SRC/slarrb.f(3)

NAME
SRC/slarrb.f

SYNOPSIS

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

Function/Subroutine Documentation

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

SLARRB provides limited bisection to locate eigenvalues for more accuracy.

Purpose:

    !>
    !> Given the relatively robust representation(RRR) L D L^T, SLARRB
    !> 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 REAL array, dimension (N)
    !>          The N diagonal elements of the diagonal matrix D.
    !>

    LLD

    !>          LLD is REAL 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 REAL
    !>

    RTOL2

    !>          RTOL2 is REAL
    !>          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 REAL 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 REAL 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 REAL 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 REAL array, dimension (2*N)
    !>          Workspace.
    !>

    IWORK

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

    PIVMIN

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

    SPDIAM

    !>          SPDIAM is REAL
    !>          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 slarrb.f.

Author

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