table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/clalsd.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/clalsd.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/clalsd.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine CLALSD (uplo, smlsiz, n, nrhs, d, e, b, ldb,
rcond, rank, work, rwork, iwork, info)
CLALSD uses the singular value decomposition of A to solve the least
squares problem.
Function/Subroutine Documentation¶
subroutine CLALSD (character uplo, integer smlsiz, integer n, integer nrhs, real, dimension( * ) d, real, dimension( * ) e, complex, dimension( ldb, * ) b, integer ldb, real rcond, integer rank, complex, dimension( * ) work, real, dimension( * ) rwork, integer, dimension( * ) iwork, integer info)¶
CLALSD uses the singular value decomposition of A to solve the least squares problem.
Purpose:
!> !> CLALSD uses the singular value decomposition of A to solve the least !> squares problem of finding X to minimize the Euclidean norm of each !> column of A*X-B, where A is N-by-N upper bidiagonal, and X and B !> are N-by-NRHS. The solution X overwrites B. !> !> The singular values of A smaller than RCOND times the largest !> singular value are treated as zero in solving the least squares !> problem; in this case a minimum norm solution is returned. !> The actual singular values are returned in D in ascending order. !> !>
Parameters
UPLO
!> UPLO is CHARACTER*1 !> = 'U': D and E define an upper bidiagonal matrix. !> = 'L': D and E define a lower bidiagonal matrix. !>
SMLSIZ
!> SMLSIZ is INTEGER !> The maximum size of the subproblems at the bottom of the !> computation tree. !>
N
!> N is INTEGER !> The dimension of the bidiagonal matrix. N >= 0. !>
NRHS
!> NRHS is INTEGER !> The number of columns of B. NRHS must be at least 1. !>
D
!> D is REAL array, dimension (N) !> On entry D contains the main diagonal of the bidiagonal !> matrix. On exit, if INFO = 0, D contains its singular values. !>
E
!> E is REAL array, dimension (N-1) !> Contains the super-diagonal entries of the bidiagonal matrix. !> On exit, E has been destroyed. !>
B
!> B is COMPLEX array, dimension (LDB,NRHS) !> On input, B contains the right hand sides of the least !> squares problem. On output, B contains the solution X. !>
LDB
!> LDB is INTEGER !> The leading dimension of B in the calling subprogram. !> LDB must be at least max(1,N). !>
RCOND
!> RCOND is REAL !> The singular values of A less than or equal to RCOND times !> the largest singular value are treated as zero in solving !> the least squares problem. If RCOND is negative, !> machine precision is used instead. !> For example, if diag(S)*X=B were the least squares problem, !> where diag(S) is a diagonal matrix of singular values, the !> solution would be X(i) = B(i) / S(i) if S(i) is greater than !> RCOND*max(S), and X(i) = 0 if S(i) is less than or equal to !> RCOND*max(S). !>
RANK
!> RANK is INTEGER !> The number of singular values of A greater than RCOND times !> the largest singular value. !>
WORK
!> WORK is COMPLEX array, dimension (N * NRHS). !>
RWORK
!> RWORK is REAL array, dimension at least !> (9*N + 2*N*SMLSIZ + 8*N*NLVL + 3*SMLSIZ*NRHS + !> MAX( (SMLSIZ+1)**2, N*(1+NRHS) + 2*NRHS ), !> where !> NLVL = MAX( 0, INT( LOG_2( MIN( M,N )/(SMLSIZ+1) ) ) + 1 ) !>
IWORK
!> IWORK is INTEGER array, dimension (3*N*NLVL + 11*N). !>
INFO
!> INFO is INTEGER !> = 0: successful exit. !> < 0: if INFO = -i, the i-th argument had an illegal value. !> > 0: The algorithm failed to compute a singular value while !> working on the submatrix lying in rows and columns !> INFO/(N+1) through MOD(INFO,N+1). !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Contributors:
Ming Gu and Ren-Cang Li, Computer Science Division,
University of California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA
Osni Marques, LBNL/NERSC, USA
Definition at line 178 of file clalsd.f.
Author¶
Generated automatically by Doxygen for LAPACK from the source code.
Version 3.12.0 | LAPACK |