public interface lalsd
LALSD 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.
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 XMP, Cray YMP, Cray C 90, or Cray 2.
It could conceivably fail on hexadecimal or decimal machines
without guard digits, but we know of none.
Subroutines
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
character(len=1),
|
intent(in) |
|
|
:: |
uplo |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
smlsiz |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
nrhs |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
e(*) |
|
|
complex(kind=sp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
real(kind=sp),
|
intent(in) |
|
|
:: |
rcond |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
rank |
|
|
complex(kind=sp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
real(kind=sp),
|
intent(out) |
|
|
:: |
rwork(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
iwork(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
character(len=1),
|
intent(in) |
|
|
:: |
uplo |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
smlsiz |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
nrhs |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
e(*) |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
real(kind=dp),
|
intent(in) |
|
|
:: |
rcond |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
rank |
|
|
real(kind=dp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
iwork(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
character(len=1),
|
intent(in) |
|
|
:: |
uplo |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
smlsiz |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
nrhs |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
e(*) |
|
|
real(kind=sp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
real(kind=sp),
|
intent(in) |
|
|
:: |
rcond |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
rank |
|
|
real(kind=sp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
iwork(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Arguments
| Type |
Intent | Optional | Attributes |
|
Name |
|
|
character(len=1),
|
intent(in) |
|
|
:: |
uplo |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
smlsiz |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
n |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
nrhs |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
d(*) |
|
|
real(kind=dp),
|
intent(inout) |
|
|
:: |
e(*) |
|
|
complex(kind=dp),
|
intent(inout) |
|
|
:: |
b(ldb,*) |
|
|
integer(kind=ilp),
|
intent(in) |
|
|
:: |
ldb |
|
|
real(kind=dp),
|
intent(in) |
|
|
:: |
rcond |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
rank |
|
|
complex(kind=dp),
|
intent(out) |
|
|
:: |
work(*) |
|
|
real(kind=dp),
|
intent(out) |
|
|
:: |
rwork(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
iwork(*) |
|
|
integer(kind=ilp),
|
intent(out) |
|
|
:: |
info |
|
Module Procedures