Purpose
=======
This subroutine computes the square root of the I-th updated
eigenvalue of a positive symmetric rank-one modification to
a positive diagonal matrix whose entries are given as the squares
of the corresponding entries in the array d, and that
0 .LE. 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 ) * 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 SIGMA,
ref double[] WORK,
int offset_work,
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 SIGMA As Double,
ByRef WORK As Double(),
offset_work As Integer,
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, 0 .LE. 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 .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th
component. If N = 1, then DELTA(1) = 1. The vector DELTA
contains the information necessary to construct the
(singular) eigenvectors.
- offset_delta Int32
-
- RHO Double
-
(input) DOUBLE PRECISION
The scalar in the symmetric updating formula.
- SIGMA Double
-
(output) DOUBLE PRECISION
The computed sigma_I, the I-th updated eigenvalue.
- WORK Double
-
(workspace) DOUBLE PRECISION array, dimension ( N )
If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th
component. If N = 1, then WORK( 1 ) = 1.
- offset_work Int32
-
- INFO Int32
-
(output) INTEGER
= 0: successful exit
.GT. 0: if INFO = 1, the updating process failed.
See Also