Visible to Intel only — GUID: GUID-41299E51-8F80-4BDE-9F4D-9811945FF7E4
Visible to Intel only — GUID: GUID-41299E51-8F80-4BDE-9F4D-9811945FF7E4
?lasdq
Computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by ?bdsdc.
Syntax
call slasdq( uplo, sqre, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, work, info )
call dlasdq( uplo, sqre, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, work, info )
Include Files
- mkl.fi
Description
The routine ?lasdq computes the singular value decomposition (SVD) of a real (upper or lower) bidiagonal matrix with diagonal d and off-diagonal e, accumulating the transformations if desired. If B is the input bidiagonal matrix, the algorithm computes orthogonal matrices Q and P such that B = Q*S*PT. The singular values S are overwritten on d.
The input matrix U is changed to U*Q if desired.
The input matrix VT is changed to PT*VT if desired.
The input matrix C is changed to QT*C if desired.
Input Parameters
- uplo
-
CHARACTER*1. On entry, uplo specifies whether the input bidiagonal matrix is upper or lower bidiagonal.
If uplo = 'U' or 'u', B is upper bidiagonal;
If uplo = 'L' or 'l', B is lower bidiagonal.
- sqre
-
INTEGER.
= 0: then the input matrix is n-by-n.
= 1: then the input matrix is n-by-(n+1) if uplu = 'U' and (n+1)-by-n if uplu
= 'L'. The bidiagonal matrix has n = nl + nr + 1 rows and m = n + sqre≥n columns.
- n
-
INTEGER. On entry, n specifies the number of rows and columns in the matrix. n must be at least 0.
- ncvt
-
INTEGER. On entry, ncvt specifies the number of columns of the matrix VT. ncvt must be at least 0.
- nru
-
INTEGER. On entry, nru specifies the number of rows of the matrix U. nru must be at least 0.
- ncc
-
INTEGER. On entry, ncc specifies the number of columns of the matrix C. ncc must be at least 0.
- d
-
REAL for slasdq
DOUBLE PRECISION for dlasdq.
Array, DIMENSION (n). On entry, d contains the diagonal entries of the bidiagonal matrix.
- e
-
REAL for slasdq
DOUBLE PRECISION for dlasdq.
Array, DIMENSION is (n-1) if sqre = 0 and n if sqre = 1. On entry, the entries of e contain the off-diagonal entries of the bidiagonal matrix.
- vt
-
REAL for slasdq
DOUBLE PRECISION for dlasdq.
Array, DIMENSION (ldvt, ncvt). On entry, contains a matrix which on exit has been premultiplied by PT, dimension n-by-ncvt if sqre = 0 and (n+1)-by-ncvt if sqre = 1 (not referenced if ncvt=0).
- ldvt
-
INTEGER. On entry, ldvt specifies the leading dimension of vt as declared in the calling (sub) program. ldvt must be at least 1. If ncvt is nonzero, ldvt must also be at least n.
- u
-
REAL for slasdq
DOUBLE PRECISION for dlasdq.
Array, DIMENSION (ldu, n). On entry, contains a matrix which on exit has been postmultiplied by Q, dimension nru-by-n if sqre = 0 and nru-by-(n+1) if sqre = 1 (not referenced if nru=0).
- ldu
-
INTEGER. On entry, ldu specifies the leading dimension of u as declared in the calling (sub) program. ldu must be at least max(1, nru ) .
- c
-
REAL for slasdq
DOUBLE PRECISION for dlasdq.
Array, DIMENSION (ldc, ncc). On entry, contains an n-by-ncc matrix which on exit has been premultiplied by Q', dimension n-by-ncc if sqre = 0 and (n+1)-by-ncc if sqre = 1 (not referenced if ncc=0).
- ldc
-
INTEGER. On entry, ldc specifies the leading dimension of C as declared in the calling (sub) program. ldc must be at least 1. If ncc is non-zero, ldc must also be at least n.
- work
-
REAL for slasdq
DOUBLE PRECISION for dlasdq.
Array, DIMENSION (4n). This is a workspace array. Only referenced if one of ncvt, nru, or ncc is nonzero, and if n is at least 2.
Output Parameters
- d
-
On normal exit, d contains the singular values in ascending order.
- e
-
On normal exit, e will contain 0. If the algorithm does not converge, d and e will contain the diagonal and superdiagonal entries of a bidiagonal matrix orthogonally equivalent to the one given as input.
- vt
-
On exit, the matrix has been premultiplied by P'.
- u
-
On exit, the matrix has been postmultiplied by Q.
- c
-
On exit, the matrix has been premultiplied by Q'.
- info
-
INTEGER. On exit, a value of 0 indicates a successful exit. If info < 0, argument number -info is illegal. If info > 0, the algorithm did not converge, and info specifies how many superdiagonals did not converge.