/home/abui...D/sggsvd.f(3)

πŸ“¦ version 3.12.0, in opensuse-leap 16.0

πŸ’… /home/abui...D/sggsvd.f(3) πŸ’…

okay bestie, welcome to the manual page for /home/abui...D/sggsvd.f(3) β€” it's from the Library Functions Manual, and the whole vibe is β€œLAPACK function, but make it dramatic.” Buckle up, because SGGSVD is deprecated but still has main-character energy. πŸŽ€


🌸 NAME 🌸

The name section is literally just this path, bestie β€” no extra lore:

/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/DEPRECATED/sggsvd.f

✨ SYNOPSIS ✨

🫢 Functions/Subroutines 🫢

Here's the signature, verbatim, because we do not mess with the function shape:

subroutine SGGSVD (jobu, jobv, jobq, m, n, p, k, l, a, lda, b, ldb,
    alpha, beta, u, ldu, v, ldv, q, ldq, work, iwork, info)
     SGGSVD computes the singular value decomposition (SVD) for OTHER
    matrices

So yeah: SGGSVD computes the singular value decomposition (SVD) for OTHER matrices. iconic behavior. πŸ’œ


πŸ› οΈ Function/Subroutine Documentation πŸ› οΈ

subroutine SGGSVD (character jobu, character jobv, character jobq, integer
m, integer n, integer p, integer k, integer l, real, dimension( lda, * )
a, integer lda, real, dimension( ldb, * ) b, integer ldb, real,
dimension( * ) alpha, real, dimension( * ) beta, real, dimension( ldu, *
) u, integer ldu, real, dimension( ldv, * ) v, integer ldv, real,
dimension( ldq, * ) q, integer ldq, real, dimension( * ) work, integer,
dimension( * ) iwork, integer info)

SGGSVD computes the singular value decomposition (SVD) for OTHER matrices. say it with me: OTHER matrices. 🌈


Purpose

🚨 bestie, heads up first: this routine is deprecated and has been replaced by routine SGGSVD3. 🚨

SGGSVD computes the generalized singular value decomposition (GSVD) of an M-by-N real matrix A and P-by-N real matrix B:

      U**T*A*Q = D1*( 0 R ),    V**T*B*Q = D2*( 0 R )

where U, V and Q are orthogonal matrices.

Let K+L = the effective numerical rank of the matrix (A**T,B**T)**T, then R is a K+L-by-K+L nonsingular upper triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) matrices and of the following structures, respectively:

If M-K-L >= 0,

                    K  L
       D1 =     K ( I  0 )
                L ( 0  C )
            M-K-L ( 0  0 )

                  K  L
       D2 =   L ( 0  S )
            P-L ( 0  0 )

                N-K-L  K    L
  ( 0 R ) = K (  0   R11  R12 )
            L (  0    0   R22 )

where

  C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
  S = diag( BETA(K+1),  ... , BETA(K+L) ),
  C**2 + S**2 = I.

R is stored in A(1:K+L,N-K-L+1:N) on exit.

If M-K-L < 0,

                  K M-K K+L-M
       D1 =   K ( I  0    0   )
            M-K ( 0  C    0   )

                    K M-K K+L-M
       D2 =   M-K ( 0  S    0  )
            K+L-M ( 0  0    I  )
              P-L ( 0  0    0  )

                   N-K-L  K   M-K  K+L-M
  ( 0 R ) =     K ( 0    R11  R12  R13  )
              M-K ( 0     0   R22  R23  )
            K+L-M ( 0     0    0   R33  )

where

  C = diag( ALPHA(K+1), ... , ALPHA(M) ),
  S = diag( BETA(K+1),  ... , BETA(M) ),
  C**2 + S**2 = I.

(R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored as ( 0 R22 R23 ) in B(M-K+1:L,N+M-K-L+1:N) on exit.

The routine computes C, S, R, and optionally the orthogonal transformation matrices U, V and Q.

In particular, if B is an N-by-N nonsingular matrix, then the GSVD of A and B implicitly gives the SVD of A*inv(B):

                     A*inv(B) = U*(D1*inv(D2))*V**T.

If ( A**T,B**T)**T has orthonormal columns, then the GSVD of A and B is also equal to the CS decomposition of A and B. Furthermore, the GSVD can be used to derive the solution of the eigenvalue problem:

                     A**T*A x = lambda* B**T*B x.

In some literature, the GSVD of A and B is presented in the form

                 U**T*A*X = ( 0 D1 ),   V**T*B*X = ( 0 D2 )

where U and V are orthogonal and X is nonsingular, D1 and D2 are ``diagonal''. The former GSVD form can be converted to the latter form by taking the nonsingular matrix X as

                     X = Q*( I   0    )
                           ( 0 inv(R) ).

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.

N

N is INTEGER. The number of columns of the matrices A and B. N >= 0.

P

P is INTEGER. The number of rows of the matrix B. P >= 0.

K

K is INTEGER. That's the whole description, bestie β€” no extra lore here.

L

L is INTEGER.

On exit, K and L specify the dimension of the subblocks described in Purpose. K + L = effective numerical rank of (A**T,B**T)**T.

A

A is REAL array, dimension (LDA,N).

On entry, the M-by-N matrix A. On exit, A contains the triangular matrix R, or part of R. See Purpose for details.

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 R if M-K-L < 0. See Purpose for details.

LDB

LDB is INTEGER. The leading dimension of the array B. LDB >= max(1,P).

ALPHA

ALPHA is REAL array, dimension (N).

BETA

BETA is REAL array, dimension (N).

On exit, ALPHA and BETA contain the generalized singular value pairs of A and B:

  ALPHA(1:K) = 1,
  BETA(1:K)  = 0,
and if M-K-L >= 0,
  ALPHA(K+1:K+L) = C,
  BETA(K+1:K+L)  = S,
or if M-K-L < 0,
  ALPHA(K+1:M)=C, ALPHA(M+1:K+L)=0
  BETA(K+1:M) =S, BETA(M+1:K+L) =1
and
  ALPHA(K+L+1:N) = 0
  BETA(K+L+1:N)  = 0

U

U is REAL array, dimension (LDU,M).

If JOBU = 'U', U contains the M-by-M 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 P-by-P 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 N-by-N 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.

WORK

WORK is REAL array, dimension (max(3*N,M,P)+N).

IWORK

IWORK is INTEGER array, dimension (N).

On exit, IWORK stores the sorting information. More precisely, the following loop will sort ALPHA:

   for I = K+1, min(M,K+L)
       swap ALPHA(I) and ALPHA(IWORK(I))
   endfor

such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N).

INFO

INFO is INTEGER.

  • = 0: successful exit
  • < 0: if INFO = -i, the i-th argument had an illegal value.
  • > 0: if INFO = 1, the Jacobi-type procedure failed to converge. For further details, see subroutine STGSJA.

Internal Parameters:

TOLA is REAL.

TOLB is REAL.

TOLA and TOLB are the thresholds to determine the effective rank of (A**T,B**T)**T. 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. like, choose wisely, bestie. ✨


πŸ‘‘ Author πŸ‘‘

  • Univ. of Tennessee
  • Univ. of California Berkeley
  • Univ. of Colorado Denver
  • NAG Ltd.

Contributors:

Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA. shoutout to the math girlies 🫢

Definition at line 331 of file sggsvd.f.


πŸ‘‘ Author (the Doxygen-generated one) πŸ‘‘

Generated automatically by Doxygen for LAPACK from the source code.


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