claic1.f File Reference

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Functions/Subroutines
subroutine	CLAIC1 (JOB, J, X, SEST, W, GAMMA, SESTPR, S, C)
	CLAIC1

---

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

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:

November 2011

Definition at line 136 of file claic1.f.

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