SYNOPSIS

SUBROUTINE DLARRJ(

N, D, E2, IFIRST, ILAST, RTOL, OFFSET, W, WERR, WORK, IWORK, PIVMIN, SPDIAM, INFO )

    

INTEGER IFIRST, ILAST, INFO, N, OFFSET

    

DOUBLE PRECISION PIVMIN, RTOL, SPDIAM

    

INTEGER IWORK( * )

    

DOUBLE PRECISION D( * ), E2( * ), W( * ), WERR( * ), WORK( * )

PURPOSE

Given the initial eigenvalue approximations of T, DLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively.

ARGUMENTS

N (input) INTEGER

The order of the matrix.

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

The N diagonal elements of T.

E2 (input) DOUBLE PRECISION array, dimension (N-1)

The Squares of the (N-1) subdiagonal elements of T.

IFIRST (input) INTEGER

The index of the first eigenvalue to be computed.

ILAST (input) INTEGER

The index of the last eigenvalue to be computed.

RTOL (input) DOUBLE PRECISION

Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.RTOL*MAX(|LEFT|,|RIGHT|).

OFFSET (input) INTEGER

Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used.

W (input/output) DOUBLE PRECISION array, dimension (N)

On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined.

WERR (input/output) DOUBLE PRECISION array, dimension (N)

On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined.

WORK (workspace) DOUBLE PRECISION array, dimension (2*N)

Workspace.

IWORK (workspace) INTEGER array, dimension (2*N)

Workspace.

PIVMIN (input) DOUBLE PRECISION

The minimum pivot in the Sturm sequence for T.

SPDIAM (input) DOUBLE PRECISION

The spectral diameter of T.

INFO (output) INTEGER

Error flag.

FURTHER DETAILS

Based on contributions by

   Beresford Parlett, University of California, Berkeley, USA
   Jim Demmel, University of California, Berkeley, USA

   Inderjit Dhillon, University of Texas, Austin, USA

   Osni Marques, LBNL/NERSC, USA

   Christof Voemel, University of California, Berkeley, USA