table of contents
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zgesvj.f(3) | Library Functions Manual | /home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zgesvj.f(3) |
NAME¶
/home/abuild/rpmbuild/BUILD/lapack-3.12.0/SRC/zgesvj.f
SYNOPSIS¶
Functions/Subroutines¶
subroutine ZGESVJ (joba, jobu, jobv, m, n, a, lda, sva, mv,
v, ldv, cwork, lwork, rwork, lrwork, info)
ZGESVJ
Function/Subroutine Documentation¶
subroutine ZGESVJ (character*1 joba, character*1 jobu, character*1 jobv, integer m, integer n, complex*16, dimension( lda, * ) a, integer lda, double precision, dimension( n ) sva, integer mv, complex*16, dimension( ldv, * ) v, integer ldv, complex*16, dimension( lwork ) cwork, integer lwork, double precision, dimension( lrwork ) rwork, integer lrwork, integer info)¶
ZGESVJ
Purpose:
!> !> ZGESVJ computes the singular value decomposition (SVD) of a complex !> M-by-N matrix A, where M >= N. The SVD of A is written as !> [++] [xx] [x0] [xx] !> A = U * SIGMA * V^*, [++] = [xx] * [ox] * [xx] !> [++] [xx] !> where SIGMA is an N-by-N diagonal matrix, U is an M-by-N orthonormal !> matrix, and V is an N-by-N unitary matrix. The diagonal elements !> of SIGMA are the singular values of A. The columns of U and V are the !> left and the right singular vectors of A, respectively. !>
Parameters
JOBA
!> JOBA is CHARACTER*1 !> Specifies the structure of A. !> = 'L': The input matrix A is lower triangular; !> = 'U': The input matrix A is upper triangular; !> = 'G': The input matrix A is general M-by-N matrix, M >= N. !>
JOBU
!> JOBU is CHARACTER*1 !> Specifies whether to compute the left singular vectors !> (columns of U): !> = 'U' or 'F': The left singular vectors corresponding to the nonzero !> singular values are computed and returned in the leading !> columns of A. See more details in the description of A. !> The default numerical orthogonality threshold is set to !> approximately TOL=CTOL*EPS, CTOL=SQRT(M), EPS=DLAMCH('E'). !> = 'C': Analogous to JOBU='U', except that user can control the !> level of numerical orthogonality of the computed left !> singular vectors. TOL can be set to TOL = CTOL*EPS, where !> CTOL is given on input in the array WORK. !> No CTOL smaller than ONE is allowed. CTOL greater !> than 1 / EPS is meaningless. The option 'C' !> can be used if M*EPS is satisfactory orthogonality !> of the computed left singular vectors, so CTOL=M could !> save few sweeps of Jacobi rotations. !> See the descriptions of A and WORK(1). !> = 'N': The matrix U is not computed. However, see the !> description of A. !>
JOBV
!> JOBV is CHARACTER*1 !> Specifies whether to compute the right singular vectors, that !> is, the matrix V: !> = 'V' or 'J': the matrix V is computed and returned in the array V !> = 'A': the Jacobi rotations are applied to the MV-by-N !> array V. In other words, the right singular vector !> matrix V is not computed explicitly; instead it is !> applied to an MV-by-N matrix initially stored in the !> first MV rows of V. !> = 'N': the matrix V is not computed and the array V is not !> referenced !>
M
!> M is INTEGER !> The number of rows of the input matrix A. 1/DLAMCH('E') > M >= 0. !>
N
!> N is INTEGER !> The number of columns of the input matrix A. !> M >= N >= 0. !>
A
!> A is COMPLEX*16 array, dimension (LDA,N) !> On entry, the M-by-N matrix A. !> On exit, !> If JOBU = 'U' .OR. JOBU = 'C': !> If INFO = 0 : !> RANKA orthonormal columns of U are returned in the !> leading RANKA columns of the array A. Here RANKA <= N !> is the number of computed singular values of A that are !> above the underflow threshold DLAMCH('S'). The singular !> vectors corresponding to underflowed or zero singular !> values are not computed. The value of RANKA is returned !> in the array RWORK as RANKA=NINT(RWORK(2)). Also see the !> descriptions of SVA and RWORK. The computed columns of U !> are mutually numerically orthogonal up to approximately !> TOL=SQRT(M)*EPS (default); or TOL=CTOL*EPS (JOBU = 'C'), !> see the description of JOBU. !> If INFO > 0, !> the procedure ZGESVJ did not converge in the given number !> of iterations (sweeps). In that case, the computed !> columns of U may not be orthogonal up to TOL. The output !> U (stored in A), SIGMA (given by the computed singular !> values in SVA(1:N)) and V is still a decomposition of the !> input matrix A in the sense that the residual !> || A - SCALE * U * SIGMA * V^* ||_2 / ||A||_2 is small. !> If JOBU = 'N': !> If INFO = 0 : !> Note that the left singular vectors are 'for free' in the !> one-sided Jacobi SVD algorithm. However, if only the !> singular values are needed, the level of numerical !> orthogonality of U is not an issue and iterations are !> stopped when the columns of the iterated matrix are !> numerically orthogonal up to approximately M*EPS. Thus, !> on exit, A contains the columns of U scaled with the !> corresponding singular values. !> If INFO > 0: !> the procedure ZGESVJ did not converge in the given number !> of iterations (sweeps). !>
LDA
!> LDA is INTEGER !> The leading dimension of the array A. LDA >= max(1,M). !>
SVA
!> SVA is DOUBLE PRECISION array, dimension (N) !> On exit, !> If INFO = 0 : !> depending on the value SCALE = RWORK(1), we have: !> If SCALE = ONE: !> SVA(1:N) contains the computed singular values of A. !> During the computation SVA contains the Euclidean column !> norms of the iterated matrices in the array A. !> If SCALE .NE. ONE: !> The singular values of A are SCALE*SVA(1:N), and this !> factored representation is due to the fact that some of the !> singular values of A might underflow or overflow. !> !> If INFO > 0: !> the procedure ZGESVJ did not converge in the given number of !> iterations (sweeps) and SCALE*SVA(1:N) may not be accurate. !>
MV
!> MV is INTEGER !> If JOBV = 'A', then the product of Jacobi rotations in ZGESVJ !> is applied to the first MV rows of V. See the description of JOBV. !>
V
!> V is COMPLEX*16 array, dimension (LDV,N) !> If JOBV = 'V', then V contains on exit the N-by-N matrix of !> the right singular vectors; !> If JOBV = 'A', then V contains the product of the computed right !> singular vector matrix and the initial matrix in !> the array V. !> If JOBV = 'N', then V is not referenced. !>
LDV
!> LDV is INTEGER !> The leading dimension of the array V, LDV >= 1. !> If JOBV = 'V', then LDV >= max(1,N). !> If JOBV = 'A', then LDV >= max(1,MV) . !>
CWORK
!> CWORK is COMPLEX*16 array, dimension (max(1,LWORK)) !> Used as workspace. !> If on entry LWORK = -1, then a workspace query is assumed and !> no computation is done; CWORK(1) is set to the minial (and optimal) !> length of CWORK. !>
LWORK
!> LWORK is INTEGER. !> Length of CWORK, LWORK >= M+N. !>
RWORK
!> RWORK is DOUBLE PRECISION array, dimension (max(6,LRWORK)) !> On entry, !> If JOBU = 'C' : !> RWORK(1) = CTOL, where CTOL defines the threshold for convergence. !> The process stops if all columns of A are mutually !> orthogonal up to CTOL*EPS, EPS=DLAMCH('E'). !> It is required that CTOL >= ONE, i.e. it is not !> allowed to force the routine to obtain orthogonality !> below EPSILON. !> On exit, !> RWORK(1) = SCALE is the scaling factor such that SCALE*SVA(1:N) !> are the computed singular values of A. !> (See description of SVA().) !> RWORK(2) = NINT(RWORK(2)) is the number of the computed nonzero !> singular values. !> RWORK(3) = NINT(RWORK(3)) is the number of the computed singular !> values that are larger than the underflow threshold. !> RWORK(4) = NINT(RWORK(4)) is the number of sweeps of Jacobi !> rotations needed for numerical convergence. !> RWORK(5) = max_{i.NE.j} |COS(A(:,i),A(:,j))| in the last sweep. !> This is useful information in cases when ZGESVJ did !> not converge, as it can be used to estimate whether !> the output is still useful and for post festum analysis. !> RWORK(6) = the largest absolute value over all sines of the !> Jacobi rotation angles in the last sweep. It can be !> useful for a post festum analysis. !> If on entry LRWORK = -1, then a workspace query is assumed and !> no computation is done; RWORK(1) is set to the minial (and optimal) !> length of RWORK. !>
LRWORK
!> LRWORK is INTEGER !> Length of RWORK, LRWORK >= MAX(6,N). !>
INFO
!> INFO is INTEGER !> = 0: successful exit. !> < 0: if INFO = -i, then the i-th argument had an illegal value !> > 0: ZGESVJ did not converge in the maximal allowed number !> (NSWEEP=30) of sweeps. The output may still be useful. !> See the description of RWORK. !>
Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
!> !> The orthogonal N-by-N matrix V is obtained as a product of Jacobi plane !> rotations. In the case of underflow of the tangent of the Jacobi angle, a !> modified Jacobi transformation of Drmac [3] is used. Pivot strategy uses !> column interchanges of de Rijk [1]. The relative accuracy of the computed !> singular values and the accuracy of the computed singular vectors (in !> angle metric) is as guaranteed by the theory of Demmel and Veselic [2]. !> The condition number that determines the accuracy in the full rank case !> is essentially min_{D=diag} kappa(A*D), where kappa(.) is the !> spectral condition number. The best performance of this Jacobi SVD !> procedure is achieved if used in an accelerated version of Drmac and !> Veselic [4,5], and it is the kernel routine in the SIGMA library [6]. !> Some tuning parameters (marked with [TP]) are available for the !> implementer. !> The computational range for the nonzero singular values is the machine !> number interval ( UNDERFLOW , OVERFLOW ). In extreme cases, even !> denormalized singular values can be computed with the corresponding !> gradual loss of accurate digits. !>
Contributor:
!> !> ============ !> !> Zlatko Drmac (Zagreb, Croatia) !> !>
References:
!> !> [1] P. P. M. De Rijk: A one-sided Jacobi algorithm for computing the !> singular value decomposition on a vector computer. !> SIAM J. Sci. Stat. Comp., Vol. 10 (1998), pp. 359-371. !> [2] J. Demmel and K. Veselic: Jacobi method is more accurate than QR. !> [3] Z. Drmac: Implementation of Jacobi rotations for accurate singular !> value computation in floating point arithmetic. !> SIAM J. Sci. Comp., Vol. 18 (1997), pp. 1200-1222. !> [4] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm I. !> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1322-1342. !> LAPACK Working note 169. !> [5] Z. Drmac and K. Veselic: New fast and accurate Jacobi SVD algorithm II. !> SIAM J. Matrix Anal. Appl. Vol. 35, No. 2 (2008), pp. 1343-1362. !> LAPACK Working note 170. !> [6] Z. Drmac: SIGMA - mathematical software library for accurate SVD, PSV, !> QSVD, (H,K)-SVD computations. !> Department of Mathematics, University of Zagreb, 2008, 2015. !>
Bugs, examples and comments:
!> =========================== !> Please report all bugs and send interesting test examples and comments to !> drmac@math.hr. Thank you. !>
Definition at line 349 of file zgesvj.f.
Author¶
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