SRC/slals0.f(3)
Hey bestie π welcome to the SRC/slals0.f(3) page from the Library Functions Manual. This is the LAPACK internal that applies back multiplying factors while solving the least squares problem with the divide-and-conquer SVD approach, and it's used by sgelsd. It's giving very specific linear algebra, no cap. β¨
β¨ NAME β¨
SRC/slals0.f β yes, that's the whole name. Iconic. π
πΈ SYNOPSIS πΈ
Functions/Subroutines
subroutine slals0 (icompq, nl, nr, sqre, nrhs, b, ldb, bx, ldbx, perm,
givptr, givcol, ldgcol, givnum, ldgnum, poles, difl, difr, z, k, c,
s, work, info)
SLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by sgelsd. π«Ά
π« Function/Subroutine Documentation π«
Okay so here's the actual function documentation. Buckle up, bestie β it's detailed but honestly kind of iconic.
subroutine slals0 (integer icompq, integer nl, integer nr, integer sqre,
integer nrhs, real, dimension( ldb, * ) b, integer ldb, real, dimension(
ldbx, * ) bx, integer ldbx, integer, dimension( * ) perm, integer
givptr, integer, dimension( ldgcol, * ) givcol, integer ldgcol, real,
dimension( ldgnum, * ) givnum, integer ldgnum, real, dimension( ldgnum,
* ) poles, real, dimension( * ) difl, real, dimension( ldgnum, * ) difr,
real, dimension( * ) z, integer k, real c, real s, real, dimension( * )
work, integer info)
SLALS0 applies back multiplying factors in solving the least squares problem using divide and conquer SVD approach. Used by sgelsd. π§
π Purpose π
SLALS0 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. πΈ
For the left singular vector matrix, three types of orthogonal matrices are involved:
- (1L) Givens rotations: the number of such rotations is
GIVPTR; the pairs of columns/rows they were applied to are stored inGIVCOL; and the C- and S-values of these rotations are stored inGIVNUM. π - (2L) Permutation: the
(NL+1)-st row ofBis to be moved to the first row, and forJ=2:N, thePERM(J)-th row ofBis to be moved to theJ-th row. π¦ - (3L) The left singular vector matrix of the remaining matrix. π
For the right singular vector matrix, four types of orthogonal matrices are involved:
- (1R) The right singular vector matrix of the remaining matrix. β¨
- (2R) If
SQRE = 1, one extra Givens rotation to generate the right null space. π - (3R) The inverse transformation of (2L). π₯
- (4R) The inverse transformation of (1L). π
π Parameters π
ICOMPQβINTEGER. Specifies whether singular vectors are to be computed in factored form:= 0means left singular vector matrix;= 1means right singular vector matrix. πNLβINTEGER. The row dimension of the upper block.NL >= 1. πNRβINTEGER. The row dimension of the lower block.NR >= 1. πSQREβINTEGER.= 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 dimensionN = NL + NR + 1, and column dimensionM = N + SQRE. πΈNRHSβINTEGER. The number of columns ofBandBX.NRHSmust be at least 1. πBβREAL 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. π«ΆLDBβINTEGER. The leading dimension ofB.LDBmust be at leastmax(1,MAX( M, N )). π¦BXβREAL array, dimension ( LDBX, NRHS ). π§LDBXβINTEGER. The leading dimension ofBX. π§PERMβINTEGER array, dimension ( N ). The permutations (from deflation and sorting) applied to the two blocks. πGIVPTRβINTEGER. The number of Givens rotations which took place in this subproblem. π«GIVCOLβINTEGER array, dimension ( LDGCOL, 2 ). Each pair of numbers indicates a pair of rows/columns involved in a Givens rotation. π₯LDGCOLβINTEGER. The leading dimension ofGIVCOL, must be at leastN. πGIVNUMβREAL array, dimension ( LDGNUM, 2 ). Each number indicates the C or S value used in the corresponding Givens rotation. πLDGNUMβINTEGER. The leading dimension of arraysDIFR,POLESandGIVNUM, must be at leastK. πPOLESβREAL 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. πDIFLβREAL array, dimension ( K ). On entry,DIFL(I)is the distance between I-th updated (undeflated) singular value and the I-th (undeflated) old singular value. πΈDIFRβREAL array, dimension ( LDGNUM, 2 ). On entry,DIFR(I, 1)contains the distances between I-th updated (undeflated) singular value and theI+1-th (undeflated) old singular value. AndDIFR(I, 2)is the normalizing factor for the I-th right singular vector. πZβREAL array, dimension ( K ). Contains the components of the deflation-adjusted updating row vector. π¦KβINTEGER. Contains the dimension of the non-deflated matrix; this is the order of the related secular equation.1 <= K <=N. πCβREAL.Ccontains garbage ifSQRE =0and the C-value of a Givens rotation related to the right null space ifSQRE = 1. πSβREAL.Scontains garbage ifSQRE =0and the S-value of a Givens rotation related to the right null space ifSQRE = 1. πWORKβREAL array, dimension ( K ). β¨INFOβINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value. π¨
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π«Ά Contributors π«Ά
- Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
- Osni Marques, LBNL/NERSC, USA
Definition at line 265 of file slals0.f. π
πͺ Author πͺ
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