subroutine slalsa (ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U, LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK, IWORK, INFO)
SLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
SLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.
Purpose:
SLALSA is an itermediate 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 orthorgonal matrices.). If ICOMPQ = 0, SLALSA applies the inverse of the left singular vector matrix of an upper bidiagonal matrix to the right hand side; and if ICOMPQ = 1, SLALSA applies the right singular vector matrix to the right hand side. The singular vector matrices were generated in compact form by SLALSA.
Parameters:
ICOMPQ is INTEGER
Specifies whether the left or the right singular vector
matrix is involved.
= 0: Left singular vector matrix
= 1: Right singular vector matrix
SMLSIZ
SMLSIZ is INTEGER
The maximum size of the subproblems at the bottom of the
computation tree.
N
N is INTEGER
The row and column dimensions of the upper bidiagonal matrix.
NRHS
NRHS is INTEGER
The number of columns of B and BX. NRHS must be at least 1.
B
B is REAL array, dimension ( LDB, NRHS )
On input, B contains the right hand sides of the least
squares problem in rows 1 through M.
On output, B contains the solution X in rows 1 through N.
LDB
LDB is INTEGER
The leading dimension of B in the calling subprogram.
LDB must be at least max(1,MAX( M, N ) ).
BX
BX is REAL array, dimension ( LDBX, NRHS )
On exit, the result of applying the left or right singular
vector matrix to B.
LDBX
LDBX is INTEGER
The leading dimension of BX.
U
U is REAL array, dimension ( LDU, SMLSIZ ).
On entry, U contains the left singular vector matrices of all
subproblems at the bottom level.
LDU
LDU is INTEGER, LDU = > N.
The leading dimension of arrays U, VT, DIFL, DIFR,
POLES, GIVNUM, and Z.
VT
VT is REAL array, dimension ( LDU, SMLSIZ+1 ).
On entry, VT**T contains the right singular vector matrices of
all subproblems at the bottom level.
K
K is INTEGER array, dimension ( N ).
DIFL
DIFL is REAL array, dimension ( LDU, NLVL ).
where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.
DIFR
DIFR is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record
distances between singular values on the I-th level and
singular values on the (I -1)-th level, and DIFR(*, 2 * I)
record the normalizing factors of the right singular vectors
matrices of subproblems on I-th level.
Z
Z is REAL array, dimension ( LDU, NLVL ).
On entry, Z(1, I) contains the components of the deflation-
adjusted updating row vector for subproblems on the I-th
level.
POLES
POLES is REAL array, 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 the I-th
level.
GIVPTR
GIVPTR is INTEGER array, dimension ( N ).
On entry, GIVPTR( I ) records the number of Givens
rotations performed on the I-th problem on the computation
tree.
GIVCOL
GIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ).
On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records the
locations of Givens rotations performed on the I-th level on
the computation tree.
LDGCOL
LDGCOL is INTEGER, LDGCOL = > N.
The leading dimension of arrays GIVCOL and PERM.
PERM
PERM is INTEGER array, dimension ( LDGCOL, NLVL ).
On entry, PERM(*, I) records permutations done on the I-th
level of the computation tree.
GIVNUM
GIVNUM is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, GIVNUM(*, 2 *I -1 : 2 * I) records the C- and S-
values of Givens rotations performed on the I-th level on the
computation tree.
C
C is REAL array, dimension ( N ).
On entry, if the I-th subproblem is not square,
C( I ) contains the C-value of a Givens rotation related to
the right null space of the I-th subproblem.
S
S is REAL array, dimension ( N ).
On entry, if the I-th subproblem is not square,
S( I ) contains the S-value of a Givens rotation related to
the right null space of the I-th subproblem.
WORK
WORK is REAL array, dimension (N)
IWORK
IWORK is INTEGER array, dimension (3*N)
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
Definition at line 269 of file slalsa.f.
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