bdsqr(3)
π¦ bdsqr(3) β bidiagonal SVD, QR iteration (dqds) π¦
okay bestie, this is the Library Functions Manual page for bdsqr(3), and it's giving LAPACK bidiagonal-SVD QR-iteration realness. no cap. β¨
π NAME π
bdsqr β bdsqr: bidiagonal SVD, QR iteration (dqds). periodt. π«Ά
β¨ SYNOPSIS β¨
π Functions π
subroutine cbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c,
ldc, rwork, info)
CBDSQR
subroutine dbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c,
ldc, work, info)
DBDSQR
subroutine sbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c,
ldc, work, info)
SBDSQR
subroutine zbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c,
ldc, rwork, info)
ZBDSQR
πΈ Detailed Description πΈ
No extra prose here, bestie β it goes straight into the function docs. π
π Function Documentation π
π₯ subroutine cbdsqr π₯
subroutine cbdsqr (character uplo, integer n, integer ncvt, integer nru,
integer ncc, real, dimension( * ) d, real, dimension( * ) e, complex,
dimension( ldvt, * ) vt, integer ldvt, complex, dimension( ldu, * ) u,
integer ldu, complex, dimension( ldc, * ) c, integer ldc, real,
dimension( * ) rwork, integer info)
π CBDSQR π
π Purpose: π
okay so CBDSQR 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 PH*VT instead of PH, 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: A = U*B*VT, as computed by CGEBRD, 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.
See 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) and by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992 for a detailed description of the algorithm.
π Parameters π
UPLOβUPLO is CHARACTER*1= 'U': B is upper bidiagonal;= 'L': B is lower bidiagonal.
NβN is INTEGER. The order of the matrix B.N >= 0.NCVTβNCVT is INTEGER. The number of columns of the matrix VT.NCVT >= 0.NRUβNRU is INTEGER. The number of rows of the matrix U.NRU >= 0.NCCβNCC is INTEGER. The number of columns of the matrix C.NCC >= 0.DβD is REAL array, dimension (N). On entry, the n diagonal elements of the bidiagonal matrix B. On exit, ifINFO=0, the singular values of B in decreasing order.EβE is REAL array, dimension (N-1). On entry, the N-1 offdiagonal elements of the bidiagonal matrix B. On exit, ifINFO = 0, E is destroyed; ifINFO > 0, D and E will contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input.VTβVT is COMPLEX array, dimension (LDVT, NCVT). On entry, an N-by-NCVT matrix VT. On exit, VT is overwritten byP**H * VT. Not referenced ifNCVT = 0.LDVTβLDVT is INTEGER. The leading dimension of the array VT.LDVT >= max(1,N)ifNCVT > 0;LDVT >= 1ifNCVT = 0.UβU is COMPLEX array, dimension (LDU, N). On entry, an NRU-by-N matrix U. On exit, U is overwritten byU * Q. Not referenced ifNRU = 0.LDUβLDU is INTEGER. The leading dimension of the array U.LDU >= max(1,NRU).CβC is COMPLEX array, dimension (LDC, NCC). On entry, an N-by-NCC matrix C. On exit, C is overwritten byQ**H * C. Not referenced ifNCC = 0.LDCβLDC is INTEGER. The leading dimension of the array C.LDC >= max(1,N)ifNCC > 0;LDC >=1ifNCC = 0.RWORKβRWORK is REAL array, dimension (LRWORK).LRWORK = 4*N, ifNCVT = NRU = NCC = 0, andLRWORK = 4*(N-1), otherwise.INFOβINFO is INTEGER= 0: successful exit< 0: If INFO = -i, the i-th argument had an illegal value> 0: the algorithm did not converge; D and E contain the elements of a bidiagonal matrix which is orthogonally similar to the input matrix B; if INFO = i, i elements of E have not converged to zero.
π§ Internal Parameters: π§
TOLMULβREAL, 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 between 1 and 1/EPS, and preferably between 10 (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).MAXITRβINTEGER, default = 6.MAXITRcontrols the maximum number of passes of the algorithm through its inner loop. The algorithms 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, the
INTEGERvariableMAXIT = MAXITR*N**2is removed since it can overflow pretty easily (for N larger or equal than 18,919). We instead useMAXITDIVN = MAXITR*N.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
β Definition β
Definition at line 233 of file cbdsqr.f.
π₯ subroutine dbdsqr π₯
subroutine dbdsqr (character uplo, integer n, integer ncvt, integer nru,
integer ncc, double precision, dimension( * ) d, double precision,
dimension( * ) e, double precision, dimension( ldvt, * ) vt, integer
ldvt, double precision, dimension( ldu, * ) u, integer ldu, double
precision, dimension( ldc, * ) c, integer ldc, double precision,
dimension( * ) work, integer info)
π DBDSQR π
π Purpose: π
okay so DBDSQR 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**T
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 PT*VT instead of PT, for given real input matrices U and VT. When U and VT are the orthogonal matrices that reduce a general matrix A to bidiagonal form: A = U*B*VT, as computed by DGEBRD, then
A = (U*Q) * S * (P**T*VT)
is the SVD of A. Optionally, the subroutine may also compute Q**T*C for a given real input matrix C.
See 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) and by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992 for a detailed description of the algorithm.
π Parameters π
UPLOβUPLO is CHARACTER*1= 'U': B is upper bidiagonal;= 'L': B is lower bidiagonal.
NβN is INTEGER. The order of the matrix B.N >= 0.NCVTβNCVT is INTEGER. The number of columns of the matrix VT.NCVT >= 0.NRUβNRU is INTEGER. The number of rows of the matrix U.NRU >= 0.NCCβNCC is INTEGER. The number of columns of the matrix C.NCC >= 0.DβD is DOUBLE PRECISION array, dimension (N). On entry, the n diagonal elements of the bidiagonal matrix B. On exit, ifINFO=0, the singular values of B in decreasing order.EβE is DOUBLE PRECISION array, dimension (N-1). On entry, the N-1 offdiagonal elements of the bidiagonal matrix B. On exit, ifINFO = 0, E is destroyed; ifINFO > 0, D and E will contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input.VTVTβDOUBLE PRECISIONarray, dimension(LDVT, NCVT). On entry it's anN-by-NCVTmatrixVT. On exit,VTgets overwritten byP**T * VTπ . And listen β it's not referenced ifNCVT = 0, so don't even stress about it then.LDVTβINTEGER, the leading dimension of the arrayVT. Rules are:LDVT >= max(1,N)ifNCVT > 0;LDVT >= 1ifNCVT = 0. Respect the bounds bestie π«ΆUβDOUBLE PRECISIONarray, dimension(LDU, N). On entry, anNRU-by-NmatrixU. On exit,Uis overwritten byU * Q. Not referenced ifNRU = 0.LDUβINTEGER, the leading dimension of the arrayU. Constraint:LDU >= max(1,NRU). That's it, that's the rule β¨CβDOUBLE PRECISIONarray, dimension(LDC, NCC). On entry, anN-by-NCCmatrixC. On exit,Cis overwritten byQ**T * C. Not referenced ifNCC = 0.LDCβINTEGER, the leading dimension of the arrayC. Constraint:LDC >= max(1,N)ifNCC > 0;LDC >=1ifNCC = 0. Note the little>=1with no space there β that's canon, we keep it exactly πWORKβDOUBLE PRECISIONarray, dimension(LWORK). Sizing goes like this:
LWORK = 4*N, if NCVT = NRU = NCC = 0, and
LWORK = 4*(N-1), otherwise
INFOβINTEGER, the vibe check at the end π= 0: successful exit πΈ< 0: IfINFO = -i, thei-th argument had an illegal value π> 0: buckle up, it branches:- if
NCVT = NRU = NCC = 0,= 1, a split was marked by a positive value inE= 2, current block ofZnot diagonalized after30*Niterations (in inner while loop)= 3, termination criterion of outer while loop not met (program created more thanNunreduced blocks)
- else
NCVT = NRU = NCC = 0, the algorithm did not converge;DandEcontain the elements of a bidiagonal matrix which is orthogonally similar to the input matrixB; ifINFO = i,ielements ofEhave not converged to zero. No cap, that's a real "it didn't cook" moment π
- if
π§ Internal Parameters
TOLMULβDOUBLE PRECISION, default =max(10,min(100,EPS**(-1/8))). It controls the convergence criterion of the QR loop. Okay so:- If it's positive,
TOLMUL*EPSis the desired relative precision in the computed singular values. - If it's 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 behaviour: lose either one eighth or
2of the available decimal digits in each computed singular value (whichever is smaller). Lowkey a trade, but it's the documented one π€·ββοΈ
- If it's positive,
MAXITRβINTEGER, default =6. Controls the maximum number of passes of the algorithm through its inner loop. The algorithms stops (and so fails to converge) if the number of passes through the inner loop exceedsMAXITR*N**2. Bestie, that's the hard cap π₯
π Note
Bug report from Cezary Dendek. On March 23rd 2017, theINTEGERvariableMAXIT = MAXITR*N**2is removed since it can overflow pretty easily (forNlarger or equal than18,919). We instead useMAXITDIVN = MAXITR*N. Fixed it, slayed it, periodt π
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 241 of file dbdsqr.f.
π sbdsqr β the REAL version, bestie
subroutine sbdsqr (character uplo, integer n, integer ncvt, integer nru,
integer ncc, real, dimension( * ) d, real, dimension( * ) e, real,
dimension( ldvt, * ) vt, integer ldvt, real, dimension( ldu, * ) u,
integer ldu, real, dimension( ldc, * ) c, integer ldc, real, dimension(
* ) work, integer info)
SBDSQR
π― Purpose
SBDSQR 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**T
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**T*VT instead of P**T, for given real input matrices U and VT. When U and VT are the orthogonal matrices that reduce a general matrix A to bidiagonal form: A = U*B*VT, as computed by SGEBRD, then
A = (U*Q) * S * (P**T*VT)
is the SVD of A. Optionally, the subroutine may also compute Q**T*C for a given real input matrix C. It's giving "one subroutine, so many optional side quests" β¨
See 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) and by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992 for a detailed description of the algorithm. iykyk π
β¨ Parameters
UPLOβCHARACTER*1.= 'U':Bis upper bidiagonal;= 'L':Bis lower bidiagonal.
NβINTEGER, the order of the matrixB.N >= 0.NCVTβINTEGER, the number of columns of the matrixVT.NCVT >= 0.NRUβINTEGER, the number of rows of the matrixU.NRU >= 0.NCCβINTEGER, the number of columns of the matrixC.NCC >= 0.DβREALarray, dimension(N). On entry, thendiagonal elements of the bidiagonal matrixB. On exit, ifINFO=0, the singular values ofBin decreasing order. Sorted, bestie β decreasing, as it should be πEβREALarray, dimension(N-1). On entry, theN-1offdiagonal elements of the bidiagonal matrixB. On exit, ifINFO = 0,Eis destroyed; ifINFO > 0,DandEwill contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input. Destroyed. Gone. That's not a typo πVTβREALarray, dimension(LDVT, NCVT). On entry, anN-by-NCVTmatrixVT. On exit,VTis overwritten byP**T * VT. Not referenced ifNCVT = 0.LDVTβINTEGER, the leading dimension of the arrayVT.LDVT >= max(1,N)ifNCVT > 0;LDVT >= 1ifNCVT = 0.UβREALarray, dimension(LDU, N). On entry, anNRU-by-NmatrixU. On exit,Uis overwritten byU * Q. Not referenced ifNRU = 0.LDUβINTEGER, the leading dimension of the arrayU.LDU >= max(1,NRU).CβREALarray, dimension(LDC, NCC). On entry, anN-by-NCCmatrixC. On exit,Cis overwritten byQ**T * C. Not referenced ifNCC = 0.LDCβINTEGER, the leading dimension of the arrayC.LDC >= max(1,N)ifNCC > 0;LDC >=1ifNCC = 0.WORKβREALarray, dimension(LWORK).
LWORK = 4*N, if NCVT = NRU = NCC = 0, and
LWORK = 4*(N-1), otherwise
INFOβINTEGER, same energy as the double version, here we go:= 0: successful exit πΈ< 0: IfINFO = -i, thei-th argument had an illegal value π> 0:- if
NCVT = NRU = NCC = 0,= 1, a split was marked by a positive value inE= 2, current block ofZnot diagonalized after30*Niterations (in inner while loop)= 3, termination criterion of outer while loop not met (program created more thanNunreduced blocks)
- else
NCVT = NRU = NCC = 0, the algorithm did not converge;DandEcontain the elements of a bidiagonal matrix which is orthogonally similar to the input matrixB; ifINFO = i,ielements ofEhave not converged to zero.
- if
π§ Internal Parameters
okay, picking up the internal-parameter tea right where it left off β these are the knobs for that first bidiagonal situation:
TOLMULβREAL, default =max(10,min(100,EPS**(-1/8))). She controls the convergence criterion of the QR loop. If itβs positive,TOLMUL*EPSis the desired relative precision in the computed singular values. If itβs negative,abs(TOLMUL*EPS*sigma_max)is the desired absolute accuracy in the computed singular values (this 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(so thereβs still some accuracy in the results). Default is to lose at either one eighth or2of the available decimal digits in each computed singular value (whichever is smaller). <span>π </span>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 March 23rd 2017, the INTEGER variable MAXIT = MAXITR*N**2 is removed since it can overflow pretty easily (for N larger or equal than 18,919). We instead use MAXITDIVN = MAXITR*N. Slay for not overflowing, honestly.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 240 of file sbdsqr.f.
π ZBDSQR π
Hereβs the zbdsqr glow-up, signature first:
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 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: A = U*B*VT, as computed by ZGEBRD, 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. Itβs giving full SVD main-character energy.
See 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) and by B. Parlett and V. Fernando, Technical Report CPAM-554, Mathematics Department, University of California at Berkeley, July 1992 for a detailed description of the algorithm. <butterfly>π¦</butterfly>
π§© Parameters π§©
UPLOβUPLOisCHARACTER*1;= 'U':Bis upper bidiagonal;= 'L':Bis lower bidiagonal.NβNisINTEGER; the order of the matrixB.N >= 0.NCVTβNCVTisINTEGER; the number of columns of the matrixVT.NCVT >= 0.NRUβNRUisINTEGER; the number of rows of the matrixU.NRU >= 0.NCCβNCCisINTEGER; the number of columns of the matrixC.NCC >= 0.DβDisDOUBLE PRECISION array, dimension (N). On entry, theNdiagonal elements of the bidiagonal matrixB. On exit, ifINFO=0, the singular values ofBin decreasing order.EβEisDOUBLE PRECISION array, dimension (N-1). On entry, theN-1offdiagonal elements of the bidiagonal matrixB. On exit, ifINFO = 0,Eis destroyed; ifINFO > 0,DandEwill contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input.VTβVTisCOMPLEX*16 array, dimension (LDVT, NCVT). On entry, anN-by-NCVTmatrixVT. On exit,VTis overwritten byP**H * VT. Not referenced ifNCVT = 0.LDVTβLDVTisINTEGER; the leading dimension of the arrayVT.LDVT >= max(1,N)ifNCVT > 0;LDVT >= 1ifNCVT = 0.UβUisCOMPLEX*16 array, dimension (LDU, N). On entry, anNRU-by-NmatrixU. On exit,Uis overwritten byU * Q. Not referenced ifNRU = 0.LDUβLDUisINTEGER; the leading dimension of the arrayU.LDU >= max(1,NRU).CβCisCOMPLEX*16 array, dimension (LDC, NCC). On entry, anN-by-NCCmatrixC. On exit,Cis overwritten byQ**H * C. Not referenced ifNCC = 0.LDCβLDCisINTEGER; the leading dimension of the arrayC.LDC >= max(1,N)ifNCC > 0;LDC >= 1ifNCC = 0.RWORKβRWORKisDOUBLE PRECISION array, dimension (LRWORK).LRWORK = 4*N, ifNCVT = NRU = NCC = 0, andLRWORK = 4*(N-1), otherwise.INFOβINFOisINTEGER;= 0: successful exit;< 0: ifINFO = -i, thei-th argument had an illegal value;> 0: the algorithm did not converge;DandEcontain the elements of a bidiagonal matrix which is orthogonally similar to the input matrixB; ifINFO = i,ielements ofEhave not converged to zero. So yeah,INFO > 0is the βbestie, it did not convergeβ moment.
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 or2of the available decimal digits in each computed singular value (whichever is smaller).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, the INTEGER variable MAXIT = MAXITR*N**2 is removed since it can overflow pretty easily (for N larger or equal than 18,919). We instead use MAXITDIVN = MAXITR*N. Same overflow fix, new date, still iconic.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 233 of file zbdsqr.f.
π§ Author π§
Generated automatically by Doxygen for LAPACK from the source code.
β¨ Thatβs the whole bdsqr(3) page, bestie β source/version: LAPACK Version 3.12.0; page: bdsqr(3). Now go forth and slay those singular values! ππ
π¦ where this page comes from
- arch rolling: lapack-doc 3.12.1-2 Β· custom
- π girlified by deepseek-ai/DeepSeek-V4.1-Flash-1017 on : a language model's rewrite of the original, under its terms