table of contents
other versions
- jessie 3.5.0-4
- jessie-backports 3.7.0-1~bpo8+1
- stretch 3.7.0-2
- testing 3.8.0-1
- unstable 3.8.0-1
Other Auxiliary Routines(3) | LAPACK | Other Auxiliary Routines(3) |
NAME¶
Other Auxiliary Routines -Modules¶
double
Functions¶
logical function disnan (DIN)
Detailed Description¶
This is the group of Other Auxiliary routinesFunction Documentation¶
logical function disnan (double precisionDIN)¶
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.
DIN
Author:
DIN is DOUBLE PRECISION Input to test for NaN.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlabad (double precisionSMALL, double precisionLARGE)¶
DLABAD Purpose: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.
SMALL
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlacpy (characterUPLO, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, double precision, dimension( ldb, * )B, integerLDB)¶
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.
UPLO
Author:
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 AM
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlae2 (double precisionA, double precisionB, double precisionC, double precisionRT1, double precisionRT2)¶
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.
A
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine dlaebz (integerIJOB, integerNITMAX, integerN, integerMMAX, integerMINP, integerNBMIN, double precisionABSTOL, double precisionRELTOL, double precisionPIVMIN, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, integer, dimension( * )NVAL, double precision, dimension( mmax, * )AB, double precision, dimension( * )C, integerMOUT, integer, dimension( mmax, * )NAB, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
IJOB
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine dlaev2 (double precisionA, double precisionB, double precisionC, double precisionRT1, double precisionRT2, double precisionCS1, double precisionSN1)¶
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 ].
A
Author:
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 PRECISIONSN1
SN1 is DOUBLE PRECISION The vector (CS1, SN1) is a unit right eigenvector for RT1.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine dlagts (integerJOB, integerN, double precision, dimension( * )A, double precision, dimension( * )B, double precision, dimension( * )C, double precision, dimension( * )D, integer, dimension( * )IN, double precision, dimension( * )Y, double precisionTOL, integerINFO)¶
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.
JOB
Author:
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 .lt. 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 .gt. 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 .lt. 0: if INFO = -i, the i-th argument had an illegal value .gt. 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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
logical function dlaisnan (double precisionDIN1, double precisionDIN2)¶
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.
DIN1
Author:
DIN1 is DOUBLE PRECISIONDIN2
DIN2 is DOUBLE PRECISION Two numbers to compare for inequality.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
integer function dlaneg (integerN, double precision, dimension( * )D, double precision, dimension( * )LLD, double precisionSIGMA, double precisionPIVMIN, integerR)¶
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.)
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Jason Riedy, University of California, Berkeley, USA
Christof Voemel, University of California, Berkeley, USA
Jason Riedy, University of California, Berkeley, USA
double precision function dlanst (characterNORM, integerN, 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.
DLANST
Parameters:
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.
NORM
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
double precision function dlapy2 (double precisionX, double precisionY)¶
DLAPY2 returns sqrt(x2+y2). Purpose:DLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary overflow.
X
Author:
X is DOUBLE PRECISIONY
Y is DOUBLE PRECISION X and Y specify the values x and y.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
double precision function dlapy3 (double precisionX, double precisionY, double precisionZ)¶
DLAPY3 returns sqrt(x2+y2+z2). Purpose:DLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause unnecessary overflow.
X
Author:
X is DOUBLE PRECISIONY
Y is DOUBLE PRECISIONZ
Z is DOUBLE PRECISION X, Y and Z specify the values x, y and z.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, 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.
IDIST
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine dlarra (integerN, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, double precisionSPLTOL, double precisionTNRM, integerNSPLIT, integer, dimension( * )ISPLIT, integerINFO)¶
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.
N
Author:
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 zeroSPLTOL
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 accuracyTNRM
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine dlarrb (integerN, double precision, dimension( * )D, double precision, dimension( * )LLD, integerIFIRST, integerILAST, double precisionRTOL1, double precisionRTOL2, integerOFFSET, double precision, dimension( * )W, double precision, dimension( * )WGAP, double precision, dimension( * )WERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, double precisionPIVMIN, double precisionSPDIAM, integerTWIST, integerINFO)¶
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.
N
Author:
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 PRECISIONRTOL2
RTOL2 is DOUBLE PRECISION Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.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.EQ.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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine dlarrc (characterJOBT, integerN, double precisionVL, double precisionVU, double precision, dimension( * )D, double precision, dimension( * )E, double precisionPIVMIN, integerEIGCNT, integerLCNT, integerRCNT, integerINFO)¶
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'.
JOBT
Author:
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 INTEGERRCNT
RCNT is INTEGER The left and right negcounts of the interval.INFO
INFO is INTEGER
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
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
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
subroutine dlarrd (characterRANGE, characterORDER, integerN, double precisionVL, double precisionVU, integerIL, integerIU, double precision, dimension( * )GERS, double precisionRELTOL, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, double precisionPIVMIN, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, double precision, dimension( * )W, double precision, dimension( * )WERR, double precisionWL, double precisionWU, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
RANGE
Internal Parameters:
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)/2WERR
WERR is DOUBLE PRECISION array, dimension (N) The error bound on the corresponding eigenvalue approximation in W.WL
WL is DOUBLE PRECISIONWU
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.
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.
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:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
subroutine dlarre (characterRANGE, integerN, double precisionVL, double precisionVU, integerIL, integerIU, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( * )E2, double precisionRTOL1, double precisionRTOL2, double precisionSPLTOL, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, double precision, dimension( * )W, double precision, dimension( * )WERR, double precision, dimension( * )WGAP, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, double precision, dimension( * )GERS, double precisionPIVMIN, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
RANGE
Author:
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 zeroRTOL1
RTOL1 is DOUBLE PRECISIONRTOL2
RTOL2 is DOUBLE PRECISION Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.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 gapIBLOCK
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 2GERS
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Further Details:
The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy.
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
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
subroutine dlarrf (integerN, double precision, dimension( * )D, double precision, dimension( * )L, double precision, dimension( * )LD, integerCLSTRT, integerCLEND, double precision, dimension( * )W, double precision, dimension( * )WGAP, double precision, dimension( * )WERR, double precisionSPDIAM, double precisionCLGAPL, double precisionCLGAPR, double precisionPIVMIN, double precisionSIGMA, double precision, dimension( * )DPLUS, double precision, dimension( * )LPLUS, double precision, dimension( * )WORK, integerINFO)¶
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.
N
Author:
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 WSPDIAM
SPDIAM is DOUBLE PRECISION estimate of the spectral diameter obtained from the Gerschgorin intervalsCLGAPL
CLGAPL is DOUBLE PRECISIONCLGAPR
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)
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
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
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
subroutine dlarrj (integerN, double precision, dimension( * )D, double precision, dimension( * )E2, integerIFIRST, integerILAST, double precisionRTOL, integerOFFSET, double precision, dimension( * )W, double precision, dimension( * )WERR, double precision, dimension( * )WORK, integer, dimension( * )IWORK, double precisionPIVMIN, double precisionSPDIAM, integerINFO)¶
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.
N
Author:
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.LT.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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine dlarrk (integerN, integerIW, double precisionGL, double precisionGU, double precision, dimension( * )D, double precision, dimension( * )E2, double precisionPIVMIN, double precisionRELTOL, double precisionW, double precisionWERR, integerINFO)¶
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.
N
Internal Parameters:
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 PRECISIONGU
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 PRECISIONWERR
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
FUDGE DOUBLE PRECISION, default = 2 A "fudge factor" to widen the Gershgorin intervals.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlarrr (integerN, double precision, dimension( * )D, double precision, dimension( * )E, integerINFO)¶
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.
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine dlartg (double precisionF, double precisionG, double precisionCS, double precisionSN, double precisionR)¶
DLARTG generates a plane rotation with real cosine and real sine. Purpose:DLARTG generate 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 BLAS1 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 without doing any floating point operations (saves work in DBDSQR when there are zeros on the diagonal). If F exceeds G in magnitude, CS will be positive.
F
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlartgp (double precisionF, double precisionG, double precisionCS, double precisionSN, double precisionR)¶
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.
F
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlaruv (integer, dimension( 4 )ISEED, integerN, 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.
ISEED
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine dlas2 (double precisionF, double precisionG, double precisionH, double precisionSSMIN, double precisionSSMAX)¶
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.
F
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine dlascl (characterTYPE, integerKL, integerKU, double precisionCFROM, double precisionCTO, integerM, integerN, double precision, dimension( lda, * )A, integerLDA, integerINFO)¶
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.
TYPE
Author:
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 PRECISIONCTO
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
subroutine dlasd0 (integerN, integerSQRE, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, integerSMLSIZ, integer, dimension( * )IWORK, double precision, dimension( * )WORK, integerINFO)¶
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.
N
Author:
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 at least (LDQ, 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 at least (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 work array. Dimension must be at least (8 * N)WORK
WORK is DOUBLE PRECISION work array. Dimension must be at least (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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasd1 (integerNL, integerNR, integerSQRE, double precision, dimension( * )D, double precisionALPHA, double precisionBETA, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, integer, dimension( * )IDXQ, integer, dimension( * )IWORK, double precision, dimension( * )WORK, integerINFO)¶
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.
NL
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasd2 (integerNL, integerNR, integerSQRE, integerK, double precision, dimension( * )D, double precision, dimension( * )Z, double precisionALPHA, double precisionBETA, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldvt, * )VT, integerLDVT, double precision, dimension( * )DSIGMA, double precision, dimension( ldu2, * )U2, integerLDU2, double precision, dimension( ldvt2, * )VT2, integerLDVT2, integer, dimension( * )IDXP, integer, dimension( * )IDX, integer, dimension( * )IDXC, integer, dimension( * )IDXQ, integer, dimension( * )COLTYP, integerINFO)¶
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.
NL
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasd3 (integerNL, integerNR, integerSQRE, integerK, double precision, dimension( * )D, double precision, dimension( ldq, * )Q, integerLDQ, double precision, dimension( * )DSIGMA, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldu2, * )U2, integerLDU2, double precision, dimension( ldvt, * )VT, integerLDVT, double precision, dimension( ldvt2, * )VT2, integerLDVT2, integer, dimension( * )IDXC, integer, dimension( * )CTOT, double precision, dimension( * )Z, integerINFO)¶
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.
NL
Author:
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 at least (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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasd4 (integerN, integerI, double precision, dimension( * )D, double precision, dimension( * )Z, double precision, dimension( * )DELTA, double precisionRHO, double precisionSIGMA, double precision, dimension( * )WORK, integerINFO)¶
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.
N
Internal Parameters:
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.
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
subroutine dlasd5 (integerI, double precision, dimension( 2 )D, double precision, dimension( 2 )Z, double precision, dimension( 2 )DELTA, double precisionRHO, double precisionDSIGMA, 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.
I
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
subroutine dlasd6 (integerICOMPQ, integerNL, integerNR, integerSQRE, double precision, dimension( * )D, double precision, dimension( * )VF, double precision, dimension( * )VL, double precisionALPHA, double precisionBETA, integer, dimension( * )IDXQ, integer, dimension( * )PERM, integerGIVPTR, integer, dimension( ldgcol, * )GIVCOL, integerLDGCOL, double precision, dimension( ldgnum, * )GIVNUM, integerLDGNUM, double precision, dimension( ldgnum, * )POLES, double precision, dimension( * )DIFL, double precision, dimension( * )DIFR, double precision, dimension( * )Z, integerK, double precisionC, double precisionS, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
ICOMPQ
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasd7 (integerICOMPQ, integerNL, integerNR, integerSQRE, integerK, 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 precisionALPHA, double precisionBETA, double precision, dimension( * )DSIGMA, integer, dimension( * )IDX, integer, dimension( * )IDXP, integer, dimension( * )IDXQ, integer, dimension( * )PERM, integerGIVPTR, integer, dimension( ldgcol, * )GIVCOL, integerLDGCOL, double precision, dimension( ldgnum, * )GIVNUM, integerLDGNUM, double precisionC, double precisionS, integerINFO)¶
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.
ICOMPQ
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasd8 (integerICOMPQ, integerK, 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, integerLDDIFR, double precision, dimension( * )DSIGMA, double precision, dimension( * )WORK, integerINFO)¶
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.
ICOMPQ
Author:
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 at least 3 * KINFO
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasda (integerICOMPQ, integerSMLSIZ, integerN, integerSQRE, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldu, * )U, integerLDU, 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, integerLDGCOL, integer, dimension( ldgcol, * )PERM, double precision, dimension( ldu, * )GIVNUM, double precision, dimension( * )C, double precision, dimension( * )S, double precision, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
ICOMPQ
Author:
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 must be at least (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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasdq (characterUPLO, integerSQRE, integerN, integerNCVT, integerNRU, integerNCC, double precision, dimension( * )D, double precision, dimension( * )E, double precision, dimension( ldvt, * )VT, integerLDVT, double precision, dimension( ldu, * )U, integerLDU, double precision, dimension( ldc, * )C, integerLDC, double precision, dimension( * )WORK, integerINFO)¶
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.
UPLO
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlasdt (integerN, integerLVL, integerND, integer, dimension( * )INODE, integer, dimension( * )NDIML, integer, dimension( * )NDIMR, integerMSUB)¶
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.
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine dlaset (characterUPLO, integerM, integerN, double precisionALPHA, double precisionBETA, double precision, dimension( lda, * )A, integerLDA)¶
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.
UPLO
Author:
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlasr (characterSIDE, characterPIVOT, characterDIRECT, integerM, integerN, double precision, dimension( * )C, double precision, dimension( * )S, double precision, dimension( lda, * )A, integerLDA)¶
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.
SIDE
Author:
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**TPIVOT
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 = 'R' or by A*P**T if SIDE = 'L'.LDA
LDA is INTEGER The leading dimension of the array A. LDA >= max(1,M).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlassq (integerN, double precision, dimension( * )X, integerINCX, double precisionSCALE, double precisionSUMSQ)¶
DLASSQ updates a sum of squares represented in scaled form. Purpose:DLASSQ returns the values scl and smsq such that ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq, where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is assumed to be non-negative and scl returns the value scl = max( scale, abs( x( i ) ) ). scale and sumsq must be supplied in SCALE and SUMSQ and scl and smsq are overwritten on SCALE and SUMSQ respectively. The routine makes only one pass through the vector x.
N
Author:
N is INTEGER The number of elements to be used from the vector X.X
X is DOUBLE PRECISION array, dimension (N) The vector for which a scaled sum of squares is computed. x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.INCX
INCX is INTEGER The increment between successive values of the vector X. INCX > 0.SCALE
SCALE is DOUBLE PRECISION On entry, the value scale in the equation above. On exit, SCALE is overwritten with scl , the scaling factor for the sum of squares.SUMSQ
SUMSQ is DOUBLE PRECISION On entry, the value sumsq in the equation above. On exit, SUMSQ is overwritten with smsq , the basic sum of squares from which scl has been factored out.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine dlasv2 (double precisionF, double precisionG, double precisionH, double precisionSSMIN, double precisionSSMAX, double precisionSNR, double precisionCSR, double precisionSNL, double precisionCSL)¶
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 ].
F
Author:
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 PRECISIONCSL
CSL is DOUBLE PRECISION The vector (CSL, SNL) is a unit left singular vector for the singular value abs(SSMAX).SNR
SNR is DOUBLE PRECISIONCSR
CSR is DOUBLE PRECISION The vector (CSR, SNR) is a unit right singular vector for the singular value abs(SSMAX).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
integer function ieeeck (integerISPEC, realZERO, realONE)¶
IEEECK Purpose:IEEECK is called from the ILAENV to verify that Infinity and possibly NaN arithmetic is safe (i.e. will not trap).
ISPEC
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
integer function iladlc (integerM, integerN, double precision, dimension( lda, * )A, integerLDA)¶
ILADLC scans a matrix for its last non-zero column. Purpose:ILADLC scans A for its last non-zero column.
M
Author:
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
integer function iladlr (integerM, integerN, double precision, dimension( lda, * )A, integerLDA)¶
ILADLR scans a matrix for its last non-zero row. Purpose:ILADLR scans A for its last non-zero row.
M
Author:
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
integer function ilaenv (integerISPEC, character*( * )NAME, character*( * )OPTS, integerN1, integerN2, integerN3, integerN4)¶
ILAENV Purpose: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.
ISPEC
Author:
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 NaN arithmetic can be trusted not to trap =11: infinity arithmetic can be trusted not to trap 12 <= ISPEC <= 16: xHSEQR or related subroutines, see IPARMQ for detailed explanationNAME
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 INTEGERN2
N2 is INTEGERN3
N3 is INTEGERN4
N4 is INTEGER Problem dimensions for the subroutine NAME; these may not all be required.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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 )
subroutine ilaver (integerVERS_MAJOR, integerVERS_MINOR, integerVERS_PATCH)¶
ILAVER returns the LAPACK version. Purpose:This subroutine returns the LAPACK version.
VERS_MAJOR
Author:
return the lapack major versionVERS_MINOR
return the lapack minor version from the major versionVERS_PATCH
return the lapack patch version from the minor version
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
integer function iparmq (integerISPEC, character, dimension( * )NAME, character, dimension( * )OPTS, integerN, integerILO, integerIHI, integerLWORK)¶
IPARMQ Purpose: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
ISPEC
Author:
ISPEC is integer scalar 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.GT.(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.)NAME
NAME is character string Name of the calling subroutineOPTS
OPTS is character string This is a concatenation of the string arguments to TTQRE.N
N is integer scalar N is the order of the Hessenberg matrix H.ILO
ILO is INTEGERIHI
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 scalar The amount of workspace available.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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).LE.500 is NS. The default for (IHI-ILO+1).GT.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.
logical function lsamen (integerN, character*( * )CA, character*( * )CB)¶
LSAMEN Purpose: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.
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
logical function sisnan (realSIN)¶
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.
SIN
Author:
SIN is REAL Input to test for NaN.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slabad (realSMALL, realLARGE)¶
SLABAD Purpose: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.
SMALL
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slacpy (characterUPLO, integerM, integerN, real, dimension( lda, * )A, integerLDA, real, dimension( ldb, * )B, integerLDB)¶
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.
UPLO
Author:
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 AM
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slae2 (realA, realB, realC, realRT1, realRT2)¶
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.
A
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine slaebz (integerIJOB, integerNITMAX, integerN, integerMMAX, integerMINP, integerNBMIN, realABSTOL, realRELTOL, realPIVMIN, real, dimension( * )D, real, dimension( * )E, real, dimension( * )E2, integer, dimension( * )NVAL, real, dimension( mmax, * )AB, real, dimension( * )C, integerMOUT, integer, dimension( mmax, * )NAB, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
IJOB
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine slaev2 (realA, realB, realC, realRT1, realRT2, realCS1, realSN1)¶
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 ].
A
Author:
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 REALSN1
SN1 is REAL The vector (CS1, SN1) is a unit right eigenvector for RT1.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine slag2d (integerM, integerN, real, dimension( ldsa, * )SA, integerLDSA, double precision, dimension( lda, * )A, integerLDA, integerINFO)¶
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.
M
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slagts (integerJOB, integerN, real, dimension( * )A, real, dimension( * )B, real, dimension( * )C, real, dimension( * )D, integer, dimension( * )IN, real, dimension( * )Y, realTOL, integerINFO)¶
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.
JOB
Author:
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 .lt. 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 .gt. 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 .lt. 0: if INFO = -i, the i-th argument had an illegal value .gt. 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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
logical function slaisnan (realSIN1, realSIN2)¶
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.
SIN1
Author:
SIN1 is REALSIN2
SIN2 is REAL Two numbers to compare for inequality.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
integer function slaneg (integerN, real, dimension( * )D, real, dimension( * )LLD, realSIGMA, realPIVMIN, integerR)¶
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.)
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Osni Marques, LBNL/NERSC, USA
Christof Voemel, University of California, Berkeley, USA
Jason Riedy, University of California, Berkeley, USA
Christof Voemel, University of California, Berkeley, USA
Jason Riedy, University of California, Berkeley, USA
real function slanst (characterNORM, integerN, 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.
SLANST
Parameters:
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.
NORM
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
real function slapy2 (realX, realY)¶
SLAPY2 returns sqrt(x2+y2). Purpose:SLAPY2 returns sqrt(x**2+y**2), taking care not to cause unnecessary overflow.
X
Author:
X is REALY
Y is REAL X and Y specify the values x and y.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
real function slapy3 (realX, realY, realZ)¶
SLAPY3 returns sqrt(x2+y2+z2). Purpose:SLAPY3 returns sqrt(x**2+y**2+z**2), taking care not to cause unnecessary overflow.
X
Author:
X is REALY
Y is REALZ
Z is REAL X, Y and Z specify the values x, y and z.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slarnv (integerIDIST, integer, dimension( 4 )ISEED, integerN, 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.
IDIST
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine slarra (integerN, real, dimension( * )D, real, dimension( * )E, real, dimension( * )E2, realSPLTOL, realTNRM, integerNSPLIT, integer, dimension( * )ISPLIT, integerINFO)¶
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.
N
Author:
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 zeroSPLTOL
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 accuracyTNRM
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine slarrb (integerN, real, dimension( * )D, real, dimension( * )LLD, integerIFIRST, integerILAST, realRTOL1, realRTOL2, integerOFFSET, real, dimension( * )W, real, dimension( * )WGAP, real, dimension( * )WERR, real, dimension( * )WORK, integer, dimension( * )IWORK, realPIVMIN, realSPDIAM, integerTWIST, integerINFO)¶
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.
N
Author:
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 REALRTOL2
RTOL2 is REAL Tolerance for the convergence of the bisection intervals. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.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.EQ.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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine slarrc (characterJOBT, integerN, realVL, realVU, real, dimension( * )D, real, dimension( * )E, realPIVMIN, integerEIGCNT, integerLCNT, integerRCNT, integerINFO)¶
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'.
JOBT
Author:
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 INTEGERRCNT
RCNT is INTEGER The left and right negcounts of the interval.INFO
INFO is INTEGER
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
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
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
subroutine slarrd (characterRANGE, characterORDER, integerN, realVL, realVU, integerIL, integerIU, real, dimension( * )GERS, realRELTOL, real, dimension( * )D, real, dimension( * )E, real, dimension( * )E2, realPIVMIN, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, real, dimension( * )W, real, dimension( * )WERR, realWL, realWU, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
RANGE
Internal Parameters:
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)/2WERR
WERR is REAL array, dimension (N) The error bound on the corresponding eigenvalue approximation in W.WL
WL is REALWU
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.
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.
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:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
subroutine slarre (characterRANGE, integerN, realVL, realVU, integerIL, integerIU, real, dimension( * )D, real, dimension( * )E, real, dimension( * )E2, realRTOL1, realRTOL2, realSPLTOL, integerNSPLIT, integer, dimension( * )ISPLIT, integerM, real, dimension( * )W, real, dimension( * )WERR, real, dimension( * )WGAP, integer, dimension( * )IBLOCK, integer, dimension( * )INDEXW, real, dimension( * )GERS, realPIVMIN, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
RANGE
Author:
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 zeroRTOL1
RTOL1 is REALRTOL2
RTOL2 is REAL Parameters for bisection. An interval [LEFT,RIGHT] has converged if RIGHT-LEFT.LT.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 gapIBLOCK
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 2GERS
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Further Details:
The base representations are required to suffer very little element growth and consequently define all their eigenvalues to high relative accuracy.
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
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
subroutine slarrf (integerN, real, dimension( * )D, real, dimension( * )L, real, dimension( * )LD, integerCLSTRT, integerCLEND, real, dimension( * )W, real, dimension( * )WGAP, real, dimension( * )WERR, realSPDIAM, realCLGAPL, realCLGAPR, realPIVMIN, realSIGMA, real, dimension( * )DPLUS, real, dimension( * )LPLUS, real, dimension( * )WORK, integerINFO)¶
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.
N
Author:
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 WSPDIAM
SPDIAM is REAL estimate of the spectral diameter obtained from the Gerschgorin intervalsCLGAPL
CLGAPL is REALCLGAPR
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)
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
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
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
subroutine slarrj (integerN, real, dimension( * )D, real, dimension( * )E2, integerIFIRST, integerILAST, realRTOL, integerOFFSET, real, dimension( * )W, real, dimension( * )WERR, real, dimension( * )WORK, integer, dimension( * )IWORK, realPIVMIN, realSPDIAM, integerINFO)¶
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.
N
Author:
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.LT.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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine slarrk (integerN, integerIW, realGL, realGU, real, dimension( * )D, real, dimension( * )E2, realPIVMIN, realRELTOL, realW, realWERR, integerINFO)¶
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.
N
Internal Parameters:
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 REALGU
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 REALWERR
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
FUDGE REAL , default = 2 A "fudge factor" to widen the Gershgorin intervals.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slarrr (integerN, real, dimension( * )D, real, dimension( * )E, integerINFO)¶
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.
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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
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
subroutine slartg (realF, realG, realCS, realSN, realR)¶
SLARTG generates a plane rotation with real cosine and real sine. Purpose:SLARTG generate 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 BLAS1 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 without doing any floating point operations (saves work in SBDSQR when there are zeros on the diagonal). If F exceeds G in magnitude, CS will be positive.
F
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slartgp (realF, realG, realCS, realSN, realR)¶
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.
F
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slaruv (integer, dimension( 4 )ISEED, integerN, 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.
ISEED
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine slas2 (realF, realG, realH, realSSMIN, realSSMAX)¶
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.
F
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine slascl (characterTYPE, integerKL, integerKU, realCFROM, realCTO, integerM, integerN, real, dimension( lda, * )A, integerLDA, integerINFO)¶
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.
TYPE
Author:
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 REALCTO
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
subroutine slasd0 (integerN, integerSQRE, real, dimension( * )D, real, dimension( * )E, real, dimension( ldu, * )U, integerLDU, real, dimension( ldvt, * )VT, integerLDVT, integerSMLSIZ, integer, dimension( * )IWORK, real, dimension( * )WORK, integerINFO)¶
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.
N
Author:
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 at least (LDQ, 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 at least (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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasd1 (integerNL, integerNR, integerSQRE, real, dimension( * )D, realALPHA, realBETA, real, dimension( ldu, * )U, integerLDU, real, dimension( ldvt, * )VT, integerLDVT, integer, dimension( * )IDXQ, integer, dimension( * )IWORK, real, dimension( * )WORK, integerINFO)¶
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.
NL
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasd2 (integerNL, integerNR, integerSQRE, integerK, real, dimension( * )D, real, dimension( * )Z, realALPHA, realBETA, real, dimension( ldu, * )U, integerLDU, real, dimension( ldvt, * )VT, integerLDVT, real, dimension( * )DSIGMA, real, dimension( ldu2, * )U2, integerLDU2, real, dimension( ldvt2, * )VT2, integerLDVT2, integer, dimension( * )IDXP, integer, dimension( * )IDX, integer, dimension( * )IDXC, integer, dimension( * )IDXQ, integer, dimension( * )COLTYP, integerINFO)¶
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.
NL
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasd3 (integerNL, integerNR, integerSQRE, integerK, real, dimension( * )D, real, dimension( ldq, * )Q, integerLDQ, real, dimension( * )DSIGMA, real, dimension( ldu, * )U, integerLDU, real, dimension( ldu2, * )U2, integerLDU2, real, dimension( ldvt, * )VT, integerLDVT, real, dimension( ldvt2, * )VT2, integerLDVT2, integer, dimension( * )IDXC, integer, dimension( * )CTOT, real, dimension( * )Z, integerINFO)¶
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.
NL
Author:
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 at least (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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasd4 (integerN, integerI, real, dimension( * )D, real, dimension( * )Z, real, dimension( * )DELTA, realRHO, realSIGMA, real, dimension( * )WORK, integerINFO)¶
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.
N
Internal Parameters:
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.
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
subroutine slasd5 (integerI, real, dimension( 2 )D, real, dimension( 2 )Z, real, dimension( 2 )DELTA, realRHO, realDSIGMA, 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.
I
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
subroutine slasd6 (integerICOMPQ, integerNL, integerNR, integerSQRE, real, dimension( * )D, real, dimension( * )VF, real, dimension( * )VL, realALPHA, realBETA, integer, dimension( * )IDXQ, integer, dimension( * )PERM, integerGIVPTR, integer, dimension( ldgcol, * )GIVCOL, integerLDGCOL, real, dimension( ldgnum, * )GIVNUM, integerLDGNUM, real, dimension( ldgnum, * )POLES, real, dimension( * )DIFL, real, dimension( * )DIFR, real, dimension( * )Z, integerK, realC, realS, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
ICOMPQ
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasd7 (integerICOMPQ, integerNL, integerNR, integerSQRE, integerK, real, dimension( * )D, real, dimension( * )Z, real, dimension( * )ZW, real, dimension( * )VF, real, dimension( * )VFW, real, dimension( * )VL, real, dimension( * )VLW, realALPHA, realBETA, real, dimension( * )DSIGMA, integer, dimension( * )IDX, integer, dimension( * )IDXP, integer, dimension( * )IDXQ, integer, dimension( * )PERM, integerGIVPTR, integer, dimension( ldgcol, * )GIVCOL, integerLDGCOL, real, dimension( ldgnum, * )GIVNUM, integerLDGNUM, realC, realS, integerINFO)¶
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.
ICOMPQ
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasd8 (integerICOMPQ, integerK, real, dimension( * )D, real, dimension( * )Z, real, dimension( * )VF, real, dimension( * )VL, real, dimension( * )DIFL, real, dimension( lddifr, * )DIFR, integerLDDIFR, real, dimension( * )DSIGMA, real, dimension( * )WORK, integerINFO)¶
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.
ICOMPQ
Author:
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 at least 3 * KINFO
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasda (integerICOMPQ, integerSMLSIZ, integerN, integerSQRE, real, dimension( * )D, real, dimension( * )E, real, dimension( ldu, * )U, integerLDU, 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, integerLDGCOL, integer, dimension( ldgcol, * )PERM, real, dimension( ldu, * )GIVNUM, real, dimension( * )C, real, dimension( * )S, real, dimension( * )WORK, integer, dimension( * )IWORK, integerINFO)¶
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.
ICOMPQ
Author:
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
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasdq (characterUPLO, integerSQRE, integerN, integerNCVT, integerNRU, integerNCC, real, dimension( * )D, real, dimension( * )E, real, dimension( ldvt, * )VT, integerLDVT, real, dimension( ldu, * )U, integerLDU, real, dimension( ldc, * )C, integerLDC, real, dimension( * )WORK, integerINFO)¶
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.
UPLO
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
June 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slasdt (integerN, integerLVL, integerND, integer, dimension( * )INODE, integer, dimension( * )NDIML, integer, dimension( * )NDIMR, integerMSUB)¶
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.
N
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Contributors:
Ming Gu and Huan Ren, Computer Science Division,
University of California at Berkeley, USA
subroutine slaset (characterUPLO, integerM, integerN, realALPHA, realBETA, real, dimension( lda, * )A, integerLDA)¶
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.
UPLO
Author:
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slasr (characterSIDE, characterPIVOT, characterDIRECT, integerM, integerN, real, dimension( * )C, real, dimension( * )S, real, dimension( lda, * )A, integerLDA)¶
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.
SIDE
Author:
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**TPIVOT
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).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slassq (integerN, real, dimension( * )X, integerINCX, realSCALE, realSUMSQ)¶
SLASSQ updates a sum of squares represented in scaled form. Purpose:SLASSQ returns the values scl and smsq such that ( scl**2 )*smsq = x( 1 )**2 +...+ x( n )**2 + ( scale**2 )*sumsq, where x( i ) = X( 1 + ( i - 1 )*INCX ). The value of sumsq is assumed to be non-negative and scl returns the value scl = max( scale, abs( x( i ) ) ). scale and sumsq must be supplied in SCALE and SUMSQ and scl and smsq are overwritten on SCALE and SUMSQ respectively. The routine makes only one pass through the vector x.
N
Author:
N is INTEGER The number of elements to be used from the vector X.X
X is REAL array, dimension (N) The vector for which a scaled sum of squares is computed. x( i ) = X( 1 + ( i - 1 )*INCX ), 1 <= i <= n.INCX
INCX is INTEGER The increment between successive values of the vector X. INCX > 0.SCALE
SCALE is REAL On entry, the value scale in the equation above. On exit, SCALE is overwritten with scl , the scaling factor for the sum of squares.SUMSQ
SUMSQ is REAL On entry, the value sumsq in the equation above. On exit, SUMSQ is overwritten with smsq , the basic sum of squares from which scl has been factored out.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine slasv2 (realF, realG, realH, realSSMIN, realSSMAX, realSNR, realCSR, realSNL, realCSL)¶
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 ].
F
Author:
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 REALCSL
CSL is REAL The vector (CSL, SNL) is a unit left singular vector for the singular value abs(SSMAX).SNR
SNR is REALCSR
CSR is REAL The vector (CSR, SNR) is a unit right singular vector for the singular value abs(SSMAX).
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
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.
subroutine xerbla (character*(*)SRNAME, integerINFO)¶
XERBLA Purpose: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.
SRNAME
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
subroutine xerbla_array (character(1), dimension(srname_len)SRNAME_ARRAY, integerSRNAME_LEN, integerINFO)¶
XERBLA_ARRAY Purpose: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.
SRNAME_ARRAY
Author:
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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
December 2016
Author¶
Generated automatically by Doxygen for LAPACK from the source code.Wed Mar 8 2017 | Version 3.7.0 |