARRB( N, D, L, LD, LLD, IFIRST, ILAST, SIGMA, RELTOL, W, WGAP, WERR, WORK, IWORK, INFO ) INTEGER IFIRST, ILAST, INFO, N DOUBLE PRECISION RELTOL, SIGMA INTEGER IWORK( * ) DOUBLE PRECISION D( * ), L( * ), LD( * ), LLD( * ), W( * ), WERR( * ), WGAP( * ), WORK( * ) PURPOSE
Given the relatively robust representation(RRR) L D L^T, DLARRB does ``limited'' bisection to locate the eigenvalues of L D L^T, W( IFIRST ) thru' W( ILAST ), to more accuracy. Intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. ARGUMENTS
N (input) INTEGER The order of the matrix. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D. L (input) DOUBLE PRECISION array, dimension (N-1) The n-1 subdiagonal elements of the unit bidiagonal matrix L. LD (input) DOUBLE PRECISION array, dimension (N-1) The n-1 elements L(i)*D(i). LLD (input) DOUBLE PRECISION array, dimension (N-1) The n-1 elements L(i)*L(i)*D(i). IFIRST (input) INTEGER The index of the first eigenvalue in the cluster. ILAST (input) INTEGER The index of the last eigenvalue in the cluster. SIGMA (input) DOUBLE PRECISION The shift used to form L D L^T (see DLARRF). RELTOL (input) DOUBLE PRECISION The relative tolerance. W (input/output) DOUBLE PRECISION array, dimension (N) On input, W( IFIRST ) thru' W( ILAST ) are estimates of the corresponding eigenvalues of L D L^T. On output, these estimates are ``refined''. WGAP (input/output) DOUBLE PRECISION array, dimension (N) The gaps between the eigenvalues of L D L^T. Very small gaps are changed on output. WERR (input/output) DOUBLE PRECISION array, dimension (N) On input, WERR( IFIRST ) thru' WERR( ILAST ) are the errors in the estimates W( IFIRST ) thru' W( ILAST ). On output, these are the ``refined'' errors. WORK (input) DOUBLE PRECISION array, dimension (???) Workspace. IWORK (input) INTEGER array, dimension (2*N) Workspace. INFO (output) INTEGER Error flag. FURTHER DETAILS
Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA LAPACK version 3.0 15 June 2000 DLARRB(l)

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DLARRF(l)								 )								 DLARRF(l)

NAME
DLARRF - the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( IFIRST ), W( IFIRST+1 ), .. SYNOPSIS
SUBROUTINE DLARRF( N, D, L, LD, LLD, IFIRST, ILAST, W, DPLUS, LPLUS, WORK, IWORK, INFO ) INTEGER IFIRST, ILAST, INFO, N INTEGER IWORK( * ) DOUBLE PRECISION D( * ), DPLUS( * ), L( * ), LD( * ), LLD( * ), LPLUS( * ), W( * ), WORK( * ) PURPOSE
Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( IFIRST ), W( IFIRST+1 ), ... W( ILAST ), DLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated. ARGUMENTS
N (input) INTEGER The order of the matrix. D (input) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D. L (input) DOUBLE PRECISION array, dimension (N-1) The (n-1) subdiagonal elements of the unit bidiagonal matrix L. LD (input) DOUBLE PRECISION array, dimension (N-1) The n-1 elements L(i)*D(i). LLD (input) DOUBLE PRECISION array, dimension (N-1) The n-1 elements L(i)*L(i)*D(i). IFIRST (input) INTEGER The index of the first eigenvalue in the cluster. ILAST (input) INTEGER The index of the last eigenvalue in the cluster. W (input/output) DOUBLE PRECISION array, dimension (N) On input, the eigenvalues of L D L^T in ascending order. W( IFIRST ) through W( ILAST ) form the cluster of relatively close eige- nalues. On output, W( IFIRST ) thru' W( ILAST ) are estimates of the corresponding eigenvalues of L(+) D(+) L(+)^T. SIGMA (input) DOUBLE PRECISION The shift used to form L(+) D(+) L(+)^T. DPLUS (output) DOUBLE PRECISION array, dimension (N) The n diagonal elements of the diagonal matrix D(+). LPLUS (output) DOUBLE PRECISION array, dimension (N) The first (n-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+). LPLUS( N ) is set to SIGMA. WORK (input) DOUBLE PRECISION array, dimension (???) Workspace. FURTHER DETAILS
Based on contributions by Inderjit Dhillon, IBM Almaden, USA Osni Marques, LBNL/NERSC, USA LAPACK version 3.0 15 June 2000 DLARRF(l)
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