slasd6.f (3) - Linux Manuals

NAME

slasd6.f -

SYNOPSIS

Functions/Subroutines

subroutine slasd6 (ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA, IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK, IWORK, INFO)
SLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc.

Function/Subroutine Documentation

subroutine slasd6 (integerICOMPQ, integerNL, integerNR, integerSQRE, real, dimension( * )D, real, dimension( * )VF, real, dimension( * )VL, realALPHA, realBETA, integer, dimension( * )IDXQ, integer, dimension( * )PERM, integerGIVPTR, integer, dimension( ldgcol, * )GIVCOL, integerLDGCOL, real, dimension( ldgnum, * )GIVNUM, integerLDGNUM, real, dimension( ldgnum, * )POLES, real, dimension( * )DIFL, real, dimension( * )DIFR, real, dimension( * )Z, integerK, realC, realS, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)

SLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc.

Purpose:

 SLASD6 computes the SVD of an updated upper bidiagonal matrix B
 obtained by merging two smaller ones by appending a row. This
 routine is used only for the problem which requires all singular
 values and optionally singular vector matrices in factored form.
 B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE.
 A related subroutine, SLASD1, handles the case in which all singular
 values and singular vectors of the bidiagonal matrix are desired.

 SLASD6 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 singular values of B can be computed using D1, D2, the first
 components of all the right singular vectors of the lower block, and
 the last components of all the right singular vectors of the upper
 block. These components are stored and updated in VF and VL,
 respectively, in SLASD6. Hence U and VT are not explicitly
 referenced.

 The singular values are stored in D. The algorithm consists of two
 stages:

       The first stage consists of deflating the size of the problem
       when there are multiple singular values or if there is a zero
       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 SLASD7.

       The second stage consists of calculating the updated
       singular values. This is done by finding the roots of the
       secular equation via the routine SLASD4 (as called by SLASD8).
       This routine also updates VF and VL and computes the distances
       between the updated singular values and the old singular
       values.

 SLASD6 is called from SLASDA.

 

Parameters:

ICOMPQ

          ICOMPQ is INTEGER
         Specifies whether singular vectors are to be computed in
         factored form:
         = 0: Compute singular values only.
         = 1: Compute singular vectors in factored form as well.

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 REAL array, dimension (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.

VF

          VF is REAL array, dimension (M)
         On entry, VF(1:NL+1) contains the first components of all
         right singular vectors of the upper block; and VF(NL+2:M)
         contains the first components of all right singular vectors
         of the lower block. On exit, VF contains the first components
         of all right singular vectors of the bidiagonal matrix.

VL

          VL is REAL array, dimension (M)
         On entry, VL(1:NL+1) contains the  last components of all
         right singular vectors of the upper block; and VL(NL+2:M)
         contains the last components of all right singular vectors of
         the lower block. On exit, VL contains the last components of
         all right singular vectors of the bidiagonal matrix.

ALPHA

          ALPHA is REAL
         Contains the diagonal element associated with the added row.

BETA

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

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.

PERM

          PERM is INTEGER array, dimension ( N )
         The permutations (from deflation and sorting) to be applied
         to each block. Not referenced if ICOMPQ = 0.

GIVPTR

          GIVPTR is INTEGER
         The number of Givens rotations which took place in this
         subproblem. Not referenced if ICOMPQ = 0.

GIVCOL

          GIVCOL is INTEGER array, dimension ( LDGCOL, 2 )
         Each pair of numbers indicates a pair of columns to take place
         in a Givens rotation. Not referenced if ICOMPQ = 0.

LDGCOL

          LDGCOL is INTEGER
         leading dimension of GIVCOL, must be at least N.

GIVNUM

          GIVNUM is REAL array, dimension ( LDGNUM, 2 )
         Each number indicates the C or S value to be used in the
         corresponding Givens rotation. Not referenced if ICOMPQ = 0.

LDGNUM

          LDGNUM is INTEGER
         The leading dimension of GIVNUM and POLES, must be at least N.

POLES

          POLES is REAL array, dimension ( LDGNUM, 2 )
         On exit, POLES(1,*) is an array containing the new singular
         values obtained from solving the secular equation, and
         POLES(2,*) is an array containing the poles in the secular
         equation. Not referenced if ICOMPQ = 0.

DIFL

          DIFL is REAL array, dimension ( N )
         On exit, DIFL(I) is the distance between I-th updated
         (undeflated) singular value and the I-th (undeflated) old
         singular value.

DIFR

          DIFR is REAL array,
                  dimension ( LDGNUM, 2 ) if ICOMPQ = 1 and
                  dimension ( N ) if ICOMPQ = 0.
         On exit, DIFR(I, 1) is the distance between I-th updated
         (undeflated) singular value and the I+1-th (undeflated) old
         singular value.

         If ICOMPQ = 1, DIFR(1:K,2) is an array containing the
         normalizing factors for the right singular vector matrix.

         See SLASD8 for details on DIFL and DIFR.

Z

          Z is REAL array, dimension ( M )
         The first elements of this array contain the components
         of the deflation-adjusted updating row vector.

K

          K is INTEGER
         Contains the dimension of the non-deflated matrix,
         This is the order of the related secular equation. 1 <= K <=N.

C

          C is REAL
         C contains garbage if SQRE =0 and the C-value of a Givens
         rotation related to the right null space if SQRE = 1.

S

          S is REAL
         S contains garbage if SQRE =0 and the S-value of a Givens
         rotation related to the right null space if SQRE = 1.

WORK

          WORK is REAL array, dimension ( 4 * M )

IWORK

          IWORK is INTEGER array, dimension ( 3 * N )

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 312 of file slasd6.f.

Author

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