DLALSA(3S)DLALSA(3S)NAME
DLALSA - i 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.)
SYNOPSIS
SUBROUTINE DLALSA( 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 )
INTEGER ICOMPQ, INFO, LDB, LDBX, LDGCOL, LDU, N, NRHS, SMLSIZ
INTEGER GIVCOL( LDGCOL, * ), GIVPTR( * ), IWORK( * ), K( * ),
PERM( LDGCOL, * )
DOUBLE PRECISION B( LDB, * ), BX( LDBX, * ), C( * ), DIFL(
LDU, * ), DIFR( LDU, * ), GIVNUM( LDU, * ), POLES(
LDU, * ), S( * ), U( LDU, * ), VT( LDU, * ), WORK( *
), Z( LDU, * )
IMPLEMENTATION
These routines are part of the SCSL Scientific Library and can be loaded
using either the -lscs or the -lscs_mp option. The -lscs_mp option
directs the linker to use the multi-processor version of the library.
When linking to SCSL with -lscs or -lscs_mp, the default integer size is
4 bytes (32 bits). Another version of SCSL is available in which integers
are 8 bytes (64 bits). This version allows the user access to larger
memory sizes and helps when porting legacy Cray codes. It can be loaded
by using the -lscs_i8 option or the -lscs_i8_mp option. A program may use
only one of the two versions; 4-byte integer and 8-byte integer library
calls cannot be mixed.
PURPOSE
DLALSA 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, DLALSA applies the inverse of the left singular vector matrix
of an upper bidiagonal matrix to the right hand side; and if ICOMPQ = 1,
DLALSA applies the right singular vector matrix to the right hand side.
The singular vector matrices were generated in compact form by DLALSA.
ARGUMENTS
ICOMPQ (input) INTEGER Specifies whether the left or the right singular
vector matrix is involved. = 0: Left singular vector matrix
= 1: Right singular vector matrix
SMLSIZ (input) INTEGER The maximum size of the subproblems at the bottom
of the computation tree.
Page 1
DLALSA(3S)DLALSA(3S)
N (input) INTEGER
The row and column dimensions of the upper bidiagonal matrix.
NRHS (input) INTEGER
The number of columns of B and BX. NRHS must be at least 1.
B (input) DOUBLE PRECISION 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 in the calling subprogram. LDB must be
at least max(1,MAX( M, N ) ).
BX (output) DOUBLE PRECISION array, dimension ( LDBX, NRHS )
On exit, the result of applying the left or right singular vector
matrix to B.
LDBX (input) INTEGER
The leading dimension of BX.
U (input) DOUBLE PRECISION array, dimension ( LDU, SMLSIZ ).
On entry, U contains the left singular vector matrices of all
subproblems at the bottom level.
LDU (input) INTEGER, LDU = > N.
The leading dimension of arrays U, VT, DIFL, DIFR, POLES, GIVNUM,
and Z.
VT (input) DOUBLE PRECISION array, dimension ( LDU, SMLSIZ+1 ).
On entry, VT' contains the right singular vector matrices of all
subproblems at the bottom level.
K (input) INTEGER array, dimension ( N ).
DIFL (input) DOUBLE PRECISION array, dimension ( LDU, NLVL ).
where NLVL = INT(log_2 (N/(SMLSIZ+1))) + 1.
DIFR (input) DOUBLE PRECISION 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 (input) DOUBLE PRECISION 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.
Page 2
DLALSA(3S)DLALSA(3S)
POLES (input) DOUBLE PRECISION 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 (input) 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 (input) 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 (input) INTEGER, LDGCOL = > N. The leading dimension of
arrays GIVCOL and PERM.
PERM (input) INTEGER array, dimension ( LDGCOL, NLVL ).
On entry, PERM(*, I) records permutations done on the I-th level
of the computation tree.
GIVNUM (input) DOUBLE PRECISION 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 (input) DOUBLE PRECISION 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 (input) DOUBLE PRECISION 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 (workspace) DOUBLE PRECISION array.
The dimension must be at least N.
IWORK (workspace) INTEGER array.
The dimension must be at least 3 * N
INFO (output) INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
FURTHER DETAILS
Based on contributions by
Ming Gu and Ren-Cang Li, Computer Science Division, University of
California at Berkeley, USA
Osni Marques, LBNL/NERSC, USA
Page 3
DLALSA(3S)DLALSA(3S)SEE ALSOINTRO_LAPACK(3S), INTRO_SCSL(3S)
This man page is available only online.
Page 4