lasq1 - Man Page

lasq1: dqds step

Synopsis

Functions

subroutine dlasq1 (n, d, e, work, info)
DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.
subroutine slasq1 (n, d, e, work, info)
SLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.

Detailed Description

Function Documentation

subroutine dlasq1 (integer n, double precision, dimension( * ) d, double precision, dimension( * ) e, double precision, dimension( * ) work, integer info)

DLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.  

Purpose:

 DLASQ1 computes the singular values of a real N-by-N bidiagonal
 matrix with diagonal D and off-diagonal E. The singular values
 are computed to high relative accuracy, in the absence of
 denormalization, underflow and overflow. The algorithm was first
 presented in

 'Accurate singular values and differential qd algorithms' by K. V.
 Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
 1994,

 and the present implementation is described in 'An implementation of
 the dqds Algorithm (Positive Case)', LAPACK Working Note.
Parameters

N

          N is INTEGER
        The number of rows and columns in the matrix. N >= 0.

D

          D is DOUBLE PRECISION array, dimension (N)
        On entry, D contains the diagonal elements of the
        bidiagonal matrix whose SVD is desired. On normal exit,
        D contains the singular values in decreasing order.

E

          E is DOUBLE PRECISION array, dimension (N)
        On entry, elements E(1:N-1) contain the off-diagonal elements
        of the bidiagonal matrix whose SVD is desired.
        On exit, E is overwritten.

WORK

          WORK is DOUBLE PRECISION array, dimension (4*N)

INFO

          INFO is INTEGER
        = 0: successful exit
        < 0: if INFO = -i, the i-th argument had an illegal value
        > 0: the algorithm failed
             = 1, a split was marked by a positive value in E
             = 2, current block of Z not diagonalized after 100*N
                  iterations (in inner while loop)  On exit D and E
                  represent a matrix with the same singular values
                  which the calling subroutine could use to finish the
                  computation, or even feed back into DLASQ1
             = 3, termination criterion of outer while loop not met
                  (program created more than N unreduced blocks)
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 107 of file dlasq1.f.

subroutine slasq1 (integer n, real, dimension( * ) d, real, dimension( * ) e, real, dimension( * ) work, integer info)

SLASQ1 computes the singular values of a real square bidiagonal matrix. Used by sbdsqr.  

Purpose:

 SLASQ1 computes the singular values of a real N-by-N bidiagonal
 matrix with diagonal D and off-diagonal E. The singular values
 are computed to high relative accuracy, in the absence of
 denormalization, underflow and overflow. The algorithm was first
 presented in

 'Accurate singular values and differential qd algorithms' by K. V.
 Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
 1994,

 and the present implementation is described in 'An implementation of
 the dqds Algorithm (Positive Case)', LAPACK Working Note.
Parameters

N

          N is INTEGER
        The number of rows and columns in the matrix. N >= 0.

D

          D is REAL array, dimension (N)
        On entry, D contains the diagonal elements of the
        bidiagonal matrix whose SVD is desired. On normal exit,
        D contains the singular values in decreasing order.

E

          E is REAL array, dimension (N)
        On entry, elements E(1:N-1) contain the off-diagonal elements
        of the bidiagonal matrix whose SVD is desired.
        On exit, E is overwritten.

WORK

          WORK is REAL array, dimension (4*N)

INFO

          INFO is INTEGER
        = 0: successful exit
        < 0: if INFO = -i, the i-th argument had an illegal value
        > 0: the algorithm failed
             = 1, a split was marked by a positive value in E
             = 2, current block of Z not diagonalized after 100*N
                  iterations (in inner while loop)  On exit D and E
                  represent a matrix with the same singular values
                  which the calling subroutine could use to finish the
                  computation, or even feed back into SLASQ1
             = 3, termination criterion of outer while loop not met
                  (program created more than N unreduced blocks)
Author

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Definition at line 107 of file slasq1.f.

Author

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Tue Nov 28 2023 12:08:43 Version 3.12.0 LAPACK