ZBDSQR(3) LAPACK routine of NEC Numeric Library Collection ZBDSQR(3)
NAME
ZBDSQR
SYNOPSIS
SUBROUTINE ZBDSQR (UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C,
LDC, RWORK, INFO)
PURPOSE
ZBDSQR computes the singular values and, optionally, the right and/or
left singular vectors from the singular value decomposition (SVD) of
a real N-by-N (upper or lower) bidiagonal matrix B using the implicit
zero-shift QR algorithm. The SVD of B has the form
B = Q * S * P**H
where S is the diagonal matrix of singular values, Q is an orthogonal
matrix of left singular vectors, and P is an orthogonal matrix of
right singular vectors. If left singular vectors are requested, this
subroutine actually returns U*Q instead of Q, and, if right singular
vectors are requested, this subroutine returns P**H*VT instead of
P**H, for given complex input matrices U and VT. When U and VT are
the unitary matrices that reduce a general matrix A to bidiagonal
form: A = U*B*VT, as computed by ZGEBRD, then
A = (U*Q) * S * (P**H*VT)
is the SVD of A. Optionally, the subroutine may also compute Q**H*C
for a given complex input matrix C.
ARGUMENTS
UPLO (input)
UPLO is CHARACTER*1
= 'U': B is upper bidiagonal;
= 'L': B is lower bidiagonal.
N (input)
N is INTEGER
The order of the matrix B. N >= 0.
NCVT (input)
NCVT is INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU (input)
NRU is INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC (input)
NCC is INTEGER
The number of columns of the matrix C. NCC >= 0.
D (input/output)
D is 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)
E is DOUBLE PRECISION array, dimension (N-1)
On entry, the N-1 offdiagonal elements of the bidiagonal
matrix B.
On exit, if INFO = 0, E is destroyed; if INFO > 0, D and E
will contain the diagonal and superdiagonal elements of a
bidiagonal matrix orthogonally equivalent to the one given
as input.
VT (input/output)
VT is COMPLEX*16 array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT.
On exit, VT is overwritten by P**H * VT.
Not referenced if NCVT = 0.
LDVT (input)
LDVT is INTEGER
The leading dimension of the array VT.
LDVT >= max(1,N) if NCVT > 0; LDVT >= 1 if NCVT = 0.
U (input/output)
U is COMPLEX*16 array, dimension (LDU, N)
On entry, an NRU-by-N matrix U.
On exit, U is overwritten by U * Q.
Not referenced if NRU = 0.
LDU (input)
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,NRU).
C (input/output)
C is COMPLEX*16 array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C.
On exit, C is overwritten by Q**H * C.
Not referenced if NCC = 0.
LDC (input)
LDC is INTEGER
The leading dimension of the array C.
LDC >= max(1,N) if NCC > 0; LDC >=1 if NCC = 0.
RWORK (output)
RWORK is DOUBLE PRECISION array, dimension (2*N)
if NCVT = NRU = NCC = 0, (max(1, 4*N-4)) otherwise
INFO (output)
INFO is 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.
Internal Parameters:
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, 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.
LAPACK routine 31 October 2017 ZBDSQR(3)