Provided by: liblapack-doc-man_3.5.0-2ubuntu1_all
NAME
dorcsd2by1.f -
SYNOPSIS
Functions/Subroutines subroutine dorcsd2by1 (JOBU1, JOBU2, JOBV1T, M, P, Q, X11, LDX11, X21, LDX21, THETA, U1, LDU1, U2, LDU2, V1T, LDV1T, WORK, LWORK, IWORK, INFO) DORCSD2BY1
Function/Subroutine Documentation
subroutine dorcsd2by1 (characterJOBU1, characterJOBU2, characterJOBV1T, integerM, integerP, integerQ, double precision, dimension(ldx11,*)X11, integerLDX11, double precision, dimension(ldx21,*)X21, integerLDX21, double precision, dimension(*)THETA, double precision, dimension(ldu1,*)U1, integerLDU1, double precision, dimension(ldu2,*)U2, integerLDU2, double precision, dimension(ldv1t,*)V1T, integerLDV1T, double precision, dimension(*)WORK, integerLWORK, integer, dimension(*)IWORK, integerINFO) DORCSD2BY1
Purpose:
Purpose: ======== DORCSD2BY1 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: [ I 0 0 ] [ 0 C 0 ] [ X11 ] [ U1 | ] [ 0 0 0 ] X = [-----] = [---------] [----------] V1**T . [ X21 ] [ | U2 ] [ 0 0 0 ] [ 0 S 0 ] [ 0 0 I ] X11 is P-by-Q. The orthogonal matrices U1, U2, V1, and V2 are P-by-P, (M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-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)..fi 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 and columns in X. P P is INTEGER The number of rows in X11 and X12. 0 <= P <= M. Q Q is INTEGER The number of columns in X11 and X21. 0 <= Q <= M. X11 X11 is DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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 DOUBLE PRECISION 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: DBBCSD did not converge. See the description of WORK above for details. Author: Univ. of Tennessee Univ. of California Berkeley Univ. of Colorado Denver NAG Ltd. Date: July 2012 References: [1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009. Definition at line 236 of file dorcsd2by1.f.
Author
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