SBBCSD(3)
okay bestie, welcome to sbbcsd.f(3) from the Library Functions Manual π
the header/footer shorthand is /home/abui...RC/sbbcsd.f(3), and this whole page is giving βLAPACK source file main character energy.β β¨
π NAME π
This pageβs NAME is literally the source path, bestie:
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sbbcsd.f
β¨ SYNOPSIS β¨
Functions/Subroutines
subroutine SBBCSD (jobu1, jobu2, jobv1t, jobv2t, trans, m, p, q, theta,
phi, u1, ldu1, u2, ldu2, v1t, ldv1t, v2t, ldv2t, b11d, b11e, b12d,
b12e, b21d, b21e, b22d, b22e, work, lwork, info)
SBBCSD
π Function/Subroutine Documentation π
subroutine SBBCSD (character jobu1, character jobu2, character jobv1t,
character jobv2t, character trans, integer m, integer p, integer q,
real, dimension( * ) theta, real, dimension( * ) phi, real, dimension(
ldu1, * ) u1, integer ldu1, real, dimension( ldu2, * ) u2, integer ldu2,
real, dimension( ldv1t, * ) v1t, integer ldv1t, real, dimension( ldv2t,
* ) v2t, integer ldv2t, real, dimension( * ) b11d, real, dimension( * )
b11e, real, dimension( * ) b12d, real, dimension( * ) b12e, real,
dimension( * ) b21d, real, dimension( * ) b21e, real, dimension( * )
b22d, real, dimension( * ) b22e, real, dimension( * ) work, integer
lwork, integer info)
SBBCSD
π Purpose π
okay so SBBCSD computes the CS decomposition of an orthogonal matrix in bidiagonal-block form, and the page literally draws it out like this:
[ B11 | B12 0 0 ]
[ 0 | 0 -I 0 ]
X = [----------------]
[ B21 | B22 0 0 ]
[ 0 | 0 0 I ]
[ C | -S 0 0 ]
[ U1 | ] [ 0 | 0 -I 0 ] [ V1 | ]**T
= [---------] [---------------] [---------] .
[ | U2 ] [ S | C 0 0 ] [ | V2 ]
[ 0 | 0 0 I ]
X is M-by-M, its top-left block is P-by-Q, and Q must be no larger than P, M-P, or M-Q. (If Q is not the smallest index, then X must be transposed and/or permuted. This can be done in constant time using the TRANS and SIGNS options. See SORCSD for details.) π«Ά
The bidiagonal matrices B11, B12, B21, and B22 are represented implicitly by angles THETA(1:Q) and PHI(1:Q-1).
The orthogonal matrices U1, U2, V1T, and V2T are input/output. The input matrices are pre- or post-multiplied by the appropriate singular vector matrices.
πΈ Parameters πΈ
JOBU1βJOBU1 is CHARACTER;= 'Y': U1 is updated;otherwise:U1 is not updated.β¨JOBU2βJOBU2 is CHARACTER;= 'Y': U2 is updated;otherwise:U2 is not updated.β¨JOBV1TβJOBV1T is CHARACTER;= 'Y': V1T is updated;otherwise:V1T is not updated.β¨JOBV2TβJOBV2T is CHARACTER;= 'Y': V2T is updated;otherwise:V2T is not updated.β¨TRANSβTRANS 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.πMβM is INTEGER; the number of rows and columns inX, the orthogonal matrix in bidiagonal-block form.PβP is INTEGER; the number of rows in the top-left block ofX.0 <= P <= M.QβQ is INTEGER; the number of columns in the top-left block ofX.0 <= Q <= MIN(P,M-P,M-Q).THETAβTHETA is REAL array, dimension (Q). On entry, the anglesTHETA(1),...,THETA(Q)that, along withPHI(1), ...,PHI(Q-1), define the matrix in bidiagonal-block form. On exit, the angles whose cosines and sines define the diagonal blocks in the CS decomposition. π«PHIβPHI is REAL array, dimension (Q-1). The anglesPHI(1),...,PHI(Q-1)that, along withTHETA(1),...,THETA(Q), define the matrix in bidiagonal-block form.U1βU1 is REAL array, dimension (LDU1,P). On entry, a P-by-P matrix. On exit,U1is postmultiplied by the left singular vector matrix common to[ B11 ; 0 ]and[ B12 0 0 ; 0 -I 0 0 ]. π¦LDU1βLDU1 is INTEGER; the leading dimension of the arrayU1,LDU1 >= MAX(1,P).U2βU2 is REAL array, dimension (LDU2,M-P). On entry, an (M-P)-by-(M-P) matrix. On exit,U2is postmultiplied by the left singular vector matrix common to[ B21 ; 0 ]and[ B22 0 0 ; 0 0 I ]. π¦LDU2βLDU2 is INTEGER; the leading dimension of the arrayU2,LDU2 >= MAX(1,M-P).V1TβV1T is REAL array, dimension (LDV1T,Q). On entry, a Q-by-Q matrix. On exit,V1Tis premultiplied by the transpose of the right singular vector matrix common to[ B11 ; 0 ]and[ B21 ; 0 ]. πLDV1TβLDV1T is INTEGER; the leading dimension of the arrayV1T,LDV1T >= MAX(1,Q).V2TβV2T is REAL array, dimension (LDV2T,M-Q). On entry, an (M-Q)-by-(M-Q) matrix. On exit,V2Tis premultiplied by the transpose of the right singular vector matrix common to[ B12 0 0 ; 0 -I 0 ]and[ B22 0 0 ; 0 0 I ]. πLDV2TβLDV2T is INTEGER; the leading dimension of the arrayV2T,LDV2T >= MAX(1,M-Q).B11DβB11D is REAL array, dimension (Q). WhenSBBCSDconverges,B11Dcontains the cosines ofTHETA(1), ..., THETA(Q). IfSBBCSDfails to converge, thenB11Dcontains the diagonal of the partially reduced top-left block. πB11EβB11E is REAL array, dimension (Q-1). WhenSBBCSDconverges,B11Econtains zeros. IfSBBCSDfails to converge, thenB11Econtains the superdiagonal of the partially reduced top-left block.B12DβB12D is REAL array, dimension (Q). WhenSBBCSDconverges,B12Dcontains the negative sines ofTHETA(1), ..., THETA(Q). IfSBBCSDfails to converge, thenB12Dcontains the diagonal of the partially reduced top-right block. πB12EβB12E is REAL array, dimension (Q-1). WhenSBBCSDconverges,B12Econtains zeros. IfSBBCSDfails to converge, thenB12Econtains the subdiagonal of the partially reduced top-right block.B21DβB21D is REAL array, dimension (Q). WhenSBBCSDconverges,B21Dcontains the negative sines ofTHETA(1), ..., THETA(Q). IfSBBCSDfails to converge, thenB21Dcontains the diagonal of the partially reduced bottom-left block. πB21EβB21E is REAL array, dimension (Q-1). WhenSBBCSDconverges,B21Econtains zeros. IfSBBCSDfails to converge, thenB21Econtains the subdiagonal of the partially reduced bottom-left block.B22DβB22D is REAL array, dimension (Q). WhenSBBCSDconverges,B22Dcontains the negative sines ofTHETA(1), ..., THETA(Q). IfSBBCSDfails to converge, thenB22Dcontains the diagonal of the partially reduced bottom-right block. πB22EβB22E is REAL array, dimension (Q-1). WhenSBBCSDconverges,B22Econtains zeros. IfSBBCSDfails to converge, thenB22Econtains the subdiagonal of the partially reduced bottom-right block.WORKβWORK is REAL array, dimension (MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK. β¨LWORKβLWORK is INTEGER; the dimension of the arrayWORK.LWORK >= MAX(1,8*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.
INFOβINFO is INTEGER;= 0: successful exit.< 0: if INFO = -i, the i-th argument had an illegal value.> 0: if SBBCSD did not converge, INFO specifies the number of nonzero entries in PHI, and B11D, B11E, etc., contain the partially reduced matrix.
π Internal Parameters π
TOLMUL REAL, default = MAX(10,MIN(100,EPS**(-1/8)))
TOLMUL controls the convergence criterion of the QR loop. Angles THETA(i), PHI(i) are rounded to 0 or PI/2 when they are within TOLMUL*EPS of either bound. π₯
π¦ References π¦
- [1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
Definition at line 328 of file sbbcsd.f.
π Author (the auto-generated one) π
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