LAPACK 3.12.1
LAPACK: Linear Algebra PACKage
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◆ dlasd1()

subroutine dlasd1 ( integer nl,
integer nr,
integer sqre,
double precision, dimension( * ) d,
double precision alpha,
double precision beta,
double precision, dimension( ldu, * ) u,
integer ldu,
double precision, dimension( ldvt, * ) vt,
integer ldvt,
integer, dimension( * ) idxq,
integer, dimension( * ) iwork,
double precision, dimension( * ) work,
integer info )

DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.

Download DLASD1 + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B,
!> where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0.
!>
!> A related subroutine DLASD7 handles the case in which the singular
!> values (and the singular vectors in factored form) are desired.
!>
!> DLASD1 computes the SVD as follows:
!>
!>               ( D1(in)    0    0       0 )
!>   B = U(in) * (   Z1**T   a   Z2**T    b ) * VT(in)
!>               (   0       0   D2(in)   0 )
!>
!>     = U(out) * ( D(out) 0) * VT(out)
!>
!> where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M
!> with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros
!> elsewhere; and the entry b is empty if SQRE = 0.
!>
!> The left singular vectors of the original matrix are stored in U, and
!> the transpose of the right singular vectors are stored in VT, and the
!> singular values are in D.  The algorithm consists of three stages:
!>
!>    The first stage consists of deflating the size of the problem
!>    when there are multiple singular values or when there are zeros in
!>    the Z vector.  For each such occurrence the dimension of the
!>    secular equation problem is reduced by one.  This stage is
!>    performed by the routine DLASD2.
!>
!>    The second stage consists of calculating the updated
!>    singular values. This is done by finding the square roots of the
!>    roots of the secular equation via the routine DLASD4 (as called
!>    by DLASD3). This routine also calculates the singular vectors of
!>    the current problem.
!>
!>    The final stage consists of computing the updated singular vectors
!>    directly using the updated singular values.  The singular vectors
!>    for the current problem are multiplied with the singular vectors
!>    from the overall problem.
!> 
Parameters
[in]NL
!>          NL is INTEGER
!>         The row dimension of the upper block.  NL >= 1.
!> 
[in]NR
!>          NR is INTEGER
!>         The row dimension of the lower block.  NR >= 1.
!> 
[in]SQRE
!>          SQRE is INTEGER
!>         = 0: the lower block is an NR-by-NR square matrix.
!>         = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
!>
!>         The bidiagonal matrix has row dimension N = NL + NR + 1,
!>         and column dimension M = N + SQRE.
!> 
[in,out]D
!>          D is DOUBLE PRECISION array,
!>                        dimension (N = NL+NR+1).
!>         On entry D(1:NL,1:NL) contains the singular values of the
!>         upper block; and D(NL+2:N) contains the singular values of
!>         the lower block. On exit D(1:N) contains the singular values
!>         of the modified matrix.
!> 
[in,out]ALPHA
!>          ALPHA is DOUBLE PRECISION
!>         Contains the diagonal element associated with the added row.
!> 
[in,out]BETA
!>          BETA is DOUBLE PRECISION
!>         Contains the off-diagonal element associated with the added
!>         row.
!> 
[in,out]U
!>          U is DOUBLE PRECISION array, dimension(LDU,N)
!>         On entry U(1:NL, 1:NL) contains the left singular vectors of
!>         the upper block; U(NL+2:N, NL+2:N) contains the left singular
!>         vectors of the lower block. On exit U contains the left
!>         singular vectors of the bidiagonal matrix.
!> 
[in]LDU
!>          LDU is INTEGER
!>         The leading dimension of the array U.  LDU >= max( 1, N ).
!> 
[in,out]VT
!>          VT is DOUBLE PRECISION array, dimension(LDVT,M)
!>         where M = N + SQRE.
!>         On entry VT(1:NL+1, 1:NL+1)**T contains the right singular
!>         vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains
!>         the right singular vectors of the lower block. On exit
!>         VT**T contains the right singular vectors of the
!>         bidiagonal matrix.
!> 
[in]LDVT
!>          LDVT is INTEGER
!>         The leading dimension of the array VT.  LDVT >= max( 1, M ).
!> 
[in,out]IDXQ
!>          IDXQ is INTEGER array, dimension(N)
!>         This contains the permutation which will reintegrate the
!>         subproblem just solved back into sorted order, i.e.
!>         D( IDXQ( I = 1, N ) ) will be in ascending order.
!> 
[out]IWORK
!>          IWORK is INTEGER array, dimension( 4 * N )
!> 
[out]WORK
!>          WORK is DOUBLE PRECISION array, dimension( 3*M**2 + 2*M )
!> 
[out]INFO
!>          INFO is INTEGER
!>          = 0:  successful exit.
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!>          > 0:  if INFO = 1, a singular value did not converge
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA

Definition at line 200 of file dlasd1.f.

203*
204* -- LAPACK auxiliary routine --
205* -- LAPACK is a software package provided by Univ. of Tennessee, --
206* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
207*
208* .. Scalar Arguments ..
209 INTEGER INFO, LDU, LDVT, NL, NR, SQRE
210 DOUBLE PRECISION ALPHA, BETA
211* ..
212* .. Array Arguments ..
213 INTEGER IDXQ( * ), IWORK( * )
214 DOUBLE PRECISION D( * ), U( LDU, * ), VT( LDVT, * ), WORK( * )
215* ..
216*
217* =====================================================================
218*
219* .. Parameters ..
220*
221 DOUBLE PRECISION ONE, ZERO
222 parameter( one = 1.0d+0, zero = 0.0d+0 )
223* ..
224* .. Local Scalars ..
225 INTEGER COLTYP, I, IDX, IDXC, IDXP, IQ, ISIGMA, IU2,
226 $ IVT2, IZ, K, LDQ, LDU2, LDVT2, M, N, N1, N2
227 DOUBLE PRECISION ORGNRM
228* ..
229* .. External Subroutines ..
230 EXTERNAL dlamrg, dlascl, dlasd2, dlasd3,
231 $ xerbla
232* ..
233* .. Intrinsic Functions ..
234 INTRINSIC abs, max
235* ..
236* .. Executable Statements ..
237*
238* Test the input parameters.
239*
240 info = 0
241*
242 IF( nl.LT.1 ) THEN
243 info = -1
244 ELSE IF( nr.LT.1 ) THEN
245 info = -2
246 ELSE IF( ( sqre.LT.0 ) .OR. ( sqre.GT.1 ) ) THEN
247 info = -3
248 END IF
249 IF( info.NE.0 ) THEN
250 CALL xerbla( 'DLASD1', -info )
251 RETURN
252 END IF
253*
254 n = nl + nr + 1
255 m = n + sqre
256*
257* The following values are for bookkeeping purposes only. They are
258* integer pointers which indicate the portion of the workspace
259* used by a particular array in DLASD2 and DLASD3.
260*
261 ldu2 = n
262 ldvt2 = m
263*
264 iz = 1
265 isigma = iz + m
266 iu2 = isigma + n
267 ivt2 = iu2 + ldu2*n
268 iq = ivt2 + ldvt2*m
269*
270 idx = 1
271 idxc = idx + n
272 coltyp = idxc + n
273 idxp = coltyp + n
274*
275* Scale.
276*
277 orgnrm = max( abs( alpha ), abs( beta ) )
278 d( nl+1 ) = zero
279 DO 10 i = 1, n
280 IF( abs( d( i ) ).GT.orgnrm ) THEN
281 orgnrm = abs( d( i ) )
282 END IF
283 10 CONTINUE
284 CALL dlascl( 'G', 0, 0, orgnrm, one, n, 1, d, n, info )
285 alpha = alpha / orgnrm
286 beta = beta / orgnrm
287*
288* Deflate singular values.
289*
290 CALL dlasd2( nl, nr, sqre, k, d, work( iz ), alpha, beta, u,
291 $ ldu,
292 $ vt, ldvt, work( isigma ), work( iu2 ), ldu2,
293 $ work( ivt2 ), ldvt2, iwork( idxp ), iwork( idx ),
294 $ iwork( idxc ), idxq, iwork( coltyp ), info )
295*
296* Solve Secular Equation and update singular vectors.
297*
298 ldq = k
299 CALL dlasd3( nl, nr, sqre, k, d, work( iq ), ldq,
300 $ work( isigma ),
301 $ u, ldu, work( iu2 ), ldu2, vt, ldvt, work( ivt2 ),
302 $ ldvt2, iwork( idxc ), iwork( coltyp ), work( iz ),
303 $ info )
304*
305* Report the convergence failure.
306*
307 IF( info.NE.0 ) THEN
308 RETURN
309 END IF
310*
311* Unscale.
312*
313 CALL dlascl( 'G', 0, 0, one, orgnrm, n, 1, d, n, info )
314*
315* Prepare the IDXQ sorting permutation.
316*
317 n1 = k
318 n2 = n - k
319 CALL dlamrg( n1, n2, d, 1, -1, idxq )
320*
321 RETURN
322*
323* End of DLASD1
324*
subroutine xerbla(srname, info)
Definition cblat2.f:3285
subroutine dlamrg(n1, n2, a, dtrd1, dtrd2, index)
DLAMRG creates a permutation list to merge the entries of two independently sorted sets into a single...
Definition dlamrg.f:97
subroutine dlascl(type, kl, ku, cfrom, cto, m, n, a, lda, info)
DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.
Definition dlascl.f:142
subroutine dlasd2(nl, nr, sqre, k, d, z, alpha, beta, u, ldu, vt, ldvt, dsigma, u2, ldu2, vt2, ldvt2, idxp, idx, idxc, idxq, coltyp, info)
DLASD2 merges the two sets of singular values together into a single sorted set. Used by sbdsdc.
Definition dlasd2.f:268
subroutine dlasd3(nl, nr, sqre, k, d, q, ldq, dsigma, u, ldu, u2, ldu2, vt, ldvt, vt2, ldvt2, idxc, ctot, z, info)
DLASD3 finds all square roots of the roots of the secular equation, as defined by the values in D and...
Definition dlasd3.f:216
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