dlarrk.f3
Usage
Functions/Subroutines
subroutine dlarrk (n, iw, gl, gu, d, e2, pivmin, reltol, w, werr, info)
DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.
Function/Subroutine Documentation
subroutine dlarrk (integer n, integer iw, double precision gl, double precision gu, double precision, dimension( * ) d, double precision, dimension( * ) e2, double precision pivmin, double precision reltol, double precision w, double precision werr, integer info)
DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.
Purpose:
!> !> DLARRK computes one eigenvalue of a symmetric tridiagonal !> matrix T to suitable accuracy. This is an auxiliary code to be !> called from DSTEMR. !> !> 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 , 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 DOUBLE PRECISION !>
GU
!> GU is DOUBLE PRECISION !> An upper and a lower bound on the eigenvalue. !>
D
!> D is DOUBLE PRECISION array, dimension (N) !> The n diagonal elements of the tridiagonal matrix T. !>
E2
!> E2 is DOUBLE PRECISION array, dimension (N-1) !> The (n-1) squared off-diagonal elements of the tridiagonal matrix T. !>
PIVMIN
!> PIVMIN is DOUBLE PRECISION !> The minimum pivot allowed in the Sturm sequence for T. !>
RELTOL
!> RELTOL is DOUBLE PRECISION !> 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 DOUBLE PRECISION !>
WERR
!> WERR is DOUBLE PRECISION !> 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 DOUBLE PRECISION, default = 2 !> A to widen the Gershgorin intervals. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 143 of file dlarrk.f.
Releases
4 releases since Debian 7 (Wheezy); the text changed 3 times.