Provided by: liblapack-doc-man_3.5.0-2ubuntu1_all
NAME
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 (characterJOBU1, characterJOBU2, characterJOBV1T, integerM, integerP, integerQ, real, dimension(ldx11,*)X11, integerLDX11, real, dimension(ldx21,*)X21, integerLDX21, real, dimension(*)THETA, real, dimension(ldu1,*)U1, integerLDU1, real, dimension(ldu2,*)U2, integerLDU2, real, dimension(ldv1t,*)V1T, integerLDV1T, real, dimension(*)WORK, integerLWORK, integer, dimension(*)IWORK, integerINFO) 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: [ 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 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. Reference: [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. Date: July 2012 Definition at line 232 of file sorcsd2by1.f.
Author
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