SRC/clalsa.f(3)
okay bestie, this is the manual page for SRC/clalsa.f(3) β a whole LAPACK library functions manual moment. Buckle up, because CLALSA is doing compact-form SVD business and it is not here to be vague. πβ¨
NAME πΈ
SRC/clalsa.f β and yes, that's literally the whole name section. iconic minimalism.
SYNOPSIS β¨
Functions/Subroutines
subroutine clalsa (icompq, smlsiz, n, nrhs, b, ldb, bx, ldbx, u, ldu,
vt, k, difl, difr, z, poles, givptr, givcol, ldgcol, perm, givnum,
c, s, rwork, iwork, info)
CLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
Function/Subroutine Documentation π
subroutine clalsa (integer icompq, integer smlsiz, integer n, integer nrhs,
complex, dimension( ldb, * ) b, integer ldb, complex, dimension( ldbx, *
) bx, integer ldbx, real, dimension( ldu, * ) u, integer ldu, real,
dimension( ldu, * ) vt, integer, dimension( * ) k, real, dimension( ldu,
* ) difl, real, dimension( ldu, * ) difr, real, dimension( ldu, * ) z,
real, dimension( ldu, * ) poles, integer, dimension( * ) givptr,
integer, dimension( ldgcol, * ) givcol, integer ldgcol, integer,
dimension( ldgcol, * ) perm, real, dimension( ldu, * ) givnum, real,
dimension( * ) c, real, dimension( * ) s, real, dimension( * ) rwork,
integer, dimension( * ) iwork, integer info)
CLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
Purpose: π―
Bestie, here's the whole plot: CLALSA is an intermediate step in solving the least squares problem by computing the SVD of the coefficient matrix in compact form (the singular vectors are computed as products of simple orthogonal matrices). No cap.
If ICOMPQ = 0, CLALSA applies the inverse of the left singular vector matrix of an upper bidiagonal matrix to the right hand side; and if ICOMPQ = 1, CLALSA applies the right singular vector matrix to the right hand side. The singular vector matrices were generated in compact form by CLALSA. That last bit is important β it's the compact-form origin story. π«Ά
Parameters π§Ύ
ICOMPQβICOMPQ is INTEGER; specifies whether the left or the right singular vector matrix is involved.= 0: left singular vector matrix.= 1: right singular vector matrix.SMLSIZβSMLSIZ is INTEGER; the maximum size of the subproblems at the bottom of the computation tree.NβN is INTEGER; the row and column dimensions of the upper bidiagonal matrix.NRHSβNRHS is INTEGER; the number of columns ofBandBX.NRHSmust be at least 1.BβB is COMPLEX array, dimension ( LDB, NRHS ). On input,Bcontains the right hand sides of the least squares problem in rows 1 throughM. On output,Bcontains the solutionXin rows 1 throughN.LDBβLDB is INTEGER; the leading dimension ofBin the calling subprogram.LDBmust be at leastmax(1,MAX( M, N )).BXβBX is COMPLEX array, dimension ( LDBX, NRHS ). On exit, the result of applying the left or right singular vector matrix toB.LDBXβLDBX is INTEGER; the leading dimension ofBX.UβU is REAL array, dimension ( LDU, SMLSIZ ). On entry,Ucontains the left singular vector matrices of all subproblems at the bottom level.LDUβLDU is INTEGER, LDU = > N. The leading dimension of arraysU,VT,DIFL,DIFR,POLES,GIVNUM, andZ.VTβVT is REAL array, dimension ( LDU, SMLSIZ+1 ). On entry,VT**Hcontains the right singular vector matrices of all subproblems at the bottom level.KβK is INTEGER array, dimension ( N ).DIFLβDIFL is REAL array, dimension ( LDU, NLVL ), whereNLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.DIFRβDIFR is REAL array, dimension ( LDU, 2 * NLVL ). On entry,DIFL(*, I)andDIFR(*, 2 * I -1)record distances between singular values on theI-th level and singular values on the(I -1)-th level, andDIFR(*, 2 * I)record the normalizing factors of the right singular vectors matrices of subproblems onI-th level.ZβZ is REAL array, dimension ( LDU, NLVL ). On entry,Z(1, I)contains the components of the deflation-adjusted updating row vector for subproblems on theI-th level.POLESβPOLES is REAL array, dimension ( LDU, 2 * NLVL ). On entry,POLES(*, 2 * I -1: 2 * I)contains the new and old singular values involved in the secular equations on theI-th level.GIVPTRβGIVPTR is INTEGER array, dimension ( N ). On entry,GIVPTR( I )records the number of Givens rotations performed on theI-th problem on the computation tree.GIVCOLβGIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ). On entry, for eachI,GIVCOL(*, 2 * I - 1: 2 * I)records the locations of Givens rotations performed on theI-th level on the computation tree.LDGCOLβLDGCOL is INTEGER, LDGCOL = > N. The leading dimension of arraysGIVCOLandPERM.PERMβPERM is INTEGER array, dimension ( LDGCOL, NLVL ). On entry,PERM(*, I)records permutations done on theI-th level of the computation tree.GIVNUMβGIVNUM is REAL array, dimension ( LDU, 2 * NLVL ). On entry,GIVNUM(*, 2 *I -1 : 2 * I)records theC- andS-values of Givens rotations performed on theI-th level on the computation tree.CβC is REAL array, dimension ( N ). On entry, if theI-th subproblem is not square,C( I )contains theC-value of a Givens rotation related to the right null space of theI-th subproblem.SβS is REAL array, dimension ( N ). On entry, if theI-th subproblem is not square,S( I )contains theS-value of a Givens rotation related to the right null space of theI-th subproblem.RWORKβRWORK is REAL array, dimension at least MAX( (SMLSZ+1)*NRHS*3, N*(1+NRHS) + 2*NRHS ).IWORKβIWORK is INTEGER array, dimension (3*N).INFOβINFO is INTEGER;= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Contributors: πΈ
- Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
- Osni Marques, LBNL/NERSC, USA
Definition at line 263 of file clalsa.f.
Author π
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