DLASDA (3) - Linux Manuals
NAME
dlasda.f -
SYNOPSIS
Functions/Subroutines
subroutine dlasda (ICOMPQ, SMLSIZ, N, SQRE, D, E, U, LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK, IWORK, INFO)
DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
Function/Subroutine Documentation
subroutine dlasda (integerICOMPQ, integerSMLSIZ, integerN, integerSQRE, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldu, * )VT, integer, dimension( * )K, double precision, dimension( ldu, * )DIFL, double precision, dimension( ldu, * )DIFR, double precision, dimension( ldu, * )Z, double precision, dimension( ldu, * )POLES, integer, dimension( * )GIVPTR, integer, dimension( ldgcol, * )GIVCOL, integerLDGCOL, integer, dimension( ldgcol, * )PERM, double precision, dimension( ldu, * )GIVNUM, double precision, dimension( * )C, double precision, dimension( * )S, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)
DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
Purpose:
-
Using a divide and conquer approach, DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form. A related subroutine, DLASD0, computes the singular values and the singular vectors in explicit form.
Parameters:
-
ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in compact form, as follows = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form.
SMLSIZSMLSIZ is INTEGER The maximum size of the subproblems at the bottom of the computation tree.
NN is INTEGER The row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D.
SQRESQRE is INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N + 1.
DD is DOUBLE PRECISION array, dimension ( N ) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values.
EE is DOUBLE PRECISION array, dimension ( M-1 ) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed.
UU is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, U contains the left singular vector matrices of all subproblems at the bottom level.
LDULDU is INTEGER, LDU = > N. The leading dimension of arrays U, VT, DIFL, DIFR, POLES, GIVNUM, and Z.
VTVT is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, VT**T contains the right singular vector matrices of all subproblems at the bottom level.
KK is INTEGER array, dimension ( N ) if ICOMPQ = 1 and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1, on exit, K(I) is the dimension of the I-th secular equation on the computation tree.
DIFLDIFL is DOUBLE PRECISION array, dimension ( LDU, NLVL ), where NLVL = floor(log_2 (N/SMLSIZ))).
DIFRDIFR is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. If ICOMPQ = 1, on exit, DIFL(1:N, I) and DIFR(1:N, 2 * I - 1) record distances between singular values on the I-th level and singular values on the (I -1)-th level, and DIFR(1:N, 2 * I ) contains the normalizing factors for the right singular vector matrix. See DLASD8 for details.
ZZ is DOUBLE PRECISION array, dimension ( LDU, NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. The first K elements of Z(1, I) contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level.
POLESPOLES is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, POLES(1, 2*I - 1) and POLES(1, 2*I) contain the new and old singular values involved in the secular equations on the I-th level.
GIVPTRGIVPTR is INTEGER array, dimension ( N ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, GIVPTR( I ) records the number of Givens rotations performed on the I-th problem on the computation tree.
GIVCOLGIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVCOL(1, 2 *I - 1) and GIVCOL(1, 2 *I) record the locations of Givens rotations performed on the I-th level on the computation tree.
LDGCOLLDGCOL is INTEGER, LDGCOL = > N. The leading dimension of arrays GIVCOL and PERM.
PERMPERM is INTEGER array, dimension ( LDGCOL, NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, PERM(1, I) records permutations done on the I-th level of the computation tree.
GIVNUMGIVNUM is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVNUM(1, 2 *I - 1) and GIVNUM(1, 2 *I) record the C- and S- values of Givens rotations performed on the I-th level on the computation tree.
CC is DOUBLE PRECISION array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, C( I ) contains the C-value of a Givens rotation related to the right null space of the I-th subproblem.
SS is DOUBLE PRECISION array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, S( I ) contains the S-value of a Givens rotation related to the right null space of the I-th subproblem.
WORKWORK is DOUBLE PRECISION array, dimension (6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)).
IWORKIWORK is INTEGER array. Dimension must be at least (7 * N).
INFOINFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge
Author:
-
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
- September 2012
Contributors:
- Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA
Definition at line 273 of file dlasda.f.
Author
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