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dorcsd2by1.f(3) LAPACK dorcsd2by1.f(3)

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 (character JOBU1, character JOBU2, character JOBV1T, integer M, integer P, integer Q, double precision, dimension(ldx11,*) X11, integer LDX11, double precision, dimension(ldx21,*) X21, integer LDX21, double precision, dimension(*) THETA, double precision, dimension(ldu1,*) U1, integer LDU1, double precision, dimension(ldu2,*) U2, integer LDU2, double precision, dimension(ldv1t,*) V1T, integer LDV1T, double precision, dimension(*) WORK, integer LWORK, integer, dimension(*) IWORK, integer INFO)

DORCSD2BY1

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:
[ 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 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.

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.

Date:

July 2012

Definition at line 235 of file dorcsd2by1.f.

Author

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