table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/sorbdb3.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/sorbdb3.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/sorbdb3.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine SORBDB3 (m, p, q, x11, ldx11, x21, ldx21, theta,
phi, taup1, taup2, tauq1, work, lwork, info)
SORBDB3
Function/Subroutine Documentation¶
subroutine SORBDB3 (integer m, integer p, integer q, real, dimension(ldx11,*) x11, integer ldx11, real, dimension(ldx21,*) x21, integer ldx21, real, dimension(*) theta, real, dimension(*) phi, real, dimension(*) taup1, real, dimension(*) taup2, real, dimension(*) tauq1, real, dimension(*) work, integer lwork, integer info)¶
SORBDB3
Purpose:
!> !> SORBDB3 simultaneously bidiagonalizes the blocks of a tall and skinny !> matrix X with orthonormal columns: !> !> [ B11 ] !> [ X11 ] [ P1 | ] [ 0 ] !> [-----] = [---------] [-----] Q1**T . !> [ X21 ] [ | P2 ] [ B21 ] !> [ 0 ] !> !> X11 is P-by-Q, and X21 is (M-P)-by-Q. M-P must be no larger than P, !> Q, or M-Q. Routines SORBDB1, SORBDB2, and SORBDB4 handle cases in !> which M-P is not the minimum dimension. !> !> The orthogonal matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P), !> and (M-Q)-by-(M-Q), respectively. They are represented implicitly by !> Householder vectors. !> !> B11 and B12 are (M-P)-by-(M-P) bidiagonal matrices represented !> implicitly by angles THETA, PHI. !> !>
Parameters
M
!> M is INTEGER !> The number of rows X11 plus the number of rows in X21. !>
P
!> P is INTEGER !> The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q). !>
Q
!> Q is INTEGER !> The number of columns in X11 and X21. 0 <= Q <= M. !>
X11
!> X11 is REAL array, dimension (LDX11,Q) !> On entry, the top block of the matrix X to be reduced. On !> exit, the columns of tril(X11) specify reflectors for P1 and !> the rows of triu(X11,1) specify reflectors for Q1. !>
LDX11
!> LDX11 is INTEGER !> The leading dimension of X11. LDX11 >= P. !>
X21
!> X21 is REAL array, dimension (LDX21,Q) !> On entry, the bottom block of the matrix X to be reduced. On !> exit, the columns of tril(X21) specify reflectors for P2. !>
LDX21
!> LDX21 is INTEGER !> The leading dimension of X21. LDX21 >= M-P. !>
THETA
!> THETA is REAL array, dimension (Q) !> The entries of the bidiagonal blocks B11, B21 are defined by !> THETA and PHI. See Further Details. !>
PHI
!> PHI is REAL array, dimension (Q-1) !> The entries of the bidiagonal blocks B11, B21 are defined by !> THETA and PHI. See Further Details. !>
TAUP1
!> TAUP1 is REAL array, dimension (P) !> The scalar factors of the elementary reflectors that define !> P1. !>
TAUP2
!> TAUP2 is REAL array, dimension (M-P) !> The scalar factors of the elementary reflectors that define !> P2. !>
TAUQ1
!> TAUQ1 is REAL array, dimension (Q) !> The scalar factors of the elementary reflectors that define !> Q1. !>
WORK
!> WORK is REAL array, dimension (LWORK) !>
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. LWORK >= M-Q. !> !> If LWORK = -1, then a workspace query is assumed; the routine !> only calculates the optimal size of the WORK array, returns !> this value as the first entry of the WORK array, and no error !> message related to LWORK is issued by XERBLA. !>
INFO
!> INFO is INTEGER !> = 0: successful exit. !> < 0: if INFO = -i, the i-th argument had an illegal value. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> The upper-bidiagonal blocks B11, B21 are represented implicitly by !> angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry !> in each bidiagonal band is a product of a sine or cosine of a THETA !> with a sine or cosine of a PHI. See [1] or SORCSD for details. !> !> P1, P2, and Q1 are represented as products of elementary reflectors. !> See SORCSD2BY1 for details on generating P1, P2, and Q1 using SORGQR !> and SORGLQ. !>
References:
[1] Brian D. Sutton. Computing the complete CS
decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 200 of file sorbdb3.f.
Author¶
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