1DLASQ1(1)LAPACK routine (version 3.2) DLASQ1(1)
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6 DLASQ1 - computes the singular values of a real N-by-N bidiagonal
7 matrix with diagonal D and off-diagonal E
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10 SUBROUTINE DLASQ1( N, D, E, WORK, INFO )
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12 INTEGER INFO, N
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14 DOUBLE PRECISION D( * ), E( * ), WORK( * )
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17 DLASQ1 computes the singular values of a real N-by-N bidiagonal matrix
18 with diagonal D and off-diagonal E. The singular values are computed to
19 high relative accuracy, in the absence of denormalization, underflow
20 and overflow. The algorithm was first presented in
21 "Accurate singular values and differential qd algorithms" by K. V.
22 Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
23 1994,
24 and the present implementation is described in "An implementation of
25 the dqds Algorithm (Positive Case)", LAPACK Working Note.
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28 N (input) INTEGER
29 The number of rows and columns in the matrix. N >= 0.
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31 D (input/output) DOUBLE PRECISION array, dimension (N)
32 On entry, D contains the diagonal elements of the bidiagonal
33 matrix whose SVD is desired. On normal exit, D contains the sin‐
34 gular values in decreasing order.
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36 E (input/output) DOUBLE PRECISION array, dimension (N)
37 On entry, elements E(1:N-1) contain the off-diagonal elements of
38 the bidiagonal matrix whose SVD is desired. On exit, E is over‐
39 written.
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41 WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
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43 INFO (output) INTEGER
44 = 0: successful exit
45 < 0: if INFO = -i, the i-th argument had an illegal value
46 > 0: the algorithm failed = 1, a split was marked by a positive
47 value in E = 2, current block of Z not diagonalized after 30*N
48 iterations (in inner while loop) = 3, termination criterion of
49 outer while loop not met (program created more than N unreduced
50 blocks)
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54 LAPACK routine (version 3.2) November 2008 DLASQ1(1)