1DLASQ1(1) LAPACK routine (version 3.1) DLASQ1(1)
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6 DLASQ1 - the singular values of a real N-by-N bidiagonal matrix with
7 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
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22 "Accurate singular values and differential qd algorithms" by K. V.
23 Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
24 1994,
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26 and the present implementation is described in "An implementation of
27 the dqds Algorithm (Positive Case)", LAPACK Working Note.
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31 N (input) INTEGER
32 The number of rows and columns in the matrix. N >= 0.
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34 D (input/output) DOUBLE PRECISION array, dimension (N)
35 On entry, D contains the diagonal elements of the bidiagonal
36 matrix whose SVD is desired. On normal exit, D contains the sin‐
37 gular values in decreasing order.
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39 E (input/output) DOUBLE PRECISION array, dimension (N)
40 On entry, elements E(1:N-1) contain the off-diagonal elements of
41 the bidiagonal matrix whose SVD is desired. On exit, E is over‐
42 written.
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44 WORK (workspace) DOUBLE PRECISION array, dimension (4*N)
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46 INFO (output) INTEGER
47 = 0: successful exit
48 < 0: if INFO = -i, the i-th argument had an illegal value
49 > 0: the algorithm failed = 1, a split was marked by a positive
50 value in E = 2, current block of Z not diagonalized after 30*N
51 iterations (in inner while loop) = 3, termination criterion of
52 outer while loop not met (program created more than N unreduced
53 blocks)
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57 LAPACK routine (version 3.1) November 2006 DLASQ1(1)