SRC/slalsd.f(3)
πΈ SRC/slalsd.f(3) β Library Functions Manual πΈ
okay bestie, welcome to the manual page for SRC/slalsd.f π. This is the Library Functions Manual moment where slalsd pulls up with singular value decomposition energy and solves a least-squares problem. iconic behavior, honestly β¨
π NAME π
SRC/slalsd.f
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine slalsd (uplo, smlsiz, n, nrhs, d, e, b, ldb, rcond, rank,
work, iwork, info)
SLALSD uses the singular value decomposition of A to solve the least
squares problem.
π Function/Subroutine Documentation π
subroutine slalsd (character uplo, integer smlsiz, integer n, integer nrhs,
real, dimension( * ) d, real, dimension( * ) e, real, dimension( ldb, *
) b, integer ldb, real rcond, integer rank, real, dimension( * ) work,
integer, dimension( * ) iwork, integer info)
SLALSD uses the singular value decomposition of A to solve the least squares problem. π«Ά
π Purpose π
okay so SLALSD uses the singular value decomposition of A to solve the least squares problem of finding X to minimize the Euclidean norm of each column of A*X-B, where A is N-by-N upper bidiagonal, and X and B are N-by-NRHS. The solution X overwrites B. periodt π
The singular values of A smaller than RCOND times the largest singular value are treated as zero in solving the least squares problem; in this case a minimum norm solution is returned. The actual singular values are returned in D in ascending order β¨.
π Parameters π
UPLOβCHARACTER*1.= 'U': D and E define an upper bidiagonal matrix.= 'L': D and E define a lower bidiagonal matrix.SMLSIZβINTEGER. The maximum size of the subproblems at the bottom of the computation tree.NβINTEGER. The dimension of the bidiagonal matrix.N >= 0.NRHSβINTEGER. The number of columns of B.NRHSmust be at least 1.DβREAL array, dimension (N). On entry D contains the main diagonal of the bidiagonal matrix. On exit, ifINFO = 0, D contains its singular values.EβREAL array, dimension (N-1). Contains the super-diagonal entries of the bidiagonal matrix. On exit, E has been destroyed. π bestie, E does not survive this β thatβs the documented exit condition, no cap.BβREAL array, dimension (LDB,NRHS). On input, B contains the right hand sides of the least squares problem. On output, B contains the solution X.LDBβINTEGER. The leading dimension of B in the calling subprogram.LDBmust be at leastmax(1,N).RCONDβREAL. The singular values of A less than or equal toRCONDtimes the largest singular value are treated as zero in solving the least squares problem. IfRCONDis negative, machine precision is used instead. For example, ifdiag(S)*X=Bwere the least squares problem, wherediag(S)is a diagonal matrix of singular values, the solution would beX(i) = B(i) / S(i)ifS(i)is greater thanRCOND*max(S), andX(i) = 0ifS(i)is less than or equal toRCOND*max(S).RANKβINTEGER. The number of singular values of A greater thanRCONDtimes the largest singular value.WORKβREAL array, dimension at least(9*N + 2*N*SMLSIZ + 8*N*NLVL + N*NRHS + (SMLSIZ+1)**2), whereNLVL = max(0, INT(log_2 (N/(SMLSIZ+1))) + 1).IWORKβINTEGER array, dimension at least(3*N*NLVL + 11*N).INFOβINTEGER.= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: The algorithm failed to compute a singular value while working on the submatrix lying in rows and columnsINFO/(N+1)throughMOD(INFO,N+1).
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 171 of file slalsd.f.
π« Author π«
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