lasv2
lasv2: 2x2 triangular SVD
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lasv2: 2x2 triangular SVD
subroutine dlasv2 (f, g, h, ssmin, ssmax, snr, csr, snl,
csl)
DLASV2 computes the singular value decomposition of a 2-by-2 triangular
matrix. subroutine slasv2 (f, g, h, ssmin, ssmax, snr, csr, snl, csl)
SLASV2 computes the singular value decomposition of a 2-by-2 triangular
matrix.
DLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.
Purpose:
!> !> DLASV2 computes the singular value decomposition of a 2-by-2 !> triangular matrix !> [ F G ] !> [ 0 H ]. !> On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the !> smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and !> right singular vectors for abs(SSMAX), giving the decomposition !> !> [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ] !> [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ]. !>
Parameters
!> F is DOUBLE PRECISION !> The (1,1) element of the 2-by-2 matrix. !>
G
!> G is DOUBLE PRECISION !> The (1,2) element of the 2-by-2 matrix. !>
H
!> H is DOUBLE PRECISION !> The (2,2) element of the 2-by-2 matrix. !>
SSMIN
!> SSMIN is DOUBLE PRECISION !> abs(SSMIN) is the smaller singular value. !>
SSMAX
!> SSMAX is DOUBLE PRECISION !> abs(SSMAX) is the larger singular value. !>
SNL
!> SNL is DOUBLE PRECISION !>
CSL
!> CSL is DOUBLE PRECISION !> The vector (CSL, SNL) is a unit left singular vector for the !> singular value abs(SSMAX). !>
SNR
!> SNR is DOUBLE PRECISION !>
CSR
!> CSR is DOUBLE PRECISION !> The vector (CSR, SNR) is a unit right singular vector for the !> singular value abs(SSMAX). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> Any input parameter may be aliased with any output parameter. !> !> Barring over/underflow and assuming a guard digit in subtraction, all !> output quantities are correct to within a few units in the last !> place (ulps). !> !> In IEEE arithmetic, the code works correctly if one matrix element is !> infinite. !> !> Overflow will not occur unless the largest singular value itself !> overflows or is within a few ulps of overflow. !> !> Underflow is harmless if underflow is gradual. Otherwise, results !> may correspond to a matrix modified by perturbations of size near !> the underflow threshold. !>
SLASV2 computes the singular value decomposition of a 2-by-2 triangular matrix.
Purpose:
!> !> SLASV2 computes the singular value decomposition of a 2-by-2 !> triangular matrix !> [ F G ] !> [ 0 H ]. !> On return, abs(SSMAX) is the larger singular value, abs(SSMIN) is the !> smaller singular value, and (CSL,SNL) and (CSR,SNR) are the left and !> right singular vectors for abs(SSMAX), giving the decomposition !> !> [ CSL SNL ] [ F G ] [ CSR -SNR ] = [ SSMAX 0 ] !> [-SNL CSL ] [ 0 H ] [ SNR CSR ] [ 0 SSMIN ]. !>
Parameters
!> F is REAL !> The (1,1) element of the 2-by-2 matrix. !>
G
!> G is REAL !> The (1,2) element of the 2-by-2 matrix. !>
H
!> H is REAL !> The (2,2) element of the 2-by-2 matrix. !>
SSMIN
!> SSMIN is REAL !> abs(SSMIN) is the smaller singular value. !>
SSMAX
!> SSMAX is REAL !> abs(SSMAX) is the larger singular value. !>
SNL
!> SNL is REAL !>
CSL
!> CSL is REAL !> The vector (CSL, SNL) is a unit left singular vector for the !> singular value abs(SSMAX). !>
SNR
!> SNR is REAL !>
CSR
!> CSR is REAL !> The vector (CSR, SNR) is a unit right singular vector for the !> singular value abs(SSMAX). !>
Author
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> Any input parameter may be aliased with any output parameter. !> !> Barring over/underflow and assuming a guard digit in subtraction, all !> output quantities are correct to within a few units in the last !> place (ulps). !> !> In IEEE arithmetic, the code works correctly if one matrix element is !> infinite. !> !> Overflow will not occur unless the largest singular value itself !> overflows or is within a few ulps of overflow. !> !> Underflow is harmless if underflow is gradual. Otherwise, results !> may correspond to a matrix modified by perturbations of size near !> the underflow threshold. !>
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