Provided by: liblapack-doc_3.3.1-1_all NAME

LAPACK-3  -  applies back the multiplying factors of either the left or the right singular
vector matrix of a diagonal matrix appended by a row to the right hand side  matrix  B  in
solving the least squares problem using the divide-and-conquer SVD approach

SYNOPSIS

SUBROUTINE SLALS0( ICOMPQ,  NL,  NR,  SQRE,  NRHS, B, LDB, BX, LDBX, PERM, GIVPTR, GIVCOL,
LDGCOL, GIVNUM, LDGNUM, POLES, DIFL, DIFR, Z, K, C, S, WORK, INFO )

INTEGER        GIVPTR, ICOMPQ, INFO, K, LDB, LDBX, LDGCOL, LDGNUM, NL, NR, NRHS, SQRE

REAL           C, S

INTEGER        GIVCOL( LDGCOL, * ), PERM( * )

REAL           B( LDB, * ), BX( LDBX, * ), DIFL( *  ),  DIFR(  LDGNUM,  *  ),  GIVNUM(
LDGNUM, * ), POLES( LDGNUM, * ), WORK( * ), Z( * )

PURPOSE

SLALS0  applies  back  the  multiplying  factors  of either the left or the right singular
vector matrix of a diagonal matrix appended by a row to the right hand side  matrix  B  in
solving the least squares problem using the divide-and-conquer SVD approach.
For the left singular vector matrix, three types of orthogonal
matrices are involved:
(1L) Givens rotations: the number of such rotations is GIVPTR; the
pairs of columns/rows they were applied to are stored in GIVCOL;
and the C- and S-values of these rotations are stored in GIVNUM.
(2L) Permutation. The (NL+1)-st row of B is to be moved to the first
row, and for J=2:N, PERM(J)-th row of B is to be moved to the
J-th row.
(3L) The left singular vector matrix of the remaining matrix.
For the right singular vector matrix, four types of orthogonal
matrices are involved:
(1R) The right singular vector matrix of the remaining matrix.
(2R) If SQRE = 1, one extra Givens rotation to generate the right
null space.
(3R) The inverse transformation of (2L).
(4R) The inverse transformation of (1L).

ARGUMENTS

ICOMPQ (input) INTEGER
Specifies whether singular vectors are to be computed in
factored form:
= 0: Left singular vector matrix.
= 1: Right singular vector matrix.

NL     (input) INTEGER
The row dimension of the upper block. NL >= 1.

NR     (input) INTEGER
The row dimension of the lower block. NR >= 1.

SQRE   (input) 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.

NRHS   (input) INTEGER
The number of columns of B and BX. NRHS must be at least 1.

B      (input/output) 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    (input) INTEGER
The leading dimension of B. LDB must be at least
max(1,MAX( M, N ) ).

BX     (workspace) REAL array, dimension ( LDBX, NRHS )

LDBX   (input) INTEGER
The leading dimension of BX.

PERM   (input) INTEGER array, dimension ( N )
The permutations (from deflation and sorting) applied
to the two blocks.
GIVPTR (input) INTEGER
The number of Givens rotations which took place in this
subproblem.
GIVCOL (input) INTEGER array, dimension ( LDGCOL, 2 )
Each pair of numbers indicates a pair of rows/columns
involved in a Givens rotation.
LDGCOL (input) INTEGER
The leading dimension of GIVCOL, must be at least N.
GIVNUM (input) REAL array, dimension ( LDGNUM, 2 )
Each number indicates the C or S value used in the
corresponding Givens rotation.
LDGNUM (input) INTEGER
The leading dimension of arrays DIFR, POLES and
GIVNUM, must be at least K.

POLES  (input) REAL array, dimension ( LDGNUM, 2 )
On entry, POLES(1:K, 1) contains the new singular
values obtained from solving the secular equation, and
POLES(1:K, 2) is an array containing the poles in the secular
equation.

DIFL   (input) REAL array, dimension ( K ).
On entry, DIFL(I) is the distance between I-th updated
(undeflated) singular value and the I-th (undeflated) old
singular value.

DIFR   (input) REAL array, dimension ( LDGNUM, 2 ).
On entry, DIFR(I, 1) contains the distances between I-th
updated (undeflated) singular value and the I+1-th
(undeflated) old singular value. And DIFR(I, 2) is the
normalizing factor for the I-th right singular vector.

Z      (input) REAL array, dimension ( K )
Contain the components of the deflation-adjusted updating row
vector.

K      (input) INTEGER
Contains the dimension of the non-deflated matrix,
This is the order of the related secular equation. 1 <= K <=N.

C      (input) 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      (input) 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   (workspace) REAL array, dimension ( K )

INFO   (output) INTEGER
= 0:  successful exit.
< 0:  if INFO = -i, the i-th argument had an illegal value.

FURTHERDETAILS

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

LAPACK routine (version 3.2)               April 2011                            SLALS0(3lapack)