SRC/slasd1.f(3)
π SRC/slasd1.f(3) π
okay so bestie, this page lives under the Library Functions Manual, and it is literally all about SRC/slasd1.f β the slasd1 subroutine. it's giving very specific linear algebra, and we're gonna get through it together, no cap. β¨
πΈ NAME πΈ
SRC/slasd1.f
π SYNOPSIS π
Functions/Subroutines
subroutine slasd1 (...)βSLASD1computes the SVD of an upper bidiagonal matrix B of the specified size. Used bysbdsdc.
subroutine slasd1 (nl, nr, sqre, d, alpha, beta, u, ldu, vt, ldvt, idxq,
iwork, work, info)
π Function/Subroutine Documentation π
here's the full typed-out signature, copied exactly so you can trust it, bestie:
subroutine slasd1 (integer nl, integer nr, integer sqre, real, dimension( * )
d, real alpha, real beta, real, dimension( ldu, * ) u, integer ldu,
real, dimension( ldvt, * ) vt, integer ldvt, integer, dimension( * )
idxq, integer, dimension( * ) iwork, real, dimension( * ) work, integer
info)
SLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.
π¦ Purpose π¦
okay so the purpose is literally this: SLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, where N = NL + NR + 1 and M = N + SQRE. SLASD1 is called from SLASD0. periodt. π
a related subroutine SLASD7 handles the case in which the singular values (and the singular vectors in factored form) are desired. iykyk.
SLASD1 computes the SVD as follows:
( D1(in) 0 0 0 )
B = U(in) * ( Z1**T a Z2**T b ) * VT(in)
( 0 0 D2(in) 0 )
= U(out) * ( D(out) 0) * VT(out)
where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. π«Ά
the left singular vectors of the original matrix are stored in U, and the transpose of the right singular vectors are stored in VT, and the singular values are in D. the algorithm consists of three stages:
- π« the first stage consists of deflating the size of the problem when there are multiple singular values or when there are zeros in the
Zvector. for each such occurrence the dimension of the secular equation problem is reduced by one. this stage is performed by the routineSLASD2. - β¨ the second stage consists of calculating the updated singular values. this is done by finding the square roots of the roots of the secular equation via the routine
SLASD4(as called bySLASD3). this routine also calculates the singular vectors of the current problem. - π₯ the final stage consists of computing the updated singular vectors directly using the updated singular values. the singular vectors for the current problem are multiplied with the singular vectors from the overall problem.
π Parameters π
NLβNLis INTEGER. The row dimension of the upper block.NL >= 1.NRβNRis INTEGER. The row dimension of the lower block.NR >= 1.SQREβSQREis INTEGER.= 0: the lower block is an NR-by-NR square matrix.= 1: the lower block is an NR-by-(NR+1) rectangular matrix.The bidiagonal matrix has row dimensionN = NL + NR + 1, and column dimensionM = N + SQRE.DβDis REAL array, dimension(NL+NR+1).N = NL+NR+1. On entryD(1:NL,1:NL)contains the singular values of the upper block; andD(NL+2:N)contains the singular values of the lower block. On exitD(1:N)contains the singular values of the modified matrix.ALPHAβALPHAis REAL. Contains the diagonal element associated with the added row.BETAβBETAis REAL. Contains the off-diagonal element associated with the added row.UβUis REAL array, dimension(LDU,N). On entryU(1:NL, 1:NL)contains the left singular vectors of the upper block;U(NL+2:N, NL+2:N)contains the left singular vectors of the lower block. On exitUcontains the left singular vectors of the bidiagonal matrix.LDUβLDUis INTEGER. The leading dimension of the arrayU.LDU >= max( 1, N ).VTβVTis REAL array, dimension(LDVT,M)whereM = N + SQRE. On entryVT(1:NL+1, 1:NL+1)**Tcontains the right singular vectors of the upper block;VT(NL+2:M, NL+2:M)**Tcontains the right singular vectors of the lower block. On exitVT**Tcontains the right singular vectors of the bidiagonal matrix.LDVTβLDVTis INTEGER. The leading dimension of the arrayVT.LDVT >= max( 1, M ).IDXQβIDXQis INTEGER array, dimension(N). This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e.D( IDXQ( I = 1, N ) )will be in ascending order.IWORKβIWORKis INTEGER array, dimension(4*N).WORKβWORKis REAL array, dimension(3*M**2+2*M).INFOβINFOis INTEGER.= 0: successful exit.< 0: if INFO = -i, the i-th argument had an illegal value.> 0: if INFO = 1, a singular value did not converge.
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 202 of file slasd1.f. π
π Author π
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