dlasd3 (l) - Linux Manuals

dlasd3: finds all the square roots of the roots of the secular equation, as defined by the values in D and Z

NAME

DLASD3 - finds all the square roots of the roots of the secular equation, as defined by the values in D and Z

SYNOPSIS

SUBROUTINE DLASD3(
NL, NR, SQRE, K, D, Q, LDQ, DSIGMA, U, LDU, U2, LDU2, VT, LDVT, VT2, LDVT2, IDXC, CTOT, Z, INFO )

    
INTEGER INFO, K, LDQ, LDU, LDU2, LDVT, LDVT2, NL, NR, SQRE

    
INTEGER CTOT( * ), IDXC( * )

    
DOUBLE PRECISION D( * ), DSIGMA( * ), Q( LDQ, * ), U( LDU, * ), U2( LDU2, * ), VT( LDVT, * ), VT2( LDVT2, * ), Z( * )

PURPOSE

DLASD3 finds all the square roots of the roots of the secular equation, as defined by the values in D and Z. It makes the appropriate calls to DLASD4 and then updates the singular vectors by matrix multiplication.
This code makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.
DLASD3 is called from DLASD1.

ARGUMENTS

NL (input) INTEGER
The row dimension of the upper block. NL >= 1.
NR (input) INTEGER
The row dimension of the lower block. NR >= 1.
SQRE (input) 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 N = NL + NR + 1 rows and M = N + SQRE >= N columns.
K (input) INTEGER
The size of the secular equation, 1 =< K = < N.
D (output) DOUBLE PRECISION array, dimension(K)
On exit the square roots of the roots of the secular equation, in ascending order.
Q (workspace) DOUBLE PRECISION array,
dimension at least (LDQ,K).
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >= K. DSIGMA (input) DOUBLE PRECISION array, dimension(K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation.
U (output) DOUBLE PRECISION array, dimension (LDU, N)
The last N - K columns of this matrix contain the deflated left singular vectors.
LDU (input) INTEGER
The leading dimension of the array U. LDU >= N.
U2 (input/output) DOUBLE PRECISION array, dimension (LDU2, N)
The first K columns of this matrix contain the non-deflated left singular vectors for the split problem.
LDU2 (input) INTEGER
The leading dimension of the array U2. LDU2 >= N.
VT (output) DOUBLE PRECISION array, dimension (LDVT, M)
The last M - K columns of VTaq contain the deflated right singular vectors.
LDVT (input) INTEGER
The leading dimension of the array VT. LDVT >= N.
VT2 (input/output) DOUBLE PRECISION array, dimension (LDVT2, N)
The first K columns of VT2aq contain the non-deflated right singular vectors for the split problem.
LDVT2 (input) INTEGER
The leading dimension of the array VT2. LDVT2 >= N.
IDXC (input) INTEGER array, dimension ( N )
The permutation used to arrange the columns of U (and rows of VT) into three groups: the first group contains non-zero entries only at and above (or before) NL +1; the second contains non-zero entries only at and below (or after) NL+2; and the third is dense. The first column of U and the row of VT are treated separately, however. The rows of the singular vectors found by DLASD4 must be likewise permuted before the matrix multiplies can take place.
CTOT (input) INTEGER array, dimension ( 4 )
A count of the total number of the various types of columns in U (or rows in VT), as described in IDXC. The fourth column type is any column which has been deflated.
Z (input) DOUBLE PRECISION array, dimension (K)
The first K elements of this array contain the components of the deflation-adjusted updating row vector.
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = 1, an singular value did not converge

FURTHER DETAILS

Based on contributions by

Ming Gu and Huan Ren, Computer Science Division, University of
California at Berkeley, USA

Pages related to dlasd3

  • dlasd3 (3)
  • dlasd0 (l) - a divide and conquer approach, DLASD0 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
  • dlasd1 (l) - computes the SVD of an upper bidiagonal N-by-M matrix B,
  • dlasd2 (l) - merges the two sets of singular values together into a single sorted set
  • dlasd4 (l) - subroutine compute the square root of the I-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix whose entries are given as the squares of the corresponding entries in the array d, and that 0 <= D(i) < D(j) for i < j and that RHO > 0
  • dlasd5 (l) - subroutine compute the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < j
  • dlasd6 (l) - computes the SVD of an updated upper bidiagonal matrix B obtained by merging two smaller ones by appending a row
  • dlasd7 (l) - merges the two sets of singular values together into a single sorted set
  • dlasd8 (l) - finds the square roots of the roots of the secular equation,
  • dlasd9 (l) - find the square roots of the roots of the secular equation,
  • dlasda (l) - 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