version 1.9, 2011/07/22 07:38:07
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version 1.10, 2011/11/21 20:42:58
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*> \brief \b DLASD1 |
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* |
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* =========== DOCUMENTATION =========== |
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* |
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* Online html documentation available at |
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* http://www.netlib.org/lapack/explore-html/ |
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* |
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*> \htmlonly |
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*> Download DLASD1 + dependencies |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.tgz?format=tgz&filename=/lapack/lapack_routine/dlasd1.f"> |
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*> [TGZ]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.zip?format=zip&filename=/lapack/lapack_routine/dlasd1.f"> |
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*> [ZIP]</a> |
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*> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/dlasd1.f"> |
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*> [TXT]</a> |
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*> \endhtmlonly |
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* |
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* Definition: |
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* =========== |
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* |
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* SUBROUTINE DLASD1( NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, |
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* IDXQ, IWORK, WORK, INFO ) |
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* |
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* .. Scalar Arguments .. |
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* INTEGER INFO, LDU, LDVT, NL, NR, SQRE |
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* DOUBLE PRECISION ALPHA, BETA |
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* .. |
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* .. Array Arguments .. |
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* INTEGER IDXQ( * ), IWORK( * ) |
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* DOUBLE PRECISION D( * ), U( LDU, * ), VT( LDVT, * ), WORK( * ) |
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* .. |
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* |
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* |
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*> \par Purpose: |
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* ============= |
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*> |
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*> \verbatim |
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*> |
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*> DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, |
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*> where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0. |
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*> |
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*> A related subroutine DLASD7 handles the case in which the singular |
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*> values (and the singular vectors in factored form) are desired. |
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*> |
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*> DLASD1 computes the SVD as follows: |
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*> |
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*> ( D1(in) 0 0 0 ) |
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*> B = U(in) * ( Z1**T a Z2**T b ) * VT(in) |
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*> ( 0 0 D2(in) 0 ) |
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*> |
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*> = U(out) * ( D(out) 0) * VT(out) |
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*> |
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*> where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M |
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*> with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros |
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*> elsewhere; and the entry b is empty if SQRE = 0. |
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*> |
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*> The left singular vectors of the original matrix are stored in U, and |
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*> the transpose of the right singular vectors are stored in VT, and the |
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*> singular values are in D. The algorithm consists of three stages: |
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*> |
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*> The first stage consists of deflating the size of the problem |
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*> when there are multiple singular values or when there are zeros in |
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*> the Z vector. For each such occurence the dimension of the |
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*> secular equation problem is reduced by one. This stage is |
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*> performed by the routine DLASD2. |
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*> |
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*> The second stage consists of calculating the updated |
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*> singular values. This is done by finding the square roots of the |
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*> roots of the secular equation via the routine DLASD4 (as called |
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*> by DLASD3). This routine also calculates the singular vectors of |
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*> the current problem. |
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*> |
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*> The final stage consists of computing the updated singular vectors |
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*> directly using the updated singular values. The singular vectors |
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*> for the current problem are multiplied with the singular vectors |
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*> from the overall problem. |
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*> \endverbatim |
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* |
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* Arguments: |
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* ========== |
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* |
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*> \param[in] NL |
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*> \verbatim |
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*> NL is INTEGER |
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*> The row dimension of the upper block. NL >= 1. |
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*> \endverbatim |
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*> |
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*> \param[in] NR |
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*> \verbatim |
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*> NR is INTEGER |
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*> The row dimension of the lower block. NR >= 1. |
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*> \endverbatim |
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*> |
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*> \param[in] SQRE |
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*> \verbatim |
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*> SQRE is INTEGER |
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*> = 0: the lower block is an NR-by-NR square matrix. |
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*> = 1: the lower block is an NR-by-(NR+1) rectangular matrix. |
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*> |
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*> The bidiagonal matrix has row dimension N = NL + NR + 1, |
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*> and column dimension M = N + SQRE. |
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*> \endverbatim |
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*> |
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*> \param[in,out] D |
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*> \verbatim |
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*> D is DOUBLE PRECISION array, |
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*> dimension (N = NL+NR+1). |
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*> On entry D(1:NL,1:NL) contains the singular values of the |
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*> upper block; and D(NL+2:N) contains the singular values of |
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*> the lower block. On exit D(1:N) contains the singular values |
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*> of the modified matrix. |
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*> \endverbatim |
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*> |
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*> \param[in,out] ALPHA |
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*> \verbatim |
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*> ALPHA is DOUBLE PRECISION |
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*> Contains the diagonal element associated with the added row. |
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*> \endverbatim |
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*> |
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*> \param[in,out] BETA |
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*> \verbatim |
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*> BETA is DOUBLE PRECISION |
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*> Contains the off-diagonal element associated with the added |
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*> row. |
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*> \endverbatim |
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*> |
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*> \param[in,out] U |
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*> \verbatim |
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*> U is DOUBLE PRECISION array, dimension(LDU,N) |
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*> On entry U(1:NL, 1:NL) contains the left singular vectors of |
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*> the upper block; U(NL+2:N, NL+2:N) contains the left singular |
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*> vectors of the lower block. On exit U contains the left |
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*> singular vectors of the bidiagonal matrix. |
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*> \endverbatim |
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*> |
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*> \param[in] LDU |
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*> \verbatim |
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*> LDU is INTEGER |
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*> The leading dimension of the array U. LDU >= max( 1, N ). |
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*> \endverbatim |
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*> |
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*> \param[in,out] VT |
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*> \verbatim |
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*> VT is DOUBLE PRECISION array, dimension(LDVT,M) |
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*> where M = N + SQRE. |
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*> On entry VT(1:NL+1, 1:NL+1)**T contains the right singular |
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*> vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains |
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*> the right singular vectors of the lower block. On exit |
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*> VT**T contains the right singular vectors of the |
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*> bidiagonal matrix. |
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*> \endverbatim |
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*> |
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*> \param[in] LDVT |
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*> \verbatim |
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*> LDVT is INTEGER |
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*> The leading dimension of the array VT. LDVT >= max( 1, M ). |
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*> \endverbatim |
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*> |
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*> \param[out] IDXQ |
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*> \verbatim |
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*> IDXQ is INTEGER array, dimension(N) |
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*> This contains the permutation which will reintegrate the |
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*> subproblem just solved back into sorted order, i.e. |
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*> D( IDXQ( I = 1, N ) ) will be in ascending order. |
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*> \endverbatim |
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*> |
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*> \param[out] IWORK |
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*> \verbatim |
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*> IWORK is INTEGER array, dimension( 4 * N ) |
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*> \endverbatim |
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*> |
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*> \param[out] WORK |
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*> \verbatim |
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*> WORK is DOUBLE PRECISION array, dimension( 3*M**2 + 2*M ) |
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*> \endverbatim |
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*> |
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*> \param[out] INFO |
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*> \verbatim |
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*> INFO is INTEGER |
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*> = 0: successful exit. |
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*> < 0: if INFO = -i, the i-th argument had an illegal value. |
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*> > 0: if INFO = 1, a singular value did not converge |
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*> \endverbatim |
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* |
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* Authors: |
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* ======== |
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* |
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*> \author Univ. of Tennessee |
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*> \author Univ. of California Berkeley |
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*> \author Univ. of Colorado Denver |
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*> \author NAG Ltd. |
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* |
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*> \date November 2011 |
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* |
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*> \ingroup auxOTHERauxiliary |
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* |
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*> \par Contributors: |
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* ================== |
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*> |
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*> Ming Gu and Huan Ren, Computer Science Division, University of |
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*> California at Berkeley, USA |
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*> |
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* ===================================================================== |
SUBROUTINE DLASD1( NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, |
SUBROUTINE DLASD1( NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, |
$ IDXQ, IWORK, WORK, INFO ) |
$ IDXQ, IWORK, WORK, INFO ) |
* |
* |
* -- LAPACK auxiliary routine (version 3.3.1) -- |
* -- LAPACK auxiliary routine (version 3.4.0) -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- LAPACK is a software package provided by Univ. of Tennessee, -- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..-- |
* -- April 2011 -- |
* November 2011 |
* |
* |
* .. Scalar Arguments .. |
* .. Scalar Arguments .. |
INTEGER INFO, LDU, LDVT, NL, NR, SQRE |
INTEGER INFO, LDU, LDVT, NL, NR, SQRE |
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DOUBLE PRECISION D( * ), U( LDU, * ), VT( LDVT, * ), WORK( * ) |
DOUBLE PRECISION D( * ), U( LDU, * ), VT( LDVT, * ), WORK( * ) |
* .. |
* .. |
* |
* |
* Purpose |
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* ======= |
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* |
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* 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. |
|
* |
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* DLASD1 computes the SVD as follows: |
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* |
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* ( D1(in) 0 0 0 ) |
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* B = U(in) * ( Z1**T a Z2**T b ) * VT(in) |
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* ( 0 0 D2(in) 0 ) |
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* |
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* = U(out) * ( D(out) 0) * VT(out) |
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* |
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* where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M |
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* with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros |
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* elsewhere; and the entry b is empty if SQRE = 0. |
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* |
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* The left singular vectors of the original matrix are stored in U, and |
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* the transpose of the right singular vectors are stored in VT, and the |
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* singular values are in D. The algorithm consists of three stages: |
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* |
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* The first stage consists of deflating the size of the problem |
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* when there are multiple singular values or when there are zeros in |
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* the Z vector. For each such occurence the dimension of the |
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* secular equation problem is reduced by one. This stage is |
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* performed by the routine DLASD2. |
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* |
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* The second stage consists of calculating the updated |
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* singular values. This is done by finding the square roots of the |
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* roots of the secular equation via the routine DLASD4 (as called |
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* by DLASD3). This routine also calculates the singular vectors of |
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* the current problem. |
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* |
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* The final stage consists of computing the updated singular vectors |
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* directly using the updated singular values. The singular vectors |
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* for the current problem are multiplied with the singular vectors |
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* from the overall problem. |
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* |
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* Arguments |
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* ========= |
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* |
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* NL (input) INTEGER |
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* The row dimension of the upper block. NL >= 1. |
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* |
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* NR (input) INTEGER |
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* The row dimension of the lower block. NR >= 1. |
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* |
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* SQRE (input) INTEGER |
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* = 0: the lower block is an NR-by-NR square matrix. |
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* = 1: the lower block is an NR-by-(NR+1) rectangular matrix. |
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* |
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* The bidiagonal matrix has row dimension N = NL + NR + 1, |
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* and column dimension M = N + SQRE. |
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* |
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* D (input/output) DOUBLE PRECISION array, |
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* dimension (N = NL+NR+1). |
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* On entry D(1:NL,1:NL) contains the singular values of the |
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* upper block; and D(NL+2:N) contains the singular values of |
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* the lower block. On exit D(1:N) contains the singular values |
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* of the modified matrix. |
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* |
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* ALPHA (input/output) DOUBLE PRECISION |
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* Contains the diagonal element associated with the added row. |
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* |
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* BETA (input/output) DOUBLE PRECISION |
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* Contains the off-diagonal element associated with the added |
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* row. |
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* |
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* U (input/output) DOUBLE PRECISION array, dimension(LDU,N) |
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* On entry U(1:NL, 1:NL) contains the left singular vectors of |
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* the upper block; U(NL+2:N, NL+2:N) contains the left singular |
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* vectors of the lower block. On exit U contains the left |
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* singular vectors of the bidiagonal matrix. |
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* |
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* LDU (input) INTEGER |
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* The leading dimension of the array U. LDU >= max( 1, N ). |
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* |
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* VT (input/output) DOUBLE PRECISION array, dimension(LDVT,M) |
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* where M = N + SQRE. |
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* On entry VT(1:NL+1, 1:NL+1)**T contains the right singular |
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* vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains |
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* the right singular vectors of the lower block. On exit |
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* VT**T contains the right singular vectors of the |
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* bidiagonal matrix. |
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* |
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* LDVT (input) INTEGER |
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* The leading dimension of the array VT. LDVT >= max( 1, M ). |
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* |
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* IDXQ (output) INTEGER array, dimension(N) |
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* This contains the permutation which will reintegrate the |
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* subproblem just solved back into sorted order, i.e. |
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* D( IDXQ( I = 1, N ) ) will be in ascending order. |
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* |
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* IWORK (workspace) INTEGER array, dimension( 4 * N ) |
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* |
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* WORK (workspace) DOUBLE PRECISION array, dimension( 3*M**2 + 2*M ) |
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* |
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* INFO (output) INTEGER |
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* = 0: successful exit. |
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* < 0: if INFO = -i, the i-th argument had an illegal value. |
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* > 0: if INFO = 1, a singular value did not converge |
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* |
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* Further Details |
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* =============== |
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* |
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* Based on contributions by |
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* Ming Gu and Huan Ren, Computer Science Division, University of |
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* California at Berkeley, USA |
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* |
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* ===================================================================== |
* ===================================================================== |
* |
* |
* .. Parameters .. |
* .. Parameters .. |