1SLASD1(1) LAPACK auxiliary routine (version 3.1) SLASD1(1)
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6 SLASD1 - the SVD of an upper bidiagonal N-by-M matrix B,
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9 SUBROUTINE SLASD1( NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT,
10 IDXQ, IWORK, WORK, INFO )
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12 INTEGER INFO, LDU, LDVT, NL, NR, SQRE
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14 REAL ALPHA, BETA
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16 INTEGER IDXQ( * ), IWORK( * )
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18 REAL D( * ), U( LDU, * ), VT( LDVT, * ), WORK( * )
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21 SLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, where N
22 = NL + NR + 1 and M = N + SQRE. SLASD1 is called from SLASD0.
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24 A related subroutine SLASD7 handles the case in which the singular val‐
25 ues (and the singular vectors in factored form) are desired.
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27 SLASD1 computes the SVD as follows:
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29 ( D1(in) 0 0 0 )
30 B = U(in) * ( Z1' a Z2' b ) * VT(in)
31 ( 0 0 D2(in) 0 )
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33 = U(out) * ( D(out) 0) * VT(out)
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35 where Z' = (Z1' a Z2' b) = u' VT', and u is a vector of dimension M
36 with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros else‐
37 where; and the entry b is empty if SQRE = 0.
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39 The left singular vectors of the original matrix are stored in U, and
40 the transpose of the right singular vectors are stored in VT, and the
41 singular values are in D. The algorithm consists of three stages:
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43 The first stage consists of deflating the size of the problem
44 when there are multiple singular values or when there are zeros in
45 the Z vector. For each such occurence the dimension of the
46 secular equation problem is reduced by one. This stage is
47 performed by the routine SLASD2.
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49 The second stage consists of calculating the updated
50 singular values. This is done by finding the square roots of the
51 roots of the secular equation via the routine SLASD4 (as called
52 by SLASD3). This routine also calculates the singular vectors of
53 the current problem.
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55 The final stage consists of computing the updated singular vectors
56 directly using the updated singular values. The singular vectors
57 for the current problem are multiplied with the singular vectors
58 from the overall problem.
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62 NL (input) INTEGER
63 The row dimension of the upper block. NL >= 1.
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65 NR (input) INTEGER
66 The row dimension of the lower block. NR >= 1.
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68 SQRE (input) INTEGER
69 = 0: the lower block is an NR-by-NR square matrix.
70 = 1: the lower block is an NR-by-(NR+1) rectangular matrix.
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72 The bidiagonal matrix has row dimension N = NL + NR + 1, and
73 column dimension M = N + SQRE.
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75 D (input/output) REAL array, dimension (NL+NR+1).
76 N = NL+NR+1 On entry D(1:NL,1:NL) contains the singular values
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78 upper block; and D(NL+2:N) contains the singular values of
79 the lower block. On exit D(1:N) contains the singular values of
80 the modified matrix.
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82 ALPHA (input/output) REAL
83 Contains the diagonal element associated with the added row.
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85 BETA (input/output) REAL
86 Contains the off-diagonal element associated with the added row.
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88 U (input/output) REAL array, dimension (LDU,N)
89 On entry U(1:NL, 1:NL) contains the left singular vectors of
90 the upper block; U(NL+2:N, NL+2:N) contains the left singular
91 vectors of the lower block. On exit U contains the left singular
92 vectors of the bidiagonal matrix.
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94 LDU (input) INTEGER
95 The leading dimension of the array U. LDU >= max( 1, N ).
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97 VT (input/output) REAL array, dimension (LDVT,M)
98 where M = N + SQRE. On entry VT(1:NL+1, 1:NL+1)' contains the
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100 vectors of the upper block; VT(NL+2:M, NL+2:M)' contains the
101 right singular vectors of the lower block. On exit VT' contains
102 the right singular vectors of the bidiagonal matrix.
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104 LDVT (input) INTEGER
105 The leading dimension of the array VT. LDVT >= max( 1, M ).
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107 IDXQ (output) INTEGER array, dimension (N)
108 This contains the permutation which will reintegrate the subprob‐
109 lem just solved back into sorted order, i.e. D( IDXQ( I = 1, N )
110 ) will be in ascending order.
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112 IWORK (workspace) INTEGER array, dimension (4*N)
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114 WORK (workspace) REAL array, dimension (3*M**2+2*M)
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116 INFO (output) INTEGER
117 = 0: successful exit.
118 < 0: if INFO = -i, the i-th argument had an illegal value.
119 > 0: if INFO = 1, an singular value did not converge
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122 Based on contributions by
123 Ming Gu and Huan Ren, Computer Science Division, University of
124 California at Berkeley, USA
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129 LAPACK auxiliary routine (versionNo3v.e1m)ber 2006 SLASD1(1)