SYNOPSIS

SUBROUTINE DLAED5(

I, D, Z, DELTA, RHO, DLAM )

    

INTEGER I

    

DOUBLE PRECISION DLAM, RHO

    

DOUBLE PRECISION D( 2 ), DELTA( 2 ), Z( 2 )

PURPOSE

This subroutine computes the I-th eigenvalue of a symmetric rank-one modification of a 2-by-2 diagonal matrix We also assume RHO > 0 and that the Euclidean norm of the vector Z is one.

ARGUMENTS

I (input) INTEGER

The index of the eigenvalue to be computed. I = 1 or I = 2.

D (input) DOUBLE PRECISION array, dimension (2)

The original eigenvalues. We assume D(1) < D(2).

Z (input) DOUBLE PRECISION array, dimension (2)

The components of the updating vector.

DELTA (output) DOUBLE PRECISION array, dimension (2)

The vector DELTA contains the information necessary to construct the eigenvectors.

RHO (input) DOUBLE PRECISION

The scalar in the symmetric updating formula.

DLAM (output) DOUBLE PRECISION

The computed lambda_I, the I-th updated eigenvalue.

FURTHER DETAILS

Based on contributions by

   Ren-Cang Li, Computer Science Division, University of California
   at Berkeley, USA