subroutine dlasdq (UPLO, SQRE, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, WORK, INFO)
DLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
DLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.
Purpose:
DLASDQ computes the singular value decomposition (SVD) of a real (upper or lower) bidiagonal matrix with diagonal D and offdiagonal E, accumulating the transformations if desired. Letting B denote the input bidiagonal matrix, the algorithm computes orthogonal matrices Q and P such that B = Q * S * P**T (P**T denotes the transpose of P). The singular values S are overwritten on D. The input matrix U is changed to U * Q if desired. The input matrix VT is changed to P**T * VT if desired. The input matrix C is changed to Q**T * C if desired. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3, for a detailed description of the algorithm.
Parameters:
UPLO is CHARACTER*1
On entry, UPLO specifies whether the input bidiagonal matrix
is upper or lower bidiagonal, and whether it is square are
not.
UPLO = 'U' or 'u' B is upper bidiagonal.
UPLO = 'L' or 'l' B is lower bidiagonal.
SQRE
SQRE is INTEGER
= 0: then the input matrix is N-by-N.
= 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and
(N+1)-by-N if UPLU = 'L'.
The bidiagonal matrix has
N = NL + NR + 1 rows and
M = N + SQRE >= N columns.
N
N is INTEGER
On entry, N specifies the number of rows and columns
in the matrix. N must be at least 0.
NCVT
NCVT is INTEGER
On entry, NCVT specifies the number of columns of
the matrix VT. NCVT must be at least 0.
NRU
NRU is INTEGER
On entry, NRU specifies the number of rows of
the matrix U. NRU must be at least 0.
NCC
NCC is INTEGER
On entry, NCC specifies the number of columns of
the matrix C. NCC must be at least 0.
D
D is DOUBLE PRECISION array, dimension (N)
On entry, D contains the diagonal entries of the
bidiagonal matrix whose SVD is desired. On normal exit,
D contains the singular values in ascending order.
E
E is DOUBLE PRECISION array.
dimension is (N-1) if SQRE = 0 and N if SQRE = 1.
On entry, the entries of E contain the offdiagonal entries
of the bidiagonal matrix whose SVD is desired. On normal
exit, E will contain 0. If the algorithm does not converge,
D and E will contain the diagonal and superdiagonal entries
of a bidiagonal matrix orthogonally equivalent to the one
given as input.
VT
VT is DOUBLE PRECISION array, dimension (LDVT, NCVT)
On entry, contains a matrix which on exit has been
premultiplied by P**T, dimension N-by-NCVT if SQRE = 0
and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0).
LDVT
LDVT is INTEGER
On entry, LDVT specifies the leading dimension of VT as
declared in the calling (sub) program. LDVT must be at
least 1. If NCVT is nonzero LDVT must also be at least N.
U
U is DOUBLE PRECISION array, dimension (LDU, N)
On entry, contains a matrix which on exit has been
postmultiplied by Q, dimension NRU-by-N if SQRE = 0
and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0).
LDU
LDU is INTEGER
On entry, LDU specifies the leading dimension of U as
declared in the calling (sub) program. LDU must be at
least max( 1, NRU ) .
C
C is DOUBLE PRECISION array, dimension (LDC, NCC)
On entry, contains an N-by-NCC matrix which on exit
has been premultiplied by Q**T dimension N-by-NCC if SQRE = 0
and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0).
LDC
LDC is INTEGER
On entry, LDC specifies the leading dimension of C as
declared in the calling (sub) program. LDC must be at
least 1. If NCC is nonzero, LDC must also be at least N.
WORK
WORK is DOUBLE PRECISION array, dimension (4*N)
Workspace. Only referenced if one of NCVT, NRU, or NCC is
nonzero, and if N is at least 2.
INFO
INFO is INTEGER
On exit, a value of 0 indicates a successful exit.
If INFO < 0, argument number -INFO is illegal.
If INFO > 0, the algorithm did not converge, and INFO
specifies how many superdiagonals did not converge.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
Definition at line 213 of file dlasdq.f.
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