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
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 .