subroutine zlalsd (UPLO, SMLSIZ, N, NRHS, D, E, B, LDB, RCOND, RANK, WORK, RWORK, IWORK, INFO)
ZLALSD uses the singular value decomposition of A to solve the least squares problem.
ZLALSD uses the singular value decomposition of A to solve the least squares problem.
Purpose:
ZLALSD uses the singular value decomposition of A to solve the least squares problem of finding X to minimize the Euclidean norm of each column of A*X-B, where A is N-by-N upper bidiagonal, and X and B are N-by-NRHS. The solution X overwrites B. The singular values of A smaller than RCOND times the largest singular value are treated as zero in solving the least squares problem; in this case a minimum norm solution is returned. The actual singular values are returned in D in ascending order. This code makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none.
Parameters:
UPLO is CHARACTER*1
= 'U': D and E define an upper bidiagonal matrix.
= 'L': D and E define a lower bidiagonal matrix.
SMLSIZ
SMLSIZ is INTEGER
The maximum size of the subproblems at the bottom of the
computation tree.
N
N is INTEGER
The dimension of the bidiagonal matrix. N >= 0.
NRHS
NRHS is INTEGER
The number of columns of B. NRHS must be at least 1.
D
D is DOUBLE PRECISION array, dimension (N)
On entry D contains the main diagonal of the bidiagonal
matrix. On exit, if INFO = 0, D contains its singular values.
E
E is DOUBLE PRECISION array, dimension (N-1)
Contains the super-diagonal entries of the bidiagonal matrix.
On exit, E has been destroyed.
B
B is COMPLEX*16 array, dimension (LDB,NRHS)
On input, B contains the right hand sides of the least
squares problem. On output, B contains the solution X.
LDB
LDB is INTEGER
The leading dimension of B in the calling subprogram.
LDB must be at least max(1,N).
RCOND
RCOND is DOUBLE PRECISION
The singular values of A less than or equal to RCOND times
the largest singular value are treated as zero in solving
the least squares problem. If RCOND is negative,
machine precision is used instead.
For example, if diag(S)*X=B were the least squares problem,
where diag(S) is a diagonal matrix of singular values, the
solution would be X(i) = B(i) / S(i) if S(i) is greater than
RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to
RCOND*max(S).
RANK
RANK is INTEGER
The number of singular values of A greater than RCOND times
the largest singular value.
WORK
WORK is COMPLEX*16 array, dimension (N * NRHS)
RWORK
RWORK is DOUBLE PRECISION array, dimension at least
(9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS +
MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS ),
where
NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 )
IWORK
IWORK is INTEGER array, dimension at least
(3*N*NLVL + 11*N).
INFO
INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute a singular value while
working on the submatrix lying in rows and columns
INFO/(N+1) through MOD(INFO,N+1).
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Contributors:
Definition at line 189 of file zlalsd.f.
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