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Description, and suggested fix from Professor Ren-Cang Li, University of Texas at Arlington
Consider the case of computing the last updated eigenvalue using
DLAED4
. IfC=0
,ETA
is currently set toChances exist that
TAU
is close to the desired valueDLAM - D(N)
. In such a case, the current initial guess forETA
would be very close to the upper bound (eitherRHO
orRHO/2
). As a result, it may take a lot more iterations to get toDLAM - D(N)
eventually.One idea is to use a Newton step instead, i.e.,
This is the same initial step adopted when
W*ETA.GT.ZERO
.