SRC/cbdsqr.f(3)
๐ NAME ๐
This is the SRC/cbdsqr.f(3) page from the Library Functions Manual โ yes bestie, itโs the cbdsqr girlie, here to compute bidiagonal SVDs and serve absolute main-character energy. ๐
โจ
โจ SYNOPSIS โจ
๐ง Functions/Subroutines ๐ง
subroutine cbdsqr (uplo, n, ncvt, nru, ncc, d, e, vt, ldvt, u, ldu, c, ldc, rwork, info)
CBDSQR โ iconic, lowkey legendary, no cap. ๐
๐ฆ Function/Subroutine Documentation ๐ฆ
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 ๐ซถ
๐ธ Purpose ๐ธ
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. โจ
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. ๐ฆ
๐ Parameters ๐
๐ซถ UPLO ๐ซถ
UPLO is CHARACTER*1
= 'U': B is upper bidiagonal;= 'L': B is lower bidiagonal.
๐ธ N ๐ธ
N is INTEGER
The order of the matrix B. N >= 0.
๐ฆ NCVT ๐ฆ
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
๐ NRU ๐
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
๐ง NCC ๐ง
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
๐ D ๐
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. ๐
๐ซ E ๐ซ
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.
โจ VT โจ
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.
๐ LDVT ๐
LDVT is INTEGER
The leading dimension of the array VT. LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
๐ U ๐
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.
๐ฆ LDU ๐ฆ
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,NRU).
๐ C ๐
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.
๐ฐ LDC ๐ฐ
LDC is INTEGER
The leading dimension of the array C. LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
๐ฅ RWORK ๐ฅ
RWORK is REAL array, dimension (LRWORK)
LRWORK = 4*N, if NCVT = NRU = NCC = 0, and LRWORK = 4*(N-1), otherwise.
๐ INFO ๐
INFO is INTEGER
= 0: successful exit< 0: IfINFO = -i, the i-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, i elements ofEhave not converged to zero.
โญ Internal Parameters โญ
๐ TOLMUL ๐
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). ๐ญโจ
๐งฎ MAXITR ๐งฎ
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. ๐
๐ Note ๐
Bug report from Cezary Dendek. On November 3rd 2023, the INTEGER variableMAXIT = MAXITR*N**2is removed since it can overflow pretty easily (for N larger or equal than 18,919). We instead useMAXITDIVN = MAXITR*N.
๐ Author ๐
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
๐ Definition at line ๐
Definition at line 233 of file cbdsqr.f.
๐ค Author ๐ค
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Okay bestie, thatโs the whole page ๐ซถ. The footer says LAPACK, Version 3.12.0, and SRC/cbdsqr.f(3); no separate date line was in the original, so Iโm not inventing one. Generated automatically by Doxygen for LAPACK from the source code. Periodt. ๐โจ
๐ฆ where this page comes from
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