SRC/zbdsqr.f(3) | Library Functions Manual | SRC/zbdsqr.f(3) |
NAME
SRC/zbdsqr.f
SYNOPSIS
Functions/Subroutines
subroutine zbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt,
u, ldu, c, ldc, rwork, info)
ZBDSQR
Function/Subroutine Documentation
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 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 !> 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.
Definition at line 233 of file zbdsqr.f.
Author
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