org.netlib.lapack
Class Sbdsqr

java.lang.Object
  extended by org.netlib.lapack.Sbdsqr

public class Sbdsqr
extends java.lang.Object

Following is the description from the original
Fortran source.  For each array argument, the Java
version will include an integer offset parameter, so
the arguments may not match the description exactly.
Contact seymour@cs.utk.edu with any questions.

* .. * * Purpose * ======= * * SBDSQR 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**T * * 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**T*VT instead of * P**T, for given real input matrices U and VT. When U and VT are the * orthogonal matrices that reduce a general matrix A to bidiagonal * form: A = U*B*VT, as computed by SGEBRD, then * * A = (U*Q) * S * (P**T*VT) * * is the SVD of A. Optionally, the subroutine may also compute Q**T*C * for a given real input matrix 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. Comput. 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 Berkeley, 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 bidiagonal matrix B. * On exit, if INFO=0, the singular values of B in decreasing * order. * * E (input/output) REAL 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. * * VT (input/output) REAL array, dimension (LDVT, NCVT) * On entry, an N-by-NCVT matrix VT. * On exit, VT is overwritten by P**T * VT. * 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. * 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**T * C. * 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 NCVT = NRU = NCC = 0, (max(1, 4*N)) otherwise * * INFO (output) 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. * * Internal 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 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. * * ===================================================================== * * .. Parameters ..


Constructor Summary
Sbdsqr()
           
 
Method Summary
static void sbdsqr(java.lang.String uplo, int n, int ncvt, int nru, int ncc, float[] d, int _d_offset, float[] e, int _e_offset, float[] vt, int _vt_offset, int ldvt, float[] u, int _u_offset, int ldu, float[] c, int _c_offset, int Ldc, float[] work, int _work_offset, intW info)
           
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

Sbdsqr

public Sbdsqr()
Method Detail

sbdsqr

public static void sbdsqr(java.lang.String uplo,
                          int n,
                          int ncvt,
                          int nru,
                          int ncc,
                          float[] d,
                          int _d_offset,
                          float[] e,
                          int _e_offset,
                          float[] vt,
                          int _vt_offset,
                          int ldvt,
                          float[] u,
                          int _u_offset,
                          int ldu,
                          float[] c,
                          int _c_offset,
                          int Ldc,
                          float[] work,
                          int _work_offset,
                          intW info)