Add DBDSVR: MRRR-based bidiagonal SVD (Golub-Kahan TGK) with DBDSDC safety fallback

[saisuryadv]

Add DBDSVR: an MRRR-based bidiagonal SVD driver

Summary

DBDSVR computes the SVD of an n-by-n bidiagonal matrix by the MRRR algorithm applied to the Golub-Kahan tridiagonal, with the same argument list as DBDSVDX (plus LWORK/LIWORK) and a built-in safety net: every output is audited for nonfiniteness and, on audit or nonzero INFO, inputs are restored and DBDSDC recomputes, with the execution path reported in IWORK(2) (1 native / 2 fallback-on-INFO / 3 fallback-on-audit). Motivation: DBDSVDX is 7-228x slower than DBDSVR on a 16-variety battery and returns unorthogonalized vectors with INFO=0 on clustered spectra (ratios to 2.2e14); DBDSDC remains the deflation-friendly workhorse, and DBDSVR complements it with the best worst-case time of the four solvers tested.

Integration pattern (mirrors the DBDSVDX integration)

• SRC/: dbdsvr.f (driver), dbdsvdmr3.f, dbdtgk.f, dlar1v_tgk.f, dlarrf_tgk.f, dlarrv_tgk.f, dlarrb_tgk.f (bundled bisection renamed from DLARRB - its extended signature collides with SRC/dlarrb.f; linking the stock routine segfaults).
• SRC/Makefile, SRC/CMakeLists.txt: DLASRC lists extended.
• TESTING/EIG/dchkbd.f: tests 35-49, an exact programmatic mirror of the DBDSVDX tests 20-34 (RANGE='A','I','V' x residual, U/VT orthogonality, ordering, values-vs-vectors agreement).
• TESTING/EIG/derrbd.f: 12 error-exit checks.

Validation on current master (svd.in)

• All tests for DBD routines passed the threshold ( 14820 tests run)
• All tests for DBD drivers passed the threshold ( 14820 tests run)
• All tests for DBD routines passed the threshold ( 14820 tests run)
• All tests for DBD drivers passed the threshold ( 14820 tests run)
• All tests for DBD routines passed the threshold ( 14820 tests run)
• All tests for DBD drivers passed the threshold ( 14820 tests run)
• All tests for DBD routines passed the threshold ( 14820 tests run)
• All tests for DBD drivers passed the threshold ( 14820 tests run)
• All tests for DBD routines passed the threshold ( 14820 tests run)
• All tests for DBD drivers passed the threshold ( 14820 tests run) - includes the 15 new DBDSVR tests across all sizes/types.
• DBD routines passed the tests of the error exits ( 55 tests done) - includes the 12 new checks.

Accuracy on a harder 16-variety battery (separate DCHKBSVR harness)

Sizes 2-100, DBDT04/DORT01 in n.ulp units, threshold 20; identical 240-case RANGE='A' basis; DBDSVR/DBDSVDX additionally exercised on I/V modes:

Method	n	exact-0 share	share > 20	p50	p90	p99	max
DBDSVR (ours)	240	6%	2.1%	0.20	6.38	25.76	30.20
DBDSDC	240	45%	0.0%	0.01	0.76	1.41	1.53
DBDSVDX	240	32%	0.0%	0.03	0.91	3.41	7.80
MR3GK (Willems & Lang)	240	44%	0.0%	0.02	1.66	4.65	14.50

DBDSVR: 1195/1200 residuals below threshold; the exceedances (max 30.2, i.e. <=1.6x threshold) are confined to Cholesky-lifted geometric spectra where the construction fuses ~80% of sigma into one 1e-13-tight cluster (child-representation selection in dlarrf_tgk; fix path = block factorizations, validated externally). DBDSVDX on the same battery fails variety 8 at up to 2.2e14 with INFO=0 in its I/V modes. Wilkinson-class zero-diagonal inputs route to fallback path 3 by design.

Performance (same battery; ratios are the reliable objects)

N=2000, ms per call (unpinned VM; median 39% absolute drift measured, 11% on ratios; a pinned EPYC 9454 confirms all rankings and reaches 65x over DBDSDC on Clement at n=3000):

Ty	Variety	DBDSVR (ours)	DBDSDC	DBDSVDX	MR3GK (Willems & Lang)
1	zero	39.0	3.1	12.3	5.1
2	identity	50.7	6.4	16.5	5.2
3	arith bidiag	296.5	3,451.0†	27,200.0†	8,691.4†
4	geom bidiag	255.6	206.3	23,634.0†	2,968.5†
5	log-dist	88.8	41.2	25,042.0†	287.6
6	arith tri-chol	700.7	1,665.4†	8,585.4†	8,102.7†
7	geom tri-chol	1,124.1†	177.8	19,765.0†	3,276.3†
8	clust tri-chol	85.3	35.0	18.4	17.0
9	arith sqrt-ovfl	278.3	3,715.1†	27,154.0†	8,899.9†
10	arith sqrt-unfl	352.0	3,466.9†	28,675.0†	8,537.3†
11	arith diag	75.5	6.1	15.4	5.0
12	geom diag	72.2	5.9	16.0	5.0
13	clust diag	59.4	6.3	15.0	5.0
14	diag sqrt-ovfl	74.0	7.5	16.3	5.0
15	diag sqrt-unfl	70.7	5.8	19.6	5.0
16	SPD geom-chol	830.6	292.2	20,374.0†	4,169.3†

Pooled t/n^2 percentiles over 80 (variety, size) cases:

Method	p25	p50	p75	p90	max
DBDSVR (ours)	8.6	18.7	63.8	176.5	281.0
DBDSDC	1.6	4.9	83.9	288.3	928.8
DBDSVDX	5.7	390.4	1,389.9	5,139.6	7,168.8
MR3GK (Willems & Lang)	1.3	38.8	1,237.0	1,955.9	2,241.7

DBDSVR wins exactly the deflation-free spectra (9.8-13.4x over DBDSDC at n=2000), concedes the deflation-friendly ones (2.2-6.3x), has the smallest maximum of any solver, and the best suite total (2.9x over DBDSDC at n=2000, growing with n).

Known limitations / review questions

Double precision only (SBDSVR to follow); RANGE='I'/'V' currently post-filters a full computation (index pushdown into dlarrv_tgk is the planned follow-up); the two clustered-spectrum exceedance classes above; LAPACKE bindings not included; the fallback introduces a dependency on DBDSDC.

[mgates3]

Interesting approach to an SVD with MRRR.

I think names bdsvr and bdsvdmr3 are confusing. If users are looking for an SVD with MRRR, they will likely find the low-level bdsvdmr3 and could miss that the high-level bdsvr is even an SVD. The archaic 6-char limit produced some inscrutable abbreviations; let's not perpetuate the trend. (Note confusion with gesvj and gejsv, which have rather unfortunate names; gesvdj or gesvd_jacobi would be better.)

I'm not sure the best way to distinguish them, but I think both should start bdsvd. I would probably use something like bdsvdmr3 for the high-level driver (currently bdsvr) and bdsvdmr3_work for the low-level computational routine (currently bdsvdmr3). There's not really an LAPACK naming convention for high-level vs. low-level routines. Or bdsvdmrrr or bdsvd_mrrr; the 3 saves only 1 char and is less recognizable.

If the "classic" SVD with MRRR -- which has had numerical stability issues, hence never made it to LAPACK -- were ever added to LAPACK, would it replace these names, or how would it be distinguished? Something to consider.