|
NAMEOTHERauxiliary - Other Auxiliary RoutinesSYNOPSISModulesdouble real complex complex16 Functionssubroutine dcombssq (V1, V2) DCOMBSSQ adds two scaled sum of squares quantities. logical function disnan (DIN) DISNAN tests input for NaN. subroutine dlabad (SMALL, LARGE) DLABAD subroutine dlacpy (UPLO, M, N, A, LDA, B, LDB) DLACPY copies all or part of one two-dimensional array to another. subroutine dlae2 (A, B, C, RT1, RT2) DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix. subroutine dlaebz (IJOB, NITMAX, N, MMAX, MINP, NBMIN, ABSTOL, RELTOL, PIVMIN, D, E, E2, NVAL, AB, C, MOUT, NAB, WORK, IWORK, INFO) DLAEBZ computes the number of eigenvalues of a real symmetric tridiagonal matrix which are less than or equal to a given value, and performs other tasks required by the routine sstebz. subroutine dlaev2 (A, B, C, RT1, RT2, CS1, SN1) DLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix. subroutine dlagts (JOB, N, A, B, C, D, IN, Y, TOL, INFO) DLAGTS solves the system of equations (T-λI)x = y or (T-λI)Tx = y,where T is a general tridiagonal matrix and λ a scalar, using the LU factorization computed by slagtf. logical function dlaisnan (DIN1, DIN2) DLAISNAN tests input for NaN by comparing two arguments for inequality. integer function dlaneg (N, D, LLD, SIGMA, PIVMIN, R) DLANEG computes the Sturm count. double precision function dlanst (NORM, N, D, E) DLANST returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix. double precision function dlapy2 (X, Y) DLAPY2 returns sqrt(x2+y2). double precision function dlapy3 (X, Y, Z) DLAPY3 returns sqrt(x2+y2+z2). subroutine dlarnv (IDIST, ISEED, N, X) DLARNV returns a vector of random numbers from a uniform or normal distribution. subroutine dlarra (N, D, E, E2, SPLTOL, TNRM, NSPLIT, ISPLIT, INFO) DLARRA computes the splitting points with the specified threshold. subroutine dlarrb (N, D, LLD, IFIRST, ILAST, RTOL1, RTOL2, OFFSET, W, WGAP, WERR, WORK, IWORK, PIVMIN, SPDIAM, TWIST, INFO) DLARRB provides limited bisection to locate eigenvalues for more accuracy. subroutine dlarrc (JOBT, N, VL, VU, D, E, PIVMIN, EIGCNT, LCNT, RCNT, INFO) DLARRC computes the number of eigenvalues of the symmetric tridiagonal matrix. subroutine dlarrd (RANGE, ORDER, N, VL, VU, IL, IU, GERS, RELTOL, D, E, E2, PIVMIN, NSPLIT, ISPLIT, M, W, WERR, WL, WU, IBLOCK, INDEXW, WORK, IWORK, INFO) DLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy. subroutine dlarre (RANGE, N, VL, VU, IL, IU, D, E, E2, RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, WORK, IWORK, INFO) DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues. subroutine dlarrf (N, D, L, LD, CLSTRT, CLEND, W, WGAP, WERR, SPDIAM, CLGAPL, CLGAPR, PIVMIN, SIGMA, DPLUS, LPLUS, WORK, INFO) DLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated. subroutine dlarrj (N, D, E2, IFIRST, ILAST, RTOL, OFFSET, W, WERR, WORK, IWORK, PIVMIN, SPDIAM, INFO) DLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T. subroutine dlarrk (N, IW, GL, GU, D, E2, PIVMIN, RELTOL, W, WERR, INFO) DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. subroutine dlarrr (N, D, E, INFO) DLARRR performs tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accuracy in the eigenvalues. subroutine dlartgp (F, G, CS, SN, R) DLARTGP generates a plane rotation so that the diagonal is nonnegative. subroutine dlaruv (ISEED, N, X) DLARUV returns a vector of n random real numbers from a uniform distribution. subroutine dlas2 (F, G, H, SSMIN, SSMAX) DLAS2 computes singular values of a 2-by-2 triangular matrix. subroutine dlascl (TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO) DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom. subroutine dlasd0 (N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK, WORK, INFO) DLASD0 computes the singular values of a real upper bidiagonal n-by-m matrix B with diagonal d and off-diagonal e. Used by sbdsdc. subroutine dlasd1 (NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, IDXQ, IWORK, WORK, INFO) DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc. subroutine dlasd2 (NL, NR, SQRE, K, D, Z, ALPHA, BETA, U, LDU, VT, LDVT, DSIGMA, U2, LDU2, VT2, LDVT2, IDXP, IDX, IDXC, IDXQ, COLTYP, INFO) DLASD2 merges the two sets of singular values together into a single sorted set. Used by sbdsdc. subroutine dlasd3 (NL, NR, SQRE, K, D, Q, LDQ, DSIGMA, U, LDU, U2, LDU2, VT, LDVT, VT2, LDVT2, IDXC, CTOT, Z, INFO) DLASD3 finds all square roots of the roots of the secular equation, as defined by the values in D and Z, and then updates the singular vectors by matrix multiplication. Used by sbdsdc. subroutine dlasd4 (N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO) DLASD4 computes the square root of the i-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix. Used by dbdsdc. subroutine dlasd5 (I, D, Z, DELTA, RHO, DSIGMA, WORK) DLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc. subroutine dlasd6 (ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA, IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK, IWORK, INFO) DLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc. subroutine dlasd7 (ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL, VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, C, S, INFO) DLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. Used by sbdsdc. subroutine dlasd8 (ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDDIFR, DSIGMA, WORK, INFO) DLASD8 finds the square roots of the roots of the secular equation, and stores, for each element in D, the distance to its two nearest poles. Used by sbdsdc. subroutine dlasda (ICOMPQ, SMLSIZ, N, SQRE, D, E, U, LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK, IWORK, INFO) DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc. subroutine dlasdq (UPLO, SQRE, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, WORK, INFO) DLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc. subroutine dlasdt (N, LVL, ND, INODE, NDIML, NDIMR, MSUB) DLASDT creates a tree of subproblems for bidiagonal divide and conquer. Used by sbdsdc. subroutine dlaset (UPLO, M, N, ALPHA, BETA, A, LDA) DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values. subroutine dlasr (SIDE, PIVOT, DIRECT, M, N, C, S, A, LDA) DLASR applies a sequence of plane rotations to a general rectangular matrix. subroutine dlasv2 (F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL) DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix. integer function ieeeck (ISPEC, ZERO, ONE) IEEECK integer function iladlc (M, N, A, LDA) ILADLC scans a matrix for its last non-zero column. integer function iladlr (M, N, A, LDA) ILADLR scans a matrix for its last non-zero row. integer function ilaenv (ISPEC, NAME, OPTS, N1, N2, N3, N4) ILAENV integer function ilaenv2stage (ISPEC, NAME, OPTS, N1, N2, N3, N4) ILAENV2STAGE integer function iparmq (ISPEC, NAME, OPTS, N, ILO, IHI, LWORK) IPARMQ logical function lsamen (N, CA, CB) LSAMEN subroutine scombssq (V1, V2) SCOMBSSQ adds two scaled sum of squares quantities logical function sisnan (SIN) SISNAN tests input for NaN. subroutine slabad (SMALL, LARGE) SLABAD subroutine slacpy (UPLO, M, N, A, LDA, B, LDB) SLACPY copies all or part of one two-dimensional array to another. subroutine slae2 (A, B, C, RT1, RT2) SLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix. subroutine slaebz (IJOB, NITMAX, N, MMAX, MINP, NBMIN, ABSTOL, RELTOL, PIVMIN, D, E, E2, NVAL, AB, C, MOUT, NAB, WORK, IWORK, INFO) SLAEBZ computes the number of eigenvalues of a real symmetric tridiagonal matrix which are less than or equal to a given value, and performs other tasks required by the routine sstebz. subroutine slaev2 (A, B, C, RT1, RT2, CS1, SN1) SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix. subroutine slag2d (M, N, SA, LDSA, A, LDA, INFO) SLAG2D converts a single precision matrix to a double precision matrix. subroutine slagts (JOB, N, A, B, C, D, IN, Y, TOL, INFO) SLAGTS solves the system of equations (T-λI)x = y or (T-λI)Tx = y,where T is a general tridiagonal matrix and λ a scalar, using the LU factorization computed by slagtf. logical function slaisnan (SIN1, SIN2) SLAISNAN tests input for NaN by comparing two arguments for inequality. integer function slaneg (N, D, LLD, SIGMA, PIVMIN, R) SLANEG computes the Sturm count. real function slanst (NORM, N, D, E) SLANST returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix. real function slapy2 (X, Y) SLAPY2 returns sqrt(x2+y2). real function slapy3 (X, Y, Z) SLAPY3 returns sqrt(x2+y2+z2). subroutine slarnv (IDIST, ISEED, N, X) SLARNV returns a vector of random numbers from a uniform or normal distribution. subroutine slarra (N, D, E, E2, SPLTOL, TNRM, NSPLIT, ISPLIT, INFO) SLARRA computes the splitting points with the specified threshold. subroutine slarrb (N, D, LLD, IFIRST, ILAST, RTOL1, RTOL2, OFFSET, W, WGAP, WERR, WORK, IWORK, PIVMIN, SPDIAM, TWIST, INFO) SLARRB provides limited bisection to locate eigenvalues for more accuracy. subroutine slarrc (JOBT, N, VL, VU, D, E, PIVMIN, EIGCNT, LCNT, RCNT, INFO) SLARRC computes the number of eigenvalues of the symmetric tridiagonal matrix. subroutine slarrd (RANGE, ORDER, N, VL, VU, IL, IU, GERS, RELTOL, D, E, E2, PIVMIN, NSPLIT, ISPLIT, M, W, WERR, WL, WU, IBLOCK, INDEXW, WORK, IWORK, INFO) SLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy. subroutine slarre (RANGE, N, VL, VU, IL, IU, D, E, E2, RTOL1, RTOL2, SPLTOL, NSPLIT, ISPLIT, M, W, WERR, WGAP, IBLOCK, INDEXW, GERS, PIVMIN, WORK, IWORK, INFO) SLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues. subroutine slarrf (N, D, L, LD, CLSTRT, CLEND, W, WGAP, WERR, SPDIAM, CLGAPL, CLGAPR, PIVMIN, SIGMA, DPLUS, LPLUS, WORK, INFO) SLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated. subroutine slarrj (N, D, E2, IFIRST, ILAST, RTOL, OFFSET, W, WERR, WORK, IWORK, PIVMIN, SPDIAM, INFO) SLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T. subroutine slarrk (N, IW, GL, GU, D, E2, PIVMIN, RELTOL, W, WERR, INFO) SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. subroutine slarrr (N, D, E, INFO) SLARRR performs tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accuracy in the eigenvalues. subroutine slartgp (F, G, CS, SN, R) SLARTGP generates a plane rotation so that the diagonal is nonnegative. subroutine slaruv (ISEED, N, X) SLARUV returns a vector of n random real numbers from a uniform distribution. subroutine slas2 (F, G, H, SSMIN, SSMAX) SLAS2 computes singular values of a 2-by-2 triangular matrix. subroutine slascl (TYPE, KL, KU, CFROM, CTO, M, N, A, LDA, INFO) SLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom. subroutine slasd0 (N, SQRE, D, E, U, LDU, VT, LDVT, SMLSIZ, IWORK, WORK, INFO) SLASD0 computes the singular values of a real upper bidiagonal n-by-m matrix B with diagonal d and off-diagonal e. Used by sbdsdc. subroutine slasd1 (NL, NR, SQRE, D, ALPHA, BETA, U, LDU, VT, LDVT, IDXQ, IWORK, WORK, INFO) SLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc. subroutine slasd2 (NL, NR, SQRE, K, D, Z, ALPHA, BETA, U, LDU, VT, LDVT, DSIGMA, U2, LDU2, VT2, LDVT2, IDXP, IDX, IDXC, IDXQ, COLTYP, INFO) SLASD2 merges the two sets of singular values together into a single sorted set. Used by sbdsdc. subroutine slasd3 (NL, NR, SQRE, K, D, Q, LDQ, DSIGMA, U, LDU, U2, LDU2, VT, LDVT, VT2, LDVT2, IDXC, CTOT, Z, INFO) SLASD3 finds all square roots of the roots of the secular equation, as defined by the values in D and Z, and then updates the singular vectors by matrix multiplication. Used by sbdsdc. subroutine slasd4 (N, I, D, Z, DELTA, RHO, SIGMA, WORK, INFO) SLASD4 computes the square root of the i-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix. Used by sbdsdc. subroutine slasd5 (I, D, Z, DELTA, RHO, DSIGMA, WORK) SLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc. subroutine slasd6 (ICOMPQ, NL, NR, SQRE, D, VF, VL, ALPHA, BETA, IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK, IWORK, INFO) SLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc. subroutine slasd7 (ICOMPQ, NL, NR, SQRE, K, D, Z, ZW, VF, VFW, VL, VLW, ALPHA, BETA, DSIGMA, IDX, IDXP, IDXQ, PERM, GIVPTR, GIVCOL, LDGCOL, GIVNUM, LDGNUM, C, S, INFO) SLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. Used by sbdsdc. subroutine slasd8 (ICOMPQ, K, D, Z, VF, VL, DIFL, DIFR, LDDIFR, DSIGMA, WORK, INFO) SLASD8 finds the square roots of the roots of the secular equation, and stores, for each element in D, the distance to its two nearest poles. Used by sbdsdc. subroutine slasda (ICOMPQ, SMLSIZ, N, SQRE, D, E, U, LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK, IWORK, INFO) SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc. subroutine slasdq (UPLO, SQRE, N, NCVT, NRU, NCC, D, E, VT, LDVT, U, LDU, C, LDC, WORK, INFO) SLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc. subroutine slasdt (N, LVL, ND, INODE, NDIML, NDIMR, MSUB) SLASDT creates a tree of subproblems for bidiagonal divide and conquer. Used by sbdsdc. subroutine slaset (UPLO, M, N, ALPHA, BETA, A, LDA) SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values. subroutine slasr (SIDE, PIVOT, DIRECT, M, N, C, S, A, LDA) SLASR applies a sequence of plane rotations to a general rectangular matrix. subroutine slasv2 (F, G, H, SSMIN, SSMAX, SNR, CSR, SNL, CSL) SLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix. subroutine xerbla (SRNAME, INFO) XERBLA subroutine xerbla_array (SRNAME_ARRAY, SRNAME_LEN, INFO) XERBLA_ARRAY Detailed DescriptionThis is the group of Other Auxiliary routinesFunction Documentationsubroutine dcombssq (double precision, dimension( 2 ) V1, double precision, dimension( 2 ) V2)DCOMBSSQ adds two scaled sum of squares quantities.Purpose: DCOMBSSQ adds two scaled sum of squares quantities, V1 := V1 + V2. That is, V1_scale**2 * V1_sumsq := V1_scale**2 * V1_sumsq + V2_scale**2 * V2_sumsq Parameters V1
V1 is DOUBLE PRECISION array, dimension (2). The first scaled sum. V1(1) = V1_scale, V1(2) = V1_sumsq. V2 V2 is DOUBLE PRECISION array, dimension (2). The second scaled sum. V2(1) = V2_scale, V2(2) = V2_sumsq. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 59 of file dcombssq.f. logical function disnan (double precision, intent(in) DIN)DISNAN tests input for NaN.Purpose: DISNAN returns .TRUE. if its argument is NaN, and .FALSE. otherwise. To be replaced by the Fortran 2003 intrinsic in the future. Parameters DIN
DIN is DOUBLE PRECISION Input to test for NaN. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 58 of file disnan.f. subroutine dlabad (double precision SMALL, double precision LARGE)DLABADPurpose: DLABAD takes as input the values computed by DLAMCH for underflow and overflow, and returns the square root of each of these values if the log of LARGE is sufficiently large. This subroutine is intended to identify machines with a large exponent range, such as the Crays, and redefine the underflow and overflow limits to be the square roots of the values computed by DLAMCH. This subroutine is needed because DLAMCH does not compensate for poor arithmetic in the upper half of the exponent range, as is found on a Cray. Parameters SMALL
SMALL is DOUBLE PRECISION On entry, the underflow threshold as computed by DLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of SMALL, otherwise unchanged. LARGE LARGE is DOUBLE PRECISION On entry, the overflow threshold as computed by DLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of LARGE, otherwise unchanged. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 73 of file dlabad.f. subroutine dlacpy (character UPLO, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, double precision, dimension( ldb, * ) B, integer LDB)DLACPY copies all or part of one two-dimensional array to another.Purpose: DLACPY copies all or part of a two-dimensional matrix A to another matrix B. Parameters UPLO
UPLO is CHARACTER*1 Specifies the part of the matrix A to be copied to B. = 'U': Upper triangular part = 'L': Lower triangular part Otherwise: All of the matrix A M M is INTEGER The number of rows of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) The m by n matrix A. If UPLO = 'U', only the upper triangle or trapezoid is accessed; if UPLO = 'L', only the lower triangle or trapezoid is accessed. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). B B is DOUBLE PRECISION array, dimension (LDB,N) On exit, B = A in the locations specified by UPLO. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 102 of file dlacpy.f. subroutine dlae2 (double precision A, double precision B, double precision C, double precision RT1, double precision RT2)DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.Purpose: DLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, and RT2 is the eigenvalue of smaller absolute value. Parameters A
A is DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. B B is DOUBLE PRECISION The (1,2) and (2,1) elements of the 2-by-2 matrix. C C is DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. RT1 RT1 is DOUBLE PRECISION The eigenvalue of larger absolute value. RT2 RT2 is DOUBLE PRECISION The eigenvalue of smaller absolute value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: RT1 is accurate to a few ulps barring over/underflow. RT2 may be inaccurate if there is massive cancellation in the determinant A*C-B*B; higher precision or correctly rounded or correctly truncated arithmetic would be needed to compute RT2 accurately in all cases. Overflow is possible only if RT1 is within a factor of 5 of overflow. Underflow is harmless if the input data is 0 or exceeds underflow_threshold / macheps. Definition at line 101 of file dlae2.f. subroutine dlaebz (integer IJOB, integer NITMAX, integer N, integer MMAX, integer MINP, integer NBMIN, double precision ABSTOL, double precision RELTOL, double precision PIVMIN, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) E2, integer, dimension( * ) NVAL, double precision, dimension( mmax, * ) AB, double precision, dimension( * ) C, integer MOUT, integer, dimension( mmax, * ) NAB, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DLAEBZ computes the number of eigenvalues of a real symmetric tridiagonal matrix which are less than or equal to a given value, and performs other tasks required by the routine sstebz.Purpose: DLAEBZ contains the iteration loops which compute and use the function N(w), which is the count of eigenvalues of a symmetric tridiagonal matrix T less than or equal to its argument w. It performs a choice of two types of loops: IJOB=1, followed by IJOB=2: It takes as input a list of intervals and returns a list of sufficiently small intervals whose union contains the same eigenvalues as the union of the original intervals. The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP. The output interval (AB(j,1),AB(j,2)] will contain eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT. IJOB=3: It performs a binary search in each input interval (AB(j,1),AB(j,2)] for a point w(j) such that N(w(j))=NVAL(j), and uses C(j) as the starting point of the search. If such a w(j) is found, then on output AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output (AB(j,1),AB(j,2)] will be a small interval containing the point where N(w) jumps through NVAL(j), unless that point lies outside the initial interval. Note that the intervals are in all cases half-open intervals, i.e., of the form (a,b] , which includes b but not a . To avoid underflow, the matrix should be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value. To assure the most accurate computation of small eigenvalues, the matrix should be scaled to be not much smaller than that, either. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966 Note: the arguments are, in general, *not* checked for unreasonable values. Parameters IJOB
IJOB is INTEGER Specifies what is to be done: = 1: Compute NAB for the initial intervals. = 2: Perform bisection iteration to find eigenvalues of T. = 3: Perform bisection iteration to invert N(w), i.e., to find a point which has a specified number of eigenvalues of T to its left. Other values will cause DLAEBZ to return with INFO=-1. NITMAX NITMAX is INTEGER The maximum number of "levels" of bisection to be performed, i.e., an interval of width W will not be made smaller than 2^(-NITMAX) * W. If not all intervals have converged after NITMAX iterations, then INFO is set to the number of non-converged intervals. N N is INTEGER The dimension n of the tridiagonal matrix T. It must be at least 1. MMAX MMAX is INTEGER The maximum number of intervals. If more than MMAX intervals are generated, then DLAEBZ will quit with INFO=MMAX+1. MINP MINP is INTEGER The initial number of intervals. It may not be greater than MMAX. NBMIN NBMIN is INTEGER The smallest number of intervals that should be processed using a vector loop. If zero, then only the scalar loop will be used. ABSTOL ABSTOL is DOUBLE PRECISION The minimum (absolute) width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. This must be at least zero. RELTOL RELTOL is DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. PIVMIN PIVMIN is DOUBLE PRECISION The minimum absolute value of a "pivot" in the Sturm sequence loop. This must be at least max |e(j)**2|*safe_min and at least safe_min, where safe_min is at least the smallest number that can divide one without overflow. D D is DOUBLE PRECISION array, dimension (N) The diagonal elements of the tridiagonal matrix T. E E is DOUBLE PRECISION array, dimension (N) The offdiagonal elements of the tridiagonal matrix T in positions 1 through N-1. E(N) is arbitrary. E2 E2 is DOUBLE PRECISION array, dimension (N) The squares of the offdiagonal elements of the tridiagonal matrix T. E2(N) is ignored. NVAL NVAL is INTEGER array, dimension (MINP) If IJOB=1 or 2, not referenced. If IJOB=3, the desired values of N(w). The elements of NVAL will be reordered to correspond with the intervals in AB. Thus, NVAL(j) on output will not, in general be the same as NVAL(j) on input, but it will correspond with the interval (AB(j,1),AB(j,2)] on output. AB AB is DOUBLE PRECISION array, dimension (MMAX,2) The endpoints of the intervals. AB(j,1) is a(j), the left endpoint of the j-th interval, and AB(j,2) is b(j), the right endpoint of the j-th interval. The input intervals will, in general, be modified, split, and reordered by the calculation. C C is DOUBLE PRECISION array, dimension (MMAX) If IJOB=1, ignored. If IJOB=2, workspace. If IJOB=3, then on input C(j) should be initialized to the first search point in the binary search. MOUT MOUT is INTEGER If IJOB=1, the number of eigenvalues in the intervals. If IJOB=2 or 3, the number of intervals output. If IJOB=3, MOUT will equal MINP. NAB NAB is INTEGER array, dimension (MMAX,2) If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). If IJOB=2, then on input, NAB(i,j) should be set. It must satisfy the condition: N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), which means that in interval i only eigenvalues NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, NAB(i,j)=N(AB(i,j)), from a previous call to DLAEBZ with IJOB=1. On output, NAB(i,j) will contain max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of the input interval that the output interval (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the the input values of NAB(k,1) and NAB(k,2). If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)), unless N(w) > NVAL(i) for all search points w , in which case NAB(i,1) will not be modified, i.e., the output value will be the same as the input value (modulo reorderings -- see NVAL and AB), or unless N(w) < NVAL(i) for all search points w , in which case NAB(i,2) will not be modified. Normally, NAB should be set to some distinctive value(s) before DLAEBZ is called. WORK WORK is DOUBLE PRECISION array, dimension (MMAX) Workspace. IWORK IWORK is INTEGER array, dimension (MMAX) Workspace. INFO INFO is INTEGER = 0: All intervals converged. = 1--MMAX: The last INFO intervals did not converge. = MMAX+1: More than MMAX intervals were generated. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: This routine is intended to be called only by other LAPACK routines, thus the interface is less user-friendly. It is intended for two purposes: (a) finding eigenvalues. In this case, DLAEBZ should have one or more initial intervals set up in AB, and DLAEBZ should be called with IJOB=1. This sets up NAB, and also counts the eigenvalues. Intervals with no eigenvalues would usually be thrown out at this point. Also, if not all the eigenvalues in an interval i are desired, NAB(i,1) can be increased or NAB(i,2) decreased. For example, set NAB(i,1)=NAB(i,2)-1 to get the largest eigenvalue. DLAEBZ is then called with IJOB=2 and MMAX no smaller than the value of MOUT returned by the call with IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1 through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the tolerance specified by ABSTOL and RELTOL. (b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l). In this case, start with a Gershgorin interval (a,b). Set up AB to contain 2 search intervals, both initially (a,b). One NVAL element should contain f-1 and the other should contain l , while C should contain a and b, resp. NAB(i,1) should be -1 and NAB(i,2) should be N+1, to flag an error if the desired interval does not lie in (a,b). DLAEBZ is then called with IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals -- j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r >= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and w(l-r)=...=w(l+k) are handled similarly. Definition at line 316 of file dlaebz.f. subroutine dlaev2 (double precision A, double precision B, double precision C, double precision RT1, double precision RT2, double precision CS1, double precision SN1)DLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.Purpose: DLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, RT2 is the eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right eigenvector for RT1, giving the decomposition [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ] [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ]. Parameters A
A is DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. B B is DOUBLE PRECISION The (1,2) element and the conjugate of the (2,1) element of the 2-by-2 matrix. C C is DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. RT1 RT1 is DOUBLE PRECISION The eigenvalue of larger absolute value. RT2 RT2 is DOUBLE PRECISION The eigenvalue of smaller absolute value. CS1 CS1 is DOUBLE PRECISION SN1 SN1 is DOUBLE PRECISION The vector (CS1, SN1) is a unit right eigenvector for RT1. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: RT1 is accurate to a few ulps barring over/underflow. RT2 may be inaccurate if there is massive cancellation in the determinant A*C-B*B; higher precision or correctly rounded or correctly truncated arithmetic would be needed to compute RT2 accurately in all cases. CS1 and SN1 are accurate to a few ulps barring over/underflow. Overflow is possible only if RT1 is within a factor of 5 of overflow. Underflow is harmless if the input data is 0 or exceeds underflow_threshold / macheps. Definition at line 119 of file dlaev2.f. subroutine dlagts (integer JOB, integer N, double precision, dimension( * ) A, double precision, dimension( * ) B, double precision, dimension( * ) C, double precision, dimension( * ) D, integer, dimension( * ) IN, double precision, dimension( * ) Y, double precision TOL, integer INFO)DLAGTS solves the system of equations (T-λI)x = y or (T-λI)Tx = y,where T is a general tridiagonal matrix and λ a scalar, using the LU factorization computed by slagtf.Purpose: DLAGTS may be used to solve one of the systems of equations (T - lambda*I)*x = y or (T - lambda*I)**T*x = y, where T is an n by n tridiagonal matrix, for x, following the factorization of (T - lambda*I) as (T - lambda*I) = P*L*U , by routine DLAGTF. The choice of equation to be solved is controlled by the argument JOB, and in each case there is an option to perturb zero or very small diagonal elements of U, this option being intended for use in applications such as inverse iteration. Parameters JOB
JOB is INTEGER Specifies the job to be performed by DLAGTS as follows: = 1: The equations (T - lambda*I)x = y are to be solved, but diagonal elements of U are not to be perturbed. = -1: The equations (T - lambda*I)x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. = 2: The equations (T - lambda*I)**Tx = y are to be solved, but diagonal elements of U are not to be perturbed. = -2: The equations (T - lambda*I)**Tx = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. N N is INTEGER The order of the matrix T. A A is DOUBLE PRECISION array, dimension (N) On entry, A must contain the diagonal elements of U as returned from DLAGTF. B B is DOUBLE PRECISION array, dimension (N-1) On entry, B must contain the first super-diagonal elements of U as returned from DLAGTF. C C is DOUBLE PRECISION array, dimension (N-1) On entry, C must contain the sub-diagonal elements of L as returned from DLAGTF. D D is DOUBLE PRECISION array, dimension (N-2) On entry, D must contain the second super-diagonal elements of U as returned from DLAGTF. IN IN is INTEGER array, dimension (N) On entry, IN must contain details of the matrix P as returned from DLAGTF. Y Y is DOUBLE PRECISION array, dimension (N) On entry, the right hand side vector y. On exit, Y is overwritten by the solution vector x. TOL TOL is DOUBLE PRECISION On entry, with JOB < 0, TOL should be the minimum perturbation to be made to very small diagonal elements of U. TOL should normally be chosen as about eps*norm(U), where eps is the relative machine precision, but if TOL is supplied as non-positive, then it is reset to eps*max( abs( u(i,j) ) ). If JOB > 0 then TOL is not referenced. On exit, TOL is changed as described above, only if TOL is non-positive on entry. Otherwise TOL is unchanged. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: overflow would occur when computing the INFO(th) element of the solution vector x. This can only occur when JOB is supplied as positive and either means that a diagonal element of U is very small, or that the elements of the right-hand side vector y are very large. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 160 of file dlagts.f. logical function dlaisnan (double precision, intent(in) DIN1, double precision, intent(in) DIN2)DLAISNAN tests input for NaN by comparing two arguments for inequality.Purpose: This routine is not for general use. It exists solely to avoid over-optimization in DISNAN. DLAISNAN checks for NaNs by comparing its two arguments for inequality. NaN is the only floating-point value where NaN != NaN returns .TRUE. To check for NaNs, pass the same variable as both arguments. A compiler must assume that the two arguments are not the same variable, and the test will not be optimized away. Interprocedural or whole-program optimization may delete this test. The ISNAN functions will be replaced by the correct Fortran 03 intrinsic once the intrinsic is widely available. Parameters DIN1
DIN1 is DOUBLE PRECISION DIN2 DIN2 is DOUBLE PRECISION Two numbers to compare for inequality. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 73 of file dlaisnan.f. integer function dlaneg (integer N, double precision, dimension( * ) D, double precision, dimension( * ) LLD, double precision SIGMA, double precision PIVMIN, integer R)DLANEG computes the Sturm count.Purpose: DLANEG computes the Sturm count, the number of negative pivots encountered while factoring tridiagonal T - sigma I = L D L^T. This implementation works directly on the factors without forming the tridiagonal matrix T. The Sturm count is also the number of eigenvalues of T less than sigma. This routine is called from DLARRB. The current routine does not use the PIVMIN parameter but rather requires IEEE-754 propagation of Infinities and NaNs. This routine also has no input range restrictions but does require default exception handling such that x/0 produces Inf when x is non-zero, and Inf/Inf produces NaN. For more information, see: Marques, Riedy, and Voemel, "Benefits of IEEE-754 Features in Modern Symmetric Tridiagonal Eigensolvers," SIAM Journal on Scientific Computing, v28, n5, 2006. DOI 10.1137/050641624 (Tech report version in LAWN 172 with the same title.) Parameters N
N is INTEGER The order of the matrix. D D is DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD LLD is DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). SIGMA SIGMA is DOUBLE PRECISION Shift amount in T - sigma I = L D L^T. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence. May be used when zero pivots are encountered on non-IEEE-754 architectures. R R is INTEGER The twist index for the twisted factorization that is used for the negcount. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Jason Riedy, University of California, Berkeley, USA
Definition at line 117 of file dlaneg.f. double precision function dlanst (character NORM, integer N, double precision, dimension( * ) D, double precision, dimension( * ) E)DLANST returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix.Purpose: DLANST returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix A. Returns DLANST
DLANST = ( max(abs(A(i,j))), NORM = 'M' or 'm' ( ( norm1(A), NORM = '1', 'O' or 'o' ( ( normI(A), NORM = 'I' or 'i' ( ( normF(A), NORM = 'F', 'f', 'E' or 'e' where norm1 denotes the one norm of a matrix (maximum column sum), normI denotes the infinity norm of a matrix (maximum row sum) and normF denotes the Frobenius norm of a matrix (square root of sum of squares). Note that max(abs(A(i,j))) is not a consistent matrix norm. Parameters NORM
NORM is CHARACTER*1 Specifies the value to be returned in DLANST as described above. N N is INTEGER The order of the matrix A. N >= 0. When N = 0, DLANST is set to zero. D D is DOUBLE PRECISION array, dimension (N) The diagonal elements of A. E E is DOUBLE PRECISION array, dimension (N-1) The (n-1) sub-diagonal or super-diagonal elements of A. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 99 of file dlanst.f. double precision function dlapy2 (double precision X, double precision Y)DLAPY2 returns sqrt(x2+y2).Purpose: DLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary overflow and unnecessary underflow. Parameters X
X is DOUBLE PRECISION Y Y is DOUBLE PRECISION X and Y specify the values x and y. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 62 of file dlapy2.f. double precision function dlapy3 (double precision X, double precision Y, double precision Z)DLAPY3 returns sqrt(x2+y2+z2).Purpose: DLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause unnecessary overflow and unnecessary underflow. Parameters X
X is DOUBLE PRECISION Y Y is DOUBLE PRECISION Z Z is DOUBLE PRECISION X, Y and Z specify the values x, y and z. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 67 of file dlapy3.f. subroutine dlarnv (integer IDIST, integer, dimension( 4 ) ISEED, integer N, double precision, dimension( * ) X)DLARNV returns a vector of random numbers from a uniform or normal distribution.Purpose: DLARNV returns a vector of n random real numbers from a uniform or normal distribution. Parameters IDIST
IDIST is INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) ISEED ISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator; the array elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. N N is INTEGER The number of random numbers to be generated. X X is DOUBLE PRECISION array, dimension (N) The generated random numbers. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: This routine calls the auxiliary routine DLARUV to generate random real numbers from a uniform (0,1) distribution, in batches of up to 128 using vectorisable code. The Box-Muller method is used to transform numbers from a uniform to a normal distribution. Definition at line 96 of file dlarnv.f. subroutine dlarra (integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) E2, double precision SPLTOL, double precision TNRM, integer NSPLIT, integer, dimension( * ) ISPLIT, integer INFO)DLARRA computes the splitting points with the specified threshold.Purpose: Compute the splitting points with threshold SPLTOL. DLARRA sets any "small" off-diagonal elements to zero. Parameters N
N is INTEGER The order of the matrix. N > 0. D D is DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. E E is DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, the entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, are set to zero, the other entries of E are untouched. E2 E2 is DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero SPLTOL SPLTOL is DOUBLE PRECISION The threshold for splitting. Two criteria can be used: SPLTOL<0 : criterion based on absolute off-diagonal value SPLTOL>0 : criterion that preserves relative accuracy TNRM TNRM is DOUBLE PRECISION The norm of the matrix. NSPLIT NSPLIT is INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT ISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. INFO INFO is INTEGER = 0: successful exit Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 134 of file dlarra.f. subroutine dlarrb (integer N, double precision, dimension( * ) D, double precision, dimension( * ) LLD, integer IFIRST, integer ILAST, double precision RTOL1, double precision RTOL2, integer OFFSET, double precision, dimension( * ) W, double precision, dimension( * ) WGAP, double precision, dimension( * ) WERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, double precision PIVMIN, double precision SPDIAM, integer TWIST, integer INFO)DLARRB provides limited bisection to locate eigenvalues for more accuracy.Purpose: Given the relatively robust representation(RRR) L D L^T, DLARRB does "limited" bisection to refine the eigenvalues of L D L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses and their gaps are input in WERR and WGAP, respectively. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Parameters N
N is INTEGER The order of the matrix. D D is DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD LLD is DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). IFIRST IFIRST is INTEGER The index of the first eigenvalue to be computed. ILAST ILAST is INTEGER The index of the last eigenvalue to be computed. RTOL1 RTOL1 is DOUBLE PRECISION RTOL2 RTOL2 is DOUBLE PRECISION Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) where GAP is the (estimated) distance to the nearest eigenvalue. OFFSET OFFSET is INTEGER Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W W is DOUBLE PRECISION array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined. WGAP WGAP is DOUBLE PRECISION array, dimension (N-1) On input, the (estimated) gaps between consecutive eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between eigenvalues I and I+1. Note that if IFIRST = ILAST then WGAP(IFIRST-OFFSET) must be set to ZERO. On output, these gaps are refined. WERR WERR is DOUBLE PRECISION array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined. WORK WORK is DOUBLE PRECISION array, dimension (2*N) Workspace. IWORK IWORK is INTEGER array, dimension (2*N) Workspace. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence. SPDIAM SPDIAM is DOUBLE PRECISION The spectral diameter of the matrix. TWIST TWIST is INTEGER The twist index for the twisted factorization that is used for the negcount. TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r) INFO INFO is INTEGER Error flag. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 193 of file dlarrb.f. subroutine dlarrc (character JOBT, integer N, double precision VL, double precision VU, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision PIVMIN, integer EIGCNT, integer LCNT, integer RCNT, integer INFO)DLARRC computes the number of eigenvalues of the symmetric tridiagonal matrix.Purpose: Find the number of eigenvalues of the symmetric tridiagonal matrix T that are in the interval (VL,VU] if JOBT = 'T', and of L D L^T if JOBT = 'L'. Parameters JOBT
JOBT is CHARACTER*1 = 'T': Compute Sturm count for matrix T. = 'L': Compute Sturm count for matrix L D L^T. N N is INTEGER The order of the matrix. N > 0. VL VL is DOUBLE PRECISION The lower bound for the eigenvalues. VU VU is DOUBLE PRECISION The upper bound for the eigenvalues. D D is DOUBLE PRECISION array, dimension (N) JOBT = 'T': The N diagonal elements of the tridiagonal matrix T. JOBT = 'L': The N diagonal elements of the diagonal matrix D. E E is DOUBLE PRECISION array, dimension (N) JOBT = 'T': The N-1 offdiagonal elements of the matrix T. JOBT = 'L': The N-1 offdiagonal elements of the matrix L. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. EIGCNT EIGCNT is INTEGER The number of eigenvalues of the symmetric tridiagonal matrix T that are in the interval (VL,VU] LCNT LCNT is INTEGER RCNT RCNT is INTEGER The left and right negcounts of the interval. INFO INFO is INTEGER Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 135 of file dlarrc.f. subroutine dlarrd (character RANGE, character ORDER, integer N, double precision VL, double precision VU, integer IL, integer IU, double precision, dimension( * ) GERS, double precision RELTOL, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) E2, double precision PIVMIN, integer NSPLIT, integer, dimension( * ) ISPLIT, integer M, double precision, dimension( * ) W, double precision, dimension( * ) WERR, double precision WL, double precision WU, integer, dimension( * ) IBLOCK, integer, dimension( * ) INDEXW, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy.Purpose: DLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Parameters RANGE
RANGE is CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER ORDER is CHARACTER*1 = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N N is INTEGER The order of the tridiagonal matrix T. N >= 0. VL VL is DOUBLE PRECISION If RANGE='V', the lower bound of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. Not referenced if RANGE = 'A' or 'I'. VU VU is DOUBLE PRECISION If RANGE='V', the upper bound of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL IL is INTEGER If RANGE='I', the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. IU IU is INTEGER If RANGE='I', the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. GERS GERS is DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). RELTOL RELTOL is DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. D D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E E is DOUBLE PRECISION array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. E2 E2 is DOUBLE PRECISION array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal matrix T. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence for T. NSPLIT NSPLIT is INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. ISPLIT ISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) M M is INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) W W is DOUBLE PRECISION array, dimension (N) On exit, the first M elements of W will contain the eigenvalue approximations. DLARRD computes an interval I_j = (a_j, b_j] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint W(j)= ( a_j + b_j)/2. The corresponding error is bounded by WERR(j) = abs( a_j - b_j)/2 WERR WERR is DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue approximation in W. WL WL is DOUBLE PRECISION WU WU is DOUBLE PRECISION The interval (WL, WU] contains all the wanted eigenvalues. If RANGE='V', then WL=VL and WU=VU. If RANGE='A', then WL and WU are the global Gerschgorin bounds on the spectrum. If RANGE='I', then WL and WU are computed by DLAEBZ from the index range specified. IBLOCK IBLOCK is INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (DLARRD may use the remaining N-M elements as workspace.) INDEXW INDEXW is INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= j and IBLOCK(i)=k imply that the i-th eigenvalue W(i) is the j-th eigenvalue in block k. WORK WORK is DOUBLE PRECISION array, dimension (4*N) IWORK IWORK is INTEGER array, dimension (3*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters: FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. Contributors: W. Kahan, University of California, Berkeley, USA
Beresford Parlett, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 325 of file dlarrd.f. subroutine dlarre (character RANGE, integer N, double precision VL, double precision VU, integer IL, integer IU, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( * ) E2, double precision RTOL1, double precision RTOL2, double precision SPLTOL, integer NSPLIT, integer, dimension( * ) ISPLIT, integer M, double precision, dimension( * ) W, double precision, dimension( * ) WERR, double precision, dimension( * ) WGAP, integer, dimension( * ) IBLOCK, integer, dimension( * ) INDEXW, double precision, dimension( * ) GERS, double precision PIVMIN, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.Purpose: To find the desired eigenvalues of a given real symmetric tridiagonal matrix T, DLARRE sets any "small" off-diagonal elements to zero, and for each unreduced block T_i, it finds (a) a suitable shift at one end of the block's spectrum, (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and (c) eigenvalues of each L_i D_i L_i^T. The representations and eigenvalues found are then used by DSTEMR to compute the eigenvectors of T. The accuracy varies depending on whether bisection is used to find a few eigenvalues or the dqds algorithm (subroutine DLASQ2) to conpute all and then discard any unwanted one. As an added benefit, DLARRE also outputs the n Gerschgorin intervals for the matrices L_i D_i L_i^T. Parameters RANGE
RANGE is CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. N N is INTEGER The order of the matrix. N > 0. VL VL is DOUBLE PRECISION If RANGE='V', the lower bound for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', DLARRE computes bounds on the desired part of the spectrum. VU VU is DOUBLE PRECISION If RANGE='V', the upper bound for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', DLARRE computes bounds on the desired part of the spectrum. IL IL is INTEGER If RANGE='I', the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N. IU IU is INTEGER If RANGE='I', the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N. D D is DOUBLE PRECISION array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, the N diagonal elements of the diagonal matrices D_i. E E is DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, E contains the subdiagonal elements of the unit bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, contain the base points sigma_i on output. E2 E2 is DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero RTOL1 RTOL1 is DOUBLE PRECISION RTOL2 RTOL2 is DOUBLE PRECISION Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) SPLTOL SPLTOL is DOUBLE PRECISION The threshold for splitting. NSPLIT NSPLIT is INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT ISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. M M is INTEGER The total number of eigenvalues (of all L_i D_i L_i^T) found. W W is DOUBLE PRECISION array, dimension (N) The first M elements contain the eigenvalues. The eigenvalues of each of the blocks, L_i D_i L_i^T, are sorted in ascending order ( DLARRE may use the remaining N-M elements as workspace). WERR WERR is DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue in W. WGAP WGAP is DOUBLE PRECISION array, dimension (N) The separation from the right neighbor eigenvalue in W. The gap is only with respect to the eigenvalues of the same block as each block has its own representation tree. Exception: at the right end of a block we store the left gap IBLOCK IBLOCK is INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc. INDEXW INDEXW is INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th eigenvalue W(i) is the 10-th eigenvalue in block 2 GERS GERS is DOUBLE PRECISION array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. WORK WORK is DOUBLE PRECISION array, dimension (6*N) Workspace. IWORK IWORK is INTEGER array, dimension (5*N) Workspace. INFO INFO is INTEGER = 0: successful exit > 0: A problem occurred in DLARRE. < 0: One of the called subroutines signaled an internal problem. Needs inspection of the corresponding parameter IINFO for further information. =-1: Problem in DLARRD. = 2: No base representation could be found in MAXTRY iterations. Increasing MAXTRY and recompilation might be a remedy. =-3: Problem in DLARRB when computing the refined root representation for DLASQ2. =-4: Problem in DLARRB when preforming bisection on the desired part of the spectrum. =-5: Problem in DLASQ2. =-6: Problem in DLASQ2. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 301 of file dlarre.f. subroutine dlarrf (integer N, double precision, dimension( * ) D, double precision, dimension( * ) L, double precision, dimension( * ) LD, integer CLSTRT, integer CLEND, double precision, dimension( * ) W, double precision, dimension( * ) WGAP, double precision, dimension( * ) WERR, double precision SPDIAM, double precision CLGAPL, double precision CLGAPR, double precision PIVMIN, double precision SIGMA, double precision, dimension( * ) DPLUS, double precision, dimension( * ) LPLUS, double precision, dimension( * ) WORK, integer INFO)DLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated.Purpose: Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), DLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated. Parameters N
N is INTEGER The order of the matrix (subblock, if the matrix split). D D is DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D. L L is DOUBLE PRECISION array, dimension (N-1) The (N-1) subdiagonal elements of the unit bidiagonal matrix L. LD LD is DOUBLE PRECISION array, dimension (N-1) The (N-1) elements L(i)*D(i). CLSTRT CLSTRT is INTEGER The index of the first eigenvalue in the cluster. CLEND CLEND is INTEGER The index of the last eigenvalue in the cluster. W W is DOUBLE PRECISION array, dimension dimension is >= (CLEND-CLSTRT+1) The eigenvalue APPROXIMATIONS of L D L^T in ascending order. W( CLSTRT ) through W( CLEND ) form the cluster of relatively close eigenalues. WGAP WGAP is DOUBLE PRECISION array, dimension dimension is >= (CLEND-CLSTRT+1) The separation from the right neighbor eigenvalue in W. WERR WERR is DOUBLE PRECISION array, dimension dimension is >= (CLEND-CLSTRT+1) WERR contain the semiwidth of the uncertainty interval of the corresponding eigenvalue APPROXIMATION in W SPDIAM SPDIAM is DOUBLE PRECISION estimate of the spectral diameter obtained from the Gerschgorin intervals CLGAPL CLGAPL is DOUBLE PRECISION CLGAPR CLGAPR is DOUBLE PRECISION absolute gap on each end of the cluster. Set by the calling routine to protect against shifts too close to eigenvalues outside the cluster. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence. SIGMA SIGMA is DOUBLE PRECISION The shift used to form L(+) D(+) L(+)^T. DPLUS DPLUS is DOUBLE PRECISION array, dimension (N) The N diagonal elements of the diagonal matrix D(+). LPLUS LPLUS is DOUBLE PRECISION array, dimension (N-1) The first (N-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+). WORK WORK is DOUBLE PRECISION array, dimension (2*N) Workspace. INFO INFO is INTEGER Signals processing OK (=0) or failure (=1) Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 189 of file dlarrf.f. subroutine dlarrj (integer N, double precision, dimension( * ) D, double precision, dimension( * ) E2, integer IFIRST, integer ILAST, double precision RTOL, integer OFFSET, double precision, dimension( * ) W, double precision, dimension( * ) WERR, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, double precision PIVMIN, double precision SPDIAM, integer INFO)DLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T.Purpose: Given the initial eigenvalue approximations of T, DLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Parameters N
N is INTEGER The order of the matrix. D D is DOUBLE PRECISION array, dimension (N) The N diagonal elements of T. E2 E2 is DOUBLE PRECISION array, dimension (N-1) The Squares of the (N-1) subdiagonal elements of T. IFIRST IFIRST is INTEGER The index of the first eigenvalue to be computed. ILAST ILAST is INTEGER The index of the last eigenvalue to be computed. RTOL RTOL is DOUBLE PRECISION Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|). OFFSET OFFSET is INTEGER Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W W is DOUBLE PRECISION array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined. WERR WERR is DOUBLE PRECISION array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined. WORK WORK is DOUBLE PRECISION array, dimension (2*N) Workspace. IWORK IWORK is INTEGER array, dimension (2*N) Workspace. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot in the Sturm sequence for T. SPDIAM SPDIAM is DOUBLE PRECISION The spectral diameter of T. INFO INFO is INTEGER Error flag. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 165 of file dlarrj.f. subroutine dlarrk (integer N, integer IW, double precision GL, double precision GU, double precision, dimension( * ) D, double precision, dimension( * ) E2, double precision PIVMIN, double precision RELTOL, double precision W, double precision WERR, integer INFO)DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.Purpose: DLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from DSTEMR. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Parameters N
N is INTEGER The order of the tridiagonal matrix T. N >= 0. IW IW is INTEGER The index of the eigenvalues to be returned. GL GL is DOUBLE PRECISION GU GU is DOUBLE PRECISION An upper and a lower bound on the eigenvalue. D D is DOUBLE PRECISION array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E2 E2 is DOUBLE PRECISION array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal matrix T. PIVMIN PIVMIN is DOUBLE PRECISION The minimum pivot allowed in the Sturm sequence for T. RELTOL RELTOL is DOUBLE PRECISION The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. W W is DOUBLE PRECISION WERR WERR is DOUBLE PRECISION The error bound on the corresponding eigenvalue approximation in W. INFO INFO is INTEGER = 0: Eigenvalue converged = -1: Eigenvalue did NOT converge Internal Parameters: FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 143 of file dlarrk.f. subroutine dlarrr (integer N, double precision, dimension( * ) D, double precision, dimension( * ) E, integer INFO)DLARRR performs tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accuracy in the eigenvalues.Purpose: Perform tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accuracy in the eigenvalues. Parameters N
N is INTEGER The order of the matrix. N > 0. D D is DOUBLE PRECISION array, dimension (N) The N diagonal elements of the tridiagonal matrix T. E E is DOUBLE PRECISION array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) is set to ZERO. INFO INFO is INTEGER INFO = 0(default) : the matrix warrants computations preserving relative accuracy. INFO = 1 : the matrix warrants computations guaranteeing only absolute accuracy. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 93 of file dlarrr.f. subroutine dlartgp (double precision F, double precision G, double precision CS, double precision SN, double precision R)DLARTGP generates a plane rotation so that the diagonal is nonnegative.Purpose: DLARTGP generates a plane rotation so that [ CS SN ] . [ F ] = [ R ] where CS**2 + SN**2 = 1. [ -SN CS ] [ G ] [ 0 ] This is a slower, more accurate version of the Level 1 BLAS routine DROTG, with the following other differences: F and G are unchanged on return. If G=0, then CS=(+/-)1 and SN=0. If F=0 and (G .ne. 0), then CS=0 and SN=(+/-)1. The sign is chosen so that R >= 0. Parameters F
F is DOUBLE PRECISION The first component of vector to be rotated. G G is DOUBLE PRECISION The second component of vector to be rotated. CS CS is DOUBLE PRECISION The cosine of the rotation. SN SN is DOUBLE PRECISION The sine of the rotation. R R is DOUBLE PRECISION The nonzero component of the rotated vector. This version has a few statements commented out for thread safety (machine parameters are computed on each entry). 10 feb 03, SJH. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 94 of file dlartgp.f. subroutine dlaruv (integer, dimension( 4 ) ISEED, integer N, double precision, dimension( n ) X)DLARUV returns a vector of n random real numbers from a uniform distribution.Purpose: DLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128). This is an auxiliary routine called by DLARNV and ZLARNV. Parameters ISEED
ISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator; the array elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. N N is INTEGER The number of random numbers to be generated. N <= 128. X X is DOUBLE PRECISION array, dimension (N) The generated random numbers. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: This routine uses a multiplicative congruential method with modulus 2**48 and multiplier 33952834046453 (see G.S.Fishman, 'Multiplicative congruential random number generators with modulus 2**b: an exhaustive analysis for b = 32 and a partial analysis for b = 48', Math. Comp. 189, pp 331-344, 1990). 48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more. Definition at line 94 of file dlaruv.f. subroutine dlas2 (double precision F, double precision G, double precision H, double precision SSMIN, double precision SSMAX)DLAS2 computes singular values of a 2-by-2 triangular matrix.Purpose: DLAS2 computes the singular values of the 2-by-2 matrix [ F G ] [ 0 H ]. On return, SSMIN is the smaller singular value and SSMAX is the larger singular value. Parameters F
F is DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. G G is DOUBLE PRECISION The (1,2) element of the 2-by-2 matrix. H H is DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. SSMIN SSMIN is DOUBLE PRECISION The smaller singular value. SSMAX SSMAX is DOUBLE PRECISION The larger singular value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: Barring over/underflow, all output quantities are correct to within a few units in the last place (ulps), even in the absence of a guard digit in addition/subtraction. In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows, or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. Definition at line 106 of file dlas2.f. subroutine dlascl (character TYPE, integer KL, integer KU, double precision CFROM, double precision CTO, integer M, integer N, double precision, dimension( lda, * ) A, integer LDA, integer INFO)DLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.Purpose: DLASCL multiplies the M by N real matrix A by the real scalar CTO/CFROM. This is done without over/underflow as long as the final result CTO*A(I,J)/CFROM does not over/underflow. TYPE specifies that A may be full, upper triangular, lower triangular, upper Hessenberg, or banded. Parameters TYPE
TYPE is CHARACTER*1 TYPE indices the storage type of the input matrix. = 'G': A is a full matrix. = 'L': A is a lower triangular matrix. = 'U': A is an upper triangular matrix. = 'H': A is an upper Hessenberg matrix. = 'B': A is a symmetric band matrix with lower bandwidth KL and upper bandwidth KU and with the only the lower half stored. = 'Q': A is a symmetric band matrix with lower bandwidth KL and upper bandwidth KU and with the only the upper half stored. = 'Z': A is a band matrix with lower bandwidth KL and upper bandwidth KU. See DGBTRF for storage details. KL KL is INTEGER The lower bandwidth of A. Referenced only if TYPE = 'B', 'Q' or 'Z'. KU KU is INTEGER The upper bandwidth of A. Referenced only if TYPE = 'B', 'Q' or 'Z'. CFROM CFROM is DOUBLE PRECISION CTO CTO is DOUBLE PRECISION The matrix A is multiplied by CTO/CFROM. A(I,J) is computed without over/underflow if the final result CTO*A(I,J)/CFROM can be represented without over/underflow. CFROM must be nonzero. M M is INTEGER The number of rows of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. A A is DOUBLE PRECISION array, dimension (LDA,N) The matrix to be multiplied by CTO/CFROM. See TYPE for the storage type. LDA LDA is INTEGER The leading dimension of the array A. If TYPE = 'G', 'L', 'U', 'H', LDA >= max(1,M); TYPE = 'B', LDA >= KL+1; TYPE = 'Q', LDA >= KU+1; TYPE = 'Z', LDA >= 2*KL+KU+1. INFO INFO is INTEGER 0 - successful exit <0 - if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 142 of file dlascl.f. subroutine dlasd0 (integer N, integer SQRE, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldu, * ) U, integer LDU, double precision, dimension( ldvt, * ) VT, integer LDVT, integer SMLSIZ, integer, dimension( * ) IWORK, double precision, dimension( * ) WORK, integer INFO)DLASD0 computes the singular values of a real upper bidiagonal n-by-m matrix B with diagonal d and off-diagonal e. Used by sbdsdc.Purpose: Using a divide and conquer approach, DLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes orthogonal matrices U and VT such that B = U * S * VT. The singular values S are overwritten on D. A related subroutine, DLASDA, computes only the singular values, and optionally, the singular vectors in compact form. Parameters N
N is INTEGER On entry, the row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE SQRE is INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N+1; D D is DOUBLE PRECISION array, dimension (N) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E E is DOUBLE PRECISION array, dimension (M-1) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U U is DOUBLE PRECISION array, dimension (LDU, N) On exit, U contains the left singular vectors. LDU LDU is INTEGER On entry, leading dimension of U. VT VT is DOUBLE PRECISION array, dimension (LDVT, M) On exit, VT**T contains the right singular vectors. LDVT LDVT is INTEGER On entry, leading dimension of VT. SMLSIZ SMLSIZ is INTEGER On entry, maximum size of the subproblems at the bottom of the computation tree. IWORK IWORK is INTEGER array, dimension (8*N) WORK WORK is DOUBLE PRECISION array, dimension (3*M**2+2*M) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 148 of file dlasd0.f. subroutine dlasd1 (integer NL, integer NR, integer SQRE, double precision, dimension( * ) D, double precision ALPHA, double precision BETA, double precision, dimension( ldu, * ) U, integer LDU, double precision, dimension( ldvt, * ) VT, integer LDVT, integer, dimension( * ) IDXQ, integer, dimension( * ) IWORK, double precision, dimension( * ) WORK, integer INFO)DLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.Purpose: DLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, where N = NL + NR + 1 and M = N + SQRE. DLASD1 is called from DLASD0. A related subroutine DLASD7 handles the case in which the singular values (and the singular vectors in factored form) are desired. DLASD1 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1**T a Z2**T b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The left singular vectors of the original matrix are stored in U, and the transpose of the right singular vectors are stored in VT, and the singular values are in D. The algorithm consists of three stages: The first stage consists of deflating the size of the problem when there are multiple singular values or when there are zeros in the Z vector. For each such occurrence the dimension of the secular equation problem is reduced by one. This stage is performed by the routine DLASD2. The second stage consists of calculating the updated singular values. This is done by finding the square roots of the roots of the secular equation via the routine DLASD4 (as called by DLASD3). This routine also calculates the singular vectors of the current problem. The final stage consists of computing the updated singular vectors directly using the updated singular values. The singular vectors for the current problem are multiplied with the singular vectors from the overall problem. Parameters NL
NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has row dimension N = NL + NR + 1, and column dimension M = N + SQRE. D D is DOUBLE PRECISION array, dimension (N = NL+NR+1). On entry D(1:NL,1:NL) contains the singular values of the upper block; and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. ALPHA ALPHA is DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA BETA is DOUBLE PRECISION Contains the off-diagonal element associated with the added row. U U is DOUBLE PRECISION array, dimension(LDU,N) On entry U(1:NL, 1:NL) contains the left singular vectors of the upper block; U(NL+2:N, NL+2:N) contains the left singular vectors of the lower block. On exit U contains the left singular vectors of the bidiagonal matrix. LDU LDU is INTEGER The leading dimension of the array U. LDU >= max( 1, N ). VT VT is DOUBLE PRECISION array, dimension(LDVT,M) where M = N + SQRE. On entry VT(1:NL+1, 1:NL+1)**T contains the right singular vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains the right singular vectors of the lower block. On exit VT**T contains the right singular vectors of the bidiagonal matrix. LDVT LDVT is INTEGER The leading dimension of the array VT. LDVT >= max( 1, M ). IDXQ IDXQ is INTEGER array, dimension(N) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. IWORK IWORK is INTEGER array, dimension( 4 * N ) WORK WORK is DOUBLE PRECISION array, dimension( 3*M**2 + 2*M ) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 202 of file dlasd1.f. subroutine dlasd2 (integer NL, integer NR, integer SQRE, integer K, double precision, dimension( * ) D, double precision, dimension( * ) Z, double precision ALPHA, double precision BETA, double precision, dimension( ldu, * ) U, integer LDU, double precision, dimension( ldvt, * ) VT, integer LDVT, double precision, dimension( * ) DSIGMA, double precision, dimension( ldu2, * ) U2, integer LDU2, double precision, dimension( ldvt2, * ) VT2, integer LDVT2, integer, dimension( * ) IDXP, integer, dimension( * ) IDX, integer, dimension( * ) IDXC, integer, dimension( * ) IDXQ, integer, dimension( * ) COLTYP, integer INFO)DLASD2 merges the two sets of singular values together into a single sorted set. Used by sbdsdc.Purpose: DLASD2 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. There are two ways in which deflation can occur: when two or more singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. DLASD2 is called from DLASD1. Parameters NL
NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. K K is INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. D D is DOUBLE PRECISION array, dimension(N) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z Z is DOUBLE PRECISION array, dimension(N) On exit Z contains the updating row vector in the secular equation. ALPHA ALPHA is DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA BETA is DOUBLE PRECISION Contains the off-diagonal element associated with the added row. U U is DOUBLE PRECISION array, dimension(LDU,N) On entry U contains the left singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL, NL), and (NL+2, NL+2), (N,N). On exit U contains the trailing (N-K) updated left singular vectors (those which were deflated) in its last N-K columns. LDU LDU is INTEGER The leading dimension of the array U. LDU >= N. VT VT is DOUBLE PRECISION array, dimension(LDVT,M) On entry VT**T contains the right singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL+1, NL+1), and (NL+2, NL+2), (M,M). On exit VT**T contains the trailing (N-K) updated right singular vectors (those which were deflated) in its last N-K columns. In case SQRE =1, the last row of VT spans the right null space. LDVT LDVT is INTEGER The leading dimension of the array VT. LDVT >= M. DSIGMA DSIGMA is DOUBLE PRECISION array, dimension (N) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. U2 U2 is DOUBLE PRECISION array, dimension(LDU2,N) Contains a copy of the first K-1 left singular vectors which will be used by DLASD3 in a matrix multiply (DGEMM) to solve for the new left singular vectors. U2 is arranged into four blocks. The first block contains a column with 1 at NL+1 and zero everywhere else; the second block contains non-zero entries only at and above NL; the third contains non-zero entries only below NL+1; and the fourth is dense. LDU2 LDU2 is INTEGER The leading dimension of the array U2. LDU2 >= N. VT2 VT2 is DOUBLE PRECISION array, dimension(LDVT2,N) VT2**T contains a copy of the first K right singular vectors which will be used by DLASD3 in a matrix multiply (DGEMM) to solve for the new right singular vectors. VT2 is arranged into three blocks. The first block contains a row that corresponds to the special 0 diagonal element in SIGMA; the second block contains non-zeros only at and before NL +1; the third block contains non-zeros only at and after NL +2. LDVT2 LDVT2 is INTEGER The leading dimension of the array VT2. LDVT2 >= M. IDXP IDXP is INTEGER array, dimension(N) This will contain the permutation used to place deflated values of D at the end of the array. On output IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDX IDX is INTEGER array, dimension(N) This will contain the permutation used to sort the contents of D into ascending order. IDXC IDXC is INTEGER array, dimension(N) This will contain the permutation used to arrange the columns of the deflated U matrix into three groups: the first group contains non-zero entries only at and above NL, the second contains non-zero entries only below NL+2, and the third is dense. IDXQ IDXQ is INTEGER array, dimension(N) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first hlaf of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. COLTYP COLTYP is INTEGER array, dimension(N) As workspace, this will contain a label which will indicate which of the following types a column in the U2 matrix or a row in the VT2 matrix is: 1 : non-zero in the upper half only 2 : non-zero in the lower half only 3 : dense 4 : deflated On exit, it is an array of dimension 4, with COLTYP(I) being the dimension of the I-th type columns. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 266 of file dlasd2.f. subroutine dlasd3 (integer NL, integer NR, integer SQRE, integer K, double precision, dimension( * ) D, double precision, dimension( ldq, * ) Q, integer LDQ, double precision, dimension( * ) DSIGMA, double precision, dimension( ldu, * ) U, integer LDU, double precision, dimension( ldu2, * ) U2, integer LDU2, double precision, dimension( ldvt, * ) VT, integer LDVT, double precision, dimension( ldvt2, * ) VT2, integer LDVT2, integer, dimension( * ) IDXC, integer, dimension( * ) CTOT, double precision, dimension( * ) Z, integer INFO)DLASD3 finds all square roots of the roots of the secular equation, as defined by the values in D and Z, and then updates the singular vectors by matrix multiplication. Used by sbdsdc.Purpose: DLASD3 finds all the square roots of the roots of the secular equation, as defined by the values in D and Z. It makes the appropriate calls to DLASD4 and then updates the singular vectors by matrix multiplication. This code makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. DLASD3 is called from DLASD1. Parameters NL
NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. K K is INTEGER The size of the secular equation, 1 =< K = < N. D D is DOUBLE PRECISION array, dimension(K) On exit the square roots of the roots of the secular equation, in ascending order. Q Q is DOUBLE PRECISION array, dimension (LDQ,K) LDQ LDQ is INTEGER The leading dimension of the array Q. LDQ >= K. DSIGMA DSIGMA is DOUBLE PRECISION array, dimension(K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. U U is DOUBLE PRECISION array, dimension (LDU, N) The last N - K columns of this matrix contain the deflated left singular vectors. LDU LDU is INTEGER The leading dimension of the array U. LDU >= N. U2 U2 is DOUBLE PRECISION array, dimension (LDU2, N) The first K columns of this matrix contain the non-deflated left singular vectors for the split problem. LDU2 LDU2 is INTEGER The leading dimension of the array U2. LDU2 >= N. VT VT is DOUBLE PRECISION array, dimension (LDVT, M) The last M - K columns of VT**T contain the deflated right singular vectors. LDVT LDVT is INTEGER The leading dimension of the array VT. LDVT >= N. VT2 VT2 is DOUBLE PRECISION array, dimension (LDVT2, N) The first K columns of VT2**T contain the non-deflated right singular vectors for the split problem. LDVT2 LDVT2 is INTEGER The leading dimension of the array VT2. LDVT2 >= N. IDXC IDXC is INTEGER array, dimension ( N ) The permutation used to arrange the columns of U (and rows of VT) into three groups: the first group contains non-zero entries only at and above (or before) NL +1; the second contains non-zero entries only at and below (or after) NL+2; and the third is dense. The first column of U and the row of VT are treated separately, however. The rows of the singular vectors found by DLASD4 must be likewise permuted before the matrix multiplies can take place. CTOT CTOT is INTEGER array, dimension ( 4 ) A count of the total number of the various types of columns in U (or rows in VT), as described in IDXC. The fourth column type is any column which has been deflated. Z Z is DOUBLE PRECISION array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating row vector. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 221 of file dlasd3.f. subroutine dlasd4 (integer N, integer I, double precision, dimension( * ) D, double precision, dimension( * ) Z, double precision, dimension( * ) DELTA, double precision RHO, double precision SIGMA, double precision, dimension( * ) WORK, integer INFO)DLASD4 computes the square root of the i-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix. Used by dbdsdc.Purpose: This subroutine computes the square root of the I-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix whose entries are given as the squares of the corresponding entries in the array d, and that 0 <= D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) * diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. Parameters N
N is INTEGER The length of all arrays. I I is INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D D is DOUBLE PRECISION array, dimension ( N ) The original eigenvalues. It is assumed that they are in order, 0 <= D(I) < D(J) for I < J. Z Z is DOUBLE PRECISION array, dimension ( N ) The components of the updating vector. DELTA DELTA is DOUBLE PRECISION array, dimension ( N ) If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th component. If N = 1, then DELTA(1) = 1. The vector DELTA contains the information necessary to construct the (singular) eigenvectors. RHO RHO is DOUBLE PRECISION The scalar in the symmetric updating formula. SIGMA SIGMA is DOUBLE PRECISION The computed sigma_I, the I-th updated eigenvalue. WORK WORK is DOUBLE PRECISION array, dimension ( N ) If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th component. If N = 1, then WORK( 1 ) = 1. INFO INFO is INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters: Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
Definition at line 152 of file dlasd4.f. subroutine dlasd5 (integer I, double precision, dimension( 2 ) D, double precision, dimension( 2 ) Z, double precision, dimension( 2 ) DELTA, double precision RHO, double precision DSIGMA, double precision, dimension( 2 ) WORK)DLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc.Purpose: This subroutine computes the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO * Z * transpose(Z) . The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < j . We also assume RHO > 0 and that the Euclidean norm of the vector Z is one. Parameters I
I is INTEGER The index of the eigenvalue to be computed. I = 1 or I = 2. D D is DOUBLE PRECISION array, dimension ( 2 ) The original eigenvalues. We assume 0 <= D(1) < D(2). Z Z is DOUBLE PRECISION array, dimension ( 2 ) The components of the updating vector. DELTA DELTA is DOUBLE PRECISION array, dimension ( 2 ) Contains (D(j) - sigma_I) in its j-th component. The vector DELTA contains the information necessary to construct the eigenvectors. RHO RHO is DOUBLE PRECISION The scalar in the symmetric updating formula. DSIGMA DSIGMA is DOUBLE PRECISION The computed sigma_I, the I-th updated eigenvalue. WORK WORK is DOUBLE PRECISION array, dimension ( 2 ) WORK contains (D(j) + sigma_I) in its j-th component. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
Definition at line 115 of file dlasd5.f. subroutine dlasd6 (integer ICOMPQ, integer NL, integer NR, integer SQRE, double precision, dimension( * ) D, double precision, dimension( * ) VF, double precision, dimension( * ) VL, double precision ALPHA, double precision BETA, integer, dimension( * ) IDXQ, integer, dimension( * ) PERM, integer GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, double precision, dimension( ldgnum, * ) GIVNUM, integer LDGNUM, double precision, dimension( ldgnum, * ) POLES, double precision, dimension( * ) DIFL, double precision, dimension( * ) DIFR, double precision, dimension( * ) Z, integer K, double precision C, double precision S, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc.Purpose: DLASD6 computes the SVD of an updated upper bidiagonal matrix B obtained by merging two smaller ones by appending a row. This routine is used only for the problem which requires all singular values and optionally singular vector matrices in factored form. B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE. A related subroutine, DLASD1, handles the case in which all singular values and singular vectors of the bidiagonal matrix are desired. DLASD6 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1**T a Z2**T b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The singular values of B can be computed using D1, D2, the first components of all the right singular vectors of the lower block, and the last components of all the right singular vectors of the upper block. These components are stored and updated in VF and VL, respectively, in DLASD6. Hence U and VT are not explicitly referenced. The singular values are stored in D. The algorithm consists of two stages: The first stage consists of deflating the size of the problem when there are multiple singular values or if there is a zero in the Z vector. For each such occurrence the dimension of the secular equation problem is reduced by one. This stage is performed by the routine DLASD7. The second stage consists of calculating the updated singular values. This is done by finding the roots of the secular equation via the routine DLASD4 (as called by DLASD8). This routine also updates VF and VL and computes the distances between the updated singular values and the old singular values. DLASD6 is called from DLASDA. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in factored form: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. NL NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has row dimension N = NL + NR + 1, and column dimension M = N + SQRE. D D is DOUBLE PRECISION array, dimension ( NL+NR+1 ). On entry D(1:NL,1:NL) contains the singular values of the upper block, and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. VF VF is DOUBLE PRECISION array, dimension ( M ) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VL VL is DOUBLE PRECISION array, dimension ( M ) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. ALPHA ALPHA is DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA BETA is DOUBLE PRECISION Contains the off-diagonal element associated with the added row. IDXQ IDXQ is INTEGER array, dimension ( N ) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. PERM PERM is INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each block. Not referenced if ICOMPQ = 0. GIVPTR GIVPTR is INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL GIVCOL is INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL LDGCOL is INTEGER leading dimension of GIVCOL, must be at least N. GIVNUM GIVNUM is DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM LDGNUM is INTEGER The leading dimension of GIVNUM and POLES, must be at least N. POLES POLES is DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) On exit, POLES(1,*) is an array containing the new singular values obtained from solving the secular equation, and POLES(2,*) is an array containing the poles in the secular equation. Not referenced if ICOMPQ = 0. DIFL DIFL is DOUBLE PRECISION array, dimension ( N ) On exit, DIFL(I) is the distance between I-th updated (undeflated) singular value and the I-th (undeflated) old singular value. DIFR DIFR is DOUBLE PRECISION array, dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and dimension ( K ) if ICOMPQ = 0. On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not defined and will not be referenced. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. See DLASD8 for details on DIFL and DIFR. Z Z is DOUBLE PRECISION array, dimension ( M ) The first elements of this array contain the components of the deflation-adjusted updating row vector. K K is INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. C C is DOUBLE PRECISION C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S S is DOUBLE PRECISION S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. WORK WORK is DOUBLE PRECISION array, dimension ( 4 * M ) IWORK IWORK is INTEGER array, dimension ( 3 * N ) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 309 of file dlasd6.f. subroutine dlasd7 (integer ICOMPQ, integer NL, integer NR, integer SQRE, integer K, double precision, dimension( * ) D, double precision, dimension( * ) Z, double precision, dimension( * ) ZW, double precision, dimension( * ) VF, double precision, dimension( * ) VFW, double precision, dimension( * ) VL, double precision, dimension( * ) VLW, double precision ALPHA, double precision BETA, double precision, dimension( * ) DSIGMA, integer, dimension( * ) IDX, integer, dimension( * ) IDXP, integer, dimension( * ) IDXQ, integer, dimension( * ) PERM, integer GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, double precision, dimension( ldgnum, * ) GIVNUM, integer LDGNUM, double precision C, double precision S, integer INFO)DLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. Used by sbdsdc.Purpose: DLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. There are two ways in which deflation can occur: when two or more singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. DLASD7 is called from DLASD6. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in compact form, as follows: = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. NL NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. K K is INTEGER Contains the dimension of the non-deflated matrix, this is the order of the related secular equation. 1 <= K <=N. D D is DOUBLE PRECISION array, dimension ( N ) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z Z is DOUBLE PRECISION array, dimension ( M ) On exit Z contains the updating row vector in the secular equation. ZW ZW is DOUBLE PRECISION array, dimension ( M ) Workspace for Z. VF VF is DOUBLE PRECISION array, dimension ( M ) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VFW VFW is DOUBLE PRECISION array, dimension ( M ) Workspace for VF. VL VL is DOUBLE PRECISION array, dimension ( M ) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. VLW VLW is DOUBLE PRECISION array, dimension ( M ) Workspace for VL. ALPHA ALPHA is DOUBLE PRECISION Contains the diagonal element associated with the added row. BETA BETA is DOUBLE PRECISION Contains the off-diagonal element associated with the added row. DSIGMA DSIGMA is DOUBLE PRECISION array, dimension ( N ) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. IDX IDX is INTEGER array, dimension ( N ) This will contain the permutation used to sort the contents of D into ascending order. IDXP IDXP is INTEGER array, dimension ( N ) This will contain the permutation used to place deflated values of D at the end of the array. On output IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDXQ IDXQ is INTEGER array, dimension ( N ) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first half of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. PERM PERM is INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each singular block. Not referenced if ICOMPQ = 0. GIVPTR GIVPTR is INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL GIVCOL is INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL LDGCOL is INTEGER The leading dimension of GIVCOL, must be at least N. GIVNUM GIVNUM is DOUBLE PRECISION array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM LDGNUM is INTEGER The leading dimension of GIVNUM, must be at least N. C C is DOUBLE PRECISION C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S S is DOUBLE PRECISION S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 276 of file dlasd7.f. subroutine dlasd8 (integer ICOMPQ, integer K, double precision, dimension( * ) D, double precision, dimension( * ) Z, double precision, dimension( * ) VF, double precision, dimension( * ) VL, double precision, dimension( * ) DIFL, double precision, dimension( lddifr, * ) DIFR, integer LDDIFR, double precision, dimension( * ) DSIGMA, double precision, dimension( * ) WORK, integer INFO)DLASD8 finds the square roots of the roots of the secular equation, and stores, for each element in D, the distance to its two nearest poles. Used by sbdsdc.Purpose: DLASD8 finds the square roots of the roots of the secular equation, as defined by the values in DSIGMA and Z. It makes the appropriate calls to DLASD4, and stores, for each element in D, the distance to its two nearest poles (elements in DSIGMA). It also updates the arrays VF and VL, the first and last components of all the right singular vectors of the original bidiagonal matrix. DLASD8 is called from DLASD6. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in factored form in the calling routine: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. K K is INTEGER The number of terms in the rational function to be solved by DLASD4. K >= 1. D D is DOUBLE PRECISION array, dimension ( K ) On output, D contains the updated singular values. Z Z is DOUBLE PRECISION array, dimension ( K ) On entry, the first K elements of this array contain the components of the deflation-adjusted updating row vector. On exit, Z is updated. VF VF is DOUBLE PRECISION array, dimension ( K ) On entry, VF contains information passed through DBEDE8. On exit, VF contains the first K components of the first components of all right singular vectors of the bidiagonal matrix. VL VL is DOUBLE PRECISION array, dimension ( K ) On entry, VL contains information passed through DBEDE8. On exit, VL contains the first K components of the last components of all right singular vectors of the bidiagonal matrix. DIFL DIFL is DOUBLE PRECISION array, dimension ( K ) On exit, DIFL(I) = D(I) - DSIGMA(I). DIFR DIFR is DOUBLE PRECISION array, dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and dimension ( K ) if ICOMPQ = 0. On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not defined and will not be referenced. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. LDDIFR LDDIFR is INTEGER The leading dimension of DIFR, must be at least K. DSIGMA DSIGMA is DOUBLE PRECISION array, dimension ( K ) On entry, the first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. On exit, the elements of DSIGMA may be very slightly altered in value. WORK WORK is DOUBLE PRECISION array, dimension (3*K) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 164 of file dlasd8.f. subroutine dlasda (integer ICOMPQ, integer SMLSIZ, integer N, integer SQRE, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldu, * ) U, integer LDU, double precision, dimension( ldu, * ) VT, integer, dimension( * ) K, double precision, dimension( ldu, * ) DIFL, double precision, dimension( ldu, * ) DIFR, double precision, dimension( ldu, * ) Z, double precision, dimension( ldu, * ) POLES, integer, dimension( * ) GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, integer, dimension( ldgcol, * ) PERM, double precision, dimension( ldu, * ) GIVNUM, double precision, dimension( * ) C, double precision, dimension( * ) S, double precision, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.Purpose: Using a divide and conquer approach, DLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form. A related subroutine, DLASD0, computes the singular values and the singular vectors in explicit form. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in compact form, as follows = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. SMLSIZ SMLSIZ is INTEGER The maximum size of the subproblems at the bottom of the computation tree. N N is INTEGER The row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE SQRE is INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N + 1. D D is DOUBLE PRECISION array, dimension ( N ) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E E is DOUBLE PRECISION array, dimension ( M-1 ) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U U is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, U contains the left singular vector matrices of all subproblems at the bottom level. LDU LDU is INTEGER, LDU = > N. The leading dimension of arrays U, VT, DIFL, DIFR, POLES, GIVNUM, and Z. VT VT is DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, VT**T contains the right singular vector matrices of all subproblems at the bottom level. K K is INTEGER array, dimension ( N ) if ICOMPQ = 1 and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1, on exit, K(I) is the dimension of the I-th secular equation on the computation tree. DIFL DIFL is DOUBLE PRECISION array, dimension ( LDU, NLVL ), where NLVL = floor(log_2 (N/SMLSIZ))). DIFR DIFR is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. If ICOMPQ = 1, on exit, DIFL(1:N, I) and DIFR(1:N, 2 * I - 1) record distances between singular values on the I-th level and singular values on the (I -1)-th level, and DIFR(1:N, 2 * I ) contains the normalizing factors for the right singular vector matrix. See DLASD8 for details. Z Z is DOUBLE PRECISION array, dimension ( LDU, NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. The first K elements of Z(1, I) contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level. POLES POLES is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, POLES(1, 2*I - 1) and POLES(1, 2*I) contain the new and old singular values involved in the secular equations on the I-th level. GIVPTR GIVPTR is INTEGER array, dimension ( N ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, GIVPTR( I ) records the number of Givens rotations performed on the I-th problem on the computation tree. GIVCOL GIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVCOL(1, 2 *I - 1) and GIVCOL(1, 2 *I) record the locations of Givens rotations performed on the I-th level on the computation tree. LDGCOL LDGCOL is INTEGER, LDGCOL = > N. The leading dimension of arrays GIVCOL and PERM. PERM PERM is INTEGER array, dimension ( LDGCOL, NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, PERM(1, I) records permutations done on the I-th level of the computation tree. GIVNUM GIVNUM is DOUBLE PRECISION array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVNUM(1, 2 *I - 1) and GIVNUM(1, 2 *I) record the C- and S- values of Givens rotations performed on the I-th level on the computation tree. C C is DOUBLE PRECISION array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, C( I ) contains the C-value of a Givens rotation related to the right null space of the I-th subproblem. S S is DOUBLE PRECISION array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, S( I ) contains the S-value of a Givens rotation related to the right null space of the I-th subproblem. WORK WORK is DOUBLE PRECISION array, dimension (6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)). IWORK IWORK is INTEGER array, dimension (7*N) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 270 of file dlasda.f. subroutine dlasdq (character UPLO, integer SQRE, integer N, integer NCVT, integer NRU, integer NCC, double precision, dimension( * ) D, double precision, dimension( * ) E, double precision, dimension( ldvt, * ) VT, integer LDVT, double precision, dimension( ldu, * ) U, integer LDU, double precision, dimension( ldc, * ) C, integer LDC, double precision, dimension( * ) WORK, integer INFO)DLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.Purpose: DLASDQ computes the singular value decomposition (SVD) of a real (upper or lower) bidiagonal matrix with diagonal D and offdiagonal E, accumulating the transformations if desired. Letting B denote the input bidiagonal matrix, the algorithm computes orthogonal matrices Q and P such that B = Q * S * P**T (P**T denotes the transpose of P). The singular values S are overwritten on D. The input matrix U is changed to U * Q if desired. The input matrix VT is changed to P**T * VT if desired. The input matrix C is changed to Q**T * C if desired. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3, for a detailed description of the algorithm. Parameters UPLO
UPLO is CHARACTER*1 On entry, UPLO specifies whether the input bidiagonal matrix is upper or lower bidiagonal, and whether it is square are not. UPLO = 'U' or 'u' B is upper bidiagonal. UPLO = 'L' or 'l' B is lower bidiagonal. SQRE SQRE is INTEGER = 0: then the input matrix is N-by-N. = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and (N+1)-by-N if UPLU = 'L'. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. N N is INTEGER On entry, N specifies the number of rows and columns in the matrix. N must be at least 0. NCVT NCVT is INTEGER On entry, NCVT specifies the number of columns of the matrix VT. NCVT must be at least 0. NRU NRU is INTEGER On entry, NRU specifies the number of rows of the matrix U. NRU must be at least 0. NCC NCC is INTEGER On entry, NCC specifies the number of columns of the matrix C. NCC must be at least 0. D D is DOUBLE PRECISION array, dimension (N) On entry, D contains the diagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, D contains the singular values in ascending order. E E is DOUBLE PRECISION array. dimension is (N-1) if SQRE = 0 and N if SQRE = 1. On entry, the entries of E contain the offdiagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, E will contain 0. If the algorithm does not converge, D and E will contain the diagonal and superdiagonal entries of a bidiagonal matrix orthogonally equivalent to the one given as input. VT VT is DOUBLE PRECISION array, dimension (LDVT, NCVT) On entry, contains a matrix which on exit has been premultiplied by P**T, dimension N-by-NCVT if SQRE = 0 and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). LDVT LDVT is INTEGER On entry, LDVT specifies the leading dimension of VT as declared in the calling (sub) program. LDVT must be at least 1. If NCVT is nonzero LDVT must also be at least N. U U is DOUBLE PRECISION array, dimension (LDU, N) On entry, contains a matrix which on exit has been postmultiplied by Q, dimension NRU-by-N if SQRE = 0 and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). LDU LDU is INTEGER On entry, LDU specifies the leading dimension of U as declared in the calling (sub) program. LDU must be at least max( 1, NRU ) . C C is DOUBLE PRECISION array, dimension (LDC, NCC) On entry, contains an N-by-NCC matrix which on exit has been premultiplied by Q**T dimension N-by-NCC if SQRE = 0 and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). LDC LDC is INTEGER On entry, LDC specifies the leading dimension of C as declared in the calling (sub) program. LDC must be at least 1. If NCC is nonzero, LDC must also be at least N. WORK WORK is DOUBLE PRECISION array, dimension (4*N) Workspace. Only referenced if one of NCVT, NRU, or NCC is nonzero, and if N is at least 2. INFO INFO is INTEGER On exit, a value of 0 indicates a successful exit. If INFO < 0, argument number -INFO is illegal. If INFO > 0, the algorithm did not converge, and INFO specifies how many superdiagonals did not converge. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 209 of file dlasdq.f. subroutine dlasdt (integer N, integer LVL, integer ND, integer, dimension( * ) INODE, integer, dimension( * ) NDIML, integer, dimension( * ) NDIMR, integer MSUB)DLASDT creates a tree of subproblems for bidiagonal divide and conquer. Used by sbdsdc.Purpose: DLASDT creates a tree of subproblems for bidiagonal divide and conquer. Parameters N
N is INTEGER On entry, the number of diagonal elements of the bidiagonal matrix. LVL LVL is INTEGER On exit, the number of levels on the computation tree. ND ND is INTEGER On exit, the number of nodes on the tree. INODE INODE is INTEGER array, dimension ( N ) On exit, centers of subproblems. NDIML NDIML is INTEGER array, dimension ( N ) On exit, row dimensions of left children. NDIMR NDIMR is INTEGER array, dimension ( N ) On exit, row dimensions of right children. MSUB MSUB is INTEGER On entry, the maximum row dimension each subproblem at the bottom of the tree can be of. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 104 of file dlasdt.f. subroutine dlaset (character UPLO, integer M, integer N, double precision ALPHA, double precision BETA, double precision, dimension( lda, * ) A, integer LDA)DLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.Purpose: DLASET initializes an m-by-n matrix A to BETA on the diagonal and ALPHA on the offdiagonals. Parameters UPLO
UPLO is CHARACTER*1 Specifies the part of the matrix A to be set. = 'U': Upper triangular part is set; the strictly lower triangular part of A is not changed. = 'L': Lower triangular part is set; the strictly upper triangular part of A is not changed. Otherwise: All of the matrix A is set. M M is INTEGER The number of rows of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. ALPHA ALPHA is DOUBLE PRECISION The constant to which the offdiagonal elements are to be set. BETA BETA is DOUBLE PRECISION The constant to which the diagonal elements are to be set. A A is DOUBLE PRECISION array, dimension (LDA,N) On exit, the leading m-by-n submatrix of A is set as follows: if UPLO = 'U', A(i,j) = ALPHA, 1<=i<=j-1, 1<=j<=n, if UPLO = 'L', A(i,j) = ALPHA, j+1<=i<=m, 1<=j<=n, otherwise, A(i,j) = ALPHA, 1<=i<=m, 1<=j<=n, i.ne.j, and, for all UPLO, A(i,i) = BETA, 1<=i<=min(m,n). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 109 of file dlaset.f. subroutine dlasr (character SIDE, character PIVOT, character DIRECT, integer M, integer N, double precision, dimension( * ) C, double precision, dimension( * ) S, double precision, dimension( lda, * ) A, integer LDA)DLASR applies a sequence of plane rotations to a general rectangular matrix.Purpose: DLASR applies a sequence of plane rotations to a real matrix A, from either the left or the right. When SIDE = 'L', the transformation takes the form A := P*A and when SIDE = 'R', the transformation takes the form A := A*P**T where P is an orthogonal matrix consisting of a sequence of z plane rotations, with z = M when SIDE = 'L' and z = N when SIDE = 'R', and P**T is the transpose of P. When DIRECT = 'F' (Forward sequence), then P = P(z-1) * ... * P(2) * P(1) and when DIRECT = 'B' (Backward sequence), then P = P(1) * P(2) * ... * P(z-1) where P(k) is a plane rotation matrix defined by the 2-by-2 rotation R(k) = ( c(k) s(k) ) = ( -s(k) c(k) ). When PIVOT = 'V' (Variable pivot), the rotation is performed for the plane (k,k+1), i.e., P(k) has the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears as a rank-2 modification to the identity matrix in rows and columns k and k+1. When PIVOT = 'T' (Top pivot), the rotation is performed for the plane (1,k+1), so P(k) has the form P(k) = ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears in rows and columns 1 and k+1. Similarly, when PIVOT = 'B' (Bottom pivot), the rotation is performed for the plane (k,z), giving P(k) the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) where R(k) appears in rows and columns k and z. The rotations are performed without ever forming P(k) explicitly. Parameters SIDE
SIDE is CHARACTER*1 Specifies whether the plane rotation matrix P is applied to A on the left or the right. = 'L': Left, compute A := P*A = 'R': Right, compute A:= A*P**T PIVOT PIVOT is CHARACTER*1 Specifies the plane for which P(k) is a plane rotation matrix. = 'V': Variable pivot, the plane (k,k+1) = 'T': Top pivot, the plane (1,k+1) = 'B': Bottom pivot, the plane (k,z) DIRECT DIRECT is CHARACTER*1 Specifies whether P is a forward or backward sequence of plane rotations. = 'F': Forward, P = P(z-1)*...*P(2)*P(1) = 'B': Backward, P = P(1)*P(2)*...*P(z-1) M M is INTEGER The number of rows of the matrix A. If m <= 1, an immediate return is effected. N N is INTEGER The number of columns of the matrix A. If n <= 1, an immediate return is effected. C C is DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The cosines c(k) of the plane rotations. S S is DOUBLE PRECISION array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The sines s(k) of the plane rotations. The 2-by-2 plane rotation part of the matrix P(k), R(k), has the form R(k) = ( c(k) s(k) ) ( -s(k) c(k) ). A A is DOUBLE PRECISION array, dimension (LDA,N) The M-by-N matrix A. On exit, A is overwritten by P*A if SIDE = 'L' or by A*P**T if SIDE = 'R'. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 198 of file dlasr.f. subroutine dlasv2 (double precision F, double precision G, double precision H, double precision SSMIN, double precision SSMAX, double precision SNR, double precision CSR, double precision SNL, double precision CSL)DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.Purpose: DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix [ F G ] [ 0 H ]. On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and right singular vectors for abs(SSMAX), giving the decomposition [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ] [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ]. Parameters F
F is DOUBLE PRECISION The (1,1) element of the 2-by-2 matrix. G G is DOUBLE PRECISION The (1,2) element of the 2-by-2 matrix. H H is DOUBLE PRECISION The (2,2) element of the 2-by-2 matrix. SSMIN SSMIN is DOUBLE PRECISION abs(SSMIN) is the smaller singular value. SSMAX SSMAX is DOUBLE PRECISION abs(SSMAX) is the larger singular value. SNL SNL is DOUBLE PRECISION CSL CSL is DOUBLE PRECISION The vector (CSL, SNL) is a unit left singular vector for the singular value abs(SSMAX). SNR SNR is DOUBLE PRECISION CSR CSR is DOUBLE PRECISION The vector (CSR, SNR) is a unit right singular vector for the singular value abs(SSMAX). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: Any input parameter may be aliased with any output parameter. Barring over/underflow and assuming a guard digit in subtraction, all output quantities are correct to within a few units in the last place (ulps). In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. Definition at line 137 of file dlasv2.f. integer function ieeeck (integer ISPEC, real ZERO, real ONE)IEEECKPurpose: IEEECK is called from the ILAENV to verify that Infinity and possibly NaN arithmetic is safe (i.e. will not trap). Parameters ISPEC
ISPEC is INTEGER Specifies whether to test just for inifinity arithmetic or whether to test for infinity and NaN arithmetic. = 0: Verify infinity arithmetic only. = 1: Verify infinity and NaN arithmetic. ZERO ZERO is REAL Must contain the value 0.0 This is passed to prevent the compiler from optimizing away this code. ONE ONE is REAL Must contain the value 1.0 This is passed to prevent the compiler from optimizing away this code. RETURN VALUE: INTEGER = 0: Arithmetic failed to produce the correct answers = 1: Arithmetic produced the correct answers Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 81 of file ieeeck.f. integer function iladlc (integer M, integer N, double precision, dimension( lda, * ) A, integer LDA)ILADLC scans a matrix for its last non-zero column.Purpose: ILADLC scans A for its last non-zero column. Parameters M
M is INTEGER The number of rows of the matrix A. N N is INTEGER The number of columns of the matrix A. A A is DOUBLE PRECISION array, dimension (LDA,N) The m by n matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 77 of file iladlc.f. integer function iladlr (integer M, integer N, double precision, dimension( lda, * ) A, integer LDA)ILADLR scans a matrix for its last non-zero row.Purpose: ILADLR scans A for its last non-zero row. Parameters M
M is INTEGER The number of rows of the matrix A. N N is INTEGER The number of columns of the matrix A. A A is DOUBLE PRECISION array, dimension (LDA,N) The m by n matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 77 of file iladlr.f. integer function ilaenv (integer ISPEC, character*( * ) NAME, character*( * ) OPTS, integer N1, integer N2, integer N3, integer N4)ILAENVPurpose: ILAENV is called from the LAPACK routines to choose problem-dependent parameters for the local environment. See ISPEC for a description of the parameters. ILAENV returns an INTEGER if ILAENV >= 0: ILAENV returns the value of the parameter specified by ISPEC if ILAENV < 0: if ILAENV = -k, the k-th argument had an illegal value. This version provides a set of parameters which should give good, but not optimal, performance on many of the currently available computers. Users are encouraged to modify this subroutine to set the tuning parameters for their particular machine using the option and problem size information in the arguments. This routine will not function correctly if it is converted to all lower case. Converting it to all upper case is allowed. Parameters ISPEC
ISPEC is INTEGER Specifies the parameter to be returned as the value of ILAENV. = 1: the optimal blocksize; if this value is 1, an unblocked algorithm will give the best performance. = 2: the minimum block size for which the block routine should be used; if the usable block size is less than this value, an unblocked routine should be used. = 3: the crossover point (in a block routine, for N less than this value, an unblocked routine should be used) = 4: the number of shifts, used in the nonsymmetric eigenvalue routines (DEPRECATED) = 5: the minimum column dimension for blocking to be used; rectangular blocks must have dimension at least k by m, where k is given by ILAENV(2,...) and m by ILAENV(5,...) = 6: the crossover point for the SVD (when reducing an m by n matrix to bidiagonal form, if max(m,n)/min(m,n) exceeds this value, a QR factorization is used first to reduce the matrix to a triangular form.) = 7: the number of processors = 8: the crossover point for the multishift QR method for nonsymmetric eigenvalue problems (DEPRECATED) = 9: maximum size of the subproblems at the bottom of the computation tree in the divide-and-conquer algorithm (used by xGELSD and xGESDD) =10: ieee infinity and NaN arithmetic can be trusted not to trap =11: infinity arithmetic can be trusted not to trap 12 <= ISPEC <= 17: xHSEQR or related subroutines, see IPARMQ for detailed explanation NAME NAME is CHARACTER*(*) The name of the calling subroutine, in either upper case or lower case. OPTS OPTS is CHARACTER*(*) The character options to the subroutine NAME, concatenated into a single character string. For example, UPLO = 'U', TRANS = 'T', and DIAG = 'N' for a triangular routine would be specified as OPTS = 'UTN'. N1 N1 is INTEGER N2 N2 is INTEGER N3 N3 is INTEGER N4 N4 is INTEGER Problem dimensions for the subroutine NAME; these may not all be required. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: The following conventions have been used when calling ILAENV from the LAPACK routines: 1) OPTS is a concatenation of all of the character options to subroutine NAME, in the same order that they appear in the argument list for NAME, even if they are not used in determining the value of the parameter specified by ISPEC. 2) The problem dimensions N1, N2, N3, N4 are specified in the order that they appear in the argument list for NAME. N1 is used first, N2 second, and so on, and unused problem dimensions are passed a value of -1. 3) The parameter value returned by ILAENV is checked for validity in the calling subroutine. For example, ILAENV is used to retrieve the optimal blocksize for STRTRI as follows: NB = ILAENV( 1, 'STRTRI', UPLO // DIAG, N, -1, -1, -1 ) IF( NB.LE.1 ) NB = MAX( 1, N ) Definition at line 161 of file ilaenv.f. integer function ilaenv2stage (integer ISPEC, character*( * ) NAME, character*( * ) OPTS, integer N1, integer N2, integer N3, integer N4)ILAENV2STAGEPurpose: ILAENV2STAGE is called from the LAPACK routines to choose problem-dependent parameters for the local environment. See ISPEC for a description of the parameters. It sets problem and machine dependent parameters useful for *_2STAGE and related subroutines. ILAENV2STAGE returns an INTEGER if ILAENV2STAGE >= 0: ILAENV2STAGE returns the value of the parameter specified by ISPEC if ILAENV2STAGE < 0: if ILAENV2STAGE = -k, the k-th argument had an illegal value. This version provides a set of parameters which should give good, but not optimal, performance on many of the currently available computers for the 2-stage solvers. Users are encouraged to modify this subroutine to set the tuning parameters for their particular machine using the option and problem size information in the arguments. This routine will not function correctly if it is converted to all lower case. Converting it to all upper case is allowed. Parameters ISPEC
ISPEC is INTEGER Specifies the parameter to be returned as the value of ILAENV2STAGE. = 1: the optimal blocksize nb for the reduction to BAND = 2: the optimal blocksize ib for the eigenvectors singular vectors update routine = 3: The length of the array that store the Housholder representation for the second stage Band to Tridiagonal or Bidiagonal = 4: The workspace needed for the routine in input. = 5: For future release. NAME NAME is CHARACTER*(*) The name of the calling subroutine, in either upper case or lower case. OPTS OPTS is CHARACTER*(*) The character options to the subroutine NAME, concatenated into a single character string. For example, UPLO = 'U', TRANS = 'T', and DIAG = 'N' for a triangular routine would be specified as OPTS = 'UTN'. N1 N1 is INTEGER N2 N2 is INTEGER N3 N3 is INTEGER N4 N4 is INTEGER Problem dimensions for the subroutine NAME; these may not all be required. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Nick R. Papior Further Details: The following conventions have been used when calling ILAENV2STAGE from the LAPACK routines: 1) OPTS is a concatenation of all of the character options to subroutine NAME, in the same order that they appear in the argument list for NAME, even if they are not used in determining the value of the parameter specified by ISPEC. 2) The problem dimensions N1, N2, N3, N4 are specified in the order that they appear in the argument list for NAME. N1 is used first, N2 second, and so on, and unused problem dimensions are passed a value of -1. 3) The parameter value returned by ILAENV2STAGE is checked for validity in the calling subroutine. Definition at line 148 of file ilaenv2stage.f. integer function iparmq (integer ISPEC, character, dimension( * ) NAME, character, dimension( * ) OPTS, integer N, integer ILO, integer IHI, integer LWORK)IPARMQPurpose: This program sets problem and machine dependent parameters useful for xHSEQR and related subroutines for eigenvalue problems. It is called whenever IPARMQ is called with 12 <= ISPEC <= 16 Parameters ISPEC
ISPEC is INTEGER ISPEC specifies which tunable parameter IPARMQ should return. ISPEC=12: (INMIN) Matrices of order nmin or less are sent directly to xLAHQR, the implicit double shift QR algorithm. NMIN must be at least 11. ISPEC=13: (INWIN) Size of the deflation window. This is best set greater than or equal to the number of simultaneous shifts NS. Larger matrices benefit from larger deflation windows. ISPEC=14: (INIBL) Determines when to stop nibbling and invest in an (expensive) multi-shift QR sweep. If the aggressive early deflation subroutine finds LD converged eigenvalues from an order NW deflation window and LD > (NW*NIBBLE)/100, then the next QR sweep is skipped and early deflation is applied immediately to the remaining active diagonal block. Setting IPARMQ(ISPEC=14) = 0 causes TTQRE to skip a multi-shift QR sweep whenever early deflation finds a converged eigenvalue. Setting IPARMQ(ISPEC=14) greater than or equal to 100 prevents TTQRE from skipping a multi-shift QR sweep. ISPEC=15: (NSHFTS) The number of simultaneous shifts in a multi-shift QR iteration. ISPEC=16: (IACC22) IPARMQ is set to 0, 1 or 2 with the following meanings. 0: During the multi-shift QR/QZ sweep, blocked eigenvalue reordering, blocked Hessenberg-triangular reduction, reflections and/or rotations are not accumulated when updating the far-from-diagonal matrix entries. 1: During the multi-shift QR/QZ sweep, blocked eigenvalue reordering, blocked Hessenberg-triangular reduction, reflections and/or rotations are accumulated, and matrix-matrix multiplication is used to update the far-from-diagonal matrix entries. 2: During the multi-shift QR/QZ sweep, blocked eigenvalue reordering, blocked Hessenberg-triangular reduction, reflections and/or rotations are accumulated, and 2-by-2 block structure is exploited during matrix-matrix multiplies. (If xTRMM is slower than xGEMM, then IPARMQ(ISPEC=16)=1 may be more efficient than IPARMQ(ISPEC=16)=2 despite the greater level of arithmetic work implied by the latter choice.) ISPEC=17: (ICOST) An estimate of the relative cost of flops within the near-the-diagonal shift chase compared to flops within the BLAS calls of a QZ sweep. NAME NAME is CHARACTER string Name of the calling subroutine OPTS OPTS is CHARACTER string This is a concatenation of the string arguments to TTQRE. N N is INTEGER N is the order of the Hessenberg matrix H. ILO ILO is INTEGER IHI IHI is INTEGER It is assumed that H is already upper triangular in rows and columns 1:ILO-1 and IHI+1:N. LWORK LWORK is INTEGER The amount of workspace available. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: Little is known about how best to choose these parameters. It is possible to use different values of the parameters for each of CHSEQR, DHSEQR, SHSEQR and ZHSEQR. It is probably best to choose different parameters for different matrices and different parameters at different times during the iteration, but this has not been implemented --- yet. The best choices of most of the parameters depend in an ill-understood way on the relative execution rate of xLAQR3 and xLAQR5 and on the nature of each particular eigenvalue problem. Experiment may be the only practical way to determine which choices are most effective. Following is a list of default values supplied by IPARMQ. These defaults may be adjusted in order to attain better performance in any particular computational environment. IPARMQ(ISPEC=12) The xLAHQR vs xLAQR0 crossover point. Default: 75. (Must be at least 11.) IPARMQ(ISPEC=13) Recommended deflation window size. This depends on ILO, IHI and NS, the number of simultaneous shifts returned by IPARMQ(ISPEC=15). The default for (IHI-ILO+1) <= 500 is NS. The default for (IHI-ILO+1) > 500 is 3*NS/2. IPARMQ(ISPEC=14) Nibble crossover point. Default: 14. IPARMQ(ISPEC=15) Number of simultaneous shifts, NS. a multi-shift QR iteration. If IHI-ILO+1 is ... greater than ...but less ... the or equal to ... than default is 0 30 NS = 2+ 30 60 NS = 4+ 60 150 NS = 10 150 590 NS = ** 590 3000 NS = 64 3000 6000 NS = 128 6000 infinity NS = 256 (+) By default matrices of this order are passed to the implicit double shift routine xLAHQR. See IPARMQ(ISPEC=12) above. These values of NS are used only in case of a rare xLAHQR failure. (**) The asterisks (**) indicate an ad-hoc function increasing from 10 to 64. IPARMQ(ISPEC=16) Select structured matrix multiply. (See ISPEC=16 above for details.) Default: 3. IPARMQ(ISPEC=17) Relative cost heuristic for blocksize selection. Expressed as a percentage. Default: 10. Definition at line 229 of file iparmq.f. logical function lsamen (integer N, character*( * ) CA, character*( * ) CB)LSAMENPurpose: LSAMEN tests if the first N letters of CA are the same as the first N letters of CB, regardless of case. LSAMEN returns .TRUE. if CA and CB are equivalent except for case and .FALSE. otherwise. LSAMEN also returns .FALSE. if LEN( CA ) or LEN( CB ) is less than N. Parameters N
N is INTEGER The number of characters in CA and CB to be compared. CA CA is CHARACTER*(*) CB CB is CHARACTER*(*) CA and CB specify two character strings of length at least N. Only the first N characters of each string will be accessed. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 73 of file lsamen.f. subroutine scombssq (real, dimension( 2 ) V1, real, dimension( 2 ) V2)SCOMBSSQ adds two scaled sum of squares quantitiesPurpose: SCOMBSSQ adds two scaled sum of squares quantities, V1 := V1 + V2. That is, V1_scale**2 * V1_sumsq := V1_scale**2 * V1_sumsq + V2_scale**2 * V2_sumsq Parameters V1
V1 is REAL array, dimension (2). The first scaled sum. V1(1) = V1_scale, V1(2) = V1_sumsq. V2 V2 is REAL array, dimension (2). The second scaled sum. V2(1) = V2_scale, V2(2) = V2_sumsq. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 59 of file scombssq.f. logical function sisnan (real, intent(in) SIN)SISNAN tests input for NaN.Purpose: SISNAN returns .TRUE. if its argument is NaN, and .FALSE. otherwise. To be replaced by the Fortran 2003 intrinsic in the future. Parameters SIN
SIN is REAL Input to test for NaN. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 58 of file sisnan.f. subroutine slabad (real SMALL, real LARGE)SLABADPurpose: SLABAD takes as input the values computed by SLAMCH for underflow and overflow, and returns the square root of each of these values if the log of LARGE is sufficiently large. This subroutine is intended to identify machines with a large exponent range, such as the Crays, and redefine the underflow and overflow limits to be the square roots of the values computed by SLAMCH. This subroutine is needed because SLAMCH does not compensate for poor arithmetic in the upper half of the exponent range, as is found on a Cray. Parameters SMALL
SMALL is REAL On entry, the underflow threshold as computed by SLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of SMALL, otherwise unchanged. LARGE LARGE is REAL On entry, the overflow threshold as computed by SLAMCH. On exit, if LOG10(LARGE) is sufficiently large, the square root of LARGE, otherwise unchanged. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 73 of file slabad.f. subroutine slacpy (character UPLO, integer M, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB)SLACPY copies all or part of one two-dimensional array to another.Purpose: SLACPY copies all or part of a two-dimensional matrix A to another matrix B. Parameters UPLO
UPLO is CHARACTER*1 Specifies the part of the matrix A to be copied to B. = 'U': Upper triangular part = 'L': Lower triangular part Otherwise: All of the matrix A M M is INTEGER The number of rows of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. A A is REAL array, dimension (LDA,N) The m by n matrix A. If UPLO = 'U', only the upper triangle or trapezoid is accessed; if UPLO = 'L', only the lower triangle or trapezoid is accessed. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). B B is REAL array, dimension (LDB,N) On exit, B = A in the locations specified by UPLO. LDB LDB is INTEGER The leading dimension of the array B. LDB >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 102 of file slacpy.f. subroutine slae2 (real A, real B, real C, real RT1, real RT2)SLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix.Purpose: SLAE2 computes the eigenvalues of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, and RT2 is the eigenvalue of smaller absolute value. Parameters A
A is REAL The (1,1) element of the 2-by-2 matrix. B B is REAL The (1,2) and (2,1) elements of the 2-by-2 matrix. C C is REAL The (2,2) element of the 2-by-2 matrix. RT1 RT1 is REAL The eigenvalue of larger absolute value. RT2 RT2 is REAL The eigenvalue of smaller absolute value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: RT1 is accurate to a few ulps barring over/underflow. RT2 may be inaccurate if there is massive cancellation in the determinant A*C-B*B; higher precision or correctly rounded or correctly truncated arithmetic would be needed to compute RT2 accurately in all cases. Overflow is possible only if RT1 is within a factor of 5 of overflow. Underflow is harmless if the input data is 0 or exceeds underflow_threshold / macheps. Definition at line 101 of file slae2.f. subroutine slaebz (integer IJOB, integer NITMAX, integer N, integer MMAX, integer MINP, integer NBMIN, real ABSTOL, real RELTOL, real PIVMIN, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) E2, integer, dimension( * ) NVAL, real, dimension( mmax, * ) AB, real, dimension( * ) C, integer MOUT, integer, dimension( mmax, * ) NAB, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)SLAEBZ computes the number of eigenvalues of a real symmetric tridiagonal matrix which are less than or equal to a given value, and performs other tasks required by the routine sstebz.Purpose: SLAEBZ contains the iteration loops which compute and use the function N(w), which is the count of eigenvalues of a symmetric tridiagonal matrix T less than or equal to its argument w. It performs a choice of two types of loops: IJOB=1, followed by IJOB=2: It takes as input a list of intervals and returns a list of sufficiently small intervals whose union contains the same eigenvalues as the union of the original intervals. The input intervals are (AB(j,1),AB(j,2)], j=1,...,MINP. The output interval (AB(j,1),AB(j,2)] will contain eigenvalues NAB(j,1)+1,...,NAB(j,2), where 1 <= j <= MOUT. IJOB=3: It performs a binary search in each input interval (AB(j,1),AB(j,2)] for a point w(j) such that N(w(j))=NVAL(j), and uses C(j) as the starting point of the search. If such a w(j) is found, then on output AB(j,1)=AB(j,2)=w. If no such w(j) is found, then on output (AB(j,1),AB(j,2)] will be a small interval containing the point where N(w) jumps through NVAL(j), unless that point lies outside the initial interval. Note that the intervals are in all cases half-open intervals, i.e., of the form (a,b] , which includes b but not a . To avoid underflow, the matrix should be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value. To assure the most accurate computation of small eigenvalues, the matrix should be scaled to be not much smaller than that, either. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966 Note: the arguments are, in general, *not* checked for unreasonable values. Parameters IJOB
IJOB is INTEGER Specifies what is to be done: = 1: Compute NAB for the initial intervals. = 2: Perform bisection iteration to find eigenvalues of T. = 3: Perform bisection iteration to invert N(w), i.e., to find a point which has a specified number of eigenvalues of T to its left. Other values will cause SLAEBZ to return with INFO=-1. NITMAX NITMAX is INTEGER The maximum number of "levels" of bisection to be performed, i.e., an interval of width W will not be made smaller than 2^(-NITMAX) * W. If not all intervals have converged after NITMAX iterations, then INFO is set to the number of non-converged intervals. N N is INTEGER The dimension n of the tridiagonal matrix T. It must be at least 1. MMAX MMAX is INTEGER The maximum number of intervals. If more than MMAX intervals are generated, then SLAEBZ will quit with INFO=MMAX+1. MINP MINP is INTEGER The initial number of intervals. It may not be greater than MMAX. NBMIN NBMIN is INTEGER The smallest number of intervals that should be processed using a vector loop. If zero, then only the scalar loop will be used. ABSTOL ABSTOL is REAL The minimum (absolute) width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. This must be at least zero. RELTOL RELTOL is REAL The minimum relative width of an interval. When an interval is narrower than ABSTOL, or than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. PIVMIN PIVMIN is REAL The minimum absolute value of a "pivot" in the Sturm sequence loop. This must be at least max |e(j)**2|*safe_min and at least safe_min, where safe_min is at least the smallest number that can divide one without overflow. D D is REAL array, dimension (N) The diagonal elements of the tridiagonal matrix T. E E is REAL array, dimension (N) The offdiagonal elements of the tridiagonal matrix T in positions 1 through N-1. E(N) is arbitrary. E2 E2 is REAL array, dimension (N) The squares of the offdiagonal elements of the tridiagonal matrix T. E2(N) is ignored. NVAL NVAL is INTEGER array, dimension (MINP) If IJOB=1 or 2, not referenced. If IJOB=3, the desired values of N(w). The elements of NVAL will be reordered to correspond with the intervals in AB. Thus, NVAL(j) on output will not, in general be the same as NVAL(j) on input, but it will correspond with the interval (AB(j,1),AB(j,2)] on output. AB AB is REAL array, dimension (MMAX,2) The endpoints of the intervals. AB(j,1) is a(j), the left endpoint of the j-th interval, and AB(j,2) is b(j), the right endpoint of the j-th interval. The input intervals will, in general, be modified, split, and reordered by the calculation. C C is REAL array, dimension (MMAX) If IJOB=1, ignored. If IJOB=2, workspace. If IJOB=3, then on input C(j) should be initialized to the first search point in the binary search. MOUT MOUT is INTEGER If IJOB=1, the number of eigenvalues in the intervals. If IJOB=2 or 3, the number of intervals output. If IJOB=3, MOUT will equal MINP. NAB NAB is INTEGER array, dimension (MMAX,2) If IJOB=1, then on output NAB(i,j) will be set to N(AB(i,j)). If IJOB=2, then on input, NAB(i,j) should be set. It must satisfy the condition: N(AB(i,1)) <= NAB(i,1) <= NAB(i,2) <= N(AB(i,2)), which means that in interval i only eigenvalues NAB(i,1)+1,...,NAB(i,2) will be considered. Usually, NAB(i,j)=N(AB(i,j)), from a previous call to SLAEBZ with IJOB=1. On output, NAB(i,j) will contain max(na(k),min(nb(k),N(AB(i,j)))), where k is the index of the input interval that the output interval (AB(j,1),AB(j,2)] came from, and na(k) and nb(k) are the the input values of NAB(k,1) and NAB(k,2). If IJOB=3, then on output, NAB(i,j) contains N(AB(i,j)), unless N(w) > NVAL(i) for all search points w , in which case NAB(i,1) will not be modified, i.e., the output value will be the same as the input value (modulo reorderings -- see NVAL and AB), or unless N(w) < NVAL(i) for all search points w , in which case NAB(i,2) will not be modified. Normally, NAB should be set to some distinctive value(s) before SLAEBZ is called. WORK WORK is REAL array, dimension (MMAX) Workspace. IWORK IWORK is INTEGER array, dimension (MMAX) Workspace. INFO INFO is INTEGER = 0: All intervals converged. = 1--MMAX: The last INFO intervals did not converge. = MMAX+1: More than MMAX intervals were generated. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: This routine is intended to be called only by other LAPACK routines, thus the interface is less user-friendly. It is intended for two purposes: (a) finding eigenvalues. In this case, SLAEBZ should have one or more initial intervals set up in AB, and SLAEBZ should be called with IJOB=1. This sets up NAB, and also counts the eigenvalues. Intervals with no eigenvalues would usually be thrown out at this point. Also, if not all the eigenvalues in an interval i are desired, NAB(i,1) can be increased or NAB(i,2) decreased. For example, set NAB(i,1)=NAB(i,2)-1 to get the largest eigenvalue. SLAEBZ is then called with IJOB=2 and MMAX no smaller than the value of MOUT returned by the call with IJOB=1. After this (IJOB=2) call, eigenvalues NAB(i,1)+1 through NAB(i,2) are approximately AB(i,1) (or AB(i,2)) to the tolerance specified by ABSTOL and RELTOL. (b) finding an interval (a',b'] containing eigenvalues w(f),...,w(l). In this case, start with a Gershgorin interval (a,b). Set up AB to contain 2 search intervals, both initially (a,b). One NVAL element should contain f-1 and the other should contain l , while C should contain a and b, resp. NAB(i,1) should be -1 and NAB(i,2) should be N+1, to flag an error if the desired interval does not lie in (a,b). SLAEBZ is then called with IJOB=3. On exit, if w(f-1) < w(f), then one of the intervals -- j -- will have AB(j,1)=AB(j,2) and NAB(j,1)=NAB(j,2)=f-1, while if, to the specified tolerance, w(f-k)=...=w(f+r), k > 0 and r >= 0, then the interval will have N(AB(j,1))=NAB(j,1)=f-k and N(AB(j,2))=NAB(j,2)=f+r. The cases w(l) < w(l+1) and w(l-r)=...=w(l+k) are handled similarly. Definition at line 316 of file slaebz.f. subroutine slaev2 (real A, real B, real C, real RT1, real RT2, real CS1, real SN1)SLAEV2 computes the eigenvalues and eigenvectors of a 2-by-2 symmetric/Hermitian matrix.Purpose: SLAEV2 computes the eigendecomposition of a 2-by-2 symmetric matrix [ A B ] [ B C ]. On return, RT1 is the eigenvalue of larger absolute value, RT2 is the eigenvalue of smaller absolute value, and (CS1,SN1) is the unit right eigenvector for RT1, giving the decomposition [ CS1 SN1 ] [ A B ] [ CS1 -SN1 ] = [ RT1 0 ] [-SN1 CS1 ] [ B C ] [ SN1 CS1 ] [ 0 RT2 ]. Parameters A
A is REAL The (1,1) element of the 2-by-2 matrix. B B is REAL The (1,2) element and the conjugate of the (2,1) element of the 2-by-2 matrix. C C is REAL The (2,2) element of the 2-by-2 matrix. RT1 RT1 is REAL The eigenvalue of larger absolute value. RT2 RT2 is REAL The eigenvalue of smaller absolute value. CS1 CS1 is REAL SN1 SN1 is REAL The vector (CS1, SN1) is a unit right eigenvector for RT1. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: RT1 is accurate to a few ulps barring over/underflow. RT2 may be inaccurate if there is massive cancellation in the determinant A*C-B*B; higher precision or correctly rounded or correctly truncated arithmetic would be needed to compute RT2 accurately in all cases. CS1 and SN1 are accurate to a few ulps barring over/underflow. Overflow is possible only if RT1 is within a factor of 5 of overflow. Underflow is harmless if the input data is 0 or exceeds underflow_threshold / macheps. Definition at line 119 of file slaev2.f. subroutine slag2d (integer M, integer N, real, dimension( ldsa, * ) SA, integer LDSA, double precision, dimension( lda, * ) A, integer LDA, integer INFO)SLAG2D converts a single precision matrix to a double precision matrix.Purpose: SLAG2D converts a SINGLE PRECISION matrix, SA, to a DOUBLE PRECISION matrix, A. Note that while it is possible to overflow while converting from double to single, it is not possible to overflow when converting from single to double. This is an auxiliary routine so there is no argument checking. Parameters M
M is INTEGER The number of lines of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. SA SA is REAL array, dimension (LDSA,N) On entry, the M-by-N coefficient matrix SA. LDSA LDSA is INTEGER The leading dimension of the array SA. LDSA >= max(1,M). A A is DOUBLE PRECISION array, dimension (LDA,N) On exit, the M-by-N coefficient matrix A. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). INFO INFO is INTEGER = 0: successful exit Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 103 of file slag2d.f. subroutine slagts (integer JOB, integer N, real, dimension( * ) A, real, dimension( * ) B, real, dimension( * ) C, real, dimension( * ) D, integer, dimension( * ) IN, real, dimension( * ) Y, real TOL, integer INFO)SLAGTS solves the system of equations (T-λI)x = y or (T-λI)Tx = y,where T is a general tridiagonal matrix and λ a scalar, using the LU factorization computed by slagtf.Purpose: SLAGTS may be used to solve one of the systems of equations (T - lambda*I)*x = y or (T - lambda*I)**T*x = y, where T is an n by n tridiagonal matrix, for x, following the factorization of (T - lambda*I) as (T - lambda*I) = P*L*U , by routine SLAGTF. The choice of equation to be solved is controlled by the argument JOB, and in each case there is an option to perturb zero or very small diagonal elements of U, this option being intended for use in applications such as inverse iteration. Parameters JOB
JOB is INTEGER Specifies the job to be performed by SLAGTS as follows: = 1: The equations (T - lambda*I)x = y are to be solved, but diagonal elements of U are not to be perturbed. = -1: The equations (T - lambda*I)x = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. = 2: The equations (T - lambda*I)**Tx = y are to be solved, but diagonal elements of U are not to be perturbed. = -2: The equations (T - lambda*I)**Tx = y are to be solved and, if overflow would otherwise occur, the diagonal elements of U are to be perturbed. See argument TOL below. N N is INTEGER The order of the matrix T. A A is REAL array, dimension (N) On entry, A must contain the diagonal elements of U as returned from SLAGTF. B B is REAL array, dimension (N-1) On entry, B must contain the first super-diagonal elements of U as returned from SLAGTF. C C is REAL array, dimension (N-1) On entry, C must contain the sub-diagonal elements of L as returned from SLAGTF. D D is REAL array, dimension (N-2) On entry, D must contain the second super-diagonal elements of U as returned from SLAGTF. IN IN is INTEGER array, dimension (N) On entry, IN must contain details of the matrix P as returned from SLAGTF. Y Y is REAL array, dimension (N) On entry, the right hand side vector y. On exit, Y is overwritten by the solution vector x. TOL TOL is REAL On entry, with JOB < 0, TOL should be the minimum perturbation to be made to very small diagonal elements of U. TOL should normally be chosen as about eps*norm(U), where eps is the relative machine precision, but if TOL is supplied as non-positive, then it is reset to eps*max( abs( u(i,j) ) ). If JOB > 0 then TOL is not referenced. On exit, TOL is changed as described above, only if TOL is non-positive on entry. Otherwise TOL is unchanged. INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: overflow would occur when computing the INFO(th) element of the solution vector x. This can only occur when JOB is supplied as positive and either means that a diagonal element of U is very small, or that the elements of the right-hand side vector y are very large. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 160 of file slagts.f. logical function slaisnan (real, intent(in) SIN1, real, intent(in) SIN2)SLAISNAN tests input for NaN by comparing two arguments for inequality.Purpose: This routine is not for general use. It exists solely to avoid over-optimization in SISNAN. SLAISNAN checks for NaNs by comparing its two arguments for inequality. NaN is the only floating-point value where NaN != NaN returns .TRUE. To check for NaNs, pass the same variable as both arguments. A compiler must assume that the two arguments are not the same variable, and the test will not be optimized away. Interprocedural or whole-program optimization may delete this test. The ISNAN functions will be replaced by the correct Fortran 03 intrinsic once the intrinsic is widely available. Parameters SIN1
SIN1 is REAL SIN2 SIN2 is REAL Two numbers to compare for inequality. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 73 of file slaisnan.f. integer function slaneg (integer N, real, dimension( * ) D, real, dimension( * ) LLD, real SIGMA, real PIVMIN, integer R)SLANEG computes the Sturm count.Purpose: SLANEG computes the Sturm count, the number of negative pivots encountered while factoring tridiagonal T - sigma I = L D L^T. This implementation works directly on the factors without forming the tridiagonal matrix T. The Sturm count is also the number of eigenvalues of T less than sigma. This routine is called from SLARRB. The current routine does not use the PIVMIN parameter but rather requires IEEE-754 propagation of Infinities and NaNs. This routine also has no input range restrictions but does require default exception handling such that x/0 produces Inf when x is non-zero, and Inf/Inf produces NaN. For more information, see: Marques, Riedy, and Voemel, "Benefits of IEEE-754 Features in Modern Symmetric Tridiagonal Eigensolvers," SIAM Journal on Scientific Computing, v28, n5, 2006. DOI 10.1137/050641624 (Tech report version in LAWN 172 with the same title.) Parameters N
N is INTEGER The order of the matrix. D D is REAL array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD LLD is REAL array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). SIGMA SIGMA is REAL Shift amount in T - sigma I = L D L^T. PIVMIN PIVMIN is REAL The minimum pivot in the Sturm sequence. May be used when zero pivots are encountered on non-IEEE-754 architectures. R R is INTEGER The twist index for the twisted factorization that is used for the negcount. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Jason Riedy, University of California, Berkeley, USA
Definition at line 117 of file slaneg.f. real function slanst (character NORM, integer N, real, dimension( * ) D, real, dimension( * ) E)SLANST returns the value of the 1-norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix.Purpose: SLANST returns the value of the one norm, or the Frobenius norm, or the infinity norm, or the element of largest absolute value of a real symmetric tridiagonal matrix A. Returns SLANST
SLANST = ( max(abs(A(i,j))), NORM = 'M' or 'm' ( ( norm1(A), NORM = '1', 'O' or 'o' ( ( normI(A), NORM = 'I' or 'i' ( ( normF(A), NORM = 'F', 'f', 'E' or 'e' where norm1 denotes the one norm of a matrix (maximum column sum), normI denotes the infinity norm of a matrix (maximum row sum) and normF denotes the Frobenius norm of a matrix (square root of sum of squares). Note that max(abs(A(i,j))) is not a consistent matrix norm. Parameters NORM
NORM is CHARACTER*1 Specifies the value to be returned in SLANST as described above. N N is INTEGER The order of the matrix A. N >= 0. When N = 0, SLANST is set to zero. D D is REAL array, dimension (N) The diagonal elements of A. E E is REAL array, dimension (N-1) The (n-1) sub-diagonal or super-diagonal elements of A. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 99 of file slanst.f. real function slapy2 (real X, real Y)SLAPY2 returns sqrt(x2+y2).Purpose: SLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary overflow and unnecessary underflow. Parameters X
X is REAL Y Y is REAL X and Y specify the values x and y. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 62 of file slapy2.f. real function slapy3 (real X, real Y, real Z)SLAPY3 returns sqrt(x2+y2+z2).Purpose: SLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause unnecessary overflow and unnecessary underflow. Parameters X
X is REAL Y Y is REAL Z Z is REAL X, Y and Z specify the values x, y and z. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 67 of file slapy3.f. subroutine slarnv (integer IDIST, integer, dimension( 4 ) ISEED, integer N, real, dimension( * ) X)SLARNV returns a vector of random numbers from a uniform or normal distribution.Purpose: SLARNV returns a vector of n random real numbers from a uniform or normal distribution. Parameters IDIST
IDIST is INTEGER Specifies the distribution of the random numbers: = 1: uniform (0,1) = 2: uniform (-1,1) = 3: normal (0,1) ISEED ISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator; the array elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. N N is INTEGER The number of random numbers to be generated. X X is REAL array, dimension (N) The generated random numbers. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: This routine calls the auxiliary routine SLARUV to generate random real numbers from a uniform (0,1) distribution, in batches of up to 128 using vectorisable code. The Box-Muller method is used to transform numbers from a uniform to a normal distribution. Definition at line 96 of file slarnv.f. subroutine slarra (integer N, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) E2, real SPLTOL, real TNRM, integer NSPLIT, integer, dimension( * ) ISPLIT, integer INFO)SLARRA computes the splitting points with the specified threshold.Purpose: Compute the splitting points with threshold SPLTOL. SLARRA sets any "small" off-diagonal elements to zero. Parameters N
N is INTEGER The order of the matrix. N > 0. D D is REAL array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. E E is REAL array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, the entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, are set to zero, the other entries of E are untouched. E2 E2 is REAL array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero SPLTOL SPLTOL is REAL The threshold for splitting. Two criteria can be used: SPLTOL<0 : criterion based on absolute off-diagonal value SPLTOL>0 : criterion that preserves relative accuracy TNRM TNRM is REAL The norm of the matrix. NSPLIT NSPLIT is INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT ISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. INFO INFO is INTEGER = 0: successful exit Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 134 of file slarra.f. subroutine slarrb (integer N, real, dimension( * ) D, real, dimension( * ) LLD, integer IFIRST, integer ILAST, real RTOL1, real RTOL2, integer OFFSET, real, dimension( * ) W, real, dimension( * ) WGAP, real, dimension( * ) WERR, real, dimension( * ) WORK, integer, dimension( * ) IWORK, real PIVMIN, real SPDIAM, integer TWIST, integer INFO)SLARRB provides limited bisection to locate eigenvalues for more accuracy.Purpose: Given the relatively robust representation(RRR) L D L^T, SLARRB does "limited" bisection to refine the eigenvalues of L D L^T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses and their gaps are input in WERR and WGAP, respectively. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Parameters N
N is INTEGER The order of the matrix. D D is REAL array, dimension (N) The N diagonal elements of the diagonal matrix D. LLD LLD is REAL array, dimension (N-1) The (N-1) elements L(i)*L(i)*D(i). IFIRST IFIRST is INTEGER The index of the first eigenvalue to be computed. ILAST ILAST is INTEGER The index of the last eigenvalue to be computed. RTOL1 RTOL1 is REAL RTOL2 RTOL2 is REAL Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) where GAP is the (estimated) distance to the nearest eigenvalue. OFFSET OFFSET is INTEGER Offset for the arrays W, WGAP and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W W is REAL array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined. WGAP WGAP is REAL array, dimension (N-1) On input, the (estimated) gaps between consecutive eigenvalues of L D L^T, i.e., WGAP(I-OFFSET) is the gap between eigenvalues I and I+1. Note that if IFIRST = ILAST then WGAP(IFIRST-OFFSET) must be set to ZERO. On output, these gaps are refined. WERR WERR is REAL array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined. WORK WORK is REAL array, dimension (2*N) Workspace. IWORK IWORK is INTEGER array, dimension (2*N) Workspace. PIVMIN PIVMIN is REAL The minimum pivot in the Sturm sequence. SPDIAM SPDIAM is REAL The spectral diameter of the matrix. TWIST TWIST is INTEGER The twist index for the twisted factorization that is used for the negcount. TWIST = N: Compute negcount from L D L^T - LAMBDA I = L+ D+ L+^T TWIST = 1: Compute negcount from L D L^T - LAMBDA I = U- D- U-^T TWIST = R: Compute negcount from L D L^T - LAMBDA I = N(r) D(r) N(r) INFO INFO is INTEGER Error flag. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 193 of file slarrb.f. subroutine slarrc (character JOBT, integer N, real VL, real VU, real, dimension( * ) D, real, dimension( * ) E, real PIVMIN, integer EIGCNT, integer LCNT, integer RCNT, integer INFO)SLARRC computes the number of eigenvalues of the symmetric tridiagonal matrix.Purpose: Find the number of eigenvalues of the symmetric tridiagonal matrix T that are in the interval (VL,VU] if JOBT = 'T', and of L D L^T if JOBT = 'L'. Parameters JOBT
JOBT is CHARACTER*1 = 'T': Compute Sturm count for matrix T. = 'L': Compute Sturm count for matrix L D L^T. N N is INTEGER The order of the matrix. N > 0. VL VL is REAL The lower bound for the eigenvalues. VU VU is REAL The upper bound for the eigenvalues. D D is REAL array, dimension (N) JOBT = 'T': The N diagonal elements of the tridiagonal matrix T. JOBT = 'L': The N diagonal elements of the diagonal matrix D. E E is REAL array, dimension (N) JOBT = 'T': The N-1 offdiagonal elements of the matrix T. JOBT = 'L': The N-1 offdiagonal elements of the matrix L. PIVMIN PIVMIN is REAL The minimum pivot in the Sturm sequence for T. EIGCNT EIGCNT is INTEGER The number of eigenvalues of the symmetric tridiagonal matrix T that are in the interval (VL,VU] LCNT LCNT is INTEGER RCNT RCNT is INTEGER The left and right negcounts of the interval. INFO INFO is INTEGER Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 135 of file slarrc.f. subroutine slarrd (character RANGE, character ORDER, integer N, real VL, real VU, integer IL, integer IU, real, dimension( * ) GERS, real RELTOL, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) E2, real PIVMIN, integer NSPLIT, integer, dimension( * ) ISPLIT, integer M, real, dimension( * ) W, real, dimension( * ) WERR, real WL, real WU, integer, dimension( * ) IBLOCK, integer, dimension( * ) INDEXW, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)SLARRD computes the eigenvalues of a symmetric tridiagonal matrix to suitable accuracy.Purpose: SLARRD computes the eigenvalues of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR. The user may ask for all eigenvalues, all eigenvalues in the half-open interval (VL, VU], or the IL-th through IU-th eigenvalues. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Parameters RANGE
RANGE is CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. ORDER ORDER is CHARACTER*1 = 'B': ("By Block") the eigenvalues will be grouped by split-off block (see IBLOCK, ISPLIT) and ordered from smallest to largest within the block. = 'E': ("Entire matrix") the eigenvalues for the entire matrix will be ordered from smallest to largest. N N is INTEGER The order of the tridiagonal matrix T. N >= 0. VL VL is REAL If RANGE='V', the lower bound of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. Not referenced if RANGE = 'A' or 'I'. VU VU is REAL If RANGE='V', the upper bound of the interval to be searched for eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. Not referenced if RANGE = 'A' or 'I'. IL IL is INTEGER If RANGE='I', the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. IU IU is INTEGER If RANGE='I', the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N, if N > 0; IL = 1 and IU = 0 if N = 0. Not referenced if RANGE = 'A' or 'V'. GERS GERS is REAL array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). RELTOL RELTOL is REAL The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. D D is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E E is REAL array, dimension (N-1) The (n-1) off-diagonal elements of the tridiagonal matrix T. E2 E2 is REAL array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal matrix T. PIVMIN PIVMIN is REAL The minimum pivot allowed in the Sturm sequence for T. NSPLIT NSPLIT is INTEGER The number of diagonal blocks in the matrix T. 1 <= NSPLIT <= N. ISPLIT ISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into submatrices. The first submatrix consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. (Only the first NSPLIT elements will actually be used, but since the user cannot know a priori what value NSPLIT will have, N words must be reserved for ISPLIT.) M M is INTEGER The actual number of eigenvalues found. 0 <= M <= N. (See also the description of INFO=2,3.) W W is REAL array, dimension (N) On exit, the first M elements of W will contain the eigenvalue approximations. SLARRD computes an interval I_j = (a_j, b_j] that includes eigenvalue j. The eigenvalue approximation is given as the interval midpoint W(j)= ( a_j + b_j)/2. The corresponding error is bounded by WERR(j) = abs( a_j - b_j)/2 WERR WERR is REAL array, dimension (N) The error bound on the corresponding eigenvalue approximation in W. WL WL is REAL WU WU is REAL The interval (WL, WU] contains all the wanted eigenvalues. If RANGE='V', then WL=VL and WU=VU. If RANGE='A', then WL and WU are the global Gerschgorin bounds on the spectrum. If RANGE='I', then WL and WU are computed by SLAEBZ from the index range specified. IBLOCK IBLOCK is INTEGER array, dimension (N) At each row/column j where E(j) is zero or small, the matrix T is considered to split into a block diagonal matrix. On exit, if INFO = 0, IBLOCK(i) specifies to which block (from 1 to the number of blocks) the eigenvalue W(i) belongs. (SLARRD may use the remaining N-M elements as workspace.) INDEXW INDEXW is INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= j and IBLOCK(i)=k imply that the i-th eigenvalue W(i) is the j-th eigenvalue in block k. WORK WORK is REAL array, dimension (4*N) IWORK IWORK is INTEGER array, dimension (3*N) INFO INFO is INTEGER = 0: successful exit < 0: if INFO = -i, the i-th argument had an illegal value > 0: some or all of the eigenvalues failed to converge or were not computed: =1 or 3: Bisection failed to converge for some eigenvalues; these eigenvalues are flagged by a negative block number. The effect is that the eigenvalues may not be as accurate as the absolute and relative tolerances. This is generally caused by unexpectedly inaccurate arithmetic. =2 or 3: RANGE='I' only: Not all of the eigenvalues IL:IU were found. Effect: M < IU+1-IL Cause: non-monotonic arithmetic, causing the Sturm sequence to be non-monotonic. Cure: recalculate, using RANGE='A', and pick out eigenvalues IL:IU. In some cases, increasing the PARAMETER "FUDGE" may make things work. = 4: RANGE='I', and the Gershgorin interval initially used was too small. No eigenvalues were computed. Probable cause: your machine has sloppy floating-point arithmetic. Cure: Increase the PARAMETER "FUDGE", recompile, and try again. Internal Parameters: FUDGE REAL, default = 2 A "fudge factor" to widen the Gershgorin intervals. Ideally, a value of 1 should work, but on machines with sloppy arithmetic, this needs to be larger. The default for publicly released versions should be large enough to handle the worst machine around. Note that this has no effect on accuracy of the solution. Contributors: W. Kahan, University of California, Berkeley, USA
Beresford Parlett, University of California, Berkeley, USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 325 of file slarrd.f. subroutine slarre (character RANGE, integer N, real VL, real VU, integer IL, integer IU, real, dimension( * ) D, real, dimension( * ) E, real, dimension( * ) E2, real RTOL1, real RTOL2, real SPLTOL, integer NSPLIT, integer, dimension( * ) ISPLIT, integer M, real, dimension( * ) W, real, dimension( * ) WERR, real, dimension( * ) WGAP, integer, dimension( * ) IBLOCK, integer, dimension( * ) INDEXW, real, dimension( * ) GERS, real PIVMIN, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)SLARRE given the tridiagonal matrix T, sets small off-diagonal elements to zero and for each unreduced block Ti, finds base representations and eigenvalues.Purpose: To find the desired eigenvalues of a given real symmetric tridiagonal matrix T, SLARRE sets any "small" off-diagonal elements to zero, and for each unreduced block T_i, it finds (a) a suitable shift at one end of the block's spectrum, (b) the base representation, T_i - sigma_i I = L_i D_i L_i^T, and (c) eigenvalues of each L_i D_i L_i^T. The representations and eigenvalues found are then used by SSTEMR to compute the eigenvectors of T. The accuracy varies depending on whether bisection is used to find a few eigenvalues or the dqds algorithm (subroutine SLASQ2) to conpute all and then discard any unwanted one. As an added benefit, SLARRE also outputs the n Gerschgorin intervals for the matrices L_i D_i L_i^T. Parameters RANGE
RANGE is CHARACTER*1 = 'A': ("All") all eigenvalues will be found. = 'V': ("Value") all eigenvalues in the half-open interval (VL, VU] will be found. = 'I': ("Index") the IL-th through IU-th eigenvalues (of the entire matrix) will be found. N N is INTEGER The order of the matrix. N > 0. VL VL is REAL If RANGE='V', the lower bound for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', SLARRE computes bounds on the desired part of the spectrum. VU VU is REAL If RANGE='V', the upper bound for the eigenvalues. Eigenvalues less than or equal to VL, or greater than VU, will not be returned. VL < VU. If RANGE='I' or ='A', SLARRE computes bounds on the desired part of the spectrum. IL IL is INTEGER If RANGE='I', the index of the smallest eigenvalue to be returned. 1 <= IL <= IU <= N. IU IU is INTEGER If RANGE='I', the index of the largest eigenvalue to be returned. 1 <= IL <= IU <= N. D D is REAL array, dimension (N) On entry, the N diagonal elements of the tridiagonal matrix T. On exit, the N diagonal elements of the diagonal matrices D_i. E E is REAL array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) need not be set. On exit, E contains the subdiagonal elements of the unit bidiagonal matrices L_i. The entries E( ISPLIT( I ) ), 1 <= I <= NSPLIT, contain the base points sigma_i on output. E2 E2 is REAL array, dimension (N) On entry, the first (N-1) entries contain the SQUARES of the subdiagonal elements of the tridiagonal matrix T; E2(N) need not be set. On exit, the entries E2( ISPLIT( I ) ), 1 <= I <= NSPLIT, have been set to zero RTOL1 RTOL1 is REAL RTOL2 RTOL2 is REAL Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < MAX( RTOL1*GAP, RTOL2*MAX(|LEFT|,|RIGHT|) ) SPLTOL SPLTOL is REAL The threshold for splitting. NSPLIT NSPLIT is INTEGER The number of blocks T splits into. 1 <= NSPLIT <= N. ISPLIT ISPLIT is INTEGER array, dimension (N) The splitting points, at which T breaks up into blocks. The first block consists of rows/columns 1 to ISPLIT(1), the second of rows/columns ISPLIT(1)+1 through ISPLIT(2), etc., and the NSPLIT-th consists of rows/columns ISPLIT(NSPLIT-1)+1 through ISPLIT(NSPLIT)=N. M M is INTEGER The total number of eigenvalues (of all L_i D_i L_i^T) found. W W is REAL array, dimension (N) The first M elements contain the eigenvalues. The eigenvalues of each of the blocks, L_i D_i L_i^T, are sorted in ascending order ( SLARRE may use the remaining N-M elements as workspace). WERR WERR is REAL array, dimension (N) The error bound on the corresponding eigenvalue in W. WGAP WGAP is REAL array, dimension (N) The separation from the right neighbor eigenvalue in W. The gap is only with respect to the eigenvalues of the same block as each block has its own representation tree. Exception: at the right end of a block we store the left gap IBLOCK IBLOCK is INTEGER array, dimension (N) The indices of the blocks (submatrices) associated with the corresponding eigenvalues in W; IBLOCK(i)=1 if eigenvalue W(i) belongs to the first block from the top, =2 if W(i) belongs to the second block, etc. INDEXW INDEXW is INTEGER array, dimension (N) The indices of the eigenvalues within each block (submatrix); for example, INDEXW(i)= 10 and IBLOCK(i)=2 imply that the i-th eigenvalue W(i) is the 10-th eigenvalue in block 2 GERS GERS is REAL array, dimension (2*N) The N Gerschgorin intervals (the i-th Gerschgorin interval is (GERS(2*i-1), GERS(2*i)). PIVMIN PIVMIN is REAL The minimum pivot in the Sturm sequence for T. WORK WORK is REAL array, dimension (6*N) Workspace. IWORK IWORK is INTEGER array, dimension (5*N) Workspace. INFO INFO is INTEGER = 0: successful exit > 0: A problem occurred in SLARRE. < 0: One of the called subroutines signaled an internal problem. Needs inspection of the corresponding parameter IINFO for further information. =-1: Problem in SLARRD. = 2: No base representation could be found in MAXTRY iterations. Increasing MAXTRY and recompilation might be a remedy. =-3: Problem in SLARRB when computing the refined root representation for SLASQ2. =-4: Problem in SLARRB when preforming bisection on the desired part of the spectrum. =-5: Problem in SLASQ2. =-6: Problem in SLASQ2. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 301 of file slarre.f. subroutine slarrf (integer N, real, dimension( * ) D, real, dimension( * ) L, real, dimension( * ) LD, integer CLSTRT, integer CLEND, real, dimension( * ) W, real, dimension( * ) WGAP, real, dimension( * ) WERR, real SPDIAM, real CLGAPL, real CLGAPR, real PIVMIN, real SIGMA, real, dimension( * ) DPLUS, real, dimension( * ) LPLUS, real, dimension( * ) WORK, integer INFO)SLARRF finds a new relatively robust representation such that at least one of the eigenvalues is relatively isolated.Purpose: Given the initial representation L D L^T and its cluster of close eigenvalues (in a relative measure), W( CLSTRT ), W( CLSTRT+1 ), ... W( CLEND ), SLARRF finds a new relatively robust representation L D L^T - SIGMA I = L(+) D(+) L(+)^T such that at least one of the eigenvalues of L(+) D(+) L(+)^T is relatively isolated. Parameters N
N is INTEGER The order of the matrix (subblock, if the matrix split). D D is REAL array, dimension (N) The N diagonal elements of the diagonal matrix D. L L is REAL array, dimension (N-1) The (N-1) subdiagonal elements of the unit bidiagonal matrix L. LD LD is REAL array, dimension (N-1) The (N-1) elements L(i)*D(i). CLSTRT CLSTRT is INTEGER The index of the first eigenvalue in the cluster. CLEND CLEND is INTEGER The index of the last eigenvalue in the cluster. W W is REAL array, dimension dimension is >= (CLEND-CLSTRT+1) The eigenvalue APPROXIMATIONS of L D L^T in ascending order. W( CLSTRT ) through W( CLEND ) form the cluster of relatively close eigenalues. WGAP WGAP is REAL array, dimension dimension is >= (CLEND-CLSTRT+1) The separation from the right neighbor eigenvalue in W. WERR WERR is REAL array, dimension dimension is >= (CLEND-CLSTRT+1) WERR contain the semiwidth of the uncertainty interval of the corresponding eigenvalue APPROXIMATION in W SPDIAM SPDIAM is REAL estimate of the spectral diameter obtained from the Gerschgorin intervals CLGAPL CLGAPL is REAL CLGAPR CLGAPR is REAL absolute gap on each end of the cluster. Set by the calling routine to protect against shifts too close to eigenvalues outside the cluster. PIVMIN PIVMIN is REAL The minimum pivot allowed in the Sturm sequence. SIGMA SIGMA is REAL The shift used to form L(+) D(+) L(+)^T. DPLUS DPLUS is REAL array, dimension (N) The N diagonal elements of the diagonal matrix D(+). LPLUS LPLUS is REAL array, dimension (N-1) The first (N-1) elements of LPLUS contain the subdiagonal elements of the unit bidiagonal matrix L(+). WORK WORK is REAL array, dimension (2*N) Workspace. INFO INFO is INTEGER Signals processing OK (=0) or failure (=1) Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 189 of file slarrf.f. subroutine slarrj (integer N, real, dimension( * ) D, real, dimension( * ) E2, integer IFIRST, integer ILAST, real RTOL, integer OFFSET, real, dimension( * ) W, real, dimension( * ) WERR, real, dimension( * ) WORK, integer, dimension( * ) IWORK, real PIVMIN, real SPDIAM, integer INFO)SLARRJ performs refinement of the initial estimates of the eigenvalues of the matrix T.Purpose: Given the initial eigenvalue approximations of T, SLARRJ does bisection to refine the eigenvalues of T, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ), to more accuracy. Initial guesses for these eigenvalues are input in W, the corresponding estimate of the error in these guesses in WERR. During bisection, intervals [left, right] are maintained by storing their mid-points and semi-widths in the arrays W and WERR respectively. Parameters N
N is INTEGER The order of the matrix. D D is REAL array, dimension (N) The N diagonal elements of T. E2 E2 is REAL array, dimension (N-1) The Squares of the (N-1) subdiagonal elements of T. IFIRST IFIRST is INTEGER The index of the first eigenvalue to be computed. ILAST ILAST is INTEGER The index of the last eigenvalue to be computed. RTOL RTOL is REAL Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT < RTOL*MAX(|LEFT|,|RIGHT|). OFFSET OFFSET is INTEGER Offset for the arrays W and WERR, i.e., the IFIRST-OFFSET through ILAST-OFFSET elements of these arrays are to be used. W W is REAL array, dimension (N) On input, W( IFIRST-OFFSET ) through W( ILAST-OFFSET ) are estimates of the eigenvalues of L D L^T indexed IFIRST through ILAST. On output, these estimates are refined. WERR WERR is REAL array, dimension (N) On input, WERR( IFIRST-OFFSET ) through WERR( ILAST-OFFSET ) are the errors in the estimates of the corresponding elements in W. On output, these errors are refined. WORK WORK is REAL array, dimension (2*N) Workspace. IWORK IWORK is INTEGER array, dimension (2*N) Workspace. PIVMIN PIVMIN is REAL The minimum pivot in the Sturm sequence for T. SPDIAM SPDIAM is REAL The spectral diameter of T. INFO INFO is INTEGER Error flag. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 165 of file slarrj.f. subroutine slarrk (integer N, integer IW, real GL, real GU, real, dimension( * ) D, real, dimension( * ) E2, real PIVMIN, real RELTOL, real W, real WERR, integer INFO)SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy.Purpose: SLARRK computes one eigenvalue of a symmetric tridiagonal matrix T to suitable accuracy. This is an auxiliary code to be called from SSTEMR. To avoid overflow, the matrix must be scaled so that its largest element is no greater than overflow**(1/2) * underflow**(1/4) in absolute value, and for greatest accuracy, it should not be much smaller than that. See W. Kahan "Accurate Eigenvalues of a Symmetric Tridiagonal Matrix", Report CS41, Computer Science Dept., Stanford University, July 21, 1966. Parameters N
N is INTEGER The order of the tridiagonal matrix T. N >= 0. IW IW is INTEGER The index of the eigenvalues to be returned. GL GL is REAL GU GU is REAL An upper and a lower bound on the eigenvalue. D D is REAL array, dimension (N) The n diagonal elements of the tridiagonal matrix T. E2 E2 is REAL array, dimension (N-1) The (n-1) squared off-diagonal elements of the tridiagonal matrix T. PIVMIN PIVMIN is REAL The minimum pivot allowed in the Sturm sequence for T. RELTOL RELTOL is REAL The minimum relative width of an interval. When an interval is narrower than RELTOL times the larger (in magnitude) endpoint, then it is considered to be sufficiently small, i.e., converged. Note: this should always be at least radix*machine epsilon. W W is REAL WERR WERR is REAL The error bound on the corresponding eigenvalue approximation in W. INFO INFO is INTEGER = 0: Eigenvalue converged = -1: Eigenvalue did NOT converge Internal Parameters: FUDGE REAL , default = 2 A "fudge factor" to widen the Gershgorin intervals. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 143 of file slarrk.f. subroutine slarrr (integer N, real, dimension( * ) D, real, dimension( * ) E, integer INFO)SLARRR performs tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accuracy in the eigenvalues.Purpose: Perform tests to decide whether the symmetric tridiagonal matrix T warrants expensive computations which guarantee high relative accuracy in the eigenvalues. Parameters N
N is INTEGER The order of the matrix. N > 0. D D is REAL array, dimension (N) The N diagonal elements of the tridiagonal matrix T. E E is REAL array, dimension (N) On entry, the first (N-1) entries contain the subdiagonal elements of the tridiagonal matrix T; E(N) is set to ZERO. INFO INFO is INTEGER INFO = 0(default) : the matrix warrants computations preserving relative accuracy. INFO = 1 : the matrix warrants computations guaranteeing only absolute accuracy. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Beresford Parlett, University of California, Berkeley,
USA
Jim Demmel, University of California, Berkeley, USA
Inderjit Dhillon, University of Texas, Austin, USA
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Definition at line 93 of file slarrr.f. subroutine slartgp (real F, real G, real CS, real SN, real R)SLARTGP generates a plane rotation so that the diagonal is nonnegative.Purpose: SLARTGP generates a plane rotation so that [ CS SN ] . [ F ] = [ R ] where CS**2 + SN**2 = 1. [ -SN CS ] [ G ] [ 0 ] This is a slower, more accurate version of the Level 1 BLAS routine SROTG, with the following other differences: F and G are unchanged on return. If G=0, then CS=(+/-)1 and SN=0. If F=0 and (G .ne. 0), then CS=0 and SN=(+/-)1. The sign is chosen so that R >= 0. Parameters F
F is REAL The first component of vector to be rotated. G G is REAL The second component of vector to be rotated. CS CS is REAL The cosine of the rotation. SN SN is REAL The sine of the rotation. R R is REAL The nonzero component of the rotated vector. This version has a few statements commented out for thread safety (machine parameters are computed on each entry). 10 feb 03, SJH. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 94 of file slartgp.f. subroutine slaruv (integer, dimension( 4 ) ISEED, integer N, real, dimension( n ) X)SLARUV returns a vector of n random real numbers from a uniform distribution.Purpose: SLARUV returns a vector of n random real numbers from a uniform (0,1) distribution (n <= 128). This is an auxiliary routine called by SLARNV and CLARNV. Parameters ISEED
ISEED is INTEGER array, dimension (4) On entry, the seed of the random number generator; the array elements must be between 0 and 4095, and ISEED(4) must be odd. On exit, the seed is updated. N N is INTEGER The number of random numbers to be generated. N <= 128. X X is REAL array, dimension (N) The generated random numbers. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: This routine uses a multiplicative congruential method with modulus 2**48 and multiplier 33952834046453 (see G.S.Fishman, 'Multiplicative congruential random number generators with modulus 2**b: an exhaustive analysis for b = 32 and a partial analysis for b = 48', Math. Comp. 189, pp 331-344, 1990). 48-bit integers are stored in 4 integer array elements with 12 bits per element. Hence the routine is portable across machines with integers of 32 bits or more. Definition at line 94 of file slaruv.f. subroutine slas2 (real F, real G, real H, real SSMIN, real SSMAX)SLAS2 computes singular values of a 2-by-2 triangular matrix.Purpose: SLAS2 computes the singular values of the 2-by-2 matrix [ F G ] [ 0 H ]. On return, SSMIN is the smaller singular value and SSMAX is the larger singular value. Parameters F
F is REAL The (1,1) element of the 2-by-2 matrix. G G is REAL The (1,2) element of the 2-by-2 matrix. H H is REAL The (2,2) element of the 2-by-2 matrix. SSMIN SSMIN is REAL The smaller singular value. SSMAX SSMAX is REAL The larger singular value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: Barring over/underflow, all output quantities are correct to within a few units in the last place (ulps), even in the absence of a guard digit in addition/subtraction. In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows, or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. Definition at line 106 of file slas2.f. subroutine slascl (character TYPE, integer KL, integer KU, real CFROM, real CTO, integer M, integer N, real, dimension( lda, * ) A, integer LDA, integer INFO)SLASCL multiplies a general rectangular matrix by a real scalar defined as cto/cfrom.Purpose: SLASCL multiplies the M by N real matrix A by the real scalar CTO/CFROM. This is done without over/underflow as long as the final result CTO*A(I,J)/CFROM does not over/underflow. TYPE specifies that A may be full, upper triangular, lower triangular, upper Hessenberg, or banded. Parameters TYPE
TYPE is CHARACTER*1 TYPE indices the storage type of the input matrix. = 'G': A is a full matrix. = 'L': A is a lower triangular matrix. = 'U': A is an upper triangular matrix. = 'H': A is an upper Hessenberg matrix. = 'B': A is a symmetric band matrix with lower bandwidth KL and upper bandwidth KU and with the only the lower half stored. = 'Q': A is a symmetric band matrix with lower bandwidth KL and upper bandwidth KU and with the only the upper half stored. = 'Z': A is a band matrix with lower bandwidth KL and upper bandwidth KU. See SGBTRF for storage details. KL KL is INTEGER The lower bandwidth of A. Referenced only if TYPE = 'B', 'Q' or 'Z'. KU KU is INTEGER The upper bandwidth of A. Referenced only if TYPE = 'B', 'Q' or 'Z'. CFROM CFROM is REAL CTO CTO is REAL The matrix A is multiplied by CTO/CFROM. A(I,J) is computed without over/underflow if the final result CTO*A(I,J)/CFROM can be represented without over/underflow. CFROM must be nonzero. M M is INTEGER The number of rows of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. A A is REAL array, dimension (LDA,N) The matrix to be multiplied by CTO/CFROM. See TYPE for the storage type. LDA LDA is INTEGER The leading dimension of the array A. If TYPE = 'G', 'L', 'U', 'H', LDA >= max(1,M); TYPE = 'B', LDA >= KL+1; TYPE = 'Q', LDA >= KU+1; TYPE = 'Z', LDA >= 2*KL+KU+1. INFO INFO is INTEGER 0 - successful exit <0 - if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 142 of file slascl.f. subroutine slasd0 (integer N, integer SQRE, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldvt, * ) VT, integer LDVT, integer SMLSIZ, integer, dimension( * ) IWORK, real, dimension( * ) WORK, integer INFO)SLASD0 computes the singular values of a real upper bidiagonal n-by-m matrix B with diagonal d and off-diagonal e. Used by sbdsdc.Purpose: Using a divide and conquer approach, SLASD0 computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes orthogonal matrices U and VT such that B = U * S * VT. The singular values S are overwritten on D. A related subroutine, SLASDA, computes only the singular values, and optionally, the singular vectors in compact form. Parameters N
N is INTEGER On entry, the row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE SQRE is INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N+1; D D is REAL array, dimension (N) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E E is REAL array, dimension (M-1) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U U is REAL array, dimension (LDU, N) On exit, U contains the left singular vectors. LDU LDU is INTEGER On entry, leading dimension of U. VT VT is REAL array, dimension (LDVT, M) On exit, VT**T contains the right singular vectors. LDVT LDVT is INTEGER On entry, leading dimension of VT. SMLSIZ SMLSIZ is INTEGER On entry, maximum size of the subproblems at the bottom of the computation tree. IWORK IWORK is INTEGER array, dimension (8*N) WORK WORK is REAL array, dimension (3*M**2+2*M) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 148 of file slasd0.f. subroutine slasd1 (integer NL, integer NR, integer SQRE, real, dimension( * ) D, real ALPHA, real BETA, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldvt, * ) VT, integer LDVT, integer, dimension( * ) IDXQ, integer, dimension( * ) IWORK, real, dimension( * ) WORK, integer INFO)SLASD1 computes the SVD of an upper bidiagonal matrix B of the specified size. Used by sbdsdc.Purpose: SLASD1 computes the SVD of an upper bidiagonal N-by-M matrix B, where N = NL + NR + 1 and M = N + SQRE. SLASD1 is called from SLASD0. A related subroutine SLASD7 handles the case in which the singular values (and the singular vectors in factored form) are desired. SLASD1 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1**T a Z2**T b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The left singular vectors of the original matrix are stored in U, and the transpose of the right singular vectors are stored in VT, and the singular values are in D. The algorithm consists of three stages: The first stage consists of deflating the size of the problem when there are multiple singular values or when there are zeros in the Z vector. For each such occurrence the dimension of the secular equation problem is reduced by one. This stage is performed by the routine SLASD2. The second stage consists of calculating the updated singular values. This is done by finding the square roots of the roots of the secular equation via the routine SLASD4 (as called by SLASD3). This routine also calculates the singular vectors of the current problem. The final stage consists of computing the updated singular vectors directly using the updated singular values. The singular vectors for the current problem are multiplied with the singular vectors from the overall problem. Parameters NL
NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has row dimension N = NL + NR + 1, and column dimension M = N + SQRE. D D is REAL array, dimension (NL+NR+1). N = NL+NR+1 On entry D(1:NL,1:NL) contains the singular values of the upper block; and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. ALPHA ALPHA is REAL Contains the diagonal element associated with the added row. BETA BETA is REAL Contains the off-diagonal element associated with the added row. U U is REAL array, dimension (LDU,N) On entry U(1:NL, 1:NL) contains the left singular vectors of the upper block; U(NL+2:N, NL+2:N) contains the left singular vectors of the lower block. On exit U contains the left singular vectors of the bidiagonal matrix. LDU LDU is INTEGER The leading dimension of the array U. LDU >= max( 1, N ). VT VT is REAL array, dimension (LDVT,M) where M = N + SQRE. On entry VT(1:NL+1, 1:NL+1)**T contains the right singular vectors of the upper block; VT(NL+2:M, NL+2:M)**T contains the right singular vectors of the lower block. On exit VT**T contains the right singular vectors of the bidiagonal matrix. LDVT LDVT is INTEGER The leading dimension of the array VT. LDVT >= max( 1, M ). IDXQ IDXQ is INTEGER array, dimension (N) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. IWORK IWORK is INTEGER array, dimension (4*N) WORK WORK is REAL array, dimension (3*M**2+2*M) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 202 of file slasd1.f. subroutine slasd2 (integer NL, integer NR, integer SQRE, integer K, real, dimension( * ) D, real, dimension( * ) Z, real ALPHA, real BETA, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldvt, * ) VT, integer LDVT, real, dimension( * ) DSIGMA, real, dimension( ldu2, * ) U2, integer LDU2, real, dimension( ldvt2, * ) VT2, integer LDVT2, integer, dimension( * ) IDXP, integer, dimension( * ) IDX, integer, dimension( * ) IDXC, integer, dimension( * ) IDXQ, integer, dimension( * ) COLTYP, integer INFO)SLASD2 merges the two sets of singular values together into a single sorted set. Used by sbdsdc.Purpose: SLASD2 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. There are two ways in which deflation can occur: when two or more singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. SLASD2 is called from SLASD1. Parameters NL
NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. K K is INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. D D is REAL array, dimension (N) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z Z is REAL array, dimension (N) On exit Z contains the updating row vector in the secular equation. ALPHA ALPHA is REAL Contains the diagonal element associated with the added row. BETA BETA is REAL Contains the off-diagonal element associated with the added row. U U is REAL array, dimension (LDU,N) On entry U contains the left singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL, NL), and (NL+2, NL+2), (N,N). On exit U contains the trailing (N-K) updated left singular vectors (those which were deflated) in its last N-K columns. LDU LDU is INTEGER The leading dimension of the array U. LDU >= N. VT VT is REAL array, dimension (LDVT,M) On entry VT**T contains the right singular vectors of two submatrices in the two square blocks with corners at (1,1), (NL+1, NL+1), and (NL+2, NL+2), (M,M). On exit VT**T contains the trailing (N-K) updated right singular vectors (those which were deflated) in its last N-K columns. In case SQRE =1, the last row of VT spans the right null space. LDVT LDVT is INTEGER The leading dimension of the array VT. LDVT >= M. DSIGMA DSIGMA is REAL array, dimension (N) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. U2 U2 is REAL array, dimension (LDU2,N) Contains a copy of the first K-1 left singular vectors which will be used by SLASD3 in a matrix multiply (SGEMM) to solve for the new left singular vectors. U2 is arranged into four blocks. The first block contains a column with 1 at NL+1 and zero everywhere else; the second block contains non-zero entries only at and above NL; the third contains non-zero entries only below NL+1; and the fourth is dense. LDU2 LDU2 is INTEGER The leading dimension of the array U2. LDU2 >= N. VT2 VT2 is REAL array, dimension (LDVT2,N) VT2**T contains a copy of the first K right singular vectors which will be used by SLASD3 in a matrix multiply (SGEMM) to solve for the new right singular vectors. VT2 is arranged into three blocks. The first block contains a row that corresponds to the special 0 diagonal element in SIGMA; the second block contains non-zeros only at and before NL +1; the third block contains non-zeros only at and after NL +2. LDVT2 LDVT2 is INTEGER The leading dimension of the array VT2. LDVT2 >= M. IDXP IDXP is INTEGER array, dimension (N) This will contain the permutation used to place deflated values of D at the end of the array. On output IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDX IDX is INTEGER array, dimension (N) This will contain the permutation used to sort the contents of D into ascending order. IDXC IDXC is INTEGER array, dimension (N) This will contain the permutation used to arrange the columns of the deflated U matrix into three groups: the first group contains non-zero entries only at and above NL, the second contains non-zero entries only below NL+2, and the third is dense. IDXQ IDXQ is INTEGER array, dimension (N) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first hlaf of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. COLTYP COLTYP is INTEGER array, dimension (N) As workspace, this will contain a label which will indicate which of the following types a column in the U2 matrix or a row in the VT2 matrix is: 1 : non-zero in the upper half only 2 : non-zero in the lower half only 3 : dense 4 : deflated On exit, it is an array of dimension 4, with COLTYP(I) being the dimension of the I-th type columns. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 266 of file slasd2.f. subroutine slasd3 (integer NL, integer NR, integer SQRE, integer K, real, dimension( * ) D, real, dimension( ldq, * ) Q, integer LDQ, real, dimension( * ) DSIGMA, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldu2, * ) U2, integer LDU2, real, dimension( ldvt, * ) VT, integer LDVT, real, dimension( ldvt2, * ) VT2, integer LDVT2, integer, dimension( * ) IDXC, integer, dimension( * ) CTOT, real, dimension( * ) Z, integer INFO)SLASD3 finds all square roots of the roots of the secular equation, as defined by the values in D and Z, and then updates the singular vectors by matrix multiplication. Used by sbdsdc.Purpose: SLASD3 finds all the square roots of the roots of the secular equation, as defined by the values in D and Z. It makes the appropriate calls to SLASD4 and then updates the singular vectors by matrix multiplication. This code makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray XMP, Cray YMP, Cray C 90, or Cray 2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. SLASD3 is called from SLASD1. Parameters NL
NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. K K is INTEGER The size of the secular equation, 1 =< K = < N. D D is REAL array, dimension(K) On exit the square roots of the roots of the secular equation, in ascending order. Q Q is REAL array, dimension (LDQ,K) LDQ LDQ is INTEGER The leading dimension of the array Q. LDQ >= K. DSIGMA DSIGMA is REAL array, dimension(K) The first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. U U is REAL array, dimension (LDU, N) The last N - K columns of this matrix contain the deflated left singular vectors. LDU LDU is INTEGER The leading dimension of the array U. LDU >= N. U2 U2 is REAL array, dimension (LDU2, N) The first K columns of this matrix contain the non-deflated left singular vectors for the split problem. LDU2 LDU2 is INTEGER The leading dimension of the array U2. LDU2 >= N. VT VT is REAL array, dimension (LDVT, M) The last M - K columns of VT**T contain the deflated right singular vectors. LDVT LDVT is INTEGER The leading dimension of the array VT. LDVT >= N. VT2 VT2 is REAL array, dimension (LDVT2, N) The first K columns of VT2**T contain the non-deflated right singular vectors for the split problem. LDVT2 LDVT2 is INTEGER The leading dimension of the array VT2. LDVT2 >= N. IDXC IDXC is INTEGER array, dimension (N) The permutation used to arrange the columns of U (and rows of VT) into three groups: the first group contains non-zero entries only at and above (or before) NL +1; the second contains non-zero entries only at and below (or after) NL+2; and the third is dense. The first column of U and the row of VT are treated separately, however. The rows of the singular vectors found by SLASD4 must be likewise permuted before the matrix multiplies can take place. CTOT CTOT is INTEGER array, dimension (4) A count of the total number of the various types of columns in U (or rows in VT), as described in IDXC. The fourth column type is any column which has been deflated. Z Z is REAL array, dimension (K) The first K elements of this array contain the components of the deflation-adjusted updating row vector. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 221 of file slasd3.f. subroutine slasd4 (integer N, integer I, real, dimension( * ) D, real, dimension( * ) Z, real, dimension( * ) DELTA, real RHO, real SIGMA, real, dimension( * ) WORK, integer INFO)SLASD4 computes the square root of the i-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix. Used by sbdsdc.Purpose: This subroutine computes the square root of the I-th updated eigenvalue of a positive symmetric rank-one modification to a positive diagonal matrix whose entries are given as the squares of the corresponding entries in the array d, and that 0 <= D(i) < D(j) for i < j and that RHO > 0. This is arranged by the calling routine, and is no loss in generality. The rank-one modified system is thus diag( D ) * diag( D ) + RHO * Z * Z_transpose. where we assume the Euclidean norm of Z is 1. The method consists of approximating the rational functions in the secular equation by simpler interpolating rational functions. Parameters N
N is INTEGER The length of all arrays. I I is INTEGER The index of the eigenvalue to be computed. 1 <= I <= N. D D is REAL array, dimension ( N ) The original eigenvalues. It is assumed that they are in order, 0 <= D(I) < D(J) for I < J. Z Z is REAL array, dimension ( N ) The components of the updating vector. DELTA DELTA is REAL array, dimension ( N ) If N .ne. 1, DELTA contains (D(j) - sigma_I) in its j-th component. If N = 1, then DELTA(1) = 1. The vector DELTA contains the information necessary to construct the (singular) eigenvectors. RHO RHO is REAL The scalar in the symmetric updating formula. SIGMA SIGMA is REAL The computed sigma_I, the I-th updated eigenvalue. WORK WORK is REAL array, dimension ( N ) If N .ne. 1, WORK contains (D(j) + sigma_I) in its j-th component. If N = 1, then WORK( 1 ) = 1. INFO INFO is INTEGER = 0: successful exit > 0: if INFO = 1, the updating process failed. Internal Parameters: Logical variable ORGATI (origin-at-i?) is used for distinguishing whether D(i) or D(i+1) is treated as the origin. ORGATI = .true. origin at i ORGATI = .false. origin at i+1 Logical variable SWTCH3 (switch-for-3-poles?) is for noting if we are working with THREE poles! MAXIT is the maximum number of iterations allowed for each eigenvalue. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
Definition at line 152 of file slasd4.f. subroutine slasd5 (integer I, real, dimension( 2 ) D, real, dimension( 2 ) Z, real, dimension( 2 ) DELTA, real RHO, real DSIGMA, real, dimension( 2 ) WORK)SLASD5 computes the square root of the i-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix. Used by sbdsdc.Purpose: This subroutine computes the square root of the I-th eigenvalue of a positive symmetric rank-one modification of a 2-by-2 diagonal matrix diag( D ) * diag( D ) + RHO * Z * transpose(Z) . The diagonal entries in the array D are assumed to satisfy 0 <= D(i) < D(j) for i < j . We also assume RHO > 0 and that the Euclidean norm of the vector Z is one. Parameters I
I is INTEGER The index of the eigenvalue to be computed. I = 1 or I = 2. D D is REAL array, dimension (2) The original eigenvalues. We assume 0 <= D(1) < D(2). Z Z is REAL array, dimension (2) The components of the updating vector. DELTA DELTA is REAL array, dimension (2) Contains (D(j) - sigma_I) in its j-th component. The vector DELTA contains the information necessary to construct the eigenvectors. RHO RHO is REAL The scalar in the symmetric updating formula. DSIGMA DSIGMA is REAL The computed sigma_I, the I-th updated eigenvalue. WORK WORK is REAL array, dimension (2) WORK contains (D(j) + sigma_I) in its j-th component. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
Definition at line 115 of file slasd5.f. subroutine slasd6 (integer ICOMPQ, integer NL, integer NR, integer SQRE, real, dimension( * ) D, real, dimension( * ) VF, real, dimension( * ) VL, real ALPHA, real BETA, integer, dimension( * ) IDXQ, integer, dimension( * ) PERM, integer GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, real, dimension( ldgnum, * ) GIVNUM, integer LDGNUM, real, dimension( ldgnum, * ) POLES, real, dimension( * ) DIFL, real, dimension( * ) DIFR, real, dimension( * ) Z, integer K, real C, real S, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)SLASD6 computes the SVD of an updated upper bidiagonal matrix obtained by merging two smaller ones by appending a row. Used by sbdsdc.Purpose: SLASD6 computes the SVD of an updated upper bidiagonal matrix B obtained by merging two smaller ones by appending a row. This routine is used only for the problem which requires all singular values and optionally singular vector matrices in factored form. B is an N-by-M matrix with N = NL + NR + 1 and M = N + SQRE. A related subroutine, SLASD1, handles the case in which all singular values and singular vectors of the bidiagonal matrix are desired. SLASD6 computes the SVD as follows: ( D1(in) 0 0 0 ) B = U(in) * ( Z1**T a Z2**T b ) * VT(in) ( 0 0 D2(in) 0 ) = U(out) * ( D(out) 0) * VT(out) where Z**T = (Z1**T a Z2**T b) = u**T VT**T, and u is a vector of dimension M with ALPHA and BETA in the NL+1 and NL+2 th entries and zeros elsewhere; and the entry b is empty if SQRE = 0. The singular values of B can be computed using D1, D2, the first components of all the right singular vectors of the lower block, and the last components of all the right singular vectors of the upper block. These components are stored and updated in VF and VL, respectively, in SLASD6. Hence U and VT are not explicitly referenced. The singular values are stored in D. The algorithm consists of two stages: The first stage consists of deflating the size of the problem when there are multiple singular values or if there is a zero in the Z vector. For each such occurrence the dimension of the secular equation problem is reduced by one. This stage is performed by the routine SLASD7. The second stage consists of calculating the updated singular values. This is done by finding the roots of the secular equation via the routine SLASD4 (as called by SLASD8). This routine also updates VF and VL and computes the distances between the updated singular values and the old singular values. SLASD6 is called from SLASDA. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in factored form: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. NL NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has row dimension N = NL + NR + 1, and column dimension M = N + SQRE. D D is REAL array, dimension (NL+NR+1). On entry D(1:NL,1:NL) contains the singular values of the upper block, and D(NL+2:N) contains the singular values of the lower block. On exit D(1:N) contains the singular values of the modified matrix. VF VF is REAL array, dimension (M) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VL VL is REAL array, dimension (M) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. ALPHA ALPHA is REAL Contains the diagonal element associated with the added row. BETA BETA is REAL Contains the off-diagonal element associated with the added row. IDXQ IDXQ is INTEGER array, dimension (N) This contains the permutation which will reintegrate the subproblem just solved back into sorted order, i.e. D( IDXQ( I = 1, N ) ) will be in ascending order. PERM PERM is INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each block. Not referenced if ICOMPQ = 0. GIVPTR GIVPTR is INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL GIVCOL is INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL LDGCOL is INTEGER leading dimension of GIVCOL, must be at least N. GIVNUM GIVNUM is REAL array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM LDGNUM is INTEGER The leading dimension of GIVNUM and POLES, must be at least N. POLES POLES is REAL array, dimension ( LDGNUM, 2 ) On exit, POLES(1,*) is an array containing the new singular values obtained from solving the secular equation, and POLES(2,*) is an array containing the poles in the secular equation. Not referenced if ICOMPQ = 0. DIFL DIFL is REAL array, dimension ( N ) On exit, DIFL(I) is the distance between I-th updated (undeflated) singular value and the I-th (undeflated) old singular value. DIFR DIFR is REAL array, dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and dimension ( K ) if ICOMPQ = 0. On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not defined and will not be referenced. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. See SLASD8 for details on DIFL and DIFR. Z Z is REAL array, dimension ( M ) The first elements of this array contain the components of the deflation-adjusted updating row vector. K K is INTEGER Contains the dimension of the non-deflated matrix, This is the order of the related secular equation. 1 <= K <=N. C C is REAL C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S S is REAL S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. WORK WORK is REAL array, dimension ( 4 * M ) IWORK IWORK is INTEGER array, dimension ( 3 * N ) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 309 of file slasd6.f. subroutine slasd7 (integer ICOMPQ, integer NL, integer NR, integer SQRE, integer K, real, dimension( * ) D, real, dimension( * ) Z, real, dimension( * ) ZW, real, dimension( * ) VF, real, dimension( * ) VFW, real, dimension( * ) VL, real, dimension( * ) VLW, real ALPHA, real BETA, real, dimension( * ) DSIGMA, integer, dimension( * ) IDX, integer, dimension( * ) IDXP, integer, dimension( * ) IDXQ, integer, dimension( * ) PERM, integer GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, real, dimension( ldgnum, * ) GIVNUM, integer LDGNUM, real C, real S, integer INFO)SLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. Used by sbdsdc.Purpose: SLASD7 merges the two sets of singular values together into a single sorted set. Then it tries to deflate the size of the problem. There are two ways in which deflation can occur: when two or more singular values are close together or if there is a tiny entry in the Z vector. For each such occurrence the order of the related secular equation problem is reduced by one. SLASD7 is called from SLASD6. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in compact form, as follows: = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. NL NL is INTEGER The row dimension of the upper block. NL >= 1. NR NR is INTEGER The row dimension of the lower block. NR >= 1. SQRE SQRE is INTEGER = 0: the lower block is an NR-by-NR square matrix. = 1: the lower block is an NR-by-(NR+1) rectangular matrix. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. K K is INTEGER Contains the dimension of the non-deflated matrix, this is the order of the related secular equation. 1 <= K <=N. D D is REAL array, dimension ( N ) On entry D contains the singular values of the two submatrices to be combined. On exit D contains the trailing (N-K) updated singular values (those which were deflated) sorted into increasing order. Z Z is REAL array, dimension ( M ) On exit Z contains the updating row vector in the secular equation. ZW ZW is REAL array, dimension ( M ) Workspace for Z. VF VF is REAL array, dimension ( M ) On entry, VF(1:NL+1) contains the first components of all right singular vectors of the upper block; and VF(NL+2:M) contains the first components of all right singular vectors of the lower block. On exit, VF contains the first components of all right singular vectors of the bidiagonal matrix. VFW VFW is REAL array, dimension ( M ) Workspace for VF. VL VL is REAL array, dimension ( M ) On entry, VL(1:NL+1) contains the last components of all right singular vectors of the upper block; and VL(NL+2:M) contains the last components of all right singular vectors of the lower block. On exit, VL contains the last components of all right singular vectors of the bidiagonal matrix. VLW VLW is REAL array, dimension ( M ) Workspace for VL. ALPHA ALPHA is REAL Contains the diagonal element associated with the added row. BETA BETA is REAL Contains the off-diagonal element associated with the added row. DSIGMA DSIGMA is REAL array, dimension ( N ) Contains a copy of the diagonal elements (K-1 singular values and one zero) in the secular equation. IDX IDX is INTEGER array, dimension ( N ) This will contain the permutation used to sort the contents of D into ascending order. IDXP IDXP is INTEGER array, dimension ( N ) This will contain the permutation used to place deflated values of D at the end of the array. On output IDXP(2:K) points to the nondeflated D-values and IDXP(K+1:N) points to the deflated singular values. IDXQ IDXQ is INTEGER array, dimension ( N ) This contains the permutation which separately sorts the two sub-problems in D into ascending order. Note that entries in the first half of this permutation must first be moved one position backward; and entries in the second half must first have NL+1 added to their values. PERM PERM is INTEGER array, dimension ( N ) The permutations (from deflation and sorting) to be applied to each singular block. Not referenced if ICOMPQ = 0. GIVPTR GIVPTR is INTEGER The number of Givens rotations which took place in this subproblem. Not referenced if ICOMPQ = 0. GIVCOL GIVCOL is INTEGER array, dimension ( LDGCOL, 2 ) Each pair of numbers indicates a pair of columns to take place in a Givens rotation. Not referenced if ICOMPQ = 0. LDGCOL LDGCOL is INTEGER The leading dimension of GIVCOL, must be at least N. GIVNUM GIVNUM is REAL array, dimension ( LDGNUM, 2 ) Each number indicates the C or S value to be used in the corresponding Givens rotation. Not referenced if ICOMPQ = 0. LDGNUM LDGNUM is INTEGER The leading dimension of GIVNUM, must be at least N. C C is REAL C contains garbage if SQRE =0 and the C-value of a Givens rotation related to the right null space if SQRE = 1. S S is REAL S contains garbage if SQRE =0 and the S-value of a Givens rotation related to the right null space if SQRE = 1. INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 276 of file slasd7.f. subroutine slasd8 (integer ICOMPQ, integer K, real, dimension( * ) D, real, dimension( * ) Z, real, dimension( * ) VF, real, dimension( * ) VL, real, dimension( * ) DIFL, real, dimension( lddifr, * ) DIFR, integer LDDIFR, real, dimension( * ) DSIGMA, real, dimension( * ) WORK, integer INFO)SLASD8 finds the square roots of the roots of the secular equation, and stores, for each element in D, the distance to its two nearest poles. Used by sbdsdc.Purpose: SLASD8 finds the square roots of the roots of the secular equation, as defined by the values in DSIGMA and Z. It makes the appropriate calls to SLASD4, and stores, for each element in D, the distance to its two nearest poles (elements in DSIGMA). It also updates the arrays VF and VL, the first and last components of all the right singular vectors of the original bidiagonal matrix. SLASD8 is called from SLASD6. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in factored form in the calling routine: = 0: Compute singular values only. = 1: Compute singular vectors in factored form as well. K K is INTEGER The number of terms in the rational function to be solved by SLASD4. K >= 1. D D is REAL array, dimension ( K ) On output, D contains the updated singular values. Z Z is REAL array, dimension ( K ) On entry, the first K elements of this array contain the components of the deflation-adjusted updating row vector. On exit, Z is updated. VF VF is REAL array, dimension ( K ) On entry, VF contains information passed through DBEDE8. On exit, VF contains the first K components of the first components of all right singular vectors of the bidiagonal matrix. VL VL is REAL array, dimension ( K ) On entry, VL contains information passed through DBEDE8. On exit, VL contains the first K components of the last components of all right singular vectors of the bidiagonal matrix. DIFL DIFL is REAL array, dimension ( K ) On exit, DIFL(I) = D(I) - DSIGMA(I). DIFR DIFR is REAL array, dimension ( LDDIFR, 2 ) if ICOMPQ = 1 and dimension ( K ) if ICOMPQ = 0. On exit, DIFR(I,1) = D(I) - DSIGMA(I+1), DIFR(K,1) is not defined and will not be referenced. If ICOMPQ = 1, DIFR(1:K,2) is an array containing the normalizing factors for the right singular vector matrix. LDDIFR LDDIFR is INTEGER The leading dimension of DIFR, must be at least K. DSIGMA DSIGMA is REAL array, dimension ( K ) On entry, the first K elements of this array contain the old roots of the deflated updating problem. These are the poles of the secular equation. On exit, the elements of DSIGMA may be very slightly altered in value. WORK WORK is REAL array, dimension (3*K) INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 164 of file slasd8.f. subroutine slasda (integer ICOMPQ, integer SMLSIZ, integer N, integer SQRE, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldu, * ) VT, integer, dimension( * ) K, real, dimension( ldu, * ) DIFL, real, dimension( ldu, * ) DIFR, real, dimension( ldu, * ) Z, real, dimension( ldu, * ) POLES, integer, dimension( * ) GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, integer, dimension( ldgcol, * ) PERM, real, dimension( ldu, * ) GIVNUM, real, dimension( * ) C, real, dimension( * ) S, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.Purpose: Using a divide and conquer approach, SLASDA computes the singular value decomposition (SVD) of a real upper bidiagonal N-by-M matrix B with diagonal D and offdiagonal E, where M = N + SQRE. The algorithm computes the singular values in the SVD B = U * S * VT. The orthogonal matrices U and VT are optionally computed in compact form. A related subroutine, SLASD0, computes the singular values and the singular vectors in explicit form. Parameters ICOMPQ
ICOMPQ is INTEGER Specifies whether singular vectors are to be computed in compact form, as follows = 0: Compute singular values only. = 1: Compute singular vectors of upper bidiagonal matrix in compact form. SMLSIZ SMLSIZ is INTEGER The maximum size of the subproblems at the bottom of the computation tree. N N is INTEGER The row dimension of the upper bidiagonal matrix. This is also the dimension of the main diagonal array D. SQRE SQRE is INTEGER Specifies the column dimension of the bidiagonal matrix. = 0: The bidiagonal matrix has column dimension M = N; = 1: The bidiagonal matrix has column dimension M = N + 1. D D is REAL array, dimension ( N ) On entry D contains the main diagonal of the bidiagonal matrix. On exit D, if INFO = 0, contains its singular values. E E is REAL array, dimension ( M-1 ) Contains the subdiagonal entries of the bidiagonal matrix. On exit, E has been destroyed. U U is REAL array, dimension ( LDU, SMLSIZ ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, U contains the left singular vector matrices of all subproblems at the bottom level. LDU LDU is INTEGER, LDU = > N. The leading dimension of arrays U, VT, DIFL, DIFR, POLES, GIVNUM, and Z. VT VT is REAL array, dimension ( LDU, SMLSIZ+1 ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, VT**T contains the right singular vector matrices of all subproblems at the bottom level. K K is INTEGER array, dimension ( N ) if ICOMPQ = 1 and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1, on exit, K(I) is the dimension of the I-th secular equation on the computation tree. DIFL DIFL is REAL array, dimension ( LDU, NLVL ), where NLVL = floor(log_2 (N/SMLSIZ))). DIFR DIFR is REAL array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. If ICOMPQ = 1, on exit, DIFL(1:N, I) and DIFR(1:N, 2 * I - 1) record distances between singular values on the I-th level and singular values on the (I -1)-th level, and DIFR(1:N, 2 * I ) contains the normalizing factors for the right singular vector matrix. See SLASD8 for details. Z Z is REAL array, dimension ( LDU, NLVL ) if ICOMPQ = 1 and dimension ( N ) if ICOMPQ = 0. The first K elements of Z(1, I) contain the components of the deflation-adjusted updating row vector for subproblems on the I-th level. POLES POLES is REAL array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, POLES(1, 2*I - 1) and POLES(1, 2*I) contain the new and old singular values involved in the secular equations on the I-th level. GIVPTR GIVPTR is INTEGER array, dimension ( N ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, GIVPTR( I ) records the number of Givens rotations performed on the I-th problem on the computation tree. GIVCOL GIVCOL is INTEGER array, dimension ( LDGCOL, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVCOL(1, 2 *I - 1) and GIVCOL(1, 2 *I) record the locations of Givens rotations performed on the I-th level on the computation tree. LDGCOL LDGCOL is INTEGER, LDGCOL = > N. The leading dimension of arrays GIVCOL and PERM. PERM PERM is INTEGER array, dimension ( LDGCOL, NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, PERM(1, I) records permutations done on the I-th level of the computation tree. GIVNUM GIVNUM is REAL array, dimension ( LDU, 2 * NLVL ) if ICOMPQ = 1, and not referenced if ICOMPQ = 0. If ICOMPQ = 1, on exit, for each I, GIVNUM(1, 2 *I - 1) and GIVNUM(1, 2 *I) record the C- and S- values of Givens rotations performed on the I-th level on the computation tree. C C is REAL array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, C( I ) contains the C-value of a Givens rotation related to the right null space of the I-th subproblem. S S is REAL array, dimension ( N ) if ICOMPQ = 1, and dimension 1 if ICOMPQ = 0. If ICOMPQ = 1 and the I-th subproblem is not square, on exit, S( I ) contains the S-value of a Givens rotation related to the right null space of the I-th subproblem. WORK WORK is REAL array, dimension (6 * N + (SMLSIZ + 1)*(SMLSIZ + 1)). IWORK IWORK is INTEGER array, dimension (7*N). INFO INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value. > 0: if INFO = 1, a singular value did not converge Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 270 of file slasda.f. subroutine slasdq (character UPLO, integer SQRE, integer N, integer NCVT, integer NRU, integer NCC, real, dimension( * ) D, real, dimension( * ) E, real, dimension( ldvt, * ) VT, integer LDVT, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldc, * ) C, integer LDC, real, dimension( * ) WORK, integer INFO)SLASDQ computes the SVD of a real bidiagonal matrix with diagonal d and off-diagonal e. Used by sbdsdc.Purpose: SLASDQ computes the singular value decomposition (SVD) of a real (upper or lower) bidiagonal matrix with diagonal D and offdiagonal E, accumulating the transformations if desired. Letting B denote the input bidiagonal matrix, the algorithm computes orthogonal matrices Q and P such that B = Q * S * P**T (P**T denotes the transpose of P). The singular values S are overwritten on D. The input matrix U is changed to U * Q if desired. The input matrix VT is changed to P**T * VT if desired. The input matrix C is changed to Q**T * C if desired. See "Computing Small Singular Values of Bidiagonal Matrices With Guaranteed High Relative Accuracy," by J. Demmel and W. Kahan, LAPACK Working Note #3, for a detailed description of the algorithm. Parameters UPLO
UPLO is CHARACTER*1 On entry, UPLO specifies whether the input bidiagonal matrix is upper or lower bidiagonal, and whether it is square are not. UPLO = 'U' or 'u' B is upper bidiagonal. UPLO = 'L' or 'l' B is lower bidiagonal. SQRE SQRE is INTEGER = 0: then the input matrix is N-by-N. = 1: then the input matrix is N-by-(N+1) if UPLU = 'U' and (N+1)-by-N if UPLU = 'L'. The bidiagonal matrix has N = NL + NR + 1 rows and M = N + SQRE >= N columns. N N is INTEGER On entry, N specifies the number of rows and columns in the matrix. N must be at least 0. NCVT NCVT is INTEGER On entry, NCVT specifies the number of columns of the matrix VT. NCVT must be at least 0. NRU NRU is INTEGER On entry, NRU specifies the number of rows of the matrix U. NRU must be at least 0. NCC NCC is INTEGER On entry, NCC specifies the number of columns of the matrix C. NCC must be at least 0. D D is REAL array, dimension (N) On entry, D contains the diagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, D contains the singular values in ascending order. E E is REAL array. dimension is (N-1) if SQRE = 0 and N if SQRE = 1. On entry, the entries of E contain the offdiagonal entries of the bidiagonal matrix whose SVD is desired. On normal exit, E will contain 0. If the algorithm does not converge, D and E will contain the diagonal and superdiagonal entries of a bidiagonal matrix orthogonally equivalent to the one given as input. VT VT is REAL array, dimension (LDVT, NCVT) On entry, contains a matrix which on exit has been premultiplied by P**T, dimension N-by-NCVT if SQRE = 0 and (N+1)-by-NCVT if SQRE = 1 (not referenced if NCVT=0). LDVT LDVT is INTEGER On entry, LDVT specifies the leading dimension of VT as declared in the calling (sub) program. LDVT must be at least 1. If NCVT is nonzero LDVT must also be at least N. U U is REAL array, dimension (LDU, N) On entry, contains a matrix which on exit has been postmultiplied by Q, dimension NRU-by-N if SQRE = 0 and NRU-by-(N+1) if SQRE = 1 (not referenced if NRU=0). LDU LDU is INTEGER On entry, LDU specifies the leading dimension of U as declared in the calling (sub) program. LDU must be at least max( 1, NRU ) . C C is REAL array, dimension (LDC, NCC) On entry, contains an N-by-NCC matrix which on exit has been premultiplied by Q**T dimension N-by-NCC if SQRE = 0 and (N+1)-by-NCC if SQRE = 1 (not referenced if NCC=0). LDC LDC is INTEGER On entry, LDC specifies the leading dimension of C as declared in the calling (sub) program. LDC must be at least 1. If NCC is nonzero, LDC must also be at least N. WORK WORK is REAL array, dimension (4*N) Workspace. Only referenced if one of NCVT, NRU, or NCC is nonzero, and if N is at least 2. INFO INFO is INTEGER On exit, a value of 0 indicates a successful exit. If INFO < 0, argument number -INFO is illegal. If INFO > 0, the algorithm did not converge, and INFO specifies how many superdiagonals did not converge. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 209 of file slasdq.f. subroutine slasdt (integer N, integer LVL, integer ND, integer, dimension( * ) INODE, integer, dimension( * ) NDIML, integer, dimension( * ) NDIMR, integer MSUB)SLASDT creates a tree of subproblems for bidiagonal divide and conquer. Used by sbdsdc.Purpose: SLASDT creates a tree of subproblems for bidiagonal divide and conquer. Parameters N
N is INTEGER On entry, the number of diagonal elements of the bidiagonal matrix. LVL LVL is INTEGER On exit, the number of levels on the computation tree. ND ND is INTEGER On exit, the number of nodes on the tree. INODE INODE is INTEGER array, dimension ( N ) On exit, centers of subproblems. NDIML NDIML is INTEGER array, dimension ( N ) On exit, row dimensions of left children. NDIMR NDIMR is INTEGER array, dimension ( N ) On exit, row dimensions of right children. MSUB MSUB is INTEGER On entry, the maximum row dimension each subproblem at the bottom of the tree can be of. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Contributors: Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
Definition at line 104 of file slasdt.f. subroutine slaset (character UPLO, integer M, integer N, real ALPHA, real BETA, real, dimension( lda, * ) A, integer LDA)SLASET initializes the off-diagonal elements and the diagonal elements of a matrix to given values.Purpose: SLASET initializes an m-by-n matrix A to BETA on the diagonal and ALPHA on the offdiagonals. Parameters UPLO
UPLO is CHARACTER*1 Specifies the part of the matrix A to be set. = 'U': Upper triangular part is set; the strictly lower triangular part of A is not changed. = 'L': Lower triangular part is set; the strictly upper triangular part of A is not changed. Otherwise: All of the matrix A is set. M M is INTEGER The number of rows of the matrix A. M >= 0. N N is INTEGER The number of columns of the matrix A. N >= 0. ALPHA ALPHA is REAL The constant to which the offdiagonal elements are to be set. BETA BETA is REAL The constant to which the diagonal elements are to be set. A A is REAL array, dimension (LDA,N) On exit, the leading m-by-n submatrix of A is set as follows: if UPLO = 'U', A(i,j) = ALPHA, 1<=i<=j-1, 1<=j<=n, if UPLO = 'L', A(i,j) = ALPHA, j+1<=i<=m, 1<=j<=n, otherwise, A(i,j) = ALPHA, 1<=i<=m, 1<=j<=n, i.ne.j, and, for all UPLO, A(i,i) = BETA, 1<=i<=min(m,n). LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 109 of file slaset.f. subroutine slasr (character SIDE, character PIVOT, character DIRECT, integer M, integer N, real, dimension( * ) C, real, dimension( * ) S, real, dimension( lda, * ) A, integer LDA)SLASR applies a sequence of plane rotations to a general rectangular matrix.Purpose: SLASR applies a sequence of plane rotations to a real matrix A, from either the left or the right. When SIDE = 'L', the transformation takes the form A := P*A and when SIDE = 'R', the transformation takes the form A := A*P**T where P is an orthogonal matrix consisting of a sequence of z plane rotations, with z = M when SIDE = 'L' and z = N when SIDE = 'R', and P**T is the transpose of P. When DIRECT = 'F' (Forward sequence), then P = P(z-1) * ... * P(2) * P(1) and when DIRECT = 'B' (Backward sequence), then P = P(1) * P(2) * ... * P(z-1) where P(k) is a plane rotation matrix defined by the 2-by-2 rotation R(k) = ( c(k) s(k) ) = ( -s(k) c(k) ). When PIVOT = 'V' (Variable pivot), the rotation is performed for the plane (k,k+1), i.e., P(k) has the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears as a rank-2 modification to the identity matrix in rows and columns k and k+1. When PIVOT = 'T' (Top pivot), the rotation is performed for the plane (1,k+1), so P(k) has the form P(k) = ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) ( 1 ) ( ... ) ( 1 ) where R(k) appears in rows and columns 1 and k+1. Similarly, when PIVOT = 'B' (Bottom pivot), the rotation is performed for the plane (k,z), giving P(k) the form P(k) = ( 1 ) ( ... ) ( 1 ) ( c(k) s(k) ) ( 1 ) ( ... ) ( 1 ) ( -s(k) c(k) ) where R(k) appears in rows and columns k and z. The rotations are performed without ever forming P(k) explicitly. Parameters SIDE
SIDE is CHARACTER*1 Specifies whether the plane rotation matrix P is applied to A on the left or the right. = 'L': Left, compute A := P*A = 'R': Right, compute A:= A*P**T PIVOT PIVOT is CHARACTER*1 Specifies the plane for which P(k) is a plane rotation matrix. = 'V': Variable pivot, the plane (k,k+1) = 'T': Top pivot, the plane (1,k+1) = 'B': Bottom pivot, the plane (k,z) DIRECT DIRECT is CHARACTER*1 Specifies whether P is a forward or backward sequence of plane rotations. = 'F': Forward, P = P(z-1)*...*P(2)*P(1) = 'B': Backward, P = P(1)*P(2)*...*P(z-1) M M is INTEGER The number of rows of the matrix A. If m <= 1, an immediate return is effected. N N is INTEGER The number of columns of the matrix A. If n <= 1, an immediate return is effected. C C is REAL array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The cosines c(k) of the plane rotations. S S is REAL array, dimension (M-1) if SIDE = 'L' (N-1) if SIDE = 'R' The sines s(k) of the plane rotations. The 2-by-2 plane rotation part of the matrix P(k), R(k), has the form R(k) = ( c(k) s(k) ) ( -s(k) c(k) ). A A is REAL array, dimension (LDA,N) The M-by-N matrix A. On exit, A is overwritten by P*A if SIDE = 'R' or by A*P**T if SIDE = 'L'. LDA LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 198 of file slasr.f. subroutine slasv2 (real F, real G, real H, real SSMIN, real SSMAX, real SNR, real CSR, real SNL, real CSL)SLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.Purpose: SLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix [ F G ] [ 0 H ]. On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and right singular vectors for abs(SSMAX), giving the decomposition [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ] [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ]. Parameters F
F is REAL The (1,1) element of the 2-by-2 matrix. G G is REAL The (1,2) element of the 2-by-2 matrix. H H is REAL The (2,2) element of the 2-by-2 matrix. SSMIN SSMIN is REAL abs(SSMIN) is the smaller singular value. SSMAX SSMAX is REAL abs(SSMAX) is the larger singular value. SNL SNL is REAL CSL CSL is REAL The vector (CSL, SNL) is a unit left singular vector for the singular value abs(SSMAX). SNR SNR is REAL CSR CSR is REAL The vector (CSR, SNR) is a unit right singular vector for the singular value abs(SSMAX). Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Further Details: Any input parameter may be aliased with any output parameter. Barring over/underflow and assuming a guard digit in subtraction, all output quantities are correct to within a few units in the last place (ulps). In IEEE arithmetic, the code works correctly if one matrix element is infinite. Overflow will not occur unless the largest singular value itself overflows or is within a few ulps of overflow. (On machines with partial overflow, like the Cray, overflow may occur if the largest singular value is within a factor of 2 of overflow.) Underflow is harmless if underflow is gradual. Otherwise, results may correspond to a matrix modified by perturbations of size near the underflow threshold. Definition at line 137 of file slasv2.f. subroutine xerbla (character*(*) SRNAME, integer INFO)XERBLAPurpose: XERBLA is an error handler for the LAPACK routines. It is called by an LAPACK routine if an input parameter has an invalid value. A message is printed and execution stops. Installers may consider modifying the STOP statement in order to call system-specific exception-handling facilities. Parameters SRNAME
SRNAME is CHARACTER*(*) The name of the routine which called XERBLA. INFO INFO is INTEGER The position of the invalid parameter in the parameter list of the calling routine. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 69 of file SRC/xerbla.f. subroutine xerbla_array (character(1), dimension(srname_len) SRNAME_ARRAY, integer SRNAME_LEN, integer INFO)XERBLA_ARRAYPurpose: XERBLA_ARRAY assists other languages in calling XERBLA, the LAPACK and BLAS error handler. Rather than taking a Fortran string argument as the function's name, XERBLA_ARRAY takes an array of single characters along with the array's length. XERBLA_ARRAY then copies up to 32 characters of that array into a Fortran string and passes that to XERBLA. If called with a non-positive SRNAME_LEN, XERBLA_ARRAY will call XERBLA with a string of all blank characters. Say some macro or other device makes XERBLA_ARRAY available to C99 by a name lapack_xerbla and with a common Fortran calling convention. Then a C99 program could invoke XERBLA via: { int flen = strlen(__func__); lapack_xerbla(__func__, &flen, &info); } Providing XERBLA_ARRAY is not necessary for intercepting LAPACK errors. XERBLA_ARRAY calls XERBLA. Parameters SRNAME_ARRAY
SRNAME_ARRAY is CHARACTER(1) array, dimension (SRNAME_LEN) The name of the routine which called XERBLA_ARRAY. SRNAME_LEN SRNAME_LEN is INTEGER The length of the name in SRNAME_ARRAY. INFO INFO is INTEGER The position of the invalid parameter in the parameter list of the calling routine. Author Univ. of Tennessee
Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Definition at line 89 of file SRC/xerbla_array.f. AuthorGenerated automatically by Doxygen for LAPACK from the source code.
Visit the GSP FreeBSD Man Page Interface. |