SRC/dorbdb.f(3)
π NAME π
SRC/dorbdb.f β that's the name, bestie. This is the SRC/dorbdb.f(3) page from the Library Functions Manual, and it's all about DORBDB.
β¨ SYNOPSIS β¨
π Functions/Subroutines π
subroutine dorbdb (trans, signs, m, p, q, x11, ldx11, x12, ldx12, x21,
ldx21, x22, ldx22, theta, phi, taup1, taup2, tauq1, tauq2, work,
lwork, info)
DORBDB
π Function/Subroutine Documentation π
subroutine dorbdb (character trans, character signs, integer m, integer p,
integer q, double precision, dimension( ldx11, * ) x11, integer ldx11,
double precision, dimension( ldx12, * ) x12, integer ldx12, double
precision, dimension( ldx21, * ) x21, integer ldx21, double precision,
dimension( ldx22, * ) x22, integer ldx22, double precision, dimension( *
) theta, double precision, dimension( * ) phi, double precision,
dimension( * ) taup1, double precision, dimension( * ) taup2, double
precision, dimension( * ) tauq1, double precision, dimension( * ) tauq2,
double precision, dimension( * ) work, integer lwork, integer info)
DORBDB
π«Ά Purpose π«Ά
Okay so DORBDB simultaneously bidiagonalizes the blocks of an M-by-M partitioned orthogonal matrix X, and the glow-up looks like this:
[ B11 | B12 0 0 ]
[ X11 | X12 ] [ P1 | ] [ 0 | 0 -I 0 ] [ Q1 | ]**T
X = [-----------] = [---------] [----------------] [---------] .
[ X21 | X22 ] [ | P2 ] [ B21 | B22 0 0 ] [ | Q2 ]
[ 0 | 0 0 I ]
X11 is P-by-Q. Q must be no larger than P, M-P, or M-Q. (If this is not the case, then X must be transposed and/or permuted. This can be done in constant time using the TRANS and SIGNS options. See DORCSD for details.)
The orthogonal matrices P1, P2, Q1, and Q2 are P-by-P, (M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. They are represented implicitly by Householder vectors.
B11, B12, B21, and B22 are Q-by-Q bidiagonal matrices represented implicitly by angles THETA, PHI.
π Parameters π
TRANSβTRANSisCHARACTER.= 'T':X,U1,U2,V1T, andV2Tare stored in row-major order; otherwise:X,U1,U2,V1T, andV2Tare stored in column-major order.SIGNSβSIGNSisCHARACTER.= 'O': The lower-left block is made nonpositive (the convention); otherwise: The upper-right block is made nonpositive (the convention).MβMisINTEGER. The number of rows and columns inX.PβPisINTEGER. The number of rows inX11andX12.0 <= P <= M.QβQisINTEGER. The number of columns inX11andX21.0 <= Q <= MIN(P,M-P,M-Q).X11βX11isDOUBLE PRECISION array, dimension (LDX11,Q). On entry, the top-left block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the columns oftril(X11)specify reflectors forP1, the rows oftriu(X11,1)specify reflectors forQ1; - else
TRANS = 'T', and the rows oftriu(X11)specify reflectors forP1, the columns oftril(X11,-1)specify reflectors forQ1.
- If
LDX11βLDX11isINTEGER. The leading dimension ofX11. IfTRANS = 'N', thenLDX11 >= P; elseLDX11 >= Q.X12βX12isDOUBLE PRECISION array, dimension (LDX12,M-Q). On entry, the top-right block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the rows oftriu(X12)specify the firstPreflectors forQ2; - else
TRANS = 'T', and the columns oftril(X12)specify the firstPreflectors forQ2.
- If
LDX12βLDX12isINTEGER. The leading dimension ofX12. IfTRANS = 'N', thenLDX12 >= P; elseLDX11 >= M-Q.
bestie, yes, the page literally saysLDX11there and notLDX12β I am not fixing it, I'm just delivering the tea exactly as written. π
X21βX21isDOUBLE PRECISION array, dimension (LDX21,Q). On entry, the bottom-left block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the columns oftril(X21)specify reflectors forP2; - else
TRANS = 'T', and the rows oftriu(X21)specify reflectors forP2.
- If
LDX21βLDX21isINTEGER. The leading dimension ofX21. IfTRANS = 'N', thenLDX21 >= M-P; elseLDX21 >= Q.X22βX22isDOUBLE PRECISION array, dimension (LDX22,M-Q). On entry, the bottom-right block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the rows oftriu(X22(Q+1:M-P,P+1:M-Q))specify the lastM-P-Qreflectors forQ2, - else
TRANS = 'T', and the columns oftril(X22(P+1:M-Q,Q+1:M-P))specify the lastM-P-Qreflectors forP2.
- If
LDX22βLDX22isINTEGER. The leading dimension ofX22. IfTRANS = 'N', thenLDX22 >= M-P; elseLDX22 >= M-Q.THETAβTHETAisDOUBLE PRECISION array, dimension (Q). The entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. See Further Details.PHIβPHIisDOUBLE PRECISION array, dimension (Q-1). The entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. See Further Details.TAUP1βTAUP1isDOUBLE PRECISION array, dimension (P). The scalar factors of the elementary reflectors that defineP1.TAUP2βTAUP2isDOUBLE PRECISION array, dimension (M-P). The scalar factors of the elementary reflectors that defineP2.TAUQ1βTAUQ1isDOUBLE PRECISION array, dimension (Q). The scalar factors of the elementary reflectors that defineQ1.TAUQ2βTAUQ2isDOUBLE PRECISION array, dimension (M-Q). The scalar factors of the elementary reflectors that defineQ2.WORKβWORKisDOUBLE PRECISION array, dimension (LWORK).LWORKβLWORKisINTEGER. 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.
INFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
πΈ Author πΈ
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π¦ Further Details π¦
The bidiagonal blocks B11, B12, B21, and B22 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are lower bidiagonal. 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 DORCSD for details.
the way B21 is listed in both clauses? iconic. that's literally what the page says, bestie, no cap. π
P1, P2, Q1, and Q2 are represented as products of elementary reflectors. See DORCSD for details on generating P1, P2, Q1, and Q2 using DORGQR and DORGLQ.
π References π
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 284 of file dorbdb.f.
π Author π
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β¨π«Ά
π¦ where this page comes from
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