SBDSQR(l) LAPACK routine (version 1.1) SBDSQR(l)
NAME
SBDSQR - compute the singular value decomposition (SVD) of a real N-by-N
(upper or lower) bidiagonal matrix B
SYNOPSIS
SUBROUTINE SBDSQR( UPLO, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC,
WORK, INFO )
CHARACTER UPLO
INTEGER INFO, LDC, LDU, LDVT, N, NCC, NCVT, NRU
REAL C( LDC, * ), D( * ), E( * ), U( LDU, * ), VT( LDVT, * ),
WORK( * )
PURPOSE
SBDSQR computes the singular value decomposition (SVD) of a real N-by-N
(upper or lower) bidiagonal matrix B: B = Q * S * P' (P' denotes the tran-
spose of P), where S is a diagonal matrix with non-negative diagonal ele-
ments (the singular values of B), and Q and P are orthogonal matrices.
The routine computes S, and optionally computes U * Q, P' * VT, or Q' * C,
for given real input matrices U, VT, and C.
See "Computing Small Singular Values of Bidiagonal Matrices With
Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Work-
ing Note #3, for a detailed description of the algorithm.
ARGUMENTS
UPLO (input) CHARACTER*1
= 'U': B is upper bidiagonal;
= 'L': B is lower bidiagonal.
N (input) INTEGER
The order of the matrix B. N >= 0.
NCVT (input) INTEGER
The number of columns of the matrix VT. NCVT >= 0.
NRU (input) INTEGER
The number of rows of the matrix U. NRU >= 0.
NCC (input) INTEGER
The number of columns of the matrix C. NCC >= 0.
D (input/output) REAL 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) REAL array, dimension (N-1)
On entry, the (n-1) off-diagonal elements of the bidiagonal matrix
B. On normal exit, E is destroyed.
VT (input/output) REAL array, dimension (LDVT, NCVT)
On entry, an N-by-NCVT matrix VT. On exit, VT is overwritten by P'
* VT. VT is not referenced if NCVT = 0.
LDVT (input) INTEGER
The leading dimension of the array VT. LDVT >= max(1,N) if NCVT >
0; LDVT >= 1 if NCVT = 0.
U (input/output) REAL array, dimension (LDU, N)
On entry, an NRU-by-N matrix U. On exit, U is overwritten by U *
Q. U is not referenced if NRU = 0.
LDU (input) INTEGER
The leading dimension of the array U. LDU >= max(1,NRU).
C (input/output) REAL array, dimension (LDC, NCC)
On entry, an N-by-NCC matrix C. On exit, C is overwritten by Q' *
C. C is not referenced if NCC = 0.
LDC (input) INTEGER
The leading dimension of the array C. LDC >= max(1,N) if NCC > 0;
LDC >=1 if NCC = 0.
WORK (workspace) REAL array, dimension
(MAX( 1, 4*N-4 )) WORK is not referenced if NCVT = NRU = NCC = 0.
INFO (output) 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.
PARAMETERS
TOLMUL REAL, 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 com-
puted 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 conver-
gence) 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 con-
verge) if the number of passes through the inner loop exceeds
MAXITR*N**2.
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value decomposition