SRC/dorbdb3.f(3)
SRC/dorbdb3.f(3) π¦
Okay bestie, this is the Library Functions Manual page for SRC/dorbdb3.f, and the main character is the dorbdb3 subroutine. Letβs get into it π
β¨ NAME β¨
SRC/dorbdb3.f β thatβs the file, and the star of the show is dorbdb3, no cap.
πΈ SYNOPSIS πΈ
π§ Functions/Subroutines π§
subroutine dorbdb3 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1,
taup2, tauq1, work, lwork, info)
DORBDB3
π Function/Subroutine Documentation π
Hereβs the full typed-out glow-up of the subroutine signature:
subroutine dorbdb3 (integer m, integer p, integer q, double precision,
dimension(ldx11,*) x11, integer ldx11, double precision,
dimension(ldx21,*) x21, integer ldx21, double precision, dimension(*)
theta, double precision, dimension(*) phi, double precision,
dimension(*) taup1, double precision, dimension(*) taup2, double
precision, dimension(*) tauq1, double precision, dimension(*) work,
integer lwork, integer info)
DORBDB3
DORBDB3 β iconic name, iconic routine π«Ά
π Purpose π
So DORBDB3 simultaneously bidiagonalizes the blocks of a tall and skinny matrix X with orthonormal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. M-P must be no larger than P, Q, or M-Q. Routines DORBDB1, DORBDB2, and DORBDB4 handle cases in which M-P is not the minimum dimension.
The orthogonal 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 (M-P)-by-(M-P) bidiagonal matrices represented implicitly by angles THETA, PHI.
π Parameters π
MβM is INTEGER. The number of rowsX11plus the number of rows inX21.PβP is INTEGER. The number of rows inX11.0 <= P <= M.M-P <= min(P,Q,M-Q).QβQ is INTEGER. The number of columns inX11andX21.0 <= Q <= M.X11βX11 is DOUBLE PRECISION 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.LDX11βLDX11 is INTEGER. The leading dimension ofX11.LDX11 >= P.X21βX21 is DOUBLE PRECISION array, dimension (LDX21,Q). On entry, the bottom block of the matrixXto be reduced. On exit, the columns oftril(X21)specify reflectors forP2.LDX21βLDX21 is INTEGER. The leading dimension ofX21.LDX21 >= M-P.THETAβTHETA is DOUBLE PRECISION array, dimension (Q). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.PHIβPHI is DOUBLE PRECISION array, dimension (Q-1). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.TAUP1βTAUP1 is DOUBLE PRECISION array, dimension (P). The scalar factors of the elementary reflectors that defineP1.TAUP2βTAUP2 is DOUBLE PRECISION array, dimension (M-P). The scalar factors of the elementary reflectors that defineP2.TAUQ1βTAUQ1 is DOUBLE PRECISION array, dimension (Q). The scalar factors of the elementary reflectors that defineQ1.WORKβWORK is DOUBLE PRECISION array, dimension (LWORK).LWORKβLWORK is INTEGER. 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.
INFOβINFO is INTEGER.= 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 DORCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors. See DORCSD2BY1 for details on generating P1, P2, and Q1 using DORGQR and DORGLQ.
π References π
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
π Definition at line 199 of file dorbdb3.f π
Definition at line 199 of file dorbdb3.f.
π Author π
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