SRC/dlals0.f(3)
π NAME
SRC/dlals0.f β bestie, this is the Fortran source file for the dlals0 subroutine, and it's literally the back-multiplying baddie of the divide-and-conquer SVD world π
β¨ SYNOPSIS
πΈ Functions/Subroutines
subroutine dlals0 (icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm,
givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c,
s, work, info)
So what does it do? DLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by sgelsd. That's the whole vibe, no cap π«Ά
π¦ Function/Subroutine Documentation
Full signature, character for character, because we do NOT play with the source π
subroutine dlals0 (integer icompq, integer nl, integer nr, integer sqre,
integer nrhs, double precision, dimension( ldb, * ) b, integer ldb,
double precision, dimension( ldbx, * ) bx, integer ldbx, integer,
dimension( * ) perm, integer givptr, integer, dimension( ldgcol, * )
givcol, integer ldgcol, double precision, dimension( ldgnum, * ) givnum,
integer ldgnum, double precision, dimension( ldgnum, * ) poles, double
precision, dimension( * ) difl, double precision, dimension( ldgnum, * )
difr, double precision, dimension( * ) z, integer k, double precision c,
double precision s, double precision, dimension( * ) work, integer info)
DLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by sgelsd. (Yes I said it twice, it's that iconic β¨)
π Purpose
Okay so, the actual purpose, in all its glory:
DLALS0 applies back the multiplying factors of either the left or the right singular vector matrix of a diagonal matrix appended by a row to the right hand side matrix B in solving the least squares problem using the divide-and-conquer SVD approach.
For the left singular vector matrix, three types of orthogonal matrices are involved:
(1L) Givens rotations: the number of such rotations isGIVPTR; the pairs of columns/rows they were applied to are stored inGIVCOL; and the C- and S-values of these rotations are stored inGIVNUM.
(2L) Permutation. The(NL+1)-st row of B is to be moved to the first row, and forJ=2:N,PERM(J)-th row of B is to be moved to theJ-th row.
(3L) The left singular vector matrix of the remaining matrix.
For the right singular vector matrix, four types of orthogonal matrices are involved:
(1R) The right singular vector matrix of the remaining matrix.
(2R) If SQRE = 1, one extra Givens rotation to generate the right null space.
(3R) The inverse transformation of (2L).
(4R) The inverse transformation of (1L).
β¨ Parameters
Get comfy, there's a lot of them, but every single one matters π
ICOMPQβ INTEGER. Specifies whether singular vectors are to be computed in factored form:= 0: Left singular vector matrix.= 1: Right singular vector matrix.
NLβ INTEGER. The row dimension of the upper block.NL >= 1.NRβ INTEGER. The row dimension of the lower block.NR >= 1.SQREβ INTEGER.= 0: the lower block is anNR-by-NRsquare matrix.= 1: the lower block is anNR-by-(NR+1)rectangular matrix.- The bidiagonal matrix has row dimension
N = NL + NR + 1, and column dimensionM = N + SQRE.
NRHSβ INTEGER. The number of columns of B and BX.NRHSmust be at least 1.Bβ DOUBLE PRECISION array, dimension( LDB, NRHS ). On input, B contains the right hand sides of the least squares problem in rows 1 throughM. On output, B contains the solution X in rows 1 throughN. Glow-up moment β¨LDBβ INTEGER. The leading dimension of B.LDBmust be at leastmax(1,MAX( M, N )).BXβ DOUBLE PRECISION array, dimension( LDBX, NRHS ).LDBXβ INTEGER. The leading dimension of BX.PERMβ INTEGER array, dimension( N ). The permutations (from deflation and sorting) applied to the two blocks.GIVPTRβ INTEGER. The number of Givens rotations which took place in this subproblem.GIVCOLβ INTEGER array, dimension( LDGCOL, 2 ). Each pair of numbers indicates a pair of rows/columns involved in a Givens rotation.LDGCOLβ INTEGER. The leading dimension of GIVCOL, must be at leastN.GIVNUMβ DOUBLE PRECISION array, dimension( LDGNUM, 2 ). Each number indicates the C or S value used in the corresponding Givens rotation.LDGNUMβ INTEGER. The leading dimension of arrays DIFR, POLES and GIVNUM, must be at leastK.POLESβ DOUBLE PRECISION array, dimension( LDGNUM, 2 ). On entry,POLES(1:K, 1)contains the new singular values obtained from solving the secular equation, andPOLES(1:K, 2)is an array containing the poles in the secular equation.DIFLβ DOUBLE PRECISION array, dimension( K ). On entry,DIFL(I)is the distance betweenI-th updated (undeflated) singular value and theI-th (undeflated) old singular value.DIFRβ DOUBLE PRECISION array, dimension( LDGNUM, 2 ). On entry,DIFR(I, 1)contains the distances betweenI-th updated (undeflated) singular value and theI+1-th (undeflated) old singular value. AndDIFR(I, 2)is the normalizing factor for theI-th right singular vector.Zβ DOUBLE PRECISION array, dimension( K ). Contain the components of the deflation-adjusted updating row vector.Kβ INTEGER. Contains the dimension of the non-deflated matrix. This is the order of the related secular equation.1 <= K <=N. (yes, the original wrote<=Nwith no space, we keep it exactly like that, bestie π)Cβ DOUBLE PRECISION. C contains garbage ifSQRE =0and the C-value of a Givens rotation related to the right null space ifSQRE = 1. Literally garbage, not even joking πSβ DOUBLE PRECISION. S contains garbage ifSQRE =0and the S-value of a Givens rotation related to the right null space ifSQRE = 1.WORKβ DOUBLE PRECISION array, dimension( K ).INFOβ INTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
π«Ά Quick vibe check:CandSare straight-up garbage whenSQRE = 0. Don't be reading them, don't be trusting them, they're just there. Periodt.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors:
- Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
- Osni Marques, LBNL/NERSC, USA
β Definition at line 265 of file dlals0.f.
π Author
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