LAIC1: applies one step of incremental condition estimation in its simplest version: Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j lower triangular matrix L, such that twonorm(L*x) = sest Then LAIC1 computes sestpr, s, c such that the vector [ s*x ] xhat = [ c ] is an approximate singular vector of [ L 0 ] Lhat = [ w**H gamma ] in the sense that twonorm(Lhat*xhat) = sestpr. Depending on JOB, an estimate for the largest or smallest singular value is computed. Note that [s c]**H and sestpr**2 is an eigenpair of the system diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ] [ conjg(gamma) ] where alpha = x**H*w.
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LAIC1: applies one step of incremental condition estimation in its simplest version: Let x, twonorm(x) = 1, be an approximate singular vector of an j-by-j lower triangular matrix L, such that twonorm(L*x) = sest Then LAIC1 computes sestpr, s, c such that the vector [ s*x ] xhat = [ c ] is an approximate singular vector of [ L 0 ] Lhat = [ w**H gamma ] in the sense that twonorm(Lhat*xhat) = sestpr. Depending on JOB, an estimate for the largest or smallest singular value is computed. Note that [s c]**H and sestpr**2 is an eigenpair of the system diag(sest*sest, 0) + [alpha gamma] * [ conjg(alpha) ] [ conjg(gamma) ] where alpha = x**H*w.
◆ la_claic1()
| la_lapack::laic1::la_claic1 |
◆ la_dlaic1()
| la_lapack::laic1::la_dlaic1 |
◆ la_qlaic1()
| la_lapack::laic1::la_qlaic1 |
◆ la_slaic1()
| la_lapack::laic1::la_slaic1 |
◆ la_wlaic1()
| la_lapack::laic1::la_wlaic1 |
◆ la_zlaic1()
| la_lapack::laic1::la_zlaic1 |
The documentation for this interface was generated from the following file: