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| author | julie <julielangou@users.noreply.github.com> | 2011-11-01 22:02:31 +0000 |
|---|---|---|
| committer | julie <julielangou@users.noreply.github.com> | 2011-11-01 22:02:31 +0000 |
| commit | d5c30c90bdecf38da1064e2ed52583634573e741 (patch) | |
| tree | 480fc5ff31ee14b83116b6428aad79ea6e89362d /SRC/chpevx.f | |
| parent | 04670a68760fa27333f8bcef8172f71adc6880ef (diff) | |
Never say never...
Diffstat (limited to 'SRC/chpevx.f')
| -rw-r--r-- | SRC/chpevx.f | 15 |
1 files changed, 5 insertions, 10 deletions
diff --git a/SRC/chpevx.f b/SRC/chpevx.f index 254e4654..4634b340 100644 --- a/SRC/chpevx.f +++ b/SRC/chpevx.f @@ -86,8 +86,7 @@ *> is stored in the array AP as follows: *> if UPLO = 'U', AP(i + (j-1)*j/2) = A(i,j) for 1<=i<=j; *> if UPLO = 'L', AP(i + (j-1)*(2*n-j)/2) = A(i,j) for j<=i<=n. -*> \endverbatim -*> \verbatim +*> *> On exit, AP is overwritten by values generated during the *> reduction to tridiagonal form. If UPLO = 'U', the diagonal *> and first superdiagonal of the tridiagonal matrix T overwrite @@ -130,24 +129,20 @@ *> An approximate eigenvalue is accepted as converged *> when it is determined to lie in an interval [a,b] *> of width less than or equal to -*> \endverbatim -*> \verbatim +*> *> ABSTOL + EPS * max( |a|,|b| ) , -*> \endverbatim -*> \verbatim +*> *> where EPS is the machine precision. If ABSTOL is less than *> or equal to zero, then EPS*|T| will be used in its place, *> where |T| is the 1-norm of the tridiagonal matrix obtained *> by reducing AP to tridiagonal form. -*> \endverbatim -*> \verbatim +*> *> Eigenvalues will be computed most accurately when ABSTOL is *> set to twice the underflow threshold 2*SLAMCH('S'), not zero. *> If this routine returns with INFO>0, indicating that some *> eigenvectors did not converge, try setting ABSTOL to *> 2*SLAMCH('S'). -*> \endverbatim -*> \verbatim +*> *> See "Computing Small Singular Values of Bidiagonal Matrices *> with Guaranteed High Relative Accuracy," by Demmel and *> Kahan, LAPACK Working Note #3. |