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dorcsd.f(3) | LAPACK | dorcsd.f(3) |
NAME¶
dorcsd.f -SYNOPSIS¶
Functions/Subroutines¶
recursive subroutine dorcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21, LDX21, X22, LDX22, THETA, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, WORK, LWORK, IWORK, INFO)
Function/Subroutine Documentation¶
recursive subroutine dorcsd (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, characterSIGNS, integerM, integerP, integerQ, double precision, dimension( ldx11, * )X11, integerLDX11, double precision, dimension( ldx12, * )X12, integerLDX12, double precision, dimension( ldx21, * )X21, integerLDX21, double precision, dimension( ldx22, * )X22, integerLDX22, 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( ldv2t, * )V2T, integerLDV2T, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)¶
DORCSD Purpose:DORCSD computes the CS decomposition of an M-by-M partitioned orthogonal matrix X: [ I 0 0 | 0 0 0 ] [ 0 C 0 | 0 -S 0 ] [ X11 | X12 ] [ U1 | ] [ 0 0 0 | 0 0 -I ] [ V1 | ]**T X = [-----------] = [---------] [---------------------] [---------] . [ X21 | X22 ] [ | U2 ] [ 0 0 0 | I 0 0 ] [ | V2 ] [ 0 S 0 | 0 C 0 ] [ 0 0 I | 0 0 0 ] 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).
JOBU1
JOBU2
JOBV1T
JOBV2T
TRANS
SIGNS
M
P
Q
X11
LDX11
X12
LDX12
X21
LDX21
X22
LDX22
THETA
U1
LDU1
U2
LDU2
V1T
LDV1T
V2T
LDV2T
WORK
LWORK
IWORK
INFO
References:
JOBU1 is CHARACTER = 'Y': U1 is computed; otherwise: U1 is not computed.
JOBU2 is CHARACTER = 'Y': U2 is computed; otherwise: U2 is not computed.
JOBV1T is CHARACTER = 'Y': V1T is computed; otherwise: V1T is not computed.
JOBV2T is CHARACTER = 'Y': V2T is computed; otherwise: V2T is not computed.
TRANS is CHARACTER = 'T': X, U1, U2, V1T, and V2T are stored in row-major order; otherwise: X, U1, U2, V1T, and V2T are stored in column- major order.
SIGNS is CHARACTER = 'O': The lower-left block is made nonpositive (the "other" convention); otherwise: The upper-right block is made nonpositive (the "default" convention).
M is INTEGER The number of rows and columns in X.
P is INTEGER The number of rows in X11 and X12. 0 <= P <= M.
Q is INTEGER The number of columns in X11 and X21. 0 <= Q <= M.
X11 is DOUBLE PRECISION array, dimension (LDX11,Q) On entry, part of the orthogonal matrix whose CSD is desired.
LDX11 is INTEGER The leading dimension of X11. LDX11 >= MAX(1,P).
X12 is DOUBLE PRECISION array, dimension (LDX12,M-Q) On entry, part of the orthogonal matrix whose CSD is desired.
LDX12 is INTEGER The leading dimension of X12. LDX12 >= MAX(1,P).
X21 is DOUBLE PRECISION array, dimension (LDX21,Q) On entry, part of the orthogonal matrix whose CSD is desired.
LDX21 is INTEGER The leading dimension of X11. LDX21 >= MAX(1,M-P).
X22 is DOUBLE PRECISION array, dimension (LDX22,M-Q) On entry, part of the orthogonal matrix whose CSD is desired.
LDX22 is INTEGER The leading dimension of X11. LDX22 >= MAX(1,M-P).
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 is DOUBLE PRECISION array, dimension (P) If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1.
LDU1 is INTEGER The leading dimension of U1. If JOBU1 = 'Y', LDU1 >= MAX(1,P).
U2 is DOUBLE PRECISION array, dimension (M-P) If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal matrix U2.
LDU2 is INTEGER The leading dimension of U2. If JOBU2 = 'Y', LDU2 >= MAX(1,M-P).
V1T is DOUBLE PRECISION array, dimension (Q) If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal matrix V1**T.
LDV1T is INTEGER The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >= MAX(1,Q).
V2T is DOUBLE PRECISION array, dimension (M-Q) If JOBV2T = 'Y', V2T contains the (M-Q)-by-(M-Q) orthogonal matrix V2**T.
LDV2T is INTEGER The leading dimension of V2T. If JOBV2T = 'Y', LDV2T >= MAX(1,M-Q).
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 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 is INTEGER array, dimension (M-MIN(P, M-P, Q, M-Q))
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.
[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:
November 2011
Author¶
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