Purpose
=======
This subroutine computes the I-th updated eigenvalue of a symmetric
rank-one modification to a diagonal matrix whose elements are
given in the array d, and that
D(i) .LT. D(j) for i .LT. j
and that RHO .GT. 0. This is arranged by the calling routine, and is
no loss in generality. The rank-one modified system is thus
diag( D ) + RHO * Z * Z_transpose.
where we assume the Euclidean norm of Z is 1.
The method consists of approximating the rational functions in the
secular equation by simpler interpolating rational functions.
Namespace: DotNumerics.LinearAlgebra.CSLapackAssembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax public void Run(
int N,
int I,
double[] D,
int offset_d,
double[] Z,
int offset_z,
ref double[] DELTA,
int offset_delta,
double RHO,
ref double DLAM,
ref int INFO
)
Public Sub Run (
N As Integer,
I As Integer,
D As Double(),
offset_d As Integer,
Z As Double(),
offset_z As Integer,
ByRef DELTA As Double(),
offset_delta As Integer,
RHO As Double,
ByRef DLAM As Double,
ByRef INFO As Integer
)
Request Example
View SourceParameters
- N Int32
-
(input) INTEGER
The length of all arrays.
- I Int32
-
(input) INTEGER
The index of the eigenvalue to be computed. 1 .LE. I .LE. N.
- D Double
-
(input) DOUBLE PRECISION array, dimension (N)
The original eigenvalues. It is assumed that they are in
order, D(I) .LT. D(J) for I .LT. J.
- offset_d Int32
-
- Z Double
-
(input) DOUBLE PRECISION array, dimension (N)
The components of the updating vector.
- offset_z Int32
-
- DELTA Double
-
(output) DOUBLE PRECISION array, dimension (N)
If N .GT. 2, DELTA contains (D(j) - lambda_I) in its j-th
component. If N = 1, then DELTA(1) = 1. If N = 2, see DLAED5
for detail. The vector DELTA contains the information necessary
to construct the eigenvectors by DLAED3 and DLAED9.
- offset_delta Int32
-
- RHO Double
-
(input) DOUBLE PRECISION
The scalar in the symmetric updating formula.
- DLAM Double
-
(output) DOUBLE PRECISION
The computed lambda_I, the I-th updated eigenvalue.
- INFO Int32
-
(output) INTEGER
= 0: successful exit
.GT. 0: if INFO = 1, the updating process failed.
See Also