ZBDSQR(3)
π¦ hey bestie, welcome to ZBDSQR(3)
okay so first things first β this is a page straight out of the LAPACK manual, Version 3.12.0, and it's documenting ZBDSQR from zbdsqr.f(3). yes it's a Fortran thing. yes it's real. no you can't escape it. let's get into it π
β¨ NAME β¨
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/zbdsqr.f
like, that's genuinely the whole "name" β it's just the file path with the build directory showing its whole entire government name π iconic behavior honestly.
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine ZBDSQR (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c,
ldc, rwork, info)
literally her whole vibe in one line: ZBDSQR. that's the description. that's it. slay.
π Function/Subroutine Documentation π
subroutine ZBDSQR (character uplo, integer n, integer ncvt, integer nru,
integer ncc, double precision, dimension( * ) d, double precision,
dimension( * ) e, complex*16, dimension( ldvt, * ) vt, integer ldvt,
complex*16, dimension( ldu, * ) u, integer ldu, complex*16, dimension(
ldc, * ) c, integer ldc, double precision, dimension( * ) rwork, integer
info)
π Purpose:
so here's the tea, bestie π
ZBDSQR computes the singular values and, optionally, the right and/or left singular vectors from the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B using the implicit zero-shift QR algorithm. the SVD of B has the form
B = Q * S * P**H
where S is the diagonal matrix of singular values, Q is an orthogonal matrix of left singular vectors, and P is an orthogonal matrix of right singular vectors. if left singular vectors are requested, this subroutine actually returns U*Q instead of Q, and, if right singular vectors are requested, this subroutine returns P**H*VT instead of P*H*, for given complex input matrices U and VT. when U and VT are the unitary matrices that reduce a general matrix A to bidiagonal form β A = U*B*VT, as computed by ZGEBRD β then
A = (U*Q) * S * (P**H*VT)
is the SVD of A. optionally, the subroutine may also compute Q**H*C for a given complex input matrix C. π«Ά
also, for a detailed description of the algorithm, it points you at:
- a paper by J. Demmel and W. Kahan, LAPACK Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, no. 5, pp. 873-912, Sept 1990) β and
- a paper by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992
π tiny note: the source doc literally has the titles ripped out β it just says "See by J. Demmel and W. Kahan" with a gap where the title should be. the vibes are giving "citation missing, left as an exercise for the reader." i'm not making that up, that's what's on the page.
π Parameters π
UPLOβ isCHARACTER*1. the layout check π= 'U': B is upper bidiagonal;= 'L': B is lower bidiagonal.
Nβ isINTEGER. the order of the matrix B.N >= 0.NCVTβ isINTEGER. the number of columns of the matrixVT.NCVT >= 0.NRUβ isINTEGER. the number of rows of the matrixU.NRU >= 0.NCCβ isINTEGER. the number of columns of the matrixC.NCC >= 0.Dβ isDOUBLE 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 decreasing order. β
Eβ isDOUBLE PRECISION array, dimension (N-1).- on entry: the N-1 offdiagonal elements of the bidiagonal matrix B.
- on exit, if
INFO = 0:Eis destroyed π; ifINFO > 0,DandEwill contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input.
VTβ isCOMPLEX*16 array, dimension (LDVT, NCVT).- on entry: an N-by-NCVT matrix
VT. - on exit:
VTis overwritten byP**H * VT. - not referenced if
NCVT = 0.
- on entry: an N-by-NCVT matrix
LDVTβ isINTEGER. the leading dimension of the arrayVT.LDVT >= max(1,N)ifNCVT > 0;LDVT >= 1ifNCVT = 0.Uβ isCOMPLEX*16 array, dimension (LDU, N).- on entry: an NRU-by-N matrix
U. - on exit:
Uis overwritten byU * Q. - not referenced if
NRU = 0.
- on entry: an NRU-by-N matrix
LDUβ isINTEGER. the leading dimension of the arrayU.LDU >= max(1,NRU).Cβ isCOMPLEX*16 array, dimension (LDC, NCC).- on entry: an N-by-NCC matrix
C. - on exit:
Cis overwritten byQ**H * C. - not referenced if
NCC = 0.
- on entry: an N-by-NCC matrix
LDCβ isINTEGER. the leading dimension of the arrayC.LDC >= max(1,N)ifNCC > 0;LDC >=1ifNCC = 0.RWORKβ isDOUBLE PRECISION array, dimension (4*N).INFOβ isINTEGER. the receipts π= 0: successful exit β¨< 0: ifINFO = -i, the i-th argument had an illegal value π¬> 0: the algorithm did not converge;DandEcontain the elements of a bidiagonal matrix which is orthogonally similar to the input matrix B; ifINFO = i, i elements ofEhave not converged to zero. π«
π§ Internal Parameters π§
TOLMULβDOUBLE PRECISION, default= max(10,min(100,EPS**(-1/8))).TOLMULcontrols the convergence criterion of the QR loop.- if it is positive,
TOLMUL*EPSis the desired relative precision in the computed singular values. - if it is negative,
abs(TOLMUL*EPS*sigma_max)is the desired absolute accuracy in the computed singular values (corresponds to relative accuracyabs(TOLMUL*EPS)in the largest singular value). abs(TOLMUL)should be between1and1/EPS, and preferably between10(for fast convergence) and.1/EPS(for there to be some accuracy in the results).- default is to lose at either one eighth or 2 of the available decimal digits in each computed singular value (whichever is smaller).
- if it is positive,
MAXITRβINTEGER, default= 6.MAXITRcontrols the maximum number of passes of the algorithm through its inner loop. the algorithm stops (and so fails to converge) if the number of passes through the inner loop exceedsMAXITR*N**2.
π Note: π
Bug report from Cezary Dendek. On November 3rd 2023, theINTEGERvariableMAXIT = MAXITR*N**2is removed since it can overflow pretty easily (forNlarger or equal than 18,919). we instead useMAXITDIVN = MAXITR*N.
ngl that overflow was lowkey lurking for anyone with a matrix of 18,919 or bigger β not me finding out about it via a bug report from 2023 π thank you Cezary, truly the main character.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 231 of file zbdsqr.f. π
π Author π
Generated automatically by Doxygen for LAPACK from the source code.
and that's the whole page, bestie!! β¨ auto-generated by Doxygen, no humans were harmed. you ate that reading it, fr fr. π«Άπ
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