lasda(3)
β¨ NAME β¨
lasda β lasda: D&C step: top level solver π
(yes that's the manual name lasda, from section 3, and honestly the name is doing the least, the actual work is in the two subroutines below π₯)
π¦ SYNOPSIS π¦
Functions
π dlasda
subroutine dlasda (icompq, smlsiz, n, sqre, d, e, u, ldu, vt, k, difl,
difr, z, poles, givptr, givcol, ldgcol, perm, givnum, c, s, work,
iwork, info)
DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
πΈ slasda
subroutine slasda (icompq, smlsiz, n, sqre, d, e, u, ldu, vt, k, difl,
difr, z, poles, givptr, givcol, ldgcol, perm, givnum, c, s, work,
iwork, info)
SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
they're twins bestie βdlasdais the double precision one,slasdais the real one. Same argument list, same job, different precision. iykyk π«
π Detailed Description π
okay so this page is basically two entire subroutine write-ups stacked on top of each other, and then every single parameter gets its own little paragraph. It's giving thorough. It's giving "my advisor made me document everything." We respect it π«Ά
π Function Documentation π
π subroutine dlasda
subroutine dlasda (integer icompq, integer smlsiz, integer n, integer sqre,
double precision, dimension( * ) d, double precision, dimension( * ) e,
double precision, dimension( ldu, * ) u, integer ldu, double precision,
dimension( ldu, * ) vt, integer, dimension( * ) k, double precision,
dimension( ldu, * ) difl, double precision, dimension( ldu, * ) difr,
double precision, dimension( ldu, * ) z, double precision, dimension(
ldu, * ) poles, integer, dimension( * ) givptr, integer, dimension(
ldgcol, * ) givcol, integer ldgcol, integer, dimension( ldgcol, * )
perm, double precision, dimension( ldu, * ) givnum, double precision,
dimension( * ) c, double precision, dimension( * ) s, double precision,
dimension( * ) work, integer, dimension( * ) iwork, integer info)
DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
β Purpose β
so here's the whole vibe: using a divide and conquer approach, DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form. π
A related subroutine, DLASD0, computes the singular values and the singular vectors in explicit form.
little sibling energy: DLASD0 does the same thing but spills everything out explicitly instead of packing it compact. choose your fighter π
π Parameters π
ICOMPQβ INTEGER. Specifies whether singular vectors are to be computed in compact form, as follows:= 0: Compute singular values only.= 1: Compute singular vectors of upper bidiagonal matrix in compact form. πΈSMLSIZβ INTEGER. The maximum size of the subproblems at the bottom of the computation tree. (small = smlsiz, get it π)Nβ INTEGER. The row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D.SQREβ INTEGER. Specifies the column dimension of the bidiagonal matrix.= 0: The bidiagonal matrix has column dimensionM = N;= 1: The bidiagonal matrix has column dimensionM = N + 1.Dβ DOUBLE PRECISION array, dimension( N ). On entry D contains the main diagonal of the bidiagonal matrix. On exit D, ifINFO = 0, contains its singular values.Eβ DOUBLE PRECISION array, dimension( M-1 ). Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. π gone. reduced to atoms.Uβ DOUBLE PRECISION array, dimension( LDU, SMLSIZ )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit, U contains the left singular vector matrices of all subproblems at the bottom level.LDUβ INTEGER,LDU = > N. The leading dimension of arraysU,VT,DIFL,DIFR,POLES,GIVNUM, andZ. (that's a whole squad π)VTβ DOUBLE PRECISION array, dimension( LDU, SMLSIZ+1 )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,VT**Tcontains the right singular vector matrices of all subproblems at the bottom level.Kβ INTEGER array, dimension( N )ifICOMPQ = 1and dimension1ifICOMPQ = 0. IfICOMPQ = 1, on exit,K(I)is the dimension of the I-th secular equation on the computation tree. π³DIFLβ DOUBLE PRECISION array, dimension( LDU, NLVL ), whereNLVL = floor(log_2 (N/SMLSIZ))). (yes, that's how it's written, three closing parens and all, I don't make the rules π )DIFRβ DOUBLE PRECISION array, dimension( LDU, 2 * NLVL )ifICOMPQ = 1and dimension( N )ifICOMPQ = 0. IfICOMPQ = 1, on exit,DIFL(1:N, I)andDIFR(1:N, 2 * I - 1)record distances between singular values on the I-th level and singular values on the (I -1)-th level, andDIFR(1:N, 2 * I )contains the normalizing factors for the right singular vector matrix. SeeDLASD8for details. π¦Zβ DOUBLE PRECISION array, dimension( LDU, NLVL )ifICOMPQ = 1and dimension( N )ifICOMPQ = 0. The first K elements ofZ(1, I)contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level.POLESβ DOUBLE PRECISION array, dimension( LDU, 2 * NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,POLES(1, 2*I - 1)andPOLES(1, 2*I)contain the new and old singular values involved in the secular equations on the I-th level.GIVPTRβ INTEGER array, dimension( N )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,GIVPTR( I )records the number of Givens rotations performed on the I-th problem on the computation tree. πGIVCOLβ INTEGER array, dimension( LDGCOL, 2 * NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit, for each I,GIVCOL(1, 2 *I - 1)andGIVCOL(1, 2 *I)record the locations of Givens rotations performed on the I-th level on the computation tree.LDGCOLβ INTEGER,LDGCOL = > N. The leading dimension of arraysGIVCOLandPERM.PERMβ INTEGER array, dimension( LDGCOL, NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,PERM(1, I)records permutations done on the I-th level of the computation tree.GIVNUMβ DOUBLE PRECISION array, dimension( LDU, 2 * NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit, for each I,GIVNUM(1, 2 *I - 1)andGIVNUM(1, 2 *I)record the C- and S-values of Givens rotations performed on the I-th level on the computation tree.Cβ DOUBLE PRECISION array, dimension( N )ifICOMPQ = 1, and dimension1ifICOMPQ = 0. IfICOMPQ = 1and the I-th subproblem is not square, on exit,C( I )contains the C-value of a Givens rotation related to the right null space of the I-th subproblem.Sβ DOUBLE PRECISION array, dimension( N )ifICOMPQ = 1, and dimension1ifICOMPQ = 0. IfICOMPQ = 1and the I-th subproblem is not square, on exit,S( I )contains the S-value of a Givens rotation related to the right null space of the I-th subproblem. (C and S are a matching set, we love a coordinated moment π)WORKβ DOUBLE PRECISION array, dimension(6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)). π«ΆIWORKβ INTEGER array, dimension(7*N).INFOβ INTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = 1, a singular value did not converge. π
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π§ Contributors: π§
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA π
Definition at line 270 of file dlasda.f.
π«Ά subroutine slasda
subroutine slasda (integer icompq, integer smlsiz, integer n, integer sqre,
real, dimension( * ) d, real, dimension( * ) e, 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(
* ) work, integer, dimension( * ) iwork, integer info)
SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
π₯ Purpose π₯
Same storyline, single precision edition: using a divide and conquer approach, SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form.
A related subroutine, SLASD0, computes the singular values and the singular vectors in explicit form. (see, DLASD0 but with an S, the naming convention is literally just the first letter, no cap π§’)
π Parameters π
ICOMPQβ INTEGER. Specifies whether singular vectors are to be computed in compact form, as follows:= 0: Compute singular values only.= 1: Compute singular vectors of upper bidiagonal matrix in compact form.
and that's where the page cuts off in part one β the rest of the SLASDA parameter parade is coming in the next part, so don't go anywhere bestie ππ«
ICOMPQβICOMPQisINTEGER, and it decides whether singular vectors get computed in compact form, bestie.= 0: Compute singular values only.= 1: Compute singular vectors of upper bidiagonal matrix in compact form. β¨SMLSIZβSMLSIZisINTEGER. Itβs the maximum size of the subproblems at the bottom of the computation tree. π«ΆNβNisINTEGER. This is the row dimension of the upper bidiagonal matrix. Itβs also the dimension of the main diagonal arrayD. πSQREβSQREisINTEGER. It specifies the column dimension of the bidiagonal matrix.= 0: The bidiagonal matrix has column dimensionM = N;= 1: The bidiagonal matrix has column dimensionM = N + 1. πΈDβDisREAL array, dimension ( N ). On entryDcontains the main diagonal of the bidiagonal matrix. On exitD, ifINFO = 0, contains its singular values. βEβEisREAL array, dimension ( M-1 ). It contains the subdiagonal entries of the bidiagonal matrix. On exit,Ehas been destroyed. πUβUisREAL array, dimension ( LDU, SMLSIZ )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,Ucontains the left singular vector matrices of all subproblems at the bottom level. πLDUβLDUisINTEGER,LDU = > N.Itβs the leading dimension of arraysU,VT,DIFL,DIFR,POLES,GIVNUM, andZ. πVTβVTisREAL array, dimension ( LDU, SMLSIZ+1 )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,VT**Tcontains the right singular vector matrices of all subproblems at the bottom level. π¦KβKisINTEGER array, dimension ( N )ifICOMPQ = 1and dimension1ifICOMPQ = 0. IfICOMPQ = 1, on exit,K(I)is the dimension of the I-th secular equation on the computation tree. π₯DIFLβDIFLisREAL array, dimension ( LDU, NLVL ), whereNLVL = floor(log_2 (N/SMLSIZ))). πDIFRβDIFRisREAL array, dimension ( LDU, 2 * NLVL )ifICOMPQ = 1and dimension( N )ifICOMPQ = 0. IfICOMPQ = 1, on exit,DIFL(1:N, I)andDIFR(1:N, 2 * I - 1)record distances between singular values on the I-th level and singular values on the (I -1)-th level, andDIFR(1:N, 2 * I )contains the normalizing factors for the right singular vector matrix. SeeSLASD8for details. π§ZβZisREAL array, dimension ( LDU, NLVL )ifICOMPQ = 1and dimension( N )ifICOMPQ = 0. The firstKelements ofZ(1, I)contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level. πPOLESβPOLESisREAL array, dimension ( LDU, 2 * NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,POLES(1, 2*I - 1)andPOLES(1, 2*I)contain the new and old singular values involved in the secular equations on the I-th level. πGIVPTRβGIVPTRisINTEGER array, dimension ( N )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,GIVPTR( I )records the number of Givens rotations performed on the I-th problem on the computation tree. πGIVCOLβGIVCOLisINTEGER array, dimension ( LDGCOL, 2 * NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit, for eachI,GIVCOL(1, 2 *I - 1)andGIVCOL(1, 2 *I)record the locations of Givens rotations performed on the I-th level on the computation tree. π―LDGCOLβLDGCOLisINTEGER,LDGCOL = > N.Itβs the leading dimension of arraysGIVCOLandPERM. π«§PERMβPERMisINTEGER array, dimension ( LDGCOL, NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit,PERM(1, I)records permutations done on the I-th level of the computation tree. πΈGIVNUMβGIVNUMisREAL array, dimension ( LDU, 2 * NLVL )ifICOMPQ = 1, and not referenced ifICOMPQ = 0. IfICOMPQ = 1, on exit, for eachI,GIVNUM(1, 2 *I - 1)andGIVNUM(1, 2 *I)record the C- and S-values of Givens rotations performed on the I-th level on the computation tree. π«CβCisREAL array, dimension ( N )ifICOMPQ = 1, and dimension1ifICOMPQ = 0. IfICOMPQ = 1and the I-th subproblem is not square, on exit,C( I )contains the C-value of a Givens rotation related to the right null space of the I-th subproblem. πSβSisREAL array, dimension ( N )ifICOMPQ = 1, and dimension1ifICOMPQ = 0. IfICOMPQ = 1and the I-th subproblem is not square, on exit,S( I )contains the S-value of a Givens rotation related to the right null space of the I-th subproblem. πWORKβWORKisREAL array, dimension (6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)). π οΈIWORKβIWORKisINTEGER array, dimension (7*N). π οΈINFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = 1, a singular value did not converge. π
bestie, INFO = 1 is the βa singular value did not convergeβ moment β not the vibe, but at least itβs clearly labeled π
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors:
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA
Definition at line 270 of file slasda.f.
π Author
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