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sorbdb2.f(3) LAPACK sorbdb2.f(3)

NAME

sorbdb2.f

SYNOPSIS

Functions/Subroutines


subroutine sorbdb2 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO)
SORBDB2

Function/Subroutine Documentation

subroutine sorbdb2 (integer M, integer P, integer Q, real, dimension(ldx11,*) X11, integer LDX11, real, dimension(ldx21,*) X21, integer LDX21, real, dimension(*) THETA, real, dimension(*) PHI, real, dimension(*) TAUP1, real, dimension(*) TAUP2, real, dimension(*) TAUQ1, real, dimension(*) WORK, integer LWORK, integer INFO)

SORBDB2

Purpose:


SORBDB2 simultaneously bidiagonalizes the blocks of a tall and skinny
matrix X with orthonomal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. P must be no larger than M-P,
Q, or M-Q. Routines SORBDB1, SORBDB3, and SORBDB4 handle cases in
which P is not the minimum dimension.
The orthogonal matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P),
and (M-Q)-by-(M-Q), respectively. They are represented implicitly by
Householder vectors.
B11 and B12 are P-by-P bidiagonal matrices represented implicitly by
angles THETA, PHI.

Parameters:

M


M is INTEGER
The number of rows X11 plus the number of rows in X21.

P


P is INTEGER
The number of rows in X11. 0 <= P <= min(M-P,Q,M-Q).

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, the top block of the matrix X to be reduced. On
exit, the columns of tril(X11) specify reflectors for P1 and
the rows of triu(X11,1) specify reflectors for Q1.

LDX11


LDX11 is INTEGER
The leading dimension of X11. LDX11 >= P.

X21


X21 is REAL array, dimension (LDX21,Q)
On entry, the bottom block of the matrix X to be reduced. On
exit, the columns of tril(X21) specify reflectors for P2.

LDX21


LDX21 is INTEGER
The leading dimension of X21. LDX21 >= M-P.

THETA


THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.

PHI


PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.

TAUP1


TAUP1 is REAL array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.

TAUP2


TAUP2 is REAL array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.

TAUQ1


TAUQ1 is REAL array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.

WORK


WORK is REAL array, dimension (LWORK)

LWORK


LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
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.

INFO


INFO is INTEGER
= 0: successful exit.
< 0: if INFO = -i, the i-th argument had an illegal value.

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

July 2012

Further Details:


The upper-bidiagonal blocks B11, B21 are represented implicitly by
angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
in each bidiagonal band is a product of a sine or cosine of a THETA
with a sine or cosine of a PHI. See [1] or SORCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors.
See SORCSD2BY1 for details on generating P1, P2, and Q1 using SORGQR
and SORGLQ.

References:

[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Definition at line 203 of file sorbdb2.f.

Author

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