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dlaed7.f(3) LAPACK dlaed7.f(3)
NAME
dlaed7.f -
SYNOPSIS
Functions/Subroutines
subroutine dlaed7 (ICOMPQ, N, QSIZ, TLVLS, CURLVL, CURPBM, D, Q, LDQ,
INDXQ, RHO, CUTPNT, QSTORE, QPTR, PRMPTR, PERM, GIVPTR, GIVCOL,
GIVNUM, WORK, IWORK, INFO)
DLAED7 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 dlaed7 (integerICOMPQ, integerN, integerQSIZ, integerTLVLS,
integerCURLVL, integerCURPBM, double precision, dimension( * )D, double
precision, dimension( ldq, * )Q, integerLDQ, integer, dimension( *
)INDXQ, double precisionRHO, integerCUTPNT, double precision,
dimension( * )QSTORE, integer, dimension( * )QPTR, integer, dimension(
* )PRMPTR, integer, dimension( * )PERM, integer, dimension( * )GIVPTR,
integer, dimension( 2, * )GIVCOL, double precision, dimension( 2, *
)GIVNUM, double precision, dimension( * )WORK, integer, dimension( *
)IWORK, integerINFO)
DLAED7 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:
DLAED7 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. DLAED1 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 DLAED8.
The second stage consists of calculating the updated
eigenvalues. This is done by finding the roots of the secular
equation via the routine DLAED4 (as called by DLAED9).
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 DOUBLE PRECISION array, dimension (N)
On entry, the eigenvalues of the rank-1-perturbed matrix.
On exit, the eigenvalues of the repaired matrix.
Q
Q is DOUBLE PRECISION 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 DOUBLE PRECISION
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 DOUBLE PRECISION 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 DOUBLE PRECISION array, dimension (2, N lg N)
Each number indicates the S value to be used in the
corresponding Givens rotation.
WORK
WORK is DOUBLE PRECISION 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 dlaed7.f.
Author
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Version 3.4.2 Sat Nov 16 2013 dlaed7.f(3)