IRIX 6.2 Development Libraries/SGI IRIX 6.2 Development Libraries.iso/dist/complib.idb/usr/share/catman/p_man/cat3/complib/dbdsqr.z/dbdsqr

Text File | 1996-03-14 | 7KB | 199 lines

DDDDBBBBDDDDSSSSQQQQRRRR((((3333FFFF))))                                                          DDDDBBBBDDDDSSSSQQQQRRRR((((3333FFFF))))



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     DBDSQR - compute the singular value decomposition (SVD) of a real N-by-N
     (upper or lower) bidiagonal matrix B

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     SUBROUTINE DBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C,
                        LDC, WORK, INFO )

         CHARACTER      UPLO

         INTEGER        INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU

         DOUBLE         PRECISION C( LDC, * ), D( * ), E( * ), U( LDU, * ),
                        VT( LDVT, * ), WORK( * )

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     DBDSQR computes the singular value decomposition (SVD) of a real N-by-N
     (upper or lower) bidiagonal matrix B:  B = Q * S * P' (P' denotes the
     transpose of P), where S is a diagonal matrix with non-negative diagonal
     elements (the singular values of B), and Q and P are orthogonal matrices.

     The routine computes S, and optionally computes U * Q, P' * VT, or Q' *
     C, for given real input matrices U, VT, and C.

     See "Computing  Small Singular Values of Bidiagonal Matrices With
     Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK
     Working Note #3 (or SIAM J. Sci. Statist. Comput. vol. 11, no. 5, pp.
     873-912, Sept 1990) and
     "Accurate singular values and differential qd algorithms," by B. Parlett
     and V. Fernando, Technical Report CPAM-554, Mathematics Department,
     University of California at Berkeley, July 1992 for a detailed
     description of the algorithm.


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     UPLO    (input) CHARACTER*1
             = 'U':  B is upper bidiagonal;
             = 'L':  B is lower bidiagonal.

     N       (input) INTEGER
             The order of the matrix B.  N >= 0.

     NCVT    (input) INTEGER
             The number of columns of the matrix VT. NCVT >= 0.

     NRU     (input) INTEGER
             The number of rows of the matrix U. NRU >= 0.

     NCC     (input) INTEGER
             The number of columns of the matrix C. NCC >= 0.





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DDDDBBBBDDDDSSSSQQQQRRRR((((3333FFFF))))                                                          DDDDBBBBDDDDSSSSQQQQRRRR((((3333FFFF))))



     D       (input/output) DOUBLE PRECISION array, dimension (N)
             On entry, the n diagonal elements of the bidiagonal matrix B.  On
             exit, if INFO=0, the singular values of B in decreasing order.

     E       (input/output) DOUBLE PRECISION array, dimension (N)
             On entry, the elements of E contain the offdiagonal elements of
             the bidiagonal matrix whose SVD is desired. On normal exit (INFO
             = 0), E is destroyed.  If the algorithm does not converge (INFO >
             0), D and E will contain the diagonal and superdiagonal elements
             of a bidiagonal matrix orthogonally equivalent to the one given
             as input. E(N) is used for workspace.

     VT      (input/output) DOUBLE PRECISION array, dimension (LDVT, NCVT)
             On entry, an N-by-NCVT matrix VT.  On exit, VT is overwritten by
             P' * VT.  VT is not referenced if NCVT = 0.

     LDVT    (input) INTEGER
             The leading dimension of the array VT.  LDVT >= max(1,N) if NCVT
             > 0; LDVT >= 1 if NCVT = 0.

     U       (input/output) DOUBLE PRECISION array, dimension (LDU, N)
             On entry, an NRU-by-N matrix U.  On exit, U is overwritten by U *
             Q.  U is not referenced if NRU = 0.

     LDU     (input) INTEGER
             The leading dimension of the array U.  LDU >= max(1,NRU).

     C       (input/output) DOUBLE PRECISION array, dimension (LDC, NCC)
             On entry, an N-by-NCC matrix C.  On exit, C is overwritten by Q'
             * C.  C is not referenced if NCC = 0.

     LDC     (input) INTEGER
             The leading dimension of the array C.  LDC >= max(1,N) if NCC >
             0; LDC >=1 if NCC = 0.

     WORK    (workspace) DOUBLE PRECISION array, dimension
             2*N  if only singular values wanted (NCVT = NRU = NCC = 0) max(
             1, 4*N-4 ) otherwise

     INFO    (output) INTEGER
             = 0:  successful exit
             < 0:  If INFO = -i, the i-th argument had an illegal value
             > 0:  the algorithm did not converge; D and E contain the
             elements of a bidiagonal matrix which is orthogonally similar to
             the input matrix B;  if INFO = i, i elements of E have not
             converged to zero.

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     TOLMUL  DOUBLE PRECISION, default = max(10,min(100,EPS**(-1/8)))
             TOLMUL controls the convergence criterion of the QR loop.  If it
             is positive, TOLMUL*EPS is the desired relative precision in the
             computed singular values.  If it is negative,



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DDDDBBBBDDDDSSSSQQQQRRRR((((3333FFFF))))                                                          DDDDBBBBDDDDSSSSQQQQRRRR((((3333FFFF))))



             abs(TOLMUL*EPS*sigma_max) is the desired absolute accuracy in the
             computed singular values (corresponds to relative accuracy
             abs(TOLMUL*EPS) in the largest singular value.  abs(TOLMUL)
             should be between 1 and 1/EPS, and preferably between 10 (for
             fast convergence) and .1/EPS (for there to be some accuracy in
             the results).  Default is to lose at either one eighth or 2 of
             the available decimal digits in each computed singular value
             (whichever is smaller).

     MAXITR  INTEGER, default = 6
             MAXITR controls the maximum number of passes of the algorithm
             through its inner loop. The algorithms stops (and so fails to
             converge) if the number of passes through the inner loop exceeds
             MAXITR*N**2.









































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