NAME dbdsqr - compute the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B SYNOPSIS SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, WORK, INFO ) CHARACTER UPLO INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU DOUBLE PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ), VT( LDVT, * ), WORK( * ) #include <sunperf.h> void dbdsqr(char uplo, int n, int ncvt, int nru, int ncc, double *d, double *e, double *dvt, int ldvt, dou- ble *du, int ldu, double *dc, int ldc, int *info) ; PURPOSE DBDSQR computes the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B: B = Q * S * P' (P' denotes the transpose of P), where S is a diagonal matrix with non-negative diagonal elements (the singular values of B), and Q and P are orthogonal matrices. The routine computes S, and optionally computes U * Q, P' * VT, or Q' * C, for given real input matrices U, VT, and 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. Com- put. 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 Berke- ley, July 1992 for a detailed description of the algorithm. ARGUMENTS UPLO (input) CHARACTER*1 = 'U': B is upper bidiagonal; = 'L': B is lower bidiagonal. N (input) INTEGER The order of the matrix B. N >= 0. NCVT (input) INTEGER The number of columns of the matrix VT. NCVT >= 0. NRU (input) INTEGER The number of rows of the matrix U. NRU >= 0. NCC (input) INTEGER The number of columns of the matrix C. NCC >= 0. D (input/output) DOUBLE PRECISION array, dimension (N) On entry, the n diagonal elements of the bidiago- nal matrix B. On exit, if INFO=0, the singular values of B in decreasing order. E (input/output) DOUBLE PRECISION array, dimension (N) On entry, the elements of E contain the offdiago- nal elements of the bidiagonal matrix whose SVD is desired. On normal exit (INFO = 0), E is des- troyed. If the algorithm does not converge (INFO > 0), D and E will contain the diagonal and super- diagonal elements of a bidiagonal matrix orthogo- nally equivalent to the one given as input. E(N) is used for workspace. VT (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT) On entry, an N-by-NCVT matrix VT. On exit, VT is overwritten by P' * VT. VT is not referenced if NCVT = 0. LDVT (input) INTEGER The leading dimension of the array VT. LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. U (input/output) DOUBLE PRECISION array, dimension (LDU, N) On entry, an NRU-by-N matrix U. On exit, U is overwritten by U * Q. U is not referenced if NRU = 0. LDU (input) INTEGER The leading dimension of the array U. LDU >= max(1,NRU). C (input/output) DOUBLE PRECISION array, dimension (LDC, NCC) On entry, an N-by-NCC matrix C. On exit, C is overwritten by Q' * C. C is not referenced if NCC = 0. LDC (input) INTEGER The leading dimension of the array C. LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. WORK (workspace) DOUBLE PRECISION array, dimension 2*N if only singular values wanted (NCVT = NRU = NCC = 0) max( 1, 4*N-4 ) otherwise INFO (output) INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an ille- gal value > 0: the algorithm did not converge; D and E con- tain 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. 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.
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