sbdsdc - compute the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B
SUBROUTINE SBDSDC( UPLO, COMPQ, N, D, E, U, LDU, VT, LDVT, Q, IQ, * WORK, IWORK, INFO) CHARACTER * 1 UPLO, COMPQ INTEGER N, LDU, LDVT, INFO INTEGER IQ(*), IWORK(*) REAL D(*), E(*), U(LDU,*), VT(LDVT,*), Q(*), WORK(*)
SUBROUTINE SBDSDC_64( UPLO, COMPQ, N, D, E, U, LDU, VT, LDVT, Q, IQ, * WORK, IWORK, INFO) CHARACTER * 1 UPLO, COMPQ INTEGER*8 N, LDU, LDVT, INFO INTEGER*8 IQ(*), IWORK(*) REAL D(*), E(*), U(LDU,*), VT(LDVT,*), Q(*), WORK(*)
SUBROUTINE BDSDC( UPLO, COMPQ, [N], D, E, U, [LDU], VT, [LDVT], Q, * IQ, [WORK], [IWORK], [INFO]) CHARACTER(LEN=1) :: UPLO, COMPQ INTEGER :: N, LDU, LDVT, INFO INTEGER, DIMENSION(:) :: IQ, IWORK REAL, DIMENSION(:) :: D, E, Q, WORK REAL, DIMENSION(:,:) :: U, VT
SUBROUTINE BDSDC_64( UPLO, COMPQ, [N], D, E, U, [LDU], VT, [LDVT], * Q, IQ, [WORK], [IWORK], [INFO]) CHARACTER(LEN=1) :: UPLO, COMPQ INTEGER(8) :: N, LDU, LDVT, INFO INTEGER(8), DIMENSION(:) :: IQ, IWORK REAL, DIMENSION(:) :: D, E, Q, WORK REAL, DIMENSION(:,:) :: U, VT
#include <sunperf.h>
void sbdsdc(char uplo, char compq, int n, float *d, float *e, float *u, int ldu, float *vt, int ldvt, float *q, int *iq, int *info);
void sbdsdc_64(char uplo, char compq, long n, float *d, float *e, float *u, long ldu, float *vt, long ldvt, float *q, long *iq, long *info);
sbdsdc computes the singular value decomposition (SVD) of a real N-by-N (upper or lower) bidiagonal matrix B: B = U * S * VT, using a divide and conquer method, where S is a diagonal matrix with non-negative diagonal elements (the singular values of B), and U and VT are orthogonal matrices of left and right singular vectors, respectively. SBDSDC can be used to compute all singular values, and optionally, singular vectors or singular vectors in compact form.
This code makes very mild assumptions about floating point arithmetic. It will work on machines with a guard digit in add/subtract, or on those binary machines without guard digits which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2. It could conceivably fail on hexadecimal or decimal machines without guard digits, but we know of none. See SLASD3 for details.
The code currently call SLASDQ if singular values only are desired. However, it can be slightly modified to compute singular values using the divide and conquer method.
= 'U': B is upper bidiagonal.
= 'L': B is lower bidiagonal.
= 'N': Compute singular values only;
= 'P': Compute singular values and compute singular vectors in compact form; = 'I': Compute singular values and singular vectors.
dimension(8*N)
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.
> 0: The algorithm failed to compute an singular value. The update process of divide and conquer failed.
Based on contributions by
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA