[ новости /+++ | форум | теги | ]

NAME
     zbdsqr - compute the singular value decomposition (SVD) of a
     real N-by-N (upper or lower) bidiagonal matrix B

SYNOPSIS
     SUBROUTINE ZBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT,  LDVT,
               U, LDU, C, LDC, RWORK, INFO )

     CHARACTER UPLO

     INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU

     DOUBLE PRECISION D( * ), E( * ), RWORK( * )

     COMPLEX*16 C( LDC, * ), U( LDU, * ), VT( LDVT, * )



     #include <sunperf.h>

     void zbdsqr(char uplo, int n, int ncvt, int  nru,  int  ncc,
               double  *d,  double  *e,  doublecomplex  *zvt, int
               ldvt, doublecomplex *zu,  int  ldu,  doublecomplex
               *zc, int ldc, int *info) ;

PURPOSE
     ZBDSQR 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 complex 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 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) COMPLEX*16 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) COMPLEX*16 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) COMPLEX*16 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.

     RWORK     (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.

Партнёры:

Хостинг: