table of contents
| ggsvp3(3) | LAPACK | ggsvp3(3) |
NAME¶
ggsvp3 - ggsvp3: step in ggsvd
SYNOPSIS¶
Functions¶
subroutine cggsvp3 (jobu, jobv, jobq, m, p, n, a, lda, b,
ldb, tola, tolb, k, l, u, ldu, v, ldv, q, ldq, iwork, rwork, tau, work,
lwork, info)
CGGSVP3 subroutine dggsvp3 (jobu, jobv, jobq, m, p, n, a, lda,
b, ldb, tola, tolb, k, l, u, ldu, v, ldv, q, ldq, iwork, tau, work, lwork,
info)
DGGSVP3 subroutine sggsvp3 (jobu, jobv, jobq, m, p, n, a, lda,
b, ldb, tola, tolb, k, l, u, ldu, v, ldv, q, ldq, iwork, tau, work, lwork,
info)
SGGSVP3 subroutine zggsvp3 (jobu, jobv, jobq, m, p, n, a, lda,
b, ldb, tola, tolb, k, l, u, ldu, v, ldv, q, ldq, iwork, rwork, tau, work,
lwork, info)
ZGGSVP3
Detailed Description¶
Function Documentation¶
subroutine cggsvp3 (character jobu, character jobv, character jobq, integer m, integer p, integer n, complex, dimension( lda, * ) a, integer lda, complex, dimension( ldb, * ) b, integer ldb, real tola, real tolb, integer k, integer l, complex, dimension( ldu, * ) u, integer ldu, complex, dimension( ldv, * ) v, integer ldv, complex, dimension( ldq, * ) q, integer ldq, integer, dimension( * ) iwork, real, dimension( * ) rwork, complex, dimension( * ) tau, complex, dimension( * ) work, integer lwork, integer info)¶
CGGSVP3
Purpose:
CGGSVP3 computes unitary matrices U, V and Q such that
N-K-L K L
U**H*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;
L ( 0 0 A23 )
M-K-L ( 0 0 0 )
N-K-L K L
= K ( 0 A12 A13 ) if M-K-L < 0;
M-K ( 0 0 A23 )
N-K-L K L
V**H*B*Q = L ( 0 0 B13 )
P-L ( 0 0 0 )
where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective
numerical rank of the (M+P)-by-N matrix (A**H,B**H)**H.
This decomposition is the preprocessing step for computing the
Generalized Singular Value Decomposition (GSVD), see subroutine
CGGSVD3.
Parameters
JOBU
JOBU is CHARACTER*1
= 'U': Unitary matrix U is computed;
= 'N': U is not computed.
JOBV
JOBV is CHARACTER*1
= 'V': Unitary matrix V is computed;
= 'N': V is not computed.
JOBQ
JOBQ is CHARACTER*1
= 'Q': Unitary matrix Q is computed;
= 'N': Q is not computed.
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A
A is COMPLEX array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A contains the triangular (or trapezoidal) matrix
described in the Purpose section.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is COMPLEX array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, B contains the triangular matrix described in
the Purpose section.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA
TOLA is REAL
TOLB
TOLB is REAL
TOLA and TOLB are the thresholds to determine the effective
numerical rank of matrix B and a subblock of A. Generally,
they are set to
TOLA = MAX(M,N)*norm(A)*MACHEPS,
TOLB = MAX(P,N)*norm(B)*MACHEPS.
The size of TOLA and TOLB may affect the size of backward
errors of the decomposition.
K
K is INTEGER
L
L is INTEGER
On exit, K and L specify the dimension of the subblocks
described in Purpose section.
K + L = effective numerical rank of (A**H,B**H)**H.
U
U is COMPLEX array, dimension (LDU,M)
If JOBU = 'U', U contains the unitary matrix U.
If JOBU = 'N', U is not referenced.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M) if
JOBU = 'U'; LDU >= 1 otherwise.
V
V is COMPLEX array, dimension (LDV,P)
If JOBV = 'V', V contains the unitary matrix V.
If JOBV = 'N', V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P) if
JOBV = 'V'; LDV >= 1 otherwise.
Q
Q is COMPLEX array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the unitary matrix Q.
If JOBQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if
JOBQ = 'Q'; LDQ >= 1 otherwise.
IWORK
IWORK is INTEGER array, dimension (N)
RWORK
RWORK is REAL array, dimension (2*N)
TAU
TAU is COMPLEX array, dimension (N)
WORK
WORK is COMPLEX array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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.
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.
Further Details:
The subroutine uses LAPACK subroutine CGEQP3 for the QR factorization
with column pivoting to detect the effective numerical rank of the
a matrix. It may be replaced by a better rank determination strategy.
CGGSVP3 replaces the deprecated subroutine CGGSVP.
subroutine dggsvp3 (character jobu, character jobv, character jobq, integer m, integer p, integer n, double precision, dimension( lda, * ) a, integer lda, double precision, dimension( ldb, * ) b, integer ldb, double precision tola, double precision tolb, integer k, integer l, double precision, dimension( ldu, * ) u, integer ldu, double precision, dimension( ldv, * ) v, integer ldv, double precision, dimension( ldq, * ) q, integer ldq, integer, dimension( * ) iwork, double precision, dimension( * ) tau, double precision, dimension( * ) work, integer lwork, integer info)¶
DGGSVP3
Purpose:
DGGSVP3 computes orthogonal matrices U, V and Q such that
N-K-L K L
U**T*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;
L ( 0 0 A23 )
M-K-L ( 0 0 0 )
N-K-L K L
= K ( 0 A12 A13 ) if M-K-L < 0;
M-K ( 0 0 A23 )
N-K-L K L
V**T*B*Q = L ( 0 0 B13 )
P-L ( 0 0 0 )
where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective
numerical rank of the (M+P)-by-N matrix (A**T,B**T)**T.
This decomposition is the preprocessing step for computing the
Generalized Singular Value Decomposition (GSVD), see subroutine
DGGSVD3.
Parameters
JOBU
JOBU is CHARACTER*1
= 'U': Orthogonal matrix U is computed;
= 'N': U is not computed.
JOBV
JOBV is CHARACTER*1
= 'V': Orthogonal matrix V is computed;
= 'N': V is not computed.
JOBQ
JOBQ is CHARACTER*1
= 'Q': Orthogonal matrix Q is computed;
= 'N': Q is not computed.
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A
A is DOUBLE PRECISION array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A contains the triangular (or trapezoidal) matrix
described in the Purpose section.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is DOUBLE PRECISION array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, B contains the triangular matrix described in
the Purpose section.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA
TOLA is DOUBLE PRECISION
TOLB
TOLB is DOUBLE PRECISION
TOLA and TOLB are the thresholds to determine the effective
numerical rank of matrix B and a subblock of A. Generally,
they are set to
TOLA = MAX(M,N)*norm(A)*MACHEPS,
TOLB = MAX(P,N)*norm(B)*MACHEPS.
The size of TOLA and TOLB may affect the size of backward
errors of the decomposition.
K
K is INTEGER
L
L is INTEGER
On exit, K and L specify the dimension of the subblocks
described in Purpose section.
K + L = effective numerical rank of (A**T,B**T)**T.
U
U is DOUBLE PRECISION array, dimension (LDU,M)
If JOBU = 'U', U contains the orthogonal matrix U.
If JOBU = 'N', U is not referenced.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M) if
JOBU = 'U'; LDU >= 1 otherwise.
V
V is DOUBLE PRECISION array, dimension (LDV,P)
If JOBV = 'V', V contains the orthogonal matrix V.
If JOBV = 'N', V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P) if
JOBV = 'V'; LDV >= 1 otherwise.
Q
Q is DOUBLE PRECISION array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the orthogonal matrix Q.
If JOBQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if
JOBQ = 'Q'; LDQ >= 1 otherwise.
IWORK
IWORK is INTEGER array, dimension (N)
TAU
TAU is DOUBLE PRECISION array, dimension (N)
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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.
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.
Further Details:
The subroutine uses LAPACK subroutine DGEQP3 for the QR factorization
with column pivoting to detect the effective numerical rank of the
a matrix. It may be replaced by a better rank determination strategy.
DGGSVP3 replaces the deprecated subroutine DGGSVP.
subroutine sggsvp3 (character jobu, character jobv, character jobq, integer m, integer p, integer n, real, dimension( lda, * ) a, integer lda, real, dimension( ldb, * ) b, integer ldb, real tola, real tolb, integer k, integer l, real, dimension( ldu, * ) u, integer ldu, real, dimension( ldv, * ) v, integer ldv, real, dimension( ldq, * ) q, integer ldq, integer, dimension( * ) iwork, real, dimension( * ) tau, real, dimension( * ) work, integer lwork, integer info)¶
SGGSVP3
Purpose:
SGGSVP3 computes orthogonal matrices U, V and Q such that
N-K-L K L
U**T*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;
L ( 0 0 A23 )
M-K-L ( 0 0 0 )
N-K-L K L
= K ( 0 A12 A13 ) if M-K-L < 0;
M-K ( 0 0 A23 )
N-K-L K L
V**T*B*Q = L ( 0 0 B13 )
P-L ( 0 0 0 )
where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective
numerical rank of the (M+P)-by-N matrix (A**T,B**T)**T.
This decomposition is the preprocessing step for computing the
Generalized Singular Value Decomposition (GSVD), see subroutine
SGGSVD3.
Parameters
JOBU
JOBU is CHARACTER*1
= 'U': Orthogonal matrix U is computed;
= 'N': U is not computed.
JOBV
JOBV is CHARACTER*1
= 'V': Orthogonal matrix V is computed;
= 'N': V is not computed.
JOBQ
JOBQ is CHARACTER*1
= 'Q': Orthogonal matrix Q is computed;
= 'N': Q is not computed.
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A
A is REAL array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A contains the triangular (or trapezoidal) matrix
described in the Purpose section.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is REAL array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, B contains the triangular matrix described in
the Purpose section.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA
TOLA is REAL
TOLB
TOLB is REAL
TOLA and TOLB are the thresholds to determine the effective
numerical rank of matrix B and a subblock of A. Generally,
they are set to
TOLA = MAX(M,N)*norm(A)*MACHEPS,
TOLB = MAX(P,N)*norm(B)*MACHEPS.
The size of TOLA and TOLB may affect the size of backward
errors of the decomposition.
K
K is INTEGER
L
L is INTEGER
On exit, K and L specify the dimension of the subblocks
described in Purpose section.
K + L = effective numerical rank of (A**T,B**T)**T.
U
U is REAL array, dimension (LDU,M)
If JOBU = 'U', U contains the orthogonal matrix U.
If JOBU = 'N', U is not referenced.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M) if
JOBU = 'U'; LDU >= 1 otherwise.
V
V is REAL array, dimension (LDV,P)
If JOBV = 'V', V contains the orthogonal matrix V.
If JOBV = 'N', V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P) if
JOBV = 'V'; LDV >= 1 otherwise.
Q
Q is REAL array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the orthogonal matrix Q.
If JOBQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if
JOBQ = 'Q'; LDQ >= 1 otherwise.
IWORK
IWORK is INTEGER array, dimension (N)
TAU
TAU is REAL array, dimension (N)
WORK
WORK is REAL array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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.
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.
Further Details:
The subroutine uses LAPACK subroutine SGEQP3 for the QR factorization
with column pivoting to detect the effective numerical rank of the
a matrix. It may be replaced by a better rank determination strategy.
SGGSVP3 replaces the deprecated subroutine SGGSVP.
subroutine zggsvp3 (character jobu, character jobv, character jobq, integer m, integer p, integer n, complex*16, dimension( lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb, double precision tola, double precision tolb, integer k, integer l, complex*16, dimension( ldu, * ) u, integer ldu, complex*16, dimension( ldv, * ) v, integer ldv, complex*16, dimension( ldq, * ) q, integer ldq, integer, dimension( * ) iwork, double precision, dimension( * ) rwork, complex*16, dimension( * ) tau, complex*16, dimension( * ) work, integer lwork, integer info)¶
ZGGSVP3
Purpose:
ZGGSVP3 computes unitary matrices U, V and Q such that
N-K-L K L
U**H*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0;
L ( 0 0 A23 )
M-K-L ( 0 0 0 )
N-K-L K L
= K ( 0 A12 A13 ) if M-K-L < 0;
M-K ( 0 0 A23 )
N-K-L K L
V**H*B*Q = L ( 0 0 B13 )
P-L ( 0 0 0 )
where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
otherwise A23 is (M-K)-by-L upper trapezoidal. K+L = the effective
numerical rank of the (M+P)-by-N matrix (A**H,B**H)**H.
This decomposition is the preprocessing step for computing the
Generalized Singular Value Decomposition (GSVD), see subroutine
ZGGSVD3.
Parameters
JOBU
JOBU is CHARACTER*1
= 'U': Unitary matrix U is computed;
= 'N': U is not computed.
JOBV
JOBV is CHARACTER*1
= 'V': Unitary matrix V is computed;
= 'N': V is not computed.
JOBQ
JOBQ is CHARACTER*1
= 'Q': Unitary matrix Q is computed;
= 'N': Q is not computed.
M
M is INTEGER
The number of rows of the matrix A. M >= 0.
P
P is INTEGER
The number of rows of the matrix B. P >= 0.
N
N is INTEGER
The number of columns of the matrices A and B. N >= 0.
A
A is COMPLEX*16 array, dimension (LDA,N)
On entry, the M-by-N matrix A.
On exit, A contains the triangular (or trapezoidal) matrix
described in the Purpose section.
LDA
LDA is INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B
B is COMPLEX*16 array, dimension (LDB,N)
On entry, the P-by-N matrix B.
On exit, B contains the triangular matrix described in
the Purpose section.
LDB
LDB is INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA
TOLA is DOUBLE PRECISION
TOLB
TOLB is DOUBLE PRECISION
TOLA and TOLB are the thresholds to determine the effective
numerical rank of matrix B and a subblock of A. Generally,
they are set to
TOLA = MAX(M,N)*norm(A)*MAZHEPS,
TOLB = MAX(P,N)*norm(B)*MAZHEPS.
The size of TOLA and TOLB may affect the size of backward
errors of the decomposition.
K
K is INTEGER
L
L is INTEGER
On exit, K and L specify the dimension of the subblocks
described in Purpose section.
K + L = effective numerical rank of (A**H,B**H)**H.
U
U is COMPLEX*16 array, dimension (LDU,M)
If JOBU = 'U', U contains the unitary matrix U.
If JOBU = 'N', U is not referenced.
LDU
LDU is INTEGER
The leading dimension of the array U. LDU >= max(1,M) if
JOBU = 'U'; LDU >= 1 otherwise.
V
V is COMPLEX*16 array, dimension (LDV,P)
If JOBV = 'V', V contains the unitary matrix V.
If JOBV = 'N', V is not referenced.
LDV
LDV is INTEGER
The leading dimension of the array V. LDV >= max(1,P) if
JOBV = 'V'; LDV >= 1 otherwise.
Q
Q is COMPLEX*16 array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the unitary matrix Q.
If JOBQ = 'N', Q is not referenced.
LDQ
LDQ is INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if
JOBQ = 'Q'; LDQ >= 1 otherwise.
IWORK
IWORK is INTEGER array, dimension (N)
RWORK
RWORK is DOUBLE PRECISION array, dimension (2*N)
TAU
TAU is COMPLEX*16 array, dimension (N)
WORK
WORK is COMPLEX*16 array, dimension (MAX(1,LWORK))
On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
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.
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.
Further Details:
The subroutine uses LAPACK subroutine ZGEQP3 for the QR factorization
with column pivoting to detect the effective numerical rank of the
a matrix. It may be replaced by a better rank determination strategy.
ZGGSVP3 replaces the deprecated subroutine ZGGSVP.
Author¶
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| Wed Feb 7 2024 11:30:40 | Version 3.12.0 |