dlasd1 (3) - Linux Manuals

NAME

dlasd1.f -

SYNOPSIS

Functions/Subroutines

subroutine dlasd1 (NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, IDXQ, IWORK, WORK, INFO)
DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.

Function/Subroutine Documentation

subroutine dlasd1 (integerNL, integerNR, integerSQRE, double precision, dimension( * )D, double precisionALPHA, double precisionBETA, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, integer, dimension( * )IDXQ, integer, dimension( * )IWORK, double precision, dimension( * )WORK, integerINFO)

DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.

Purpose:

 DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B,
 where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0.

 A related subroutine DLASD7 handles the case in which the singular
 values (and the singular vectors in factored form) are desired.

 DLASD1 computes the SVD as follows:

               ( D1(in)    0    0       0 )
   B = U(in) * (   Z1**T   a   Z2**T    b ) * VT(in)
               (   0       0   D2(in)   0 )

     = U(out) * ( D(out) 0) * VT(out)

 where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M
 with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros
 elsewhere; and the entry b is empty if SQRE = 0.

 The left singular vectors of the original matrix are stored in U, and
 the transpose of the right singular vectors are stored in VT, and the
 singular values are in D.  The algorithm consists of three stages:

    The first stage consists of deflating the size of the problem
    when there are multiple singular values or when there are zeros in
    the Z vector.  For each such occurence the dimension of the
    secular equation problem is reduced by one.  This stage is
    performed by the routine DLASD2.

    The second stage consists of calculating the updated
    singular values. This is done by finding the square roots of the
    roots of the secular equation via the routine DLASD4 (as called
    by DLASD3). This routine also calculates the singular vectors of
    the current problem.

    The final stage consists of computing the updated singular vectors
    directly using the updated singular values.  The singular vectors
    for the current problem are multiplied with the singular vectors
    from the overall problem.

 

Parameters:

NL

          NL is INTEGER
         The row dimension of the upper block.  NL >= 1.

NR

          NR is INTEGER
         The row dimension of the lower block.  NR >= 1.

SQRE

          SQRE is INTEGER
         = 0: the lower block is an NR-by-NR square matrix.
         = 1: the lower block is an NR-by-(NR+1) rectangular matrix.

         The bidiagonal matrix has row dimension N = NL + NR + 1,
         and column dimension M = N + SQRE.

D

          D is DOUBLE PRECISION array,
                        dimension (N = NL+NR+1).
         On entry D(1:NL,1:NL) contains the singular values of the
         upper block; and D(NL+2:N) contains the singular values of
         the lower block. On exit D(1:N) contains the singular values
         of the modified matrix.

ALPHA

          ALPHA is DOUBLE PRECISION
         Contains the diagonal element associated with the added row.

BETA

          BETA is DOUBLE PRECISION
         Contains the off-diagonal element associated with the added
         row.

U

          U is DOUBLE PRECISION array, dimension(LDU,N)
         On entry U(1:NL, 1:NL) contains the left singular vectors of
         the upper block; U(NL+2:N, NL+2:N) contains the left singular
         vectors of the lower block. On exit U contains the left
         singular vectors of the bidiagonal matrix.

LDU

          LDU is INTEGER
         The leading dimension of the array U.  LDU >= max( 1, N ).

VT

          VT is DOUBLE PRECISION array, dimension(LDVT,M)
         where M = N + SQRE.
         On entry VT(1:NL+1, 1:NL+1)**T contains the right singular
         vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains
         the right singular vectors of the lower block. On exit
         VT**T contains the right singular vectors of the
         bidiagonal matrix.

LDVT

          LDVT is INTEGER
         The leading dimension of the array VT.  LDVT >= max( 1, M ).

IDXQ

          IDXQ is INTEGER array, dimension(N)
         This contains the permutation which will reintegrate the
         subproblem just solved back into sorted order, i.e.
         D( IDXQ( I = 1, N ) ) will be in ascending order.

IWORK

          IWORK is INTEGER array, dimension( 4 * N )

WORK

          WORK is DOUBLE PRECISION array, dimension( 3*M**2 + 2*M )

INFO

          INFO 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 204 of file dlasd1.f.

Author

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