SRC/cbdsqr.f(3)

๐Ÿ“ฆ
version 3.12.1 ยท 4 versions
, in arch rolling

๐Ÿ’– NAME ๐Ÿ’–

This is the SRC/cbdsqr.f(3) page from the Library Functions Manual โ€” yes bestie, itโ€™s the cbdsqr girlie, here to compute bidiagonal SVDs and serve absolute main-character energy. ๐Ÿ’…โœจ


โœจ SYNOPSIS โœจ

๐Ÿงš Functions/Subroutines ๐Ÿงš

subroutine cbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, rwork, info)

CBDSQR โ€” iconic, lowkey legendary, no cap. ๐Ÿ’–


๐Ÿฆ‹ Function/Subroutine Documentation ๐Ÿฆ‹

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)

CBDSQR ๐Ÿซถ

๐ŸŒธ Purpose ๐ŸŒธ

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 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 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. โœจ

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. ๐Ÿฆ‹

๐ŸŽ€ Parameters ๐ŸŽ€

๐Ÿซถ UPLO ๐Ÿซถ

UPLO is CHARACTER*1

  • = 'U': B is upper bidiagonal;
  • = 'L': B is lower bidiagonal.

๐ŸŒธ N ๐ŸŒธ

N is INTEGER

The order of the matrix B. N >= 0.

๐Ÿฆ‹ NCVT ๐Ÿฆ‹

NCVT is INTEGER

The number of columns of the matrix VT. NCVT >= 0.

๐Ÿ“ NRU ๐Ÿ“

NRU is INTEGER

The number of rows of the matrix U. NRU >= 0.

๐Ÿงš NCC ๐Ÿงš

NCC is INTEGER

The number of columns of the matrix C. NCC >= 0.

๐Ÿ’œ D ๐Ÿ’œ

D is REAL 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. ๐Ÿ‘‘

๐Ÿ’ซ E ๐Ÿ’ซ

E is REAL array, dimension (N-1)

On entry, the N-1 offdiagonal elements of the bidiagonal matrix B. On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E will contain the diagonal and superdiagonal elements of a bidiagonal matrix orthogonally equivalent to the one given as input.

โœจ VT โœจ

VT is COMPLEX array, dimension (LDVT, NCVT)

On entry, an N-by-NCVT matrix VT. On exit, VT is overwritten by P**H * VT. Not referenced if NCVT = 0.

๐ŸŽ€ LDVT ๐ŸŽ€

LDVT is INTEGER

The leading dimension of the array VT. LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.

๐ŸŒˆ U ๐ŸŒˆ

U is COMPLEX array, dimension (LDU, N)

On entry, an NRU-by-N matrix U. On exit, U is overwritten by U * Q. Not referenced if NRU = 0.

๐Ÿฆ„ LDU ๐Ÿฆ„

LDU is INTEGER

The leading dimension of the array U. LDU >= max(1,NRU).

๐Ÿš C ๐Ÿš

C is COMPLEX array, dimension (LDC, NCC)

On entry, an N-by-NCC matrix C. On exit, C is overwritten by Q**H * C. Not referenced if NCC = 0.

๐Ÿฐ LDC ๐Ÿฐ

LDC is INTEGER

The leading dimension of the array C. LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.

๐Ÿ”ฅ RWORK ๐Ÿ”ฅ

RWORK is REAL array, dimension (LRWORK)

LRWORK = 4*N, if NCVT = NRU = NCC = 0, and LRWORK = 4*(N-1), otherwise.

๐ŸŒŸ INFO ๐ŸŒŸ

INFO 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.

โญ Internal Parameters โญ

๐Ÿ’… TOLMUL ๐Ÿ’…

TOLMUL REAL, default = max(10,min(100,EPS**(-1/8)))

TOLMUL controls the convergence criterion of the QR loop. If it is positive, TOLMUL*EPS is 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 accuracy abs(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). ๐Ÿ˜ญโœจ

๐Ÿงฎ MAXITR ๐Ÿงฎ

MAXITR INTEGER, default = 6

MAXITR 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 exceeds MAXITR*N**2. ๐Ÿ’€

๐Ÿ’€ Note ๐Ÿ’€

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.

๐Ÿ‘‘ Author ๐Ÿ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

๐Ÿ“Œ Definition at line ๐Ÿ“Œ

Definition at line 233 of file cbdsqr.f.

๐Ÿค– Author ๐Ÿค–

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Okay bestie, thatโ€™s the whole page ๐Ÿซถ. The footer says LAPACK, Version 3.12.0, and SRC/cbdsqr.f(3); no separate date line was in the original, so Iโ€™m not inventing one. Generated automatically by Doxygen for LAPACK from the source code. Periodt. ๐Ÿ’–โœจ

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