/home/abui.../sggsvp3.f(3)
π NAME π
okay so you're looking at sggsvp3.f(3) from the Library Functions Manual, and this is the LAPACK source page for the file below. Slay, bestie, you found it π
/home/abuild/rpmbuild/BUILD/lapack-static-3.12.0-build/lapack-3.12.0/SRC/sggsvp3.f
πΈ SYNOPSIS πΈ
β¨ Functions/Subroutines β¨
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 π
π¦ FUNCTION/SUBROUTINE DOCUMENTATION π¦
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
π Purpose π
bestie, the whole point is this: 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. iconic behavior, honestly π«
π§ Parameters π§
JOBUβJOBUisCHARACTER*1;= 'U':orthogonal matrixUis computed;= 'N':Uis not computed. β¨JOBVβJOBVisCHARACTER*1;= 'V':orthogonal matrixVis computed;= 'N':Vis not computed. β¨JOBQβJOBQisCHARACTER*1;= 'Q':orthogonal matrixQis computed;= 'N':Qis not computed. β¨MβMisINTEGER; the number of rows of the matrixA.M >= 0.PβPisINTEGER; the number of rows of the matrixB.P >= 0.NβNisINTEGER; the number of columns of the matricesAandB.N >= 0.AβAisREALarray, dimension(LDA,N). On entry, the M-by-N matrixA. On exit,Acontains the triangular (or trapezoidal) matrix described in the Purpose section.LDAβLDAisINTEGER; the leading dimension of the arrayA.LDA >= max(1,M).BβBisREALarray, dimension(LDB,N). On entry, the P-by-N matrixB. On exit,Bcontains the triangular matrix described in the Purpose section.LDBβLDBisINTEGER; the leading dimension of the arrayB.LDB >= max(1,P).TOLAβTOLAisREAL.TOLBβTOLBisREAL.
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. no cap, thresholds matter π«Ά
KβKisINTEGER.LβLisINTEGER.
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.
UβUisREALarray, dimension(LDU,M). IfJOBU = 'U',Ucontains the orthogonal matrixU. IfJOBU = 'N',Uis not referenced.LDUβLDUisINTEGER; the leading dimension of the arrayU.LDU >= max(1,M)ifJOBU = 'U';LDU >= 1otherwise.VβVisREALarray, dimension(LDV,P). IfJOBV = 'V',Vcontains the orthogonal matrixV. IfJOBV = 'N',Vis not referenced.LDVβLDVisINTEGER; the leading dimension of the arrayV.LDV >= max(1,P)ifJOBV = 'V';LDV >= 1otherwise.QβQisREALarray, dimension(LDQ,N). IfJOBQ = 'Q',Qcontains the orthogonal matrixQ. IfJOBQ = 'N',Qis not referenced.LDQβLDQisINTEGER; the leading dimension of the arrayQ.LDQ >= max(1,N)ifJOBQ = 'Q';LDQ >= 1otherwise.IWORKβIWORKisINTEGERarray, dimension(N).TAUβTAUisREALarray, dimension(N).WORKβWORKisREALarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβLWORKisINTEGER; the dimension of the arrayWORK.
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.
INFOβINFOisINTEGER:= 0:successful exit< 0:ifINFO = -i, thei-th argument had an illegal value.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ Further Details: π₯
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. π important deprecated lore, bestie
Definition at line 269 of file sggsvp3.f.
π€ Author π€
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