eigenvals_bisect()

void stan::math::opencl_kernels::eigenvals_bisect	(	const __global double *	diagonal,
		const __global double *	subdiagonal_squared,
		double *	low_res,
		double *	high_res,
		const double	min_eigval,
		const double	max_eigval,
		const int	n,
		const int	i
	)

Calculates i-th largest eigenvalue of tridiagonal matrix represented by a LDL decomposition using bisection.

Parameters

	diagonal	Subdiagonal of L.
	subdiagonal_squared	Diagonal of D.
[out]	low_res	Resulting low bounds on eigenvalues.
[out]	high_res	Resulting high bounds on eigenvalues.
	min_eigval	Lower bound on all eigenvalues.
	max_eigval	Upper bound on all eigenvalues.
	n	Length of D.
	i	calculate i-th eigenvalue

Definition at line 51 of file mrrr.hpp.