LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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dlasq1.f File Reference

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Functions/Subroutines

subroutine dlasq1 (N, D, E, WORK, INFO)
 DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.

Function/Subroutine Documentation

subroutine dlasq1 ( integer  N,
double precision, dimension( * )  D,
double precision, dimension( * )  E,
double precision, dimension( * )  WORK,
integer  INFO 
)

DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.

Download DLASQ1 + dependencies [TGZ] [ZIP] [TXT]
Purpose: 
 DLASQ1 computes the singular values of a real N-by-N bidiagonal
 matrix with diagonal D and off-diagonal E. The singular values
 are computed to high relative accuracy, in the absence of
 denormalization, underflow and overflow. The algorithm was first
 presented in

 "Accurate singular values and differential qd algorithms" by K. V.
 Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
 1994,

 and the present implementation is described in "An implementation of
 the dqds Algorithm (Positive Case)", LAPACK Working Note.
Parameters:
[in]N
          N is INTEGER
        The number of rows and columns in the matrix. N >= 0.
[in,out]D
          D is DOUBLE PRECISION array, dimension (N)
        On entry, D contains the diagonal elements of the
        bidiagonal matrix whose SVD is desired. On normal exit,
        D contains the singular values in decreasing order.
[in,out]E
          E is DOUBLE PRECISION array, dimension (N)
        On entry, elements E(1:N-1) contain the off-diagonal elements
        of the bidiagonal matrix whose SVD is desired.
        On exit, E is overwritten.
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (4*N)
[out]INFO
          INFO is INTEGER
        = 0: successful exit
        < 0: if INFO = -i, the i-th argument had an illegal value
        > 0: the algorithm failed
             = 1, a split was marked by a positive value in E
             = 2, current block of Z not diagonalized after 100*N
                  iterations (in inner while loop)  On exit D and E
                  represent a matrix with the same singular values
                  which the calling subroutine could use to finish the
                  computation, or even feed back into DLASQ1
             = 3, termination criterion of outer while loop not met 
                  (program created more than N unreduced blocks)
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
September 2012

Definition at line 109 of file dlasq1.f.

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