?lals0

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

Download PDF

ID 766686

Date 7/13/2023

Version

Public

A newer version of this document is available. Customers should click here to go to the newest version.

Visible to Intel only — GUID: GUID-DE862267-9099-4791-80EA-E4D02088916F

View Details

?lals0

Applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by ?gelsd.

Syntax

call slals0( icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm, givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c, s, work, info )

call dlals0( icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm, givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c, s, work, info )

call clals0( icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm, givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c, s, rwork, info )

call zlals0( icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm, givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c, s, rwork, info )

Include Files

mkl.fi

Description

The routine applies back the multiplying factors of either the left or right singular vector matrix of a diagonal matrix appended by a row to the right hand side matrix B in solving the least squares problem using the divide-and-conquer SVD approach.

For the left singular vector matrix, three types of orthogonal matrices are involved:

(1L) Givens rotations: the number of such rotations is givptr;the pairs of columns/rows they were applied to are stored in givcol;and the c- and s-values of these rotations are stored in givnum.

(2L) Permutation. The (nl+1)-st row of B is to be moved to the first row, and for j=2:n, perm(j)-th row of B is to be moved to the j-th row.

(3L) The left singular vector matrix of the remaining matrix.

For the right singular vector matrix, four types of orthogonal matrices are involved:

(1R) The right singular vector matrix of the remaining matrix.

(2R) If sqre = 1, one extra Givens rotation to generate the right null space.

(3R) The inverse transformation of (2L).

(4R) The inverse transformation of (1L).

Input Parameters

icompq

INTEGER. Specifies whether singular vectors are to be computed in factored form:

If icompq = 0: Left singular vector matrix.

If icompq = 1: Right singular vector matrix.

nl

INTEGER. The row dimension of the upper block.

nl≥ 1.

nr

INTEGER. The row dimension of the lower block.

nr≥ 1.

sqre

INTEGER.

If sqre = 0: the lower block is an nr-by-nr square matrix.

If sqre = 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.

nrhs

INTEGER. The number of columns of B and bx.

Must be at least 1.

b

REAL for slals0

DOUBLE PRECISION for dlals0

COMPLEX for clals0

DOUBLE COMPLEX for zlals0.

Array, DIMENSION ( ldb, nrhs ).

Contains the right hand sides of the least squares problem in rows 1 through m.

ldb

INTEGER. The leading dimension of b.

Must be at least max(1,max( m, n )).

bx

REAL for slals0

DOUBLE PRECISION for dlals0

COMPLEX for clals0

DOUBLE COMPLEX for zlals0.

Workspace array, DIMENSION ( ldbx, nrhs ).

ldbx

INTEGER. The leading dimension of bx.

perm

INTEGER. Array, DIMENSION (n).

The permutations (from deflation and sorting) applied to the two blocks.

givptr

INTEGER. The number of Givens rotations which took place in this subproblem.

givcol

INTEGER. Array, DIMENSION ( ldgcol, 2 ). Each pair of numbers indicates a pair of rows/columns involved in a Givens rotation.

ldgcol

INTEGER. The leading dimension of givcol, must be at least n.

givnum

REAL for slals0/clals0