man slasd0 (Fonctions bibliothèques) - a divide and conquer approach, SLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE
NAME
SLASD0 - a divide and conquer approach, SLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE
SYNOPSIS
- SUBROUTINE SLASD0(
- N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK, WORK, INFO )
- INTEGER INFO, LDU, LDVT, N, SMLSIZ, SQRE
- INTEGER IWORK( * )
- REAL D( * ), E( * ), U( LDU, * ), VT( LDVT, * ), WORK( * )
PURPOSE
Using a divide and conquer approach, SLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes orthogonal matrices U and VT such that B = U * S * VT. The singular values S are overwritten on D.
A related subroutine, SLASDA, computes only the singular values,
and optionally, the singular vectors in compact form.
ARGUMENTS
- N (input) INTEGER
- On entry, the row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D.
- SQRE (input) INTEGER
- Specifies the column dimension of the bidiagonal matrix.
= 0: The bidiagonal matrix has column dimension M = N;
= 1: The bidiagonal matrix has column dimension M = N+1; - D (input/output) REAL array, dimension (N)
- On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values.
- E (input) REAL array, dimension (M-1)
- Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed.
- U (output) REAL array, dimension at least (LDQ, N)
- On exit, U contains the left singular vectors.
- LDU (input) INTEGER
- On entry, leading dimension of U.
- VT (output) REAL array, dimension at least (LDVT, M)
- On exit, VT' contains the right singular vectors.
- LDVT (input) INTEGER
- On entry, leading dimension of VT.
SMLSIZ (input) INTEGER On entry, maximum size of the subproblems at the bottom of the computation tree.
- IWORK INTEGER work array.
- Dimension must be at least (8 * N)
- WORK REAL work array.
- Dimension must be at least (3 * M**2 + 2 * M)
- INFO (output) INTEGER
- = 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: if INFO = 1, an singular value did not converge
FURTHER DETAILS
Based on contributions by
Ming Gu and Huan Ren, Computer Science Division, University of
California at Berkeley, USA