\brief \b ESMF_DBDSQR \htmlonly Download ESMF_DBDSQR + dependencies [TGZ] [ZIP] [TXT] \endhtmlonly \par Purpose:
\verbatim
ESMF_DBDSQR 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 UQ instead of Q, and, if right singular vectors are requested, this subroutine returns PTVT instead of PT, 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 = UBVT, as computed by ESMF_DGEBRD, then
A = (UQ) * S * (PTVT)
is the SVD of A. Optionally, the subroutine may also compute Q*TC 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. \endverbatim \param[in] UPLO \verbatim UPLO is CHARACTER*1 = ‘U’: B is upper bidiagonal; = ‘L’: B is lower bidiagonal. \endverbatim
\param[in] N \verbatim N is INTEGER The order of the matrix B. N >= 0. \endverbatim
\param[in] NCVT \verbatim NCVT is INTEGER The number of columns of the matrix VT. NCVT >= 0. \endverbatim
\param[in] NRU \verbatim NRU is INTEGER The number of rows of the matrix U. NRU >= 0. \endverbatim
\param[in] NCC \verbatim NCC is INTEGER The number of columns of the matrix C. NCC >= 0. \endverbatim
\param[in,out] D \verbatim D is DOUBLE PRECISION 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. \endverbatim
\param[in,out] E \verbatim E is DOUBLE PRECISION 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. \endverbatim
\param[in,out] VT \verbatim VT is DOUBLE PRECISION 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. \endverbatim
\param[in] LDVT \verbatim LDVT is INTEGER The leading dimension of the array VT. LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0. \endverbatim
\param[in,out] U \verbatim U is DOUBLE PRECISION 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. \endverbatim
\param[in] LDU \verbatim LDU is INTEGER The leading dimension of the array U. LDU >= max(1,NRU). \endverbatim
\param[in,out] C \verbatim C is DOUBLE PRECISION 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. \endverbatim
\param[in] LDC \verbatim LDC is INTEGER The leading dimension of the array C. LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0. \endverbatim
\param[out] WORK \verbatim WORK is DOUBLE PRECISION array, dimension (4*N) \endverbatim
\param[out] INFO \verbatim INFO is INTEGER = 0: successful exit < 0: If INFO = -i, the i-th argument had an illegal value > 0: if NCVT = NRU = NCC = 0, = 1, a split was marked by a positive value in E = 2, current block of Z not diagonalized after 30*N iterations (in inner while loop) = 3, termination criterion of outer while loop not met (program created more than N unreduced blocks) else NCVT = NRU = NCC = 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. \endverbatim \par Internal Parameters:
\verbatim TOLMUL DOUBLE PRECISION, default = max(10,min(100,EPS(-1/8))) TOLMUL controls the convergence criterion of the QR loop. If it is positive, TOLMULEPS is the desired relative precision in the computed singular values. If it is negative, abs(TOLMULEPSsigma_max) is the desired absolute accuracy in the computed singular values (corresponds to relative accuracy abs(TOLMULEPS) 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 MAXITRN*2. \endverbatim \author Univ. of Tennessee \author Univ. of California Berkeley \author Univ. of Colorado Denver \author NAG Ltd. \date November 2011 \ingroup auxOTHERcomputational
| Type | Intent | Optional | Attributes | Name | ||
|---|---|---|---|---|---|---|
| character(len=1) | :: | UPLO | ||||
| integer | :: | N | ||||
| integer | :: | NCVT | ||||
| integer | :: | NRU | ||||
| integer | :: | NCC | ||||
| double precision | :: | D(*) | ||||
| double precision | :: | E(*) | ||||
| double precision | :: | VT(LDVT,*) | ||||
| integer | :: | LDVT | ||||
| double precision | :: | U(LDU,*) | ||||
| integer | :: | LDU | ||||
| double precision | :: | C(LDC,*) | ||||
| integer | :: | LDC | ||||
| double precision | :: | WORK(*) | ||||
| integer | :: | INFO |