-- LAPACK routine (version 3.1) --
Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
November 2006
Purpose
=======
DLALS0 applies back the multiplying factors of either the left or the
right singular vector matrix of a diagonal matrix appended by a row
to the right hand side matrix B in solving the least squares problem
using the divide-and-conquer SVD approach.
For the left singular vector matrix, three types of orthogonal
matrices are involved:
(1L) Givens rotations: the number of such rotations is GIVPTR; the
pairs of columns/rows they were applied to are stored in GIVCOL;
and the C- and S-values of these rotations are stored in GIVNUM.
(2L) Permutation. The (NL+1)-st row of B is to be moved to the first
row, and for J=2:N, PERM(J)-th row of B is to be moved to the
J-th row.
(3L) The left singular vector matrix of the remaining matrix.
For the right singular vector matrix, four types of orthogonal
matrices are involved:
(1R) The right singular vector matrix of the remaining matrix.
(2R) If SQRE = 1, one extra Givens rotation to generate the right
null space.
(3R) The inverse transformation of (2L).
(4R) The inverse transformation of (1L).
Inheritance Hierarchy Namespace: DotNumerics.LinearAlgebra.CSLapackAssembly: DWSIM.MathOps.DotNumerics (in DWSIM.MathOps.DotNumerics.dll) Version: 1.0.0.0 (1.0.0.0)
Syntax The DLALS0 type exposes the following members.
Constructors Methods | Name | Description |
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| Run |
Purpose
=======
DLALS0 applies back the multiplying factors of either the left or the
right singular vector matrix of a diagonal matrix appended by a row
to the right hand side matrix B in solving the least squares problem
using the divide-and-conquer SVD approach.
For the left singular vector matrix, three types of orthogonal
matrices are involved:
(1L) Givens rotations: the number of such rotations is GIVPTR; the
pairs of columns/rows they were applied to are stored in GIVCOL;
and the C- and S-values of these rotations are stored in GIVNUM.
(2L) Permutation. The (NL+1)-st row of B is to be moved to the first
row, and for J=2:N, PERM(J)-th row of B is to be moved to the
J-th row.
(3L) The left singular vector matrix of the remaining matrix.
For the right singular vector matrix, four types of orthogonal
matrices are involved:
(1R) The right singular vector matrix of the remaining matrix.
(2R) If SQRE = 1, one extra Givens rotation to generate the right
null space.
(3R) The inverse transformation of (2L).
(4R) The inverse transformation of (1L).
|
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