Man page - bdsqr(3)
Packages contains this manual
- hptrd(3)
- potri(3)
- xerbla_array(3)
- ggsvd_driver_grp(3)
- hfrk(3)
- getsqr_comp_grp(3)
- laed6(3)
- gtrfs(3)
- lasdq(3)
- gglse(3)
- la_xisnan_la_isnan(3)
- unmr2(3)
- hetrs_aa(3)
- tpttr(3)
- gerz_comp_grp(3)
- potrf(3)
- hegv_driver(3)
- laqps(3)
- ggqr_comp_grp(3)
- ilalc(3)
- ung2r(3)
- heevd(3)
- pstf2(3)
- lacn2(3)
- ptrfs(3)
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- gelqf(3)
- ppsv_comp(3)
- blas2_full(3)
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- tplqt(3)
- tpcon(3)
- getf2(3)
- ggbak(3)
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- lamch(3)
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- gebal(3)
- laqr1(3)
- ptsvx(3)
- lahr2(3)
- larscl2(3)
- geqrt(3)
- larfb(3)
- gtsv_comp(3)
- gesvd_aux(3)
- hbevx_2stage(3)
- hbgvx(3)
- tprfs(3)
- params_grp(3)
- lahef(3)
- laqr_group(3)
- unmqr(3)
- tgsy2(3)
- tfsv_comp(3)
- ggls_driver_grp(3)
- geev(3)
- latrd(3)
- unbdb4(3)
- bbcsd(3)
- lange(3)
- gelq_comp3(3)
- gttrs(3)
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- lalsd(3)
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- hgeqz(3)
- gesvj(3)
- gsvj0(3)
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- gemmtr(3)
- pbequ(3)
- heev_driver(3)
- unhr_col(3)
- syconvf_rook(3)
- getc2(3)
- syconv(3)
- norm_grp(3)
- larrc(3)
- laqr4(3)
- posv_comp(3)
- geev_driver_grp(3)
- heev_comp(3)
- pfsv(3)
- trevc3(3)
- gesv_driver_grp(3)
- reflector_aux_grp(3)
- langt(3)
- lacrt(3)
- latdf(3)
- hetrs_aa_2stage(3)
- lamc1(3)
- hpev_driver(3)
- hegvd(3)
- pptri(3)
- geqrt3(3)
- gelqt3(3)
- lasd5(3)
- laeda(3)
- geqr(3)
- lamtsqr(3)
- heev(3)
- hpev_comp(3)
- larfg(3)
- blas2_grp(3)
- hesv_rook(3)
- laexc(3)
- hetrd(3)
- geesx(3)
- ppsvx(3)
- blas_top(3)
- gtts2(3)
- la_herpvgrw(3)
- hpevx(3)
- ggevx(3)
- lahqr(3)
- gelq_comp_grp(3)
- hesv_comp_v3(3)
- tplqt2(3)
- hpev(3)
- hbtrd(3)
- getrs(3)
- hecon_3(3)
- lasrt(3)
- lanhe(3)
- gesv_comp(3)
- gbequ(3)
- hetrf_rk(3)
- laqr3(3)
- heev_comp_grp(3)
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- ppcon(3)
- ggrq_comp_grp(3)
- larmm(3)
- ieeeck(3)
- geqrf(3)
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- herfs(3)
- posvx(3)
- posvxx(3)
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- hbgvd(3)
- lantb(3)
- lasd_comp_grp(3)
- hpgvx(3)
- lapy2(3)
- lauu2(3)
- copy(3)
- getsqrhrt(3)
- stev_comp_grp(3)
- laev2(3)
- larfb_gett(3)
- trti2(3)
- laqz4(3)
- hegv_driver_grp(3)
- la_porfsx_extended(3)
- laruv(3)
- ggsvd_comp_grp(3)
- dot(3)
- gehd2(3)
- lanhf(3)
- hetri_rook(3)
- pfsv_comp(3)
- gbtrf(3)
- hpgst(3)
- getri(3)
- trevc(3)
- unmrz(3)
- hsein(3)
- lsamen(3)
- lasd6(3)
- trtri(3)
- ggglm(3)
- las2(3)
- latrs(3)
- lapll(3)
- gemlq(3)
- geqpf_comp_grp(3)
- stemr(3)
- rotm(3)
- disna(3)
- ggrqf(3)
- pptrf(3)
- lasd0(3)
- lals0(3)
- laqz2(3)
- hbev_driver2(3)
- geswlq_comp_grp(3)
- laqr0(3)
- trttp(3)
- stedc(3)
- lasq4(3)
- geev_comp_grp(3)
- ungbr(3)
- lanv2(3)
- hpsv(3)
- pprfs(3)
- gehrd(3)
- ppsv(3)
- lagtm(3)
- hpgv(3)
- trsv_comp(3)
- larfx(3)
- gesv_driver(3)
- gerfsx(3)
- la_geamv(3)
- laed9(3)
- tpqrt2(3)
- uncsd(3)
- gecs_comp_grp(3)
- bdsqr(3)
- hegv_comp_grp(3)
- labad(3)
- geqp3(3)
- gesvdq(3)
- tfttp(3)
- laln2(3)
- uncsd2by1(3)
- blas2_like_grp(3)
- latbs(3)
- hbgst(3)
- larrv(3)
- ilaenv2stage(3)
- bdsvdx(3)
- hegs2(3)
- lasq_comp_grp(3)
- hpr2(3)
- laqhe(3)
- larra(3)
- gemqrt(3)
- hbmv(3)
- hpsv_driver(3)
- lacp2(3)
- lapmt(3)
- gecon(3)
- unbdb5(3)
- la_gerpvgrw(3)
- tgex2(3)
- laqhp(3)
- tftri(3)
- getrf2(3)
- porfs(3)
- lartg(3)
- lagts(3)
- ggev_comp_grp(3)
- lasd3(3)
- geqr_comp2(3)
- laqz_group(3)
- pftri(3)
- hetri2x(3)
- lahef_aa(3)
- svd_driver_grp(3)
- gbsv_driver(3)
- hesv_comp_aasen2(3)
- laqtr(3)
- lag2(3)
- la_porcond(3)
- hbev(3)
- pbtrf(3)
- lascl(3)
- larr_comp_grp(3)
- hecon(3)
- pttrs(3)
- lasd8(3)
- lsame(3)
- unm2l(3)
- potrs(3)
- tptrs(3)
- lartv(3)
- trtrs(3)
- gsvj1(3)
- sum1(3)
- larrj(3)
- gbmv(3)
- posv(3)
- gghd3(3)
- geev_top(3)
- geqr_comp_grp(3)
- laset(3)
- hesvxx(3)
- posv_comp_grp(3)
- lahef_rk(3)
- lasd1(3)
- tprfb(3)
- potf2(3)
- laein(3)
- lamc4(3)
- stevd(3)
- gtsv_driver(3)
- gesvd_comp_grp(3)
- la_constants(3)
- gesvx(3)
- hseqr(3)
- launhr_col_getrfnp2(3)
- trcon(3)
- larre(3)
- gelsy(3)
- ptsv(3)
- lacon(3)
- laed_comp_grp(3)
- hpsvx(3)
- gemm(3)
- poequ(3)
- laesy(3)
- lagtf(3)
- trrfs(3)
- ggev3(3)
- pbstf(3)
- poequb(3)
- heevr(3)
- lanhp(3)
- unbdb3(3)
- tgsyl(3)
- lamc5(3)
- geqr2p(3)
- ungqr(3)
- laqz3(3)
- imax1(3)
- gels_top(3)
- hesv(3)
- gelqt(3)
- pfsv_driver(3)
- stegr(3)
- gerqf(3)
- laisnan(3)
- ilatrans(3)
- gbsv_comp(3)
- pbrfs(3)
- lascl2(3)
- larz(3)
- la_hercond(3)
- tgexc(3)
- ggesx(3)
- unbdb6(3)
- ungl2(3)
- laed_comp2(3)
- rscl(3)
- hegv(3)
- gelst(3)
- gbtrs(3)
- pftrf(3)
- langb(3)
- lantr(3)
- laqgb(3)
- ggsvp3(3)
- bdsdc(3)
- ladiv(3)
- laqge(3)
- iparmq(3)
- ggbal(3)
- hb2st_kernels(3)
- lartgs(3)
- lartgp(3)
- rot(3)
- ppequ(3)
- laed3(3)
- her(3)
- hptri(3)
- stevx(3)
- upgtr(3)
- lar2v(3)
- hbev_2stage(3)
- gejsv(3)
- ppsv_driver(3)
- unm22(3)
- gesvxx(3)
- laqz0(3)
- unmtr(3)
- laed5(3)
- tptri(3)
- laed0(3)
- heev_driver2(3)
- hpcon(3)
- lasd4(3)
- hetrf_aa(3)
- geqr_comp3(3)
- rot_aux_grp(3)
- aux_grp(3)
- laebz(3)
- trsyl3(3)
- gges(3)
- gesdd(3)
- trexc(3)
- ung2l(3)
- gesv(3)
- laed4(3)
- md__r_e_a_d_m_e(3)
- blas3_like_grp(3)
- laed1(3)
- larcm(3)
- hbevx(3)
- hesv_driver_grp(3)
- hetrs(3)
- hbevd_2stage(3)
- blas1_grp(3)
- laic1(3)
- geql_comp_grp(3)
- heev_2stage(3)
- hpmv(3)
- pbtf2(3)
- hetrf_aa_2stage(3)
- hbgv(3)
- pptrs(3)
- lapmr(3)
- tpqr_comp_grp(3)
- larfy(3)
- gedmd(3)
- lasr(3)
- hetrd_2stage(3)
- gerfs(3)
- ungtr(3)
- porfsx(3)
- tpmv(3)
- lasd_comp2(3)
- unmbr(3)
- tbtrs(3)
- hetd2(3)
- trsv_comp_grp(3)
- lapy3(3)
- ptts2(3)
- unmhr(3)
- hbev_driver(3)
- lalsa(3)
- tbsv_comp(3)
- hesv_comp_v1(3)
- geql2(3)
- sterf(3)
- larrd(3)
- larft(3)
- lagv2(3)
- gttrf(3)
- tpqrt(3)
- la_lin_berr(3)
- rotg(3)
- solve_top(3)
- lacgv(3)
- larrf(3)
- tbmv(3)
- trsyl(3)
- geequ(3)
- upmtr(3)
- hpgv_driver(3)
- tbsv(3)
- hesvx(3)
- latrz(3)
- tfttr(3)
- gesv_comp_grp(3)
- xerbla_grp(3)
- tpsv(3)
- blas3_grp(3)
- gesvd_driver(3)
- geqr_comp1(3)
- ggev_driver_grp(3)
- la_gbamv(3)
- tpmlqt(3)
- trttf(3)
- larzb(3)
- unmr3(3)
- hecon_rook(3)
- stebz(3)
- lantp(3)
- laqz1(3)
- hesv_rk(3)
- tbcon(3)
- xerbla(3)
- posv_mixed(3)
- latps(3)
- hesv_aa_driver(3)
- gemqr(3)
- larrr(3)
- gebrd(3)
- tgsna(3)
- la_gercond(3)
- gbsv(3)
- hesv_comp_grp(3)
- gesv_mixed(3)
- gghrd(3)
- gbrfs(3)
- tpmqrt(3)
- lasq3(3)
- tpsv_comp(3)
- largv(3)
- gelsd(3)
- pftrs(3)
- asum(3)
- launhr_col_getrfnp(3)
- hptrf(3)
- lacpy(3)
- gesc2(3)
- lasda(3)
- second(3)
- hprfs(3)
- hpsv_comp(3)
- lamrg(3)
- pbsv_comp(3)
- hegv_2stage(3)
- gerq2(3)
- lasdt(3)
- abs1(3)
- hbevd(3)
- hbev_comp(3)
- trsv(3)
- la_porpvgrw(3)
- la_gbrpvgrw(3)
- hbgv_driver(3)
- tgsja(3)
- gebd2(3)
- geqr2(3)
- unm2r(3)
- unmql(3)
- la_gbrfsx_extended(3)
- gelq_comp2(3)
- iparam2stage(3)
- ger(3)
- larf(3)
- ilaprec(3)
- labrd(3)
- unbdb1(3)
- unmlq(3)
- geequb(3)
- la_herfsx_extended(3)
- unbdb2(3)
- lapack_top(3)
- ptsv_driver(3)
- hetrs2(3)
- geqr_comp4(3)
- pbsv(3)
- posv_driver(3)
- steqr(3)
- gels(3)
- lar1v(3)
- hemv(3)
- la_transtype(3)
- hesv_aa(3)
- lacrm(3)
- stevr(3)
- hetf2_rk(3)
- blas2_banded(3)
- stein(3)
- unmrq(3)
- larrk(3)
- hetri2(3)
- hesv_aa_2stage(3)
- pttrf(3)
- gelss(3)
- pbsv_driver(3)
- lasq5(3)
- heevx_2stage(3)
- hetri(3)
- lasd2(3)
- laed2(3)
- pbcon(3)
- ptcon(3)
- laed7(3)
- gels_aux_grp(3)
- hpgvd(3)
- hetf2(3)
- tzrzf(3)
- hpr(3)
- unitary_top(3)
- latsqr(3)
- ungql(3)
- her2(3)
- hetri_3x(3)
- hetrd_hb2st(3)
- tgsen(3)
- ggsvd3(3)
- lasq6(3)
- set_grp(3)
- larfgp(3)
- gels_driver_grp(3)
- pbtrs(3)
- lamswlq(3)
- lanht(3)
- gbsvxx(3)
- tgevc(3)
- ilaenv(3)
- swap(3)
- lae2(3)
- iladiag(3)
- lasq2(3)
- la_heamv(3)
- blas_like_top(3)
- la_gerfsx_extended(3)
- hegst(3)
- tfsm(3)
- gesvd(3)
- ungr2(3)
- ggev(3)
- aux_top(3)
- blas2_packed(3)
- geqlf(3)
- hetrs_rook(3)
- gelq2(3)
- geqrfp(3)
- gbequb(3)
- stev(3)
- lauum(3)
- potrf2(3)
- lamc3(3)
- gbrfsx(3)
- gerq_comp_grp(3)
- pocon(3)
- tbrfs(3)
- heswapr(3)
- lamc2(3)
- hpevd(3)
- hesv_comp_aasen(3)
- scalar_grp(3)
- gemv(3)
- lasv2(3)
- lanhs(3)
- svd_top(3)
- gbsvx(3)
- gesvdx(3)
- tplq_comp_grp(3)
- hesv_driver(3)
- hesv_comp_v2(3)
- trsen(3)
- syconvf(3)
- lasd7(3)
- gbcon(3)
- unbdb(3)
- heev_driver_grp(3)
- ggqrf(3)
- heevx(3)
- gtsvx(3)
- lahef_rook(3)
- hetrf_rook(3)
- hetrf(3)
- trsna(3)
- gebak(3)
- larnv(3)
- ptsv_comp(3)
- laswlq(3)
- lags2(3)
- laed8(3)
- laswp(3)
- hptrs(3)
- unglq(3)
- la_wwaddw(3)
- getrf(3)
- gees(3)
- gbtf2(3)
- hegvx(3)
- latrs3(3)
- roundup_lwork(3)
- unghr(3)
- iamax(3)
- larzt(3)
- pteqr(3)
- ilaver(3)
- trmv(3)
- la_gbrcond(3)
- blas0_like_grp(3)
- nrm2(3)
- heev_top(3)
- gtcon(3)
- heevr_2stage(3)
- pstrf(3)
- rot_comp(3)
- laqr5(3)
- heevd_2stage(3)
- getsls(3)
- hetrd_he2hb(3)
- heequb(3)
- laqp2(3)
- axpy(3)
- blast_aux(3)
- rotmg(3)
- pbsvx(3)
- ilauplo(3)
- herfsx(3)
- laqr2(3)
- blas1_like_grp(3)
- lassq(3)
- larrb(3)
- stev_driver(3)
- geevx(3)
- tpttf(3)
- scal(3)
- laneg(3)
- posv_driver_grp(3)
- lasq1(3)
- hetrs_3(3)
- geqrt2(3)
- gbbrd(3)
- ilalr(3)
- hetri_3(3)
apt-get install liblapack-doc
Manual
bdsqr
NAMESYNOPSIS
Functions
Detailed Description
Function Documentation
subroutine cbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, real, dimension( * ) d, real, dimension( * ) e, complex,dimension( ldvt, * ) vt, integer ldvt, complex, dimension( ldu, * ) u,integer ldu, complex, dimension( ldc, * ) c, integer ldc, real,dimension( * ) rwork, integer info)
subroutine dbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, double precision, dimension( * ) d, double precision,dimension( * ) e, double precision, dimension( ldvt, * ) vt, integerldvt, double precision, dimension( ldu, * ) u, integer ldu, doubleprecision, dimension( ldc, * ) c, integer ldc, double precision,dimension( * ) work, integer info)
subroutine sbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, real, dimension( * ) d, real, dimension( * ) e, real,dimension( ldvt, * ) vt, integer ldvt, real, dimension( ldu, * ) u,integer ldu, real, dimension( ldc, * ) c, integer ldc, real, dimension(* ) work, integer info)
subroutine zbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, double precision, dimension( * ) d, double precision,dimension( * ) e, complex*16, dimension( ldvt, * ) vt, integer ldvt,complex*16, dimension( ldu, * ) u, integer ldu, complex*16, dimension(ldc, * ) c, integer ldc, double precision, dimension( * ) rwork,integer info)
Author
NAME
bdsqr - bdsqr: bidiagonal SVD, QR iteration (dqds)
SYNOPSIS
Functions
subroutine
cbdsqr
(uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u,
ldu, c, ldc, rwork, info)
CBDSQR
subroutine
dbdsqr
(uplo, n, ncvt, nru, ncc, d, e, vt,
ldvt, u, ldu, c, ldc, work, info)
DBDSQR
subroutine
sbdsqr
(uplo, n, ncvt, nru, ncc, d, e, vt,
ldvt, u, ldu, c, ldc, work, info)
SBDSQR
subroutine
zbdsqr
(uplo, n, ncvt, nru, ncc, d, e, vt,
ldvt, u, ldu, c, ldc, rwork, info)
ZBDSQR
Detailed Description
Function Documentation
subroutine cbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, real, dimension( * ) d, real, dimension( * ) e, complex,dimension( ldvt, * ) vt, integer ldvt, complex, dimension( ldu, * ) u,integer ldu, complex, dimension( ldc, * ) c, integer ldc, real,dimension( * ) rwork, integer info)
CBDSQR
Purpose:
CBDSQR computes
the singular values and, optionally, the right and/or
left singular vectors from the singular value decomposition
(SVD) of
a real N-by-N (upper or lower) bidiagonal matrix B using the
implicit
zero-shift QR algorithm. The SVD of B has the form
B = Q * S * P**H
where S is the
diagonal matrix of singular values, Q is an orthogonal
matrix of left singular vectors, and P is an orthogonal
matrix of
right singular vectors. If left singular vectors are
requested, this
subroutine actually returns U*Q instead of Q, and, if right
singular
vectors are requested, this subroutine returns P**H*VT
instead of
P**H, for given complex input matrices U and VT. When U and
VT are
the unitary matrices that reduce a general matrix A to
bidiagonal
form: A = U*B*VT, as computed by CGEBRD, then
A = (U*Q) * S * (P**H*VT)
is the SVD of
A. Optionally, the subroutine may also compute Q**H*C
for a given complex input matrix C.
See
’Computing Small Singular Values of Bidiagonal
Matrices With
Guaranteed High Relative Accuracy,’ by J. Demmel and
W. Kahan,
LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput.
vol. 11,
no. 5, pp. 873-912, Sept 1990) and
’Accurate singular values and differential qd
algorithms,’ by
B. Parlett and V. Fernando, Technical Report CPAM-554,
Mathematics
Department, University of California at Berkeley, July 1992
for a detailed description of the algorithm.
Parameters
UPLO
UPLO is
CHARACTER*1
= ’U’: B is upper bidiagonal;
= ’L’: B is lower bidiagonal.
N
N is INTEGER
The order of the matrix B. N >= 0.
NCVT
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
D
D is REAL
array, dimension (N)
On entry, the n diagonal elements of the bidiagonal matrix
B.
On exit, if INFO=0, the singular values of B in decreasing
order.
E
E is REAL
array, dimension (N-1)
On entry, the N-1 offdiagonal elements of the bidiagonal
matrix B.
On exit, if INFO = 0, E is destroyed; if INFO > 0, D and
E
will contain the diagonal and superdiagonal elements of a
bidiagonal matrix orthogonally equivalent to the one given
as input.
VT
VT is COMPLEX
array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT.
On exit, VT is overwritten by P**H * VT.
Not referenced if NCVT = 0.
LDVT
LDVT is INTEGER
The leading dimension of the array VT.
LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT =
0.
U
U is COMPLEX
array, dimension (LDU, N)
On entry, an NRU-by-N matrix U.
On exit, U is overwritten by U * Q.
Not referenced if NRU = 0.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >=
max(1,NRU).
C
C is COMPLEX
array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C.
On exit, C is overwritten by Q**H * C.
Not referenced if NCC = 0.
LDC
LDC is INTEGER
The leading dimension of the array C.
LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
RWORK
RWORK is REAL
array, dimension (LRWORK)
LRWORK = 4*N, if NCVT = NRU = NCC = 0, and
LRWORK = 4*(N-1), otherwise
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -i, the i-th argument had an illegal value
> 0: the algorithm did not converge; D and E contain the
elements of a bidiagonal matrix which is orthogonally
similar to the input matrix B; if INFO = i, i
elements of E have not converged to zero.
Internal Parameters:
TOLMUL REAL,
default = max(10,min(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop.
If it is positive, TOLMUL*EPS is the desired relative
precision in the computed singular values.
If it is negative, abs(TOLMUL*EPS*sigma_max) is the
desired absolute accuracy in the computed singular
values (corresponds to relative accuracy
abs(TOLMUL*EPS) in the largest singular value.
abs(TOLMUL) should be between 1 and 1/EPS, and preferably
between 10 (for fast convergence) and .1/EPS
(for there to be some accuracy in the results).
Default is to lose at either one eighth or 2 of the
available decimal digits in each computed singular value
(whichever is smaller).
MAXITR INTEGER,
default = 6
MAXITR controls the maximum number of passes of the
algorithm through its inner loop. The algorithms stops
(and so fails to converge) if the number of passes
through the inner loop exceeds MAXITR*N**2.
Note:
Bug report from
Cezary Dendek.
On November 3rd 2023, the INTEGER variable MAXIT =
MAXITR*N**2 is
removed since it can overflow pretty easily (for N larger or
equal
than 18,919). We instead use MAXITDIVN = MAXITR*N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine dbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, double precision, dimension( * ) d, double precision,dimension( * ) e, double precision, dimension( ldvt, * ) vt, integerldvt, double precision, dimension( ldu, * ) u, integer ldu, doubleprecision, dimension( ldc, * ) c, integer ldc, double precision,dimension( * ) work, integer info)
DBDSQR
Purpose:
DBDSQR computes
the singular values and, optionally, the right and/or
left singular vectors from the singular value decomposition
(SVD) of
a real N-by-N (upper or lower) bidiagonal matrix B using the
implicit
zero-shift QR algorithm. The SVD of B has the form
B = Q * S * P**T
where S is the
diagonal matrix of singular values, Q is an orthogonal
matrix of left singular vectors, and P is an orthogonal
matrix of
right singular vectors. If left singular vectors are
requested, this
subroutine actually returns U*Q instead of Q, and, if right
singular
vectors are requested, this subroutine returns P**T*VT
instead of
P**T, for given real input matrices U and VT. When U and VT
are the
orthogonal matrices that reduce a general matrix A to
bidiagonal
form: A = U*B*VT, as computed by DGEBRD, then
A = (U*Q) * S * (P**T*VT)
is the SVD of
A. Optionally, the subroutine may also compute Q**T*C
for a given real input matrix C.
See
’Computing Small Singular Values of Bidiagonal
Matrices With
Guaranteed High Relative Accuracy,’ by J. Demmel and
W. Kahan,
LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput.
vol. 11,
no. 5, pp. 873-912, Sept 1990) and
’Accurate singular values and differential qd
algorithms,’ by
B. Parlett and V. Fernando, Technical Report CPAM-554,
Mathematics
Department, University of California at Berkeley, July 1992
for a detailed description of the algorithm.
Parameters
UPLO
UPLO is
CHARACTER*1
= ’U’: B is upper bidiagonal;
= ’L’: B is lower bidiagonal.
N
N is INTEGER
The order of the matrix B. N >= 0.
NCVT
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
D
D is DOUBLE
PRECISION array, dimension (N)
On entry, the n diagonal elements of the bidiagonal matrix
B.
On exit, if INFO=0, the singular values of B in decreasing
order.
E
E is DOUBLE
PRECISION array, dimension (N-1)
On entry, the N-1 offdiagonal elements of the bidiagonal
matrix B.
On exit, if INFO = 0, E is destroyed; if INFO > 0, D and
E
will contain the diagonal and superdiagonal elements of a
bidiagonal matrix orthogonally equivalent to the one given
as input.
VT
VT is DOUBLE
PRECISION array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT.
On exit, VT is overwritten by P**T * VT.
Not referenced if NCVT = 0.
LDVT
LDVT is INTEGER
The leading dimension of the array VT.
LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT =
0.
U
U is DOUBLE
PRECISION array, dimension (LDU, N)
On entry, an NRU-by-N matrix U.
On exit, U is overwritten by U * Q.
Not referenced if NRU = 0.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >=
max(1,NRU).
C
C is DOUBLE
PRECISION array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C.
On exit, C is overwritten by Q**T * C.
Not referenced if NCC = 0.
LDC
LDC is INTEGER
The leading dimension of the array C.
LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
WORK
WORK is DOUBLE
PRECISION array, dimension (LWORK)
LWORK = 4*N, if NCVT = NRU = NCC = 0, and
LWORK = 4*(N-1), otherwise
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -i, the i-th argument had an illegal value
> 0:
if NCVT = NRU = NCC = 0,
= 1, a split was marked by a positive value in E
= 2, current block of Z not diagonalized after 30*N
iterations (in inner while loop)
= 3, termination criterion of outer while loop not met
(program created more than N unreduced blocks)
else NCVT = NRU = NCC = 0,
the algorithm did not converge; D and E contain the
elements of a bidiagonal matrix which is orthogonally
similar to the input matrix B; if INFO = i, i
elements of E have not converged to zero.
Internal Parameters:
TOLMUL DOUBLE
PRECISION, default = max(10,min(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop.
If it is positive, TOLMUL*EPS is the desired relative
precision in the computed singular values.
If it is negative, abs(TOLMUL*EPS*sigma_max) is the
desired absolute accuracy in the computed singular
values (corresponds to relative accuracy
abs(TOLMUL*EPS) in the largest singular value.
abs(TOLMUL) should be between 1 and 1/EPS, and preferably
between 10 (for fast convergence) and .1/EPS
(for there to be some accuracy in the results).
Default is to lose at either one eighth or 2 of the
available decimal digits in each computed singular value
(whichever is smaller).
MAXITR INTEGER,
default = 6
MAXITR controls the maximum number of passes of the
algorithm through its inner loop. The algorithms stops
(and so fails to converge) if the number of passes
through the inner loop exceeds MAXITR*N**2.
Note:
Bug report from
Cezary Dendek.
On March 23rd 2017, the INTEGER variable MAXIT = MAXITR*N**2
is
removed since it can overflow pretty easily (for N larger or
equal
than 18,919). We instead use MAXITDIVN = MAXITR*N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine sbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, real, dimension( * ) d, real, dimension( * ) e, real,dimension( ldvt, * ) vt, integer ldvt, real, dimension( ldu, * ) u,integer ldu, real, dimension( ldc, * ) c, integer ldc, real, dimension(* ) work, integer info)
SBDSQR
Purpose:
SBDSQR computes
the singular values and, optionally, the right and/or
left singular vectors from the singular value decomposition
(SVD) of
a real N-by-N (upper or lower) bidiagonal matrix B using the
implicit
zero-shift QR algorithm. The SVD of B has the form
B = Q * S * P**T
where S is the
diagonal matrix of singular values, Q is an orthogonal
matrix of left singular vectors, and P is an orthogonal
matrix of
right singular vectors. If left singular vectors are
requested, this
subroutine actually returns U*Q instead of Q, and, if right
singular
vectors are requested, this subroutine returns P**T*VT
instead of
P**T, for given real input matrices U and VT. When U and VT
are the
orthogonal matrices that reduce a general matrix A to
bidiagonal
form: A = U*B*VT, as computed by SGEBRD, then
A = (U*Q) * S * (P**T*VT)
is the SVD of
A. Optionally, the subroutine may also compute Q**T*C
for a given real input matrix C.
See
’Computing Small Singular Values of Bidiagonal
Matrices With
Guaranteed High Relative Accuracy,’ by J. Demmel and
W. Kahan,
LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput.
vol. 11,
no. 5, pp. 873-912, Sept 1990) and
’Accurate singular values and differential qd
algorithms,’ by
B. Parlett and V. Fernando, Technical Report CPAM-554,
Mathematics
Department, University of California at Berkeley, July 1992
for a detailed description of the algorithm.
Parameters
UPLO
UPLO is
CHARACTER*1
= ’U’: B is upper bidiagonal;
= ’L’: B is lower bidiagonal.
N
N is INTEGER
The order of the matrix B. N >= 0.
NCVT
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
D
D is REAL
array, dimension (N)
On entry, the n diagonal elements of the bidiagonal matrix
B.
On exit, if INFO=0, the singular values of B in decreasing
order.
E
E is REAL
array, dimension (N-1)
On entry, the N-1 offdiagonal elements of the bidiagonal
matrix B.
On exit, if INFO = 0, E is destroyed; if INFO > 0, D and
E
will contain the diagonal and superdiagonal elements of a
bidiagonal matrix orthogonally equivalent to the one given
as input.
VT
VT is REAL
array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT.
On exit, VT is overwritten by P**T * VT.
Not referenced if NCVT = 0.
LDVT
LDVT is INTEGER
The leading dimension of the array VT.
LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT =
0.
U
U is REAL
array, dimension (LDU, N)
On entry, an NRU-by-N matrix U.
On exit, U is overwritten by U * Q.
Not referenced if NRU = 0.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >=
max(1,NRU).
C
C is REAL
array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C.
On exit, C is overwritten by Q**T * C.
Not referenced if NCC = 0.
LDC
LDC is INTEGER
The leading dimension of the array C.
LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
WORK
WORK is REAL
array, dimension (LWORK)
LWORK = 4*N, if NCVT = NRU = NCC = 0, and
LWORK = 4*(N-1), otherwise
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -i, the i-th argument had an illegal value
> 0:
if NCVT = NRU = NCC = 0,
= 1, a split was marked by a positive value in E
= 2, current block of Z not diagonalized after 30*N
iterations (in inner while loop)
= 3, termination criterion of outer while loop not met
(program created more than N unreduced blocks)
else NCVT = NRU = NCC = 0,
the algorithm did not converge; D and E contain the
elements of a bidiagonal matrix which is orthogonally
similar to the input matrix B; if INFO = i, i
elements of E have not converged to zero.
Internal Parameters:
TOLMUL REAL,
default = max(10,min(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop.
If it is positive, TOLMUL*EPS is the desired relative
precision in the computed singular values.
If it is negative, abs(TOLMUL*EPS*sigma_max) is the
desired absolute accuracy in the computed singular
values (corresponds to relative accuracy
abs(TOLMUL*EPS) in the largest singular value.
abs(TOLMUL) should be between 1 and 1/EPS, and preferably
between 10 (for fast convergence) and .1/EPS
(for there to be some accuracy in the results).
Default is to lose at either one eighth or 2 of the
available decimal digits in each computed singular value
(whichever is smaller).
MAXITR INTEGER,
default = 6
MAXITR controls the maximum number of passes of the
algorithm through its inner loop. The algorithms stops
(and so fails to converge) if the number of passes
through the inner loop exceeds MAXITR*N**2.
Note:
Bug report from
Cezary Dendek.
On March 23rd 2017, the INTEGER variable MAXIT = MAXITR*N**2
is
removed since it can overflow pretty easily (for N larger or
equal
than 18,919). We instead use MAXITDIVN = MAXITR*N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
subroutine zbdsqr (character uplo, integer n, integer ncvt, integer nru,integer ncc, double precision, dimension( * ) d, double precision,dimension( * ) e, complex*16, dimension( ldvt, * ) vt, integer ldvt,complex*16, dimension( ldu, * ) u, integer ldu, complex*16, dimension(ldc, * ) c, integer ldc, double precision, dimension( * ) rwork,integer info)
ZBDSQR
Purpose:
ZBDSQR computes
the singular values and, optionally, the right and/or
left singular vectors from the singular value decomposition
(SVD) of
a real N-by-N (upper or lower) bidiagonal matrix B using the
implicit
zero-shift QR algorithm. The SVD of B has the form
B = Q * S * P**H
where S is the
diagonal matrix of singular values, Q is an orthogonal
matrix of left singular vectors, and P is an orthogonal
matrix of
right singular vectors. If left singular vectors are
requested, this
subroutine actually returns U*Q instead of Q, and, if right
singular
vectors are requested, this subroutine returns P**H*VT
instead of
P**H, for given complex input matrices U and VT. When U and
VT are
the unitary matrices that reduce a general matrix A to
bidiagonal
form: A = U*B*VT, as computed by ZGEBRD, then
A = (U*Q) * S * (P**H*VT)
is the SVD of
A. Optionally, the subroutine may also compute Q**H*C
for a given complex input matrix C.
See
’Computing Small Singular Values of Bidiagonal
Matrices With
Guaranteed High Relative Accuracy,’ by J. Demmel and
W. Kahan,
LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput.
vol. 11,
no. 5, pp. 873-912, Sept 1990) and
’Accurate singular values and differential qd
algorithms,’ by
B. Parlett and V. Fernando, Technical Report CPAM-554,
Mathematics
Department, University of California at Berkeley, July 1992
for a detailed description of the algorithm.
Parameters
UPLO
UPLO is
CHARACTER*1
= ’U’: B is upper bidiagonal;
= ’L’: B is lower bidiagonal.
N
N is INTEGER
The order of the matrix B. N >= 0.
NCVT
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
D
D is DOUBLE
PRECISION array, dimension (N)
On entry, the n diagonal elements of the bidiagonal matrix
B.
On exit, if INFO=0, the singular values of B in decreasing
order.
E
E is DOUBLE
PRECISION array, dimension (N-1)
On entry, the N-1 offdiagonal elements of the bidiagonal
matrix B.
On exit, if INFO = 0, E is destroyed; if INFO > 0, D and
E
will contain the diagonal and superdiagonal elements of a
bidiagonal matrix orthogonally equivalent to the one given
as input.
VT
VT is
COMPLEX*16 array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT.
On exit, VT is overwritten by P**H * VT.
Not referenced if NCVT = 0.
LDVT
LDVT is INTEGER
The leading dimension of the array VT.
LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT =
0.
U
U is COMPLEX*16
array, dimension (LDU, N)
On entry, an NRU-by-N matrix U.
On exit, U is overwritten by U * Q.
Not referenced if NRU = 0.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >=
max(1,NRU).
C
C is COMPLEX*16
array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C.
On exit, C is overwritten by Q**H * C.
Not referenced if NCC = 0.
LDC
LDC is INTEGER
The leading dimension of the array C.
LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
RWORK
RWORK is DOUBLE
PRECISION array, dimension (LRWORK)
LRWORK = 4*N, if NCVT = NRU = NCC = 0, and
LRWORK = 4*(N-1), otherwise
INFO
INFO is INTEGER
= 0: successful exit
< 0: If INFO = -i, the i-th argument had an illegal value
> 0: the algorithm did not converge; D and E contain the
elements of a bidiagonal matrix which is orthogonally
similar to the input matrix B; if INFO = i, i
elements of E have not converged to zero.
Internal Parameters:
TOLMUL DOUBLE
PRECISION, default = max(10,min(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop.
If it is positive, TOLMUL*EPS is the desired relative
precision in the computed singular values.
If it is negative, abs(TOLMUL*EPS*sigma_max) is the
desired absolute accuracy in the computed singular
values (corresponds to relative accuracy
abs(TOLMUL*EPS) in the largest singular value.
abs(TOLMUL) should be between 1 and 1/EPS, and preferably
between 10 (for fast convergence) and .1/EPS
(for there to be some accuracy in the results).
Default is to lose at either one eighth or 2 of the
available decimal digits in each computed singular value
(whichever is smaller).
MAXITR INTEGER,
default = 6
MAXITR controls the maximum number of passes of the
algorithm through its inner loop. The algorithms stops
(and so fails to converge) if the number of passes
through the inner loop exceeds MAXITR*N**2.
Note:
Bug report from
Cezary Dendek.
On November 3rd 2023, the INTEGER variable MAXIT =
MAXITR*N**2 is
removed since it can overflow pretty easily (for N larger or
equal
than 18,919). We instead use MAXITDIVN = MAXITR*N.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Author
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