CLALSD(3)
π clalsd.f(3) β Library Functions Manual π
okay bestie, welcome to clalsd.f(3) from the Library Functions Manual β the header path is literally /home/abui...RC/clalsd.f(3), and this whole page is about one very specific linear-algebra slay. π«Άβ¨
π NAME π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/clalsd.f
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine CLALSD (uplo, smlsiz, n, nrhs, d, e, b, ldb, rcond, rank, work, rwork, iwork, info)β CLALSD uses the singular value decomposition of A to solve the least squares problem.
π Function/Subroutine Documentation π
subroutine CLALSD (character uplo, integer smlsiz, integer n, integer nrhs,
real, dimension( * ) d, real, dimension( * ) e, complex, dimension( ldb,
* ) b, integer ldb, real rcond, integer rank, complex, dimension( * )
work, real, dimension( * ) rwork, integer, dimension( * ) iwork, integer
info)
CLALSD uses the singular value decomposition of A to solve the least squares problem. Iconic. No cap.
π Purpose π
CLALSD uses the singular value decomposition of A to solve the least squares problem of finding X to minimize the Euclidean norm of each column of A*X-B, where A is N-by-N upper bidiagonal, and X and B are N-by-NRHS. The solution X overwrites B.
The singular values of A smaller than RCOND times the largest singular value are treated as zero in solving the least squares problem; in this case a minimum norm solution is returned. The actual singular values are returned in D in ascending order.
π Parameters π
UPLOβUPLOisCHARACTER*1.= 'U':DandEdefine an upper bidiagonal matrix.= 'L':DandEdefine a lower bidiagonal matrix.SMLSIZβSMLSIZisINTEGER. The maximum size of the subproblems at the bottom of the computation tree.NβNisINTEGER. The dimension of the bidiagonal matrix.N >= 0.NRHSβNRHSisINTEGER. The number of columns ofB.NRHSmust be at least1.DβDisREALarray, dimension(N). On entryDcontains the main diagonal of the bidiagonal matrix. On exit, ifINFO = 0,Dcontains its singular values.EβEisREALarray, dimension(N-1). Contains the super-diagonal entries of the bidiagonal matrix. On exit,Ehas been destroyed.BβBisCOMPLEXarray, dimension(LDB,NRHS). On input,Bcontains the right hand sides of the least squares problem. On output,Bcontains the solutionX.LDBβLDBisINTEGER. The leading dimension ofBin the calling subprogram.LDBmust be at leastmax(1,N).RCONDβRCONDisREAL. The singular values ofAless than or equal toRCONDtimes the largest singular value are treated as zero in solving the least squares problem. IfRCONDis negative, machine precision is used instead. For example, ifdiag(S)*X=Bwere the least squares problem, wherediag(S)is a diagonal matrix of singular values, the solution would beX(i) = B(i) / S(i)ifS(i)is greater thanRCOND*max(S), andX(i) = 0ifS(i)is less than or equal toRCOND*max(S).RANKβRANKisINTEGER. The number of singular values ofAgreater thanRCONDtimes the largest singular value.WORKβWORKisCOMPLEXarray, dimension(N * NRHS).RWORKβRWORKisREALarray, dimension at least:
(9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS ),
where
NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
IWORKβIWORKisINTEGERarray, dimension(3*N*NLVL + 11*N).INFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.> 0: The algorithm failed to compute a singular value while working on the submatrix lying in rows and columnsINFO/(N+1)throughMOD(INFO,N+1).
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ Contributors: π¦
Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA
Definition at line 178 of file clalsd.f.
π Author π
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