LAPACK 3.12.0
LAPACK: Linear Algebra PACKage
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◆ dbdsdc()

subroutine dbdsdc ( character uplo,
character compq,
integer n,
double precision, dimension( * ) d,
double precision, dimension( * ) e,
double precision, dimension( ldu, * ) u,
integer ldu,
double precision, dimension( ldvt, * ) vt,
integer ldvt,
double precision, dimension( * ) q,
integer, dimension( * ) iq,
double precision, dimension( * ) work,
integer, dimension( * ) iwork,
integer info )

DBDSDC

Download DBDSDC + dependencies [TGZ] [ZIP] [TXT]

Purpose:
!>
!> DBDSDC computes the singular value decomposition (SVD) of a real
!> N-by-N (upper or lower) bidiagonal matrix B:  B = U * S * VT,
!> using a divide and conquer method, where S is a diagonal matrix
!> with non-negative diagonal elements (the singular values of B), and
!> U and VT are orthogonal matrices of left and right singular vectors,
!> respectively. DBDSDC can be used to compute all singular values,
!> and optionally, singular vectors or singular vectors in compact form.
!>
!> The code currently calls DLASDQ if singular values only are desired.
!> However, it can be slightly modified to compute singular values
!> using the divide and conquer method.
!> 
Parameters
[in]UPLO
!>          UPLO is CHARACTER*1
!>          = 'U':  B is upper bidiagonal.
!>          = 'L':  B is lower bidiagonal.
!> 
[in]COMPQ
!>          COMPQ is CHARACTER*1
!>          Specifies whether singular vectors are to be computed
!>          as follows:
!>          = 'N':  Compute singular values only;
!>          = 'P':  Compute singular values and compute singular
!>                  vectors in compact form;
!>          = 'I':  Compute singular values and singular vectors.
!> 
[in]N
!>          N is INTEGER
!>          The order of the matrix B.  N >= 0.
!> 
[in,out]D
!>          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,out]E
!>          E is DOUBLE PRECISION array, dimension (N-1)
!>          On entry, the elements of E contain the offdiagonal
!>          elements of the bidiagonal matrix whose SVD is desired.
!>          On exit, E has been destroyed.
!> 
[out]U
!>          U is DOUBLE PRECISION array, dimension (LDU,N)
!>          If  COMPQ = 'I', then:
!>             On exit, if INFO = 0, U contains the left singular vectors
!>             of the bidiagonal matrix.
!>          For other values of COMPQ, U is not referenced.
!> 
[in]LDU
!>          LDU is INTEGER
!>          The leading dimension of the array U.  LDU >= 1.
!>          If singular vectors are desired, then LDU >= max( 1, N ).
!> 
[out]VT
!>          VT is DOUBLE PRECISION array, dimension (LDVT,N)
!>          If  COMPQ = 'I', then:
!>             On exit, if INFO = 0, VT**T contains the right singular
!>             vectors of the bidiagonal matrix.
!>          For other values of COMPQ, VT is not referenced.
!> 
[in]LDVT
!>          LDVT is INTEGER
!>          The leading dimension of the array VT.  LDVT >= 1.
!>          If singular vectors are desired, then LDVT >= max( 1, N ).
!> 
[out]Q
!>          Q is DOUBLE PRECISION array, dimension (LDQ)
!>          If  COMPQ = 'P', then:
!>             On exit, if INFO = 0, Q and IQ contain the left
!>             and right singular vectors in a compact form,
!>             requiring O(N log N) space instead of 2*N**2.
!>             In particular, Q contains all the DOUBLE PRECISION data in
!>             LDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1))))
!>             words of memory, where SMLSIZ is returned by ILAENV and
!>             is equal to the maximum size of the subproblems at the
!>             bottom of the computation tree (usually about 25).
!>          For other values of COMPQ, Q is not referenced.
!> 
[out]IQ
!>          IQ is INTEGER array, dimension (LDIQ)
!>          If  COMPQ = 'P', then:
!>             On exit, if INFO = 0, Q and IQ contain the left
!>             and right singular vectors in a compact form,
!>             requiring O(N log N) space instead of 2*N**2.
!>             In particular, IQ contains all INTEGER data in
!>             LDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1))))
!>             words of memory, where SMLSIZ is returned by ILAENV and
!>             is equal to the maximum size of the subproblems at the
!>             bottom of the computation tree (usually about 25).
!>          For other values of COMPQ, IQ is not referenced.
!> 
[out]WORK
!>          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
!>          If COMPQ = 'N' then LWORK >= (4 * N).
!>          If COMPQ = 'P' then LWORK >= (6 * N).
!>          If COMPQ = 'I' then LWORK >= (3 * N**2 + 4 * N).
!> 
[out]IWORK
!>          IWORK is INTEGER array, dimension (8*N)
!> 
[out]INFO
!>          INFO is INTEGER
!>          = 0:  successful exit.
!>          < 0:  if INFO = -i, the i-th argument had an illegal value.
!>          > 0:  The algorithm failed to compute a singular value.
!>                The update process of divide and conquer failed.
!> 
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA