SRC/dlarrb.f(3)

NAME
SRC/dlarrb.f

SYNOPSIS

  Functions/Subroutines
subroutine dlarrb (n, d, lld, ifirst, ilast, rtol1, rtol2, offset, w, wgap, werr, work, iwork, pivmin, spdiam, twist, info)
DLARRB provides limited bisection to locate eigenvalues for more accuracy.

Function/Subroutine Documentation

  subroutine dlarrb (integer n, double precision, dimension( * ) d, double precision, dimension( * ) lld, integer ifirst, integer ilast, double precision rtol1, double precision rtol2, integer offset, double precision, dimension( * ) w, double precision, dimension( * ) wgap, double precision, dimension( * ) werr, double precision, dimension( * ) work, integer, dimension( * ) iwork, double precision pivmin, double precision spdiam, integer twist, integer info)

DLARRB provides limited bisection to locate eigenvalues for more accuracy.

Purpose:

    !>
    !> Given the relatively robust representation(RRR) L D L^T, DLARRB
    !> does  bisection to refine the eigenvalues of L D L^T,
    !> W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial
    !> guesses for these eigenvalues are input in W, the corresponding estimate
    !> of the error in these guesses and their gaps are input in WERR
    !> and WGAP, respectively. During bisection, intervals
    !> [left, right] are maintained by storing their mid-points and
    !> semi-widths in the arrays W and WERR respectively.
    !>

Parameters
    N

    !>          N is INTEGER
    !>          The order of the matrix.
    !>

    D

    !>          D is DOUBLE PRECISION array, dimension (N)
    !>          The N diagonal elements of the diagonal matrix D.
    !>

    LLD

    !>          LLD is DOUBLE PRECISION array, dimension (N-1)
    !>          The (N-1) elements L(i)*L(i)*D(i).
    !>

    IFIRST

    !>          IFIRST is INTEGER
    !>          The index of the first eigenvalue to be computed.
    !>

    ILAST

    !>          ILAST is INTEGER
    !>          The index of the last eigenvalue to be computed.
    !>

    RTOL1

    !>          RTOL1 is DOUBLE PRECISION
    !>

    RTOL2

    !>          RTOL2 is DOUBLE PRECISION
    !>          Tolerance for the convergence of the bisection intervals.
    !>          An interval [LEFT,RIGHT] has converged if
    !>          RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) )
    !>          where GAP is the (estimated) distance to the nearest
    !>          eigenvalue.
    !>

    OFFSET

    !>          OFFSET is INTEGER
    !>          Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET
    !>          through ILAST-OFFSET elements of these arrays are to be used.
    !>

    W

    !>          W is DOUBLE PRECISION array, dimension (N)
    !>          On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are
    !>          estimates of the eigenvalues of L D L^T indexed IFIRST through
    !>          ILAST.
    !>          On output, these estimates are refined.
    !>

    WGAP

    !>          WGAP is DOUBLE PRECISION array, dimension (N-1)
    !>          On input, the (estimated) gaps between consecutive
    !>          eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between
    !>          eigenvalues I and I+1. Note that if IFIRST = ILAST
    !>          then WGAP(IFIRST-OFFSET) must be set to ZERO.
    !>          On output, these gaps are refined.
    !>

    WERR

    !>          WERR is DOUBLE PRECISION array, dimension (N)
    !>          On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are
    !>          the errors in the estimates of the corresponding elements in W.
    !>          On output, these errors are refined.
    !>

    WORK

    !>          WORK is DOUBLE PRECISION array, dimension (2*N)
    !>          Workspace.
    !>

    IWORK

    !>          IWORK is INTEGER array, dimension (2*N)
    !>          Workspace.
    !>

    PIVMIN

    !>          PIVMIN is DOUBLE PRECISION
    !>          The minimum pivot in the Sturm sequence.
    !>

    SPDIAM

    !>          SPDIAM is DOUBLE PRECISION
    !>          The spectral diameter of the matrix.
    !>

    TWIST

    !>          TWIST is INTEGER
    !>          The twist index for the twisted factorization that is used
    !>          for the negcount.
    !>          TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T
    !>          TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T
    !>          TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r)
    !>

    INFO

    !>          INFO is INTEGER
    !>          Error flag.
    !>

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Contributors:
    Beresford Parlett, University of California, Berkeley, USA
    Jim Demmel, University of California, Berkeley, USA
    Inderjit Dhillon, University of Texas, Austin, USA
    Osni Marques, LBNL/NERSC, USA
    Christof Voemel, University of California, Berkeley, USA

Definition at line 193 of file dlarrb.f.

Author

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