.TH "SRC/zbdsqr.f" 3 "Version 3.12.0" "LAPACK" \" -*- nroff -*- .ad l .nh .SH NAME SRC/zbdsqr.f .SH SYNOPSIS .br .PP .SS "Functions/Subroutines" .in +1c .ti -1c .RI "subroutine \fBzbdsqr\fP (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, rwork, info)" .br .RI "\fBZBDSQR\fP " .in -1c .SH "Function/Subroutine Documentation" .PP .SS "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)" .PP \fBZBDSQR\fP .PP \fBPurpose:\fP .RS 4 .PP .nf !> !> 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\&. !> .fi .PP .RE .PP \fBParameters\fP .RS 4 \fIUPLO\fP .PP .nf !> UPLO is CHARACTER*1 !> = 'U': B is upper bidiagonal; !> = 'L': B is lower bidiagonal\&. !> .fi .PP .br \fIN\fP .PP .nf !> N is INTEGER !> The order of the matrix B\&. N >= 0\&. !> .fi .PP .br \fINCVT\fP .PP .nf !> NCVT is INTEGER !> The number of columns of the matrix VT\&. NCVT >= 0\&. !> .fi .PP .br \fINRU\fP .PP .nf !> NRU is INTEGER !> The number of rows of the matrix U\&. NRU >= 0\&. !> .fi .PP .br \fINCC\fP .PP .nf !> NCC is INTEGER !> The number of columns of the matrix C\&. NCC >= 0\&. !> .fi .PP .br \fID\fP .PP .nf !> 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\&. !> .fi .PP .br \fIE\fP .PP .nf !> 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\&. !> .fi .PP .br \fIVT\fP .PP .nf !> 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\&. !> .fi .PP .br \fILDVT\fP .PP .nf !> LDVT is INTEGER !> The leading dimension of the array VT\&. !> LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0\&. !> .fi .PP .br \fIU\fP .PP .nf !> 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\&. !> .fi .PP .br \fILDU\fP .PP .nf !> LDU is INTEGER !> The leading dimension of the array U\&. LDU >= max(1,NRU)\&. !> .fi .PP .br \fIC\fP .PP .nf !> 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\&. !> .fi .PP .br \fILDC\fP .PP .nf !> LDC is INTEGER !> The leading dimension of the array C\&. !> LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0\&. !> .fi .PP .br \fIRWORK\fP .PP .nf !> RWORK is DOUBLE PRECISION array, dimension (LRWORK) !> LRWORK = 4*N, if NCVT = NRU = NCC = 0, and !> LRWORK = 4*(N-1), otherwise !> .fi .PP .br \fIINFO\fP .PP .nf !> 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\&. !> .fi .PP .RE .PP \fBInternal Parameters:\fP .RS 4 .PP .nf !> 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\&. !> !> .fi .PP .RE .PP \fBNote:\fP .RS 4 .PP .nf !> 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\&. !> .fi .PP .RE .PP \fBAuthor\fP .RS 4 Univ\&. of Tennessee .PP Univ\&. of California Berkeley .PP Univ\&. of Colorado Denver .PP NAG Ltd\&. .RE .PP .PP Definition at line \fB233\fP of file \fBzbdsqr\&.f\fP\&. .SH "Author" .PP Generated automatically by Doxygen for LAPACK from the source code\&.