SRC/dggsvp3.f(3)
π SRC/dggsvp3.f(3)
okay so bestie, this page is SRC/dggsvp3.f(3) from the Library Functions Manual, and itβs all about DGGSVP3 β the LAPACK routine that does the preprocessing step for the Generalized Singular Value Decomposition (GSVD). no cap, weβre keeping every single argument, threshold, and rank tea. letβs go β¨
πΈ NAME
SRC/dggsvp3.f
β¨ SYNOPSIS
π§ 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)DGGSVP3
π Function/Subroutine Documentation
okay hereβs the full signature, character-for-character, bestie β do not lose a comma:
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.
π Parameters
JOBUβCHARACTER*1.= 'U': orthogonal matrix U is computed;= 'N': U is not computed.JOBVβCHARACTER*1.= 'V': orthogonal matrix V is computed;= 'N': V is not computed.JOBQβCHARACTER*1.= 'Q': orthogonal matrix Q is computed;= 'N': Q is not computed.MβINTEGER. The number of rows of the matrix A.M >= 0.PβINTEGER. The number of rows of the matrix B.P >= 0.NβINTEGER. The number of columns of the matrices A and B.N >= 0.AβDOUBLE PRECISIONarray, dimension(LDA,N). On entry, the M-by-N matrix A. On exit, A contains the triangular (or trapezoidal) matrix described in the Purpose section.LDAβINTEGER. The leading dimension of the array A.LDA >= max(1,M).BβDOUBLE PRECISIONarray, dimension(LDB,N). On entry, the P-by-N matrix B. On exit, B contains the triangular matrix described in the Purpose section.LDBβINTEGER. The leading dimension of the array B.LDB >= max(1,P).TOLAβDOUBLE PRECISION.TOLBβDOUBLE PRECISION.TOLAandTOLBare the thresholds to determine the effective numerical rank of matrix B and a subblock of A. 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.KβINTEGER.LβINTEGER. 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.UβDOUBLE PRECISIONarray, dimension(LDU,M). IfJOBU = 'U', U contains the orthogonal matrix U. IfJOBU = 'N', U is not referenced.LDUβINTEGER. The leading dimension of the array U.LDU >= max(1,M)ifJOBU = 'U';LDU >= 1otherwise.VβDOUBLE PRECISIONarray, dimension(LDV,P). IfJOBV = 'V', V contains the orthogonal matrix V. IfJOBV = 'N', V is not referenced.LDVβINTEGER. The leading dimension of the array V.LDV >= max(1,P)ifJOBV = 'V';LDV >= 1otherwise.QβDOUBLE PRECISIONarray, dimension(LDQ,N). IfJOBQ = 'Q', Q contains the orthogonal matrix Q. IfJOBQ = 'N', Q is not referenced.LDQβINTEGER. The leading dimension of the array Q.LDQ >= max(1,N)ifJOBQ = 'Q';LDQ >= 1otherwise.IWORKβINTEGERarray, dimension(N).TAUβDOUBLE PRECISIONarray, dimension(N).WORKβDOUBLE PRECISIONarray, dimension(MAX(1,LWORK)). On exit, ifINFO = 0,WORK(1)returns the optimalLWORK.LWORKβINTEGER. The dimension of the array WORK.LWORK >= 1. IfLWORK = -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, the i-th argument had an illegal value.
π Author
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π₯ 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.
π¨ tea:DGGSVP3replaces the deprecated subroutineDGGSVP.
Definition at line 269 of file dggsvp3.f.
πͺ Author
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