Version 1.1, June 2003:
Changes since version 1.0:
- Fixed two bugs where dgetu0 and dreorth were being called with the
wrong number of parameters. Thanks to Jerzy Czaplicki, Institut de
Pharmacologie et de Biologie Structurale CNRS, Université Paul
Sabatier, Toulouse (Jerzy.Czaplicki@ipbs.fr) for reporting this.
- Added experimental support for computing the smallest singular
values in the implicitly restarted version of PROPACK. The
subroutine DLANSVD_IRL now takes an additional argument "WHICH",
which can have the values 'L' or 'S'. If WHICH is 'L' then
the NEIG largest singular values are computed. If WHICH is 'S'
then DLANBSVD_IRL attempts to compute the NEIG smallest singular
values by repeatedly filtering out the largest Ritz values when
restarting (using them as shifts) until convergence.
NOTICE: Be aware that for large and ill-conditioned matrices the
convergence can be very slow and the algorithm may even fail to
converge at all.
- Added support for the Intel compilers under Linux.
- Split options for GCC and the Intel compilers into separate files
make.linux_gcc and make.linux_intel.
- The minimum length of the integer workspace IWORK as specified in the
interface of DLANSVD and DLANSVD_IRL was incorrect and inconsistent
with the length used in the example programs. Thanks to Tom Schweiger,
Acxiom Corporation (tschwe@acxiom.com) for reporting this.
- Fixed bugs in example programs:
o Dimensions of array arguments x and y were reversed in the Harwell-Boeing
matrix-vector multiply subroutine atvHB(m, n, x, y) used by the example
program. Thanks to Hannes Schwarzl of Institute of Geophysics and Planetary
Physics, UCLA (schwarzl@igpp.ucla.edu), for reporting this.
o The COLPTR array in HB.h should be of length NMAX+1, not NMAX.
- Changed the order in which libraries are linked with the example programs
to ensure that the platform optimized version of the ILAENV subroutine
provided by a commercial LAPACK implementation is not overwritten by the
default values in the file supplied with PROPACK. The divide-and-conquer
code in the DC directory in only meant as a backup for systems that have
an LAPACK library older than version 3.0 installed.
- Made a small modification of the divide-and-conquer SVD code in dbdsdc.f
to manually set the SMLSIZ parameter to 25, if run in combination with
version 2.0 of ILAENV.
Known Problems:
- We have observed two problems when using the Intel Math Kernel Library(tm)
(MKL) and the Intel compiler on the ia32 platform under Linux:
1) the performance of the LAPACK routines DBDSQR and DBDSDC from MKL is
severely crippled (presumably) to ensure thread safety. This is a
problem in MKL, not PROPACK, but we mention it since it can severely
reduce performance.
2) The LAPACK divide-and-conquer source code (DBDSDC) supplied with
PROPACK generates incorrect singular vectors when compiled with the
Intel compiler version 7.0. The version in the Intel Math Kernel
Library (TM) works correctly (albeit very slowly).
To get the best performance with the Intel compiler and MKL on the ia32
platform we recommend using only the BLAS routines in MKL in combination
with either the pre-compiled LAPACK 3.0 libraries available from NETLIB
or LAPACK 3.0 compiled with GCC from source code.
- DLANSVD_IRL computes incorrect results if WHICH='S' and P>DIM/2.
Version 1.0: Initial version.