SRC/cunbdb1.f(3)
π NAME π
bestie, we're on the SRC/cunbdb1.f(3) page from the Library Functions Manual β this is the CUNBDB1 subroutine's little corner of the LAPACK universe β¨
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine cunbdb1 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1,
taup2, tauq1, work, lwork, info)
CUNBDB1
π Function/Subroutine Documentation π
subroutine cunbdb1 (integer m, integer p, integer q, complex,
dimension(ldx11,*) x11, integer ldx11, complex, dimension(ldx21,*) x21,
integer ldx21, real, dimension(*) theta, real, dimension(*) phi,
complex, dimension(*) taup1, complex, dimension(*) taup2, complex,
dimension(*) tauq1, complex, dimension(*) work, integer lwork, integer
info)
CUNBDB1
π¦ Purpose π¦
okay so CUNBDB1 simultaneously bidiagonalizes the blocks of a tall and skinny matrix X with orthonormal columns. the source literally draws it like this:
!>
!> [ B11 ]
!> [ X11 ] [ P1 | ] [ 0 ]
!> [-----] = [---------] [-----] Q1**T .
!> [ X21 ] [ | P2 ] [ B21 ]
!> [ 0 ]
!>
X11 is P-by-Q, and X21 is (M-P)-by-Q. Q must be no larger than P, M-P, or M-Q. Routines CUNBDB2, CUNBDB3, and CUNBDB4 handle cases in which Q is not the minimum dimension.
The unitary matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P), and (M-Q)-by-(M-Q), respectively. They are represented implicitly by Householder vectors.
B11 and B12 are Q-by-Q bidiagonal matrices represented implicitly by angles THETA, PHI.
πΈ Parameters πΈ
MβINTEGER. The number of rowsX11plus the number of rows inX21.PβINTEGER. The number of rows inX11.0 <= P <= M.QβINTEGER. The number of columns inX11andX21.0 <= Q <= MIN(P,M-P,M-Q).X11βCOMPLEX array, dimension (LDX11,Q). On entry, the top block of the matrixXto be reduced. On exit, the columns oftril(X11)specify reflectors forP1and the rows oftriu(X11,1)specify reflectors forQ1.LDX11βINTEGER. The leading dimension ofX11.LDX11 >= P.X21βCOMPLEX array, dimension (LDX21,Q). On entry, the bottom block of the matrixXto be reduced. On exit, the columns oftril(X21)specify reflectors forP2.LDX21βINTEGER. The leading dimension ofX21.LDX21 >= M-P.THETAβREAL array, dimension (Q). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.PHIβREAL array, dimension (Q-1). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.TAUP1βCOMPLEX array, dimension (P). The scalar factors of the elementary reflectors that defineP1.TAUP2βCOMPLEX array, dimension (M-P). The scalar factors of the elementary reflectors that defineP2.TAUQ1βCOMPLEX array, dimension (Q). The scalar factors of the elementary reflectors that defineQ1.WORKβCOMPLEX array, dimension (LWORK).LWORKβINTEGER. The dimension of the arrayWORK.LWORK >= M-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.
INFOβINTEGER.= 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 upper-bidiagonal blocks B11, B21 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry in each bidiagonal band is a product of a sine or cosine of a THETA with a sine or cosine of a PHI. See [1] or CUNCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors. See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR and CUNGLQ.
π¦ References π¦
[1]Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 200 of file cunbdb1.f.
π€ Author π€
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