table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/sorcsd2by1.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/sorcsd2by1.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/sorcsd2by1.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine SORCSD2BY1 (jobu1, jobu2, jobv1t, m, p, q, x11,
ldx11, x21, ldx21, theta, u1, ldu1, u2, ldu2, v1t, ldv1t, work, lwork,
iwork, info)
SORCSD2BY1
Function/Subroutine Documentation¶
subroutine SORCSD2BY1 (character jobu1, character jobu2, character jobv1t, integer m, integer p, integer q, real, dimension(ldx11,*) x11, integer ldx11, real, dimension(ldx21,*) x21, integer ldx21, real, dimension(*) theta, real, dimension(ldu1,*) u1, integer ldu1, real, dimension(ldu2,*) u2, integer ldu2, real, dimension(ldv1t,*) v1t, integer ldv1t, real, dimension(*) work, integer lwork, integer, dimension(*) iwork, integer info)¶
SORCSD2BY1
Purpose:
!> !> SORCSD2BY1 computes the CS decomposition of an M-by-Q matrix X with !> orthonormal columns that has been partitioned into a 2-by-1 block !> structure: !> !> [ I1 0 0 ] !> [ 0 C 0 ] !> [ X11 ] [ U1 | ] [ 0 0 0 ] !> X = [-----] = [---------] [----------] V1**T . !> [ X21 ] [ | U2 ] [ 0 0 0 ] !> [ 0 S 0 ] !> [ 0 0 I2] !> !> X11 is P-by-Q. The orthogonal matrices U1, U2, and V1 are P-by-P, !> (M-P)-by-(M-P), and Q-by-Q, respectively. C and S are R-by-R !> nonnegative diagonal matrices satisfying C^2 + S^2 = I, in which !> R = MIN(P,M-P,Q,M-Q). I1 is a K1-by-K1 identity matrix and I2 is a !> K2-by-K2 identity matrix, where K1 = MAX(Q+P-M,0), K2 = MAX(Q-P,0). !>
Parameters
JOBU1
!> JOBU1 is CHARACTER !> = 'Y': U1 is computed; !> otherwise: U1 is not computed. !>
JOBU2
!> JOBU2 is CHARACTER !> = 'Y': U2 is computed; !> otherwise: U2 is not computed. !>
JOBV1T
!> JOBV1T is CHARACTER !> = 'Y': V1T is computed; !> otherwise: V1T is not computed. !>
M
!> M is INTEGER !> The number of rows in X. !>
P
!> P is INTEGER !> The number of rows in X11. 0 <= P <= M. !>
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, part of the orthogonal matrix whose CSD is desired. !>
LDX11
!> LDX11 is INTEGER !> The leading dimension of X11. LDX11 >= MAX(1,P). !>
X21
!> X21 is REAL array, dimension (LDX21,Q) !> On entry, part of the orthogonal matrix whose CSD is desired. !>
LDX21
!> LDX21 is INTEGER !> The leading dimension of X21. LDX21 >= MAX(1,M-P). !>
THETA
!> THETA is REAL array, dimension (R), in which R = !> MIN(P,M-P,Q,M-Q). !> C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and !> S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ). !>
U1
!> U1 is REAL array, dimension (P) !> If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1. !>
LDU1
!> LDU1 is INTEGER !> The leading dimension of U1. If JOBU1 = 'Y', LDU1 >= !> MAX(1,P). !>
U2
!> U2 is REAL array, dimension (M-P) !> If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal !> matrix U2. !>
LDU2
!> LDU2 is INTEGER !> The leading dimension of U2. If JOBU2 = 'Y', LDU2 >= !> MAX(1,M-P). !>
V1T
!> V1T is REAL array, dimension (Q) !> If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal !> matrix V1**T. !>
LDV1T
!> LDV1T is INTEGER !> The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >= !> MAX(1,Q). !>
WORK
!> WORK is REAL array, dimension (MAX(1,LWORK)) !> On exit, if INFO = 0, WORK(1) returns the optimal LWORK. !> If INFO > 0 on exit, WORK(2:R) contains the values PHI(1), !> ..., PHI(R-1) that, together with THETA(1), ..., THETA(R), !> define the matrix in intermediate bidiagonal-block form !> remaining after nonconvergence. INFO specifies the number !> of nonzero PHI's. !>
LWORK
!> LWORK is INTEGER !> The dimension of the array WORK. !> !> 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. !>
IWORK
!> IWORK is INTEGER array, dimension (M-MIN(P,M-P,Q,M-Q)) !>
INFO
!> INFO is INTEGER !> = 0: successful exit. !> < 0: if INFO = -i, the i-th argument had an illegal value. !> > 0: SBBCSD did not converge. See the description of WORK !> above for details. !>
References:
[1] Brian D. Sutton. Computing the complete CS
decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Definition at line 230 of file sorcsd2by1.f.
Author¶
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