LASD4 - 5.2 English - 68552

AOCL API Guide (68552)

Document ID
68552
Release Date
2025-12-29
Version
5.2 English
template<typename T>
void lasd4(integer *n, integer *i, T *d, T *z, T *delta, T *rho, T *sigma, T *work, integer *info)#

LASD4 computes the square root of the i-th updated eigenvalue

of a positive symmetric rank-one modification to a positive diagonal

matrix. Used by sbdsdc.

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 <= D(i) < D(j)  for  i < j

 and that RHO > 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.
Parameters:
  • N[in]

    N is INTEGER

    The length of all arrays.

  • I[in]

    I is INTEGER

    The index of the eigenvalue to be computed. 1 <= I <= N.

  • D[in]

    D is REAL array, dimension (N)

    The original eigenvalues. It is assumed that they are in order, 0 <= D(I) < D(J) for I < J.

  • Z[in]

    Z is REAL array, dimension (N)

    The components of the updating vector.

  • DELTA[out]

    DELTA is REAL 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.

  • RHO[in]

    RHO is REAL

    The scalar in the symmetric updating formula.

  • SIGMA[out]

    SIGMA is REAL

    The computed sigma_I, the I-th updated eigenvalue.

  • WORK[out]

    WORK is REAL 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.

  • INFO[out]

    INFO is INTEGER

    = 0: successful exit

    > 0: if INFO = 1, the updating process failed.