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claic1.f File Reference

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Functions/Subroutines

subroutine claic1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
 CLAIC1 applies one step of incremental condition estimation. More...
 

Function/Subroutine Documentation

subroutine claic1 ( integer  JOB,
integer  J,
complex, dimension( j X,
real  SEST,
complex, dimension( j W,
complex  GAMMA,
real  SESTPR,
complex  S,
complex  C 
)

CLAIC1 applies one step of incremental condition estimation.

Download CLAIC1 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
 CLAIC1 applies one step of incremental condition estimation in
 its simplest version:

 Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j
 lower triangular matrix L, such that
          twonorm(L*x) = sest
 Then CLAIC1 computes sestpr, s, c such that
 the vector
                 [ s*x ]
          xhat = [  c  ]
 is an approximate singular vector of
                 [ L      0  ]
          Lhat = [ w**H gamma ]
 in the sense that
          twonorm(Lhat*xhat) = sestpr.

 Depending on JOB, an estimate for the largest or smallest singular
 value is computed.

 Note that [s c]**H and sestpr**2 is an eigenpair of the system

     diag(sest*sest, 0) + [alpha  gamma] * [ conjg(alpha) ]
                                           [ conjg(gamma) ]

 where  alpha =  x**H*w.
Parameters
[in]JOB
          JOB is INTEGER
          = 1: an estimate for the largest singular value is computed.
          = 2: an estimate for the smallest singular value is computed.
[in]J
          J is INTEGER
          Length of X and W
[in]X
          X is COMPLEX array, dimension (J)
          The j-vector x.
[in]SEST
          SEST is REAL
          Estimated singular value of j by j matrix L
[in]W
          W is COMPLEX array, dimension (J)
          The j-vector w.
[in]GAMMA
          GAMMA is COMPLEX
          The diagonal element gamma.
[out]SESTPR
          SESTPR is REAL
          Estimated singular value of (j+1) by (j+1) matrix Lhat.
[out]S
          S is COMPLEX
          Sine needed in forming xhat.
[out]C
          C is COMPLEX
          Cosine needed in forming xhat.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date
September 2012

Definition at line 136 of file claic1.f.

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