slalsa.f - Man Page

Synopsis

Functions/Subroutines

subroutine slalsa (ICOMPQ, SMLSIZ, N, NRHS, B, LDB, BX, LDBX, U, LDU, VT, K, DIFL, DIFR, Z, POLES, GIVPTR, GIVCOL, LDGCOL, PERM, GIVNUM, C, S, WORK, IWORK, INFO)
SLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.

Function/Subroutine Documentation

subroutine slalsa (integer ICOMPQ, integer SMLSIZ, integer N, integer NRHS, real, dimension( ldb, * ) B, integer LDB, real, dimension( ldbx, * ) BX, integer LDBX, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldu, * ) VT, integer, dimension( * ) K, real, dimension( ldu, * ) DIFL, real, dimension( ldu, * ) DIFR, real, dimension( ldu, * ) Z, real, dimension( ldu, * ) POLES, integer, dimension( * ) GIVPTR, integer, dimension( ldgcol, * ) GIVCOL, integer LDGCOL, integer, dimension( ldgcol, * ) PERM, real, dimension( ldu, * ) GIVNUM, real, dimension( * ) C, real, dimension( * ) S, real, dimension( * ) WORK, integer, dimension( * ) IWORK, integer INFO)

SLALSA computes the SVD of the coefficient matrix in compact form. Used by sgelsd.

Purpose:

``` SLALSA is an itermediate step in solving the least squares problem
by computing the SVD of the coefficient matrix in compact form (The
singular vectors are computed as products of simple orthorgonal
matrices.).

If ICOMPQ = 0, SLALSA applies the inverse of the left singular vector
matrix of an upper bidiagonal matrix to the right hand side; and if
ICOMPQ = 1, SLALSA applies the right singular vector matrix to the
right hand side. The singular vector matrices were generated in
compact form by SLALSA.```
Parameters:

ICOMPQ

```          ICOMPQ is INTEGER
Specifies whether the left or the right singular vector
matrix is involved.
= 0: Left singular vector matrix
= 1: Right singular vector matrix```

SMLSIZ

```          SMLSIZ is INTEGER
The maximum size of the subproblems at the bottom of the
computation tree.```

N

```          N is INTEGER
The row and column dimensions of the upper bidiagonal matrix.```

NRHS

```          NRHS is INTEGER
The number of columns of B and BX. NRHS must be at least 1.```

B

```          B is REAL array, dimension ( LDB, NRHS )
On input, B contains the right hand sides of the least
squares problem in rows 1 through M.
On output, B contains the solution X in rows 1 through N.```

LDB

```          LDB is INTEGER
The leading dimension of B in the calling subprogram.
LDB must be at least max(1,MAX( M, N ) ).```

BX

```          BX is REAL array, dimension ( LDBX, NRHS )
On exit, the result of applying the left or right singular
vector matrix to B.```

LDBX

```          LDBX is INTEGER

U

```          U is REAL array, dimension ( LDU, SMLSIZ ).
On entry, 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 ).
On entry, VT**T contains the right singular vector matrices of
all subproblems at the bottom level.```

K

`          K is INTEGER array, dimension ( N ).`

DIFL

```          DIFL is REAL array, dimension ( LDU, NLVL ).
where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.```

DIFR

```          DIFR is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, DIFL(*, I) and DIFR(*, 2 * I -1) record
distances between singular values on the I-th level and
singular values on the (I -1)-th level, and DIFR(*, 2 * I)
record the normalizing factors of the right singular vectors
matrices of subproblems on I-th level.```

Z

```          Z is REAL array, dimension ( LDU, NLVL ).
On entry, Z(1, I) contains 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 ).
On entry, POLES(*, 2 * I -1: 2 * I) contains the new and old
singular values involved in the secular equations on the I-th
level.```

GIVPTR

```          GIVPTR is INTEGER array, dimension ( N ).
On entry, 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 ).
On entry, for each I, GIVCOL(*, 2 * I - 1: 2 * I) records 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 ).
On entry, PERM(*, I) records permutations done on the I-th
level of the computation tree.```

GIVNUM

```          GIVNUM is REAL array, dimension ( LDU, 2 * NLVL ).
On entry, GIVNUM(*, 2 *I -1 : 2 * I) records 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 ).
On entry, if the I-th subproblem is not square,
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 ).
On entry, if the I-th subproblem is not square,
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 (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.```
Author:

Univ. of Tennessee

Univ. of California Berkeley

NAG Ltd.

Date:

June 2017

Contributors:

Ming Gu and Ren-Cang Li, Computer Science Division, University of California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA

Definition at line 269 of file slalsa.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

The man page slalsa(3) is an alias of slalsa.f(3).

Tue Nov 14 2017 Version 3.8.0 LAPACK