NAME
sbdsqr - compute the singular value decomposition (SVD) of a
real N-by-N (upper or lower) bidiagonal matrix B
SYNOPSIS
SUBROUTINE SBDSQR( 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
REAL C( LDC, * ), D( * ), E( * ), U( LDU, * ), VT( LDVT, *
), WORK( * )
#include <sunperf.h>
void sbdsqr(char uplo, int n, int ncvt, int nru, int ncc,
float *d, float *e, float *svt, int ldvt, float
*su, int ldu, float *sc, int ldc, int *info) ;
PURPOSE
SBDSQR 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) REAL 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) REAL 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) REAL 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) REAL 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) REAL 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) REAL 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 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 rela-
tive 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 com-
puted 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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