.TH "laic1" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME laic1 \- laic1: condition estimate, step in gelsy .SH SYNOPSIS .br .PP .SS "Functions" .in +1c .ti -1c .RI "subroutine \fBclaic1\fP (job, j, x, sest, w, gamma, sestpr, s, c)" .br .RI "\fBCLAIC1\fP applies one step of incremental condition estimation\&. " .ti -1c .RI "subroutine \fBdlaic1\fP (job, j, x, sest, w, gamma, sestpr, s, c)" .br .RI "\fBDLAIC1\fP applies one step of incremental condition estimation\&. " .ti -1c .RI "subroutine \fBslaic1\fP (job, j, x, sest, w, gamma, sestpr, s, c)" .br .RI "\fBSLAIC1\fP applies one step of incremental condition estimation\&. " .ti -1c .RI "subroutine \fBzlaic1\fP (job, j, x, sest, w, gamma, sestpr, s, c)" .br .RI "\fBZLAIC1\fP applies one step of incremental condition estimation\&. " .in -1c .SH "Detailed Description" .PP .SH "Function Documentation" .PP .SS "subroutine claic1 (integer job, integer j, complex, dimension( j ) x, real sest, complex, dimension( j ) w, complex gamma, real sestpr, complex s, complex c)" .PP \fBCLAIC1\fP applies one step of incremental condition estimation\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is INTEGER !> = 1: an estimate for the largest singular value is computed\&. !> = 2: an estimate for the smallest singular value is computed\&. !> .fi .PP .br \fIJ\fP .PP .nf !> J is INTEGER !> Length of X and W !> .fi .PP .br \fIX\fP .PP .nf !> X is COMPLEX array, dimension (J) !> The j-vector x\&. !> .fi .PP .br \fISEST\fP .PP .nf !> SEST is REAL !> Estimated singular value of j by j matrix L !> .fi .PP .br \fIW\fP .PP .nf !> W is COMPLEX array, dimension (J) !> The j-vector w\&. !> .fi .PP .br \fIGAMMA\fP .PP .nf !> GAMMA is COMPLEX !> The diagonal element gamma\&. !> .fi .PP .br \fISESTPR\fP .PP .nf !> SESTPR is REAL !> Estimated singular value of (j+1) by (j+1) matrix Lhat\&. !> .fi .PP .br \fIS\fP .PP .nf !> S is COMPLEX !> Sine needed in forming xhat\&. !> .fi .PP .br \fIC\fP .PP .nf !> C is COMPLEX !> Cosine needed in forming xhat\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP .PP Definition at line \fB134\fP of file \fBclaic1\&.f\fP\&. .SS "subroutine dlaic1 (integer job, integer j, double precision, dimension( j ) x, double precision sest, double precision, dimension( j ) w, double precision gamma, double precision sestpr, double precision s, double precision c)" .PP \fBDLAIC1\fP applies one step of incremental condition estimation\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> DLAIC1 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 DLAIC1 computes sestpr, s, c such that !> the vector !> [ s*x ] !> xhat = [ c ] !> is an approximate singular vector of !> [ L 0 ] !> Lhat = [ w**T 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]**T and sestpr**2 is an eigenpair of the system !> !> diag(sest*sest, 0) + [alpha gamma] * [ alpha ] !> [ gamma ] !> !> where alpha = x**T*w\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is INTEGER !> = 1: an estimate for the largest singular value is computed\&. !> = 2: an estimate for the smallest singular value is computed\&. !> .fi .PP .br \fIJ\fP .PP .nf !> J is INTEGER !> Length of X and W !> .fi .PP .br \fIX\fP .PP .nf !> X is DOUBLE PRECISION array, dimension (J) !> The j-vector x\&. !> .fi .PP .br \fISEST\fP .PP .nf !> SEST is DOUBLE PRECISION !> Estimated singular value of j by j matrix L !> .fi .PP .br \fIW\fP .PP .nf !> W is DOUBLE PRECISION array, dimension (J) !> The j-vector w\&. !> .fi .PP .br \fIGAMMA\fP .PP .nf !> GAMMA is DOUBLE PRECISION !> The diagonal element gamma\&. !> .fi .PP .br \fISESTPR\fP .PP .nf !> SESTPR is DOUBLE PRECISION !> Estimated singular value of (j+1) by (j+1) matrix Lhat\&. !> .fi .PP .br \fIS\fP .PP .nf !> S is DOUBLE PRECISION !> Sine needed in forming xhat\&. !> .fi .PP .br \fIC\fP .PP .nf !> C is DOUBLE PRECISION !> Cosine needed in forming xhat\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP .PP Definition at line \fB133\fP of file \fBdlaic1\&.f\fP\&. .SS "subroutine slaic1 (integer job, integer j, real, dimension( j ) x, real sest, real, dimension( j ) w, real gamma, real sestpr, real s, real c)" .PP \fBSLAIC1\fP applies one step of incremental condition estimation\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> SLAIC1 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 SLAIC1 computes sestpr, s, c such that !> the vector !> [ s*x ] !> xhat = [ c ] !> is an approximate singular vector of !> [ L 0 ] !> Lhat = [ w**T 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]**T and sestpr**2 is an eigenpair of the system !> !> diag(sest*sest, 0) + [alpha gamma] * [ alpha ] !> [ gamma ] !> !> where alpha = x**T*w\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is INTEGER !> = 1: an estimate for the largest singular value is computed\&. !> = 2: an estimate for the smallest singular value is computed\&. !> .fi .PP .br \fIJ\fP .PP .nf !> J is INTEGER !> Length of X and W !> .fi .PP .br \fIX\fP .PP .nf !> X is REAL array, dimension (J) !> The j-vector x\&. !> .fi .PP .br \fISEST\fP .PP .nf !> SEST is REAL !> Estimated singular value of j by j matrix L !> .fi .PP .br \fIW\fP .PP .nf !> W is REAL array, dimension (J) !> The j-vector w\&. !> .fi .PP .br \fIGAMMA\fP .PP .nf !> GAMMA is REAL !> The diagonal element gamma\&. !> .fi .PP .br \fISESTPR\fP .PP .nf !> SESTPR is REAL !> Estimated singular value of (j+1) by (j+1) matrix Lhat\&. !> .fi .PP .br \fIS\fP .PP .nf !> S is REAL !> Sine needed in forming xhat\&. !> .fi .PP .br \fIC\fP .PP .nf !> C is REAL !> Cosine needed in forming xhat\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP .PP Definition at line \fB133\fP of file \fBslaic1\&.f\fP\&. .SS "subroutine zlaic1 (integer job, integer j, complex*16, dimension( j ) x, double precision sest, complex*16, dimension( j ) w, complex*16 gamma, double precision sestpr, complex*16 s, complex*16 c)" .PP \fBZLAIC1\fP applies one step of incremental condition estimation\&. .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> ZLAIC1 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 ZLAIC1 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIJOB\fP .PP .nf !> JOB is INTEGER !> = 1: an estimate for the largest singular value is computed\&. !> = 2: an estimate for the smallest singular value is computed\&. !> .fi .PP .br \fIJ\fP .PP .nf !> J is INTEGER !> Length of X and W !> .fi .PP .br \fIX\fP .PP .nf !> X is COMPLEX*16 array, dimension (J) !> The j-vector x\&. !> .fi .PP .br \fISEST\fP .PP .nf !> SEST is DOUBLE PRECISION !> Estimated singular value of j by j matrix L !> .fi .PP .br \fIW\fP .PP .nf !> W is COMPLEX*16 array, dimension (J) !> The j-vector w\&. !> .fi .PP .br \fIGAMMA\fP .PP .nf !> GAMMA is COMPLEX*16 !> The diagonal element gamma\&. !> .fi .PP .br \fISESTPR\fP .PP .nf !> SESTPR is DOUBLE PRECISION !> Estimated singular value of (j+1) by (j+1) matrix Lhat\&. !> .fi .PP .br \fIS\fP .PP .nf !> S is COMPLEX*16 !> Sine needed in forming xhat\&. !> .fi .PP .br \fIC\fP .PP .nf !> C is COMPLEX*16 !> Cosine needed in forming xhat\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP .PP Definition at line \fB134\fP of file \fBzlaic1\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.