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- DLASQ1 - DLASQ1 computes the singular values of a real N-by-N bidiagonal
- matrix with diagonal D and off-diagonal E
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- SUBROUTINE DLASQ1( N, D, E, WORK, INFO )
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- INTEGER INFO, N
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- DOUBLE PRECISION D( * ), E( * ), WORK( * )
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- 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, barring over/underflow or
- denormalization. The algorithm is described in
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- "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.
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- See also
- "Implementation of differential qd algorithms," by
- K. V. Fernando and B. N. Parlett, Technical Report,
- Department of Mathematics, University of California at Berkeley,
- 1994 (Under preparation).
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- N (input) INTEGER
- The number of rows and columns in the matrix. N >= 0.
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- D (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.
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- E (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.
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- WORK (workspace) DOUBLE PRECISION array, dimension (2*N)
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- INFO (output) INTEGER
- = 0: successful exit
- < 0: if INFO = -i, the i-th argument had an illegal value
- > 0: if INFO = i, the algorithm did not converge; i specifies
- how many superdiagonals did not converge.
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