DLASDA(3S)DLASDA(3S)NAME
DLASDA - 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
SYNOPSIS
SUBROUTINE DLASDA( ICOMPQ, SMLSIZ, N, SQRE, D, E, U, LDU, VT, K, DIFL,
DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM,
C, S, WORK, IWORK, INFO )
INTEGER ICOMPQ, INFO, LDGCOL, LDU, N, SMLSIZ, SQRE
INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ), K( * ),
PERM( LDGCOL, * )
DOUBLE PRECISION C( * ), D( * ), DIFL( LDU, * ), DIFR( LDU, *
), E( * ), GIVNUM( LDU, * ), POLES( LDU, * ), S( * ),
U( LDU, * ), VT( LDU, * ), WORK( * ), Z( LDU, * )
IMPLEMENTATION
These routines are part of the SCSL Scientific Library and can be loaded
using either the -lscs or the -lscs_mp option. The -lscs_mp option
directs the linker to use the multi-processor version of the library.
When linking to SCSL with -lscs or -lscs_mp, the default integer size is
4 bytes (32 bits). Another version of SCSL is available in which integers
are 8 bytes (64 bits). This version allows the user access to larger
memory sizes and helps when porting legacy Cray codes. It can be loaded
by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use
only one of the two versions; 4-byte integer and 8-byte integer library
calls cannot be mixed.
PURPOSE
Using 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. The algorithm computes
the singular values in the SVD B = U * S * VT. The orthogonal matrices U
and VT are optionally computed in compact form.
A related subroutine, DLASD0, computes the singular values and the
singular vectors in explicit form.
ARGUMENTS
ICOMPQ (input) INTEGER Specifies whether singular vectors are to be
computed in compact form, as follows = 0: Compute singular values only.
= 1: Compute singular vectors of upper bidiagonal matrix in compact form.
SMLSIZ (input) INTEGER The maximum size of the subproblems at the bottom
of the computation tree.
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DLASDA(3S)DLASDA(3S)
N (input) INTEGER
The row dimension of the upper bidiagonal matrix. This is also the
dimension of the main diagonal array D.
SQRE (input) INTEGER
Specifies the column dimension of the bidiagonal matrix. = 0: The
bidiagonal matrix has column dimension M = N;
= 1: The bidiagonal matrix has column dimension M = N + 1.
D (input/output) DOUBLE PRECISION array, dimension ( N )
On entry D contains the main diagonal of the bidiagonal matrix. On
exit D, if INFO = 0, contains its singular values.
E (input) DOUBLE PRECISION array, dimension ( M-1 )
Contains the subdiagonal entries of the bidiagonal matrix. On
exit, E has been destroyed.
U (output) DOUBLE PRECISION array,
dimension ( LDU, SMLSIZ ) if ICOMPQ = 1, and not referenced if
ICOMPQ = 0. If ICOMPQ = 1, on exit, U contains the left singular
vector matrices of all subproblems at the bottom level.
LDU (input) INTEGER, LDU = > N.
The leading dimension of arrays U, VT, DIFL, DIFR, POLES, GIVNUM,
and Z.
VT (output) DOUBLE PRECISION array,
dimension ( LDU, SMLSIZ+1 ) if ICOMPQ = 1, and not referenced if
ICOMPQ = 0. If ICOMPQ = 1, on exit, VT' contains the right
singular vector matrices of all subproblems at the bottom level.
K (output) INTEGER array,
dimension ( N ) if ICOMPQ = 1 and dimension 1 if ICOMPQ = 0. If
ICOMPQ = 1, on exit, K(I) is the dimension of the I-th secular
equation on the computation tree.
DIFL (output) DOUBLE PRECISION array, dimension ( LDU, NLVL ),
where NLVL = floor(log_2 (N/SMLSIZ))).
DIFR (output) DOUBLE PRECISION array,
dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1 and dimension ( N ) if
ICOMPQ = 0. If ICOMPQ = 1, on exit, DIFL(1:N, I) and DIFR(1:N, 2
* I - 1) record distances between singular values on the I-th
level and singular values on the (I -1)-th level, and DIFR(1:N, 2
* I ) contains the normalizing factors for the right singular
vector matrix. See DLASD8 for details.
Z (output) DOUBLE PRECISION array,
dimension ( LDU, NLVL ) if ICOMPQ = 1 and dimension ( N ) if
ICOMPQ = 0. The first K elements of Z(1, I) contain the
components of the deflation-adjusted updating row vector for
subproblems on the I-th level.
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DLASDA(3S)DLASDA(3S)
POLES (output) DOUBLE PRECISION array,
dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if
ICOMPQ = 0. If ICOMPQ = 1, on exit, POLES(1, 2*I - 1) and POLES(1,
2*I) contain the new and old singular values involved in the
secular equations on the I-th level.
GIVPTR (output) INTEGER array, dimension ( N ) if ICOMPQ = 1, and
not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, GIVPTR( I )
records the number of Givens rotations performed on the I-th
problem on the computation tree.
GIVCOL (output) INTEGER array, dimension ( LDGCOL, 2 * NLVL ) if
ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on
exit, for each I, GIVCOL(1, 2 *I - 1) and GIVCOL(1, 2 *I) record
the locations of Givens rotations performed on the I-th level on
the computation tree.
LDGCOL (input) INTEGER, LDGCOL = > N. The leading dimension of
arrays GIVCOL and PERM.
PERM (output) INTEGER array,
dimension ( LDGCOL, NLVL ) if ICOMPQ = 1, and not referenced if
ICOMPQ = 0. If ICOMPQ = 1, on exit, PERM(1, I) records
permutations done on the I-th level of the computation tree.
GIVNUM (output) DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL
) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1,
on exit, for each I, GIVNUM(1, 2 *I - 1) and GIVNUM(1, 2 *I)
record the C- and S- values of Givens rotations performed on the
I-th level on the computation tree.
C (output) DOUBLE PRECISION array,
dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If
ICOMPQ = 1 and the I-th subproblem is not square, on exit, C( I )
contains the C-value of a Givens rotation related to the right
null space of the I-th subproblem.
S (output) DOUBLE PRECISION array, dimension ( N ) if
ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the
I-th subproblem is not square, on exit, S( I ) contains the S-
value of a Givens rotation related to the right null space of the
I-th subproblem.
WORK (workspace) DOUBLE PRECISION array, dimension
(6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)).
IWORK (workspace) INTEGER array.
Dimension must be at least (7 * N).
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
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DLASDA(3S)DLASDA(3S)
> 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
SEE ALSOINTRO_LAPACK(3S), INTRO_SCSL(3S)
This man page is available only online.
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