SBDSDC(3)
π SBDSDC(3) π
Bestie, this page is SBDSDC(3) from the Library Functions Manual. Itβs giving serious linear-algebra main character energy, so letβs get into it β¨
β¨ NAME β¨
The NAME entry is literally this path: /home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sbdsdc.f β thatβs the whole vibe. Weβre in SBDSDC(3) territory, and itβs about the SVD of a real bidiagonal matrix π
π SYNOPSIS π
Functions/Subroutines
subroutine SBDSDC (uplo, compq, n, d, e, u, ldu, vt, ldvt, q, iq, work,
iwork, info)
SBDSDC
π«Ά Function/Subroutine Documentation π«Ά
subroutine SBDSDC (character uplo, character compq, integer n, real,
dimension( * ) d, real, dimension( * ) e, real, dimension( ldu, * ) u,
integer ldu, real, dimension( ldvt, * ) vt, integer ldvt, real,
dimension( * ) q, integer, dimension( * ) iq, real, dimension( * ) work,
integer, dimension( * ) iwork, integer info)
SBDSDC
β¨ Purpose β¨
So the purpose is: SBDSDC computes the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B:
B = U * S * VT
It uses 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. SBDSDC can be used to compute all singular values, and optionally, singular vectors or singular vectors in compact form.
The code currently calls SLASDQ if singular values only are desired. However, it can be slightly modified to compute singular values using the divide and conquer method. Noted, bestie π«‘
πΈ Parameters πΈ
UPLOβCHARACTER*1= 'U':Bis upper bidiagonal.= 'L':Bis lower bidiagonal.
COMPQβCHARACTER*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.
NβINTEGER- The order of the matrix
B.N >= 0.
- The order of the matrix
DβREALarray, dimension(N)- On entry, the n diagonal elements of the bidiagonal matrix
B. - On exit, if
INFO=0, the singular values ofB.
- On entry, the n diagonal elements of the bidiagonal matrix
EβREALarray, dimension(N-1)- On entry, the elements of
Econtain the offdiagonal elements of the bidiagonal matrix whose SVD is desired. - On exit,
Ehas been destroyed. poof, gone π
- On entry, the elements of
UβREALarray, dimension(LDU,N)- If
COMPQ = 'I', then: on exit, ifINFO = 0,Ucontains the left singular vectors of the bidiagonal matrix. - For other values of
COMPQ,Uis not referenced.
- If
LDUβINTEGER- The leading dimension of the array
U.LDU >= 1. - If singular vectors are desired, then
LDU >= max( 1, N ).
- The leading dimension of the array
VTβREALarray, dimension(LDVT,N)- If
COMPQ = 'I', then: on exit, ifINFO = 0,VT**Tcontains the right singular vectors of the bidiagonal matrix. - For other values of
COMPQ,VTis not referenced.
- If
LDVTβINTEGER- The leading dimension of the array
VT.LDVT >= 1. - If singular vectors are desired, then
LDVT >= max( 1, N ).
- The leading dimension of the array
QβREALarray, dimension(LDQ)- If
COMPQ = 'P', then: on exit, ifINFO = 0,QandIQcontain the left and right singular vectors in a compact form, requiringO(N log N)space instead of2*N**2. - In particular,
Qcontains all theREALdata inLDQ >= N*(11 + 2*SMLSIZ + 8*INT(LOG_2(N/(SMLSIZ+1))))words of memory, whereSMLSIZis returned byILAENVand is equal to the maximum size of the subproblems at the bottom of the computation tree (usually about 25). - For other values of
COMPQ,Qis not referenced.
- If
IQβINTEGERarray, dimension(LDIQ)- If
COMPQ = 'P', then: on exit, ifINFO = 0,QandIQcontain the left and right singular vectors in a compact form, requiringO(N log N)space instead of2*N**2. - In particular,
IQcontains allINTEGERdata inLDIQ >= N*(3 + 3*INT(LOG_2(N/(SMLSIZ+1))))words of memory, whereSMLSIZis returned byILAENVand is equal to the maximum size of the subproblems at the bottom of the computation tree (usually about 25). - For other values of
COMPQ,IQis not referenced.
- If
WORKβREALarray, dimension(MAX(1,LWORK))- If
COMPQ = 'N'thenLWORK >= (4 * N). - If
COMPQ = 'P'thenLWORK >= (6 * N). - If
COMPQ = 'I'thenLWORK >= (3 * N**2 + 4 * N).
- If
IWORKβINTEGERarray, dimension(8*N)INFOβINTEGER= 0:successful exit.< 0:ifINFO = -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.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ Contributors π¦
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA.
Definition at line 196 of file sbdsdc.f.
π Author π
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