Developer Reference for Intel® oneAPI Math Kernel Library for Fortran
?laic1
Applies one step of incremental condition estimation.
Syntax
call slaic1 ( job , j , x , sest , w , gamma , sestpr , s , c )
call dlaic1 ( job , j , x , sest , w , gamma , sestpr , s , c )
call claic1 ( job , j , x , sest , w , gamma , sestpr , s , c )
call zlaic1 ( job , j , x , sest , w , gamma , sestpr , s , c )
Include Files
mkl.fi
Description
slaic1 dlaic1 claic1 zlaic1
The routine ?laic1 applies one step of incremental condition estimation in its simplest version.
Let x , ||x||_{2} = 1 (where ||a||_{2} denotes the 2-norm of a ), be an approximate singular vector of an j -by- j lower triangular matrix L , such that
||L*x||_{2} = sest
Then ?laic1 computes sestpr , s , c such that the vector
is an approximate singular vector of
(for complex flavors), or
(for real flavors), in the sense that
||Lhat*xhat||_{2} = sestpr .
Depending on job , an estimate for the largest or smallest singular value is computed.
For real flavors, [sc]^{T} and sestpr^{2} is an eigenpair of the system
where alpha = x^{T}*w .
For complex flavors, [sc]^{H} and sestpr^{2} is an eigenpair of the system
where alpha = x^{H}*w .
Input Parameters
- job
-
INTEGER . If job =1 , an estimate for the largest singular value is computed; If job =2 , an estimate for the smallest singular value is computed;
- j
-
INTEGER . Length of x and w .
- x , w
-
REAL for slaic1 DOUBLE PRECISION for dlaic1 COMPLEX for claic1 DOUBLE COMPLEX for zlaic1 . Arrays, dimension ( j ) each. Contain vectors x and w , respectively.
- sest
-
REAL for slaic1 / claic1 ; DOUBLE PRECISION for dlaic1 / zlaic1 . Estimated singular value of j -by- j matrix L .
- gamma
-
REAL for slaic1 DOUBLE PRECISION for dlaic1 COMPLEX for claic1 DOUBLE COMPLEX for zlaic1 . The diagonal element gamma .
Output Parameters
- sestpr
-
REAL for slaic1 / claic1 ; DOUBLE PRECISION for dlaic1 / zlaic1 . Estimated singular value of ( j +1)-by-( j +1) matrix Lhat .
- s , c
-
REAL for slaic1 DOUBLE PRECISION for dlaic1 COMPLEX for claic1 DOUBLE COMPLEX for zlaic1 . Sine and cosine needed in forming xhat .