Purpose
=======
DLASQ1 computes the singular values of a real N-by-N bidiagonal
matrix with diagonal D and off-diagonal E. The singular values
are computed to high relative accuracy, in the absence of
denormalization, underflow and overflow. The algorithm was first
presented in
"Accurate singular values and differential qd algorithms" by K. V.
Fernando and B. N. Parlett, Numer. Math., Vol-67, No. 2, pp. 191-230,
1994,
and the present implementation is described in "An implementation of
the dqds Algorithm (Positive Case)", LAPACK Working Note.
Namespace: DotNumerics.LinearAlgebra.CSLapackAssembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax public void Run(
int N,
ref double[] D,
int offset_d,
double[] E,
int offset_e,
ref double[] WORK,
int offset_work,
ref int INFO
)
Public Sub Run (
N As Integer,
ByRef D As Double(),
offset_d As Integer,
E As Double(),
offset_e As Integer,
ByRef WORK As Double(),
offset_work As Integer,
ByRef INFO As Integer
)
Request Example
View SourceParameters
- N Int32
-
(input) INTEGER
The number of rows and columns in the matrix. N .GE. 0.
- D Double
-
(input/output) DOUBLE PRECISION array, dimension (N)
On entry, D contains the diagonal elements of the
bidiagonal matrix whose SVD is desired. On normal exit,
D contains the singular values in decreasing order.
- offset_d Int32
-
- E Double
-
(input/output) DOUBLE PRECISION array, dimension (N)
On entry, elements E(1:N-1) contain the off-diagonal elements
of the bidiagonal matrix whose SVD is desired.
On exit, E is overwritten.
- offset_e Int32
-
- WORK Double
-
(workspace) DOUBLE PRECISION array, dimension (4*N)
- offset_work Int32
-
- INFO Int32
-
(output) INTEGER
= 0: successful exit
.LT. 0: if INFO = -i, the i-th argument had an illegal value
.GT. 0: the algorithm failed
= 1, a split was marked by a positive value in E
= 2, current block of Z not diagonalized after 30*N
iterations (in inner while loop)
= 3, termination criterion of outer while loop not met
(program created more than N unreduced blocks)
See Also