/home/abui.../dggsvp3.f(3)
π DGGSVP3 π
Okay bestie, this one is straight from the LAPACK Library Functions Manual β and it's giving major orthogonal-matrix main character energy. β¨
πΈ NAME πΈ
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/dggsvp3.f
β¨ SYNOPSIS β¨
Functions/Subroutines
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)
Yup, that's DGGSVP3 β say it with me, bestie. π
π¦ Function/Subroutine Documentation π¦
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 π
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.
!>
So cute, so triangular. π
Parameters
JOBU(CHARACTER*1) β= 'U': orthogonal matrixUis computed;= 'N':Uis not computed.JOBV(CHARACTER*1) β= 'V': orthogonal matrixVis computed;= 'N':Vis not computed.JOBQ(CHARACTER*1) β= 'Q': orthogonal matrixQis computed;= 'N':Qis not computed.M(INTEGER) β the number of rows of matrixA.M >= 0.P(INTEGER) β the number of rows of matrixB.P >= 0.N(INTEGER) β the number of columns of matricesAandB.N >= 0.A(DOUBLE PRECISIONarray, dimension(LDA,N)) β on entry, theM-by-NmatrixA. On exit,Acontains the triangular (or trapezoidal) matrix described in the Purpose section.LDA(INTEGER) β the leading dimension of arrayA.LDA >= max(1,M).B(DOUBLE PRECISIONarray, dimension(LDB,N)) β on entry, theP-by-NmatrixB. On exit,Bcontains the triangular matrix described in the Purpose section.LDB(INTEGER) β the leading dimension of arrayB.LDB >= max(1,P).TOLA(DOUBLE PRECISION) β threshold bestie, described together withTOLBright below.TOLB(DOUBLE PRECISION) βTOLAandTOLBare the thresholds to determine the effective numerical rank of matrixBand a subblock ofA. Generally, they are set toTOLA = MAX(M,N)*norm(A)*MACHEPS,TOLB = MAX(P,N)*norm(B)*MACHEPS. The size ofTOLAandTOLBmay affect the size of backward errors of the decomposition.K(INTEGER) βKisINTEGER.L(INTEGER) β on exit,KandLspecify the dimension of the subblocks described in the Purpose section.K + L = effective numerical rank of (A**T,B**T)**T.U(DOUBLE PRECISIONarray, dimension(LDU,M)) β ifJOBU = 'U',Ucontains the orthogonal matrixU. IfJOBU = 'N',Uis not referenced.LDU(INTEGER) β the leading dimension of arrayU.LDU >= max(1,M)ifJOBU = 'U';LDU >= 1otherwise.V(DOUBLE PRECISIONarray, dimension(LDV,P)) β ifJOBV = 'V',Vcontains the orthogonal matrixV. IfJOBV = 'N',Vis not referenced.LDV(INTEGER) β the leading dimension of arrayV.LDV >= max(1,P)ifJOBV = 'V';LDV >= 1otherwise.Q(DOUBLE PRECISIONarray, dimension(LDQ,N)) β ifJOBQ = 'Q',Qcontains the orthogonal matrixQ. IfJOBQ = 'N',Qis not referenced.LDQ(INTEGER) β the leading dimension of arrayQ.LDQ >= max(1,N)ifJOBQ = 'Q';LDQ >= 1otherwise.IWORK(INTEGERarray, dimension(N)) β that's the whole spec, bestie.TAU(DOUBLE PRECISIONarray, dimension(N)) β also exactly that.WORK(DOUBLE PRECISIONarray, dimension(MAX(1,LWORK))) β on exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORK(INTEGER) β the dimension of the arrayWORK. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.INFO(INTEGER) β= 0: successful exit;< 0: ifINFO = -i, thei-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.
Deprecated alert, bestie:DGGSVP3replaces the deprecated subroutineDGGSVP.
Definition at line 269 of file dggsvp3.f.
π Author π
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That's the whole page, bestie. LAPACK Version 3.12.0, from <code>/home/abui.../dggsvp3.f(3)</code> β slay and stay orthogonal. π β¨
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