SRC/zlalsa.f(3)
β¨ NAME β¨
Hey bestie, welcome to SRC/zlalsa.f(3) from the Library Functions Manual π
β the actual name on this page is SRC/zlalsa.f, and no cap, that's the whole NAME section.
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine zlalsa (icompq, smlsiz, n, nrhs, b, ldb, bx, ldbx, u, ldu,
vt, k, difl, difr, z, poles, givptr, givcol, ldgcol, perm, givnum,
c, s, rwork, iwork, info)
Okay so this one is literally ZLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd. Iconic. π
π Function/Subroutine Documentation π
subroutine zlalsa
subroutine zlalsa (integer icompq, integer smlsiz, integer n, integer nrhs,
complex*16, dimension( ldb, * ) b, integer ldb, complex*16, dimension(
ldbx, * ) bx, integer ldbx, 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( * ) rwork, integer,
dimension( * ) iwork, integer info)
ZLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
π Purpose: π
Okay so picture this: ZLALSA is an intermediate step in solving the least squares problem by computing the SVD of the coefficient matrix in compact form (The singular vectors are computed as products of simple orthogonal matrices.). It's lowkey giving supporting character who's actually crucial, iykyk. β¨
If ICOMPQ = 0, ZLALSA applies the inverse of the left singular vector matrix of an upper bidiagonal matrix to the right hand side; and if ICOMPQ = 1, ZLALSA applies the right singular vector matrix to the right hand side. The singular vector matrices were generated in compact form by ZLALSA.
πΈ Parameters πΈ
ICOMPQβICOMPQisINTEGER. Specifies whether the left or the right singular vector matrix is involved.= 0: Left singular vector matrix= 1: Right singular vector matrix
SMLSIZβSMLSIZisINTEGER. The maximum size of the subproblems at the bottom of the computation tree.NβNisINTEGER. The row and column dimensions of the upper bidiagonal matrix.NRHSβNRHSisINTEGER. The number of columns ofBandBX.NRHSmust be at least 1.BβBisCOMPLEX*16array, 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.LDBβLDBisINTEGER. The leading dimension ofBin the calling subprogram.LDBmust be at leastmax(1,MAX( M, N ) ).BXβBXisCOMPLEX*16array, dimension( LDBX, NRHS ). On exit, the result of applying the left or right singular vector matrix toB.LDBXβLDBXisINTEGER. The leading dimension ofBX.UβUisDOUBLE PRECISIONarray, dimension( LDU, SMLSIZ ). On entry,Ucontains the left singular vector matrices of all subproblems at the bottom level.LDUβLDUisINTEGER,LDU = > N.The leading dimension of arraysU,VT,DIFL,DIFR,POLES,GIVNUM, andZ.VTβVTisDOUBLE PRECISIONarray, dimension( LDU, SMLSIZ+1 ). On entry,VT**Hcontains the right singular vector matrices of all subproblems at the bottom level.KβKisINTEGERarray, dimension( N ).DIFLβDIFLisDOUBLE PRECISIONarray, dimension( LDU, NLVL ), whereNLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.DIFRβDIFRisDOUBLE PRECISIONarray, dimension( LDU, 2 * NLVL ). On entry,DIFL(*, I)andDIFR(*, 2 * I -1)record distances between singular values on theI-th level and singular values on the(I -1)-th level, andDIFR(*, 2 * I)record the normalizing factors of the right singular vectors matrices of subproblems onI-th level.ZβZisDOUBLE PRECISIONarray, dimension( LDU, NLVL ). On entry,Z(1, I)contains the components of the deflation-adjusted updating row vector for subproblems on theI-th level.POLESβPOLESisDOUBLE PRECISIONarray, dimension( LDU, 2 * NLVL ). On entry,POLES(*, 2 * I -1: 2 * I)contains the new and old singular values involved in the secular equations on theI-th level.GIVPTRβGIVPTRisINTEGERarray, dimension( N ). On entry,GIVPTR( I )records the number of Givens rotations performed on theI-th problem on the computation tree.GIVCOLβGIVCOLisINTEGERarray, dimension( LDGCOL, 2 * NLVL ). On entry, for eachI,GIVCOL(*, 2 * I - 1: 2 * I)records the locations of Givens rotations performed on theI-th level on the computation tree.LDGCOLβLDGCOLisINTEGER,LDGCOL = > N.The leading dimension of arraysGIVCOLandPERM.PERMβPERMisINTEGERarray, dimension( LDGCOL, NLVL ). On entry,PERM(*, I)records permutations done on theI-th level of the computation tree.GIVNUMβGIVNUMisDOUBLE PRECISIONarray, dimension( LDU, 2 * NLVL ). On entry,GIVNUM(*, 2 *I -1 : 2 * I)records theC- andS-values of Givens rotations performed on theI-th level on the computation tree.CβCisDOUBLE PRECISIONarray, dimension( N ). On entry, if theI-th subproblem is not square,C( I )contains theC-value of a Givens rotation related to the right null space of theI-th subproblem.SβSisDOUBLE PRECISIONarray, dimension( N ). On entry, if theI-th subproblem is not square,S( I )contains theS-value of a Givens rotation related to the right null space of theI-th subproblem.RWORKβRWORKisDOUBLE PRECISIONarray, dimension at leastMAX( (SMLSZ+1)*NRHS*3, N*(1+NRHS) + 2*NRHS ).IWORKβIWORKisINTEGERarray, dimension(3*N)INFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors: π
- Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
- Osni Marques, LBNL/NERSC, USA
Definition at line 263 of file zlalsa.f.
Author
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