claed7(3)
NAME
- CLAED7 - compute the updated eigensystem of a diagonal ma
- trix after modification by a rank-one symmetric matrix
SYNOPSIS
SUBROUTINE CLAED7( N, CUTPNT, QSIZ, TLVLS, CURLVL, CURPBM,
D, Q, LDQ, RHO, INDXQ, QSTORE, QPTR, PRMPTR, PERM, GIVPTR, GIVCOL, GIVNUM, WORK, RWORK, IWORK, INFO )
INTEGER CURLVL, CURPBM, CUTPNT, INFO, LDQ, N,
QSIZ, TLVLS
REAL RHO
INTEGER GIVCOL( 2, * ), GIVPTR( * ), INDXQ( *
), IWORK( * ), PERM( * ), PRMPTR( * ), QPTR( * )
REAL D( * ), GIVNUM( 2, * ), QSTORE( * ),
RWORK( * )
COMPLEX Q( LDQ, * ), WORK( * )
PURPOSE
- CLAED7 computes the updated eigensystem of a diagonal ma
- trix after modification by a rank-one symmetric matrix. This rou
- tine is used only for the eigenproblem which requires all eigen
- values and optionally eigenvectors of a dense or banded Hermitian
- matrix that has been reduced to tridiagonal form.
T = Q(in) ( D(in) + RHO * Z*Z' ) Q'(in) = Q(out) *
- D(out) * Q'(out)
- where Z = Q'u, u is a vector of length N with ones in
- the
CUTPNT and CUTPNT + 1 th elements and zeros elsewhere.
The eigenvectors of the original matrix are stored in
Q, and the
eigenvalues are in D. The algorithm consists of three
stages:
The first stage consists of deflating the size of
the problem
when there are multiple eigenvalues or if there is a
zero in
the Z vector. For each such occurence the dimension
of the
secular equation problem is reduced by one. This
stage is
performed by the routine SLAED2.
The second stage consists of calculating the updated
eigenvalues. This is done by finding the roots of
the secular
equation via the routine SLAED4 (as called by
SLAED3).
This routine also calculates the eigenvectors of the
current
problem.
The final stage consists of computing the updated
eigenvectors
directly using the updated eigenvalues. The eigen
vectors for
the current problem are multiplied with the eigen
vectors from
the overall problem.
ARGUMENTS
- N (input) INTEGER
- The dimension of the symmetric tridiagonal matrix.
- N >= 0.
- CUTPNT (input) INTEGER Contains the location of the
- last eigenvalue in the leading sub-matrix. min(1,N) <= CUTPNT <=
- N.
- QSIZ (input) INTEGER
- The dimension of the unitary matrix used to reduce
- the full matrix to tridiagonal form. QSIZ >= N.
- TLVLS (input) INTEGER
- The total number of merging levels in the overall
- divide and conquer tree.
- CURLVL (input) INTEGER The current level in the
- overall merge routine, 0 <= curlvl <= tlvls.
- CURPBM (input) INTEGER The current problem in the
- current level in the overall merge routine (counting from upper
- left to lower right).
- D (input/output) REAL array, dimension (N)
- On entry, the eigenvalues of the rank-1-perturbed
- matrix. On exit, the eigenvalues of the repaired matrix.
- Q (input/output) COMPLEX array, dimension (LDQ,N)
- On entry, the eigenvectors of the rank-1-perturbed
- matrix. On exit, the eigenvectors of the repaired tridiagonal
- matrix.
- LDQ (input) INTEGER
- The leading dimension of the array Q. LDQ >=
- max(1,N).
- RHO (input) REAL
- Contains the subdiagonal element used to create the
- rank-1 modification.
- INDXQ (output) INTEGER array, dimension (N)
- This contains the permutation which will reinte
- grate the subproblem just solved back into sorted order, ie. D(
- INDXQ( I = 1, N ) ) will be in ascending order.
- IWORK (workspace) INTEGER array, dimension (4*N)
- RWORK (workspace) REAL array,
- dimension (3*N+2*QSIZ*N)
- WORK (workspace) COMPLEX array, dimension (QSIZ*N)
QSTORE (input/output) REAL array, dimension
- (N**2+1) Stores eigenvectors of submatrices encountered during
- divide and conquer, packed together. QPTR points to beginning of
- the submatrices.
- QPTR (input/output) INTEGER array, dimension (N+2)
- List of indices pointing to beginning of submatri
- ces stored in QSTORE. The submatrices are numbered starting at
- the bottom left of the divide and conquer tree, from left to
- right and bottom to top.
- PRMPTR (input) INTEGER array, dimension (N lg N)
- Contains a list of pointers which indicate where in PERM a lev
- el's permutation is stored. PRMPTR(i+1) - PRMPTR(i) indicates
- the size of the permutation and also the size of the full, non
- deflated problem.
- PERM (input) INTEGER array, dimension (N lg N)
- Contains the permutations (from deflation and sort
- ing) to be applied to each eigenblock.
- GIVPTR (input) INTEGER array, dimension (N lg N)
- Contains a list of pointers which indicate where in GIVCOL a lev
- el's Givens rotations are stored. GIVPTR(i+1) - GIVPTR(i) indi
- cates the number of Givens rotations.
- GIVCOL (input) INTEGER array, dimension (2, N lg N)
- Each pair of numbers indicates a pair of columns to take place in
- a Givens rotation.
- GIVNUM (input) REAL array, dimension (2, N lg N)
- Each number indicates the S value to be used in the corresponding
- Givens rotation.
- INFO (output) INTEGER
- = 0: successful exit.
< 0: if INFO = -i, the i-th argument had an ille
- gal value.
> 0: if INFO = 1, an eigenvalue did not converge
- LAPACK version 3.0 15 June 2000