Slarrk.f -
subroutine slarrk (N, IW, GL, GU, D, E2, PIVMIN, RELTOL, W, WERR, INFO)
SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.
SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.
Purpose:
SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966.
Parameters:
N
N is INTEGER
The order of the tridiagonal matrix T. N >= 0.
IW
IW is INTEGER
The index of the eigenvalues to be returned.
GL
GL is REAL
GU
GU is REAL
An upper and a lower bound on the eigenvalue.
D
D is REAL array, dimension (N)
The n diagonal elements of the tridiagonal matrix T.
E2
E2 is REAL array, dimension (N-1)
The (n-1) squared off-diagonal elements of the tridiagonal matrix T.
PIVMIN
PIVMIN is REAL
The minimum pivot allowed in the Sturm sequence for T.
RELTOL
RELTOL is REAL
The minimum relative width of an interval. When an interval
is narrower than RELTOL times the larger (in
magnitude) endpoint, then it is considered to be
sufficiently small, i.e., converged. Note: this should
always be at least radix*machine epsilon.
W
W is REAL
WERR
WERR is REAL
The error bound on the corresponding eigenvalue approximation
in W.
INFO
INFO is INTEGER
= 0: Eigenvalue converged
= -1: Eigenvalue did NOT converge
Internal Parameters:
FUDGE REAL , default = 2
A "fudge factor" to widen the Gershgorin intervals.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012
Definition at line 145 of file slarrk.f.
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