SRC/sgsvj1.f(3)
okay bestie, welcome to SRC/sgsvj1.f(3) from the Library Functions Manual β this is the page for SGSVJ1, the pre-processor for sgesvj that applies Jacobi rotations targeting only particular pivots. π
β¨
πΈ NAME πΈ
SRC/sgsvj1.f
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine sgsvj1 (jobv, m, n, n1, a, lda, d, sva, mv, v, ldv, eps,
sfmin, tol, nsweep, work, lwork, info)
SGSVJ1 pre-processor for the routine sgesvj, applies Jacobi
rotations targeting only particular pivots.
β¨ Function/Subroutine Documentation β¨
subroutine sgsvj1 (character*1 jobv, integer m, integer n, integer n1, real,
dimension( lda, * ) a, integer lda, real, dimension( n ) d, real,
dimension( n ) sva, integer mv, real, dimension( ldv, * ) v, integer
ldv, real eps, real sfmin, real tol, integer nsweep, real, dimension(
lwork ) work, integer lwork, integer info)
SGSVJ1 pre-processor for the routine sgesvj, applies Jacobi rotations targeting only particular pivots. π«Ά
π Purpose π
okay so here's the tea: SGSVJ1 is called from SGESVJ as a pre-processor, and that is literally its main purpose. It applies Jacobi rotations in the same way as SGESVJ does, but plot twist β it targets only particular pivots and it does not check convergence (the stopping criterion). A few tuning parameters (marked by [TP]) are available for the implementer. π
π Further Details π
~~~~~~~~~~~~~~~
SGSVJ1 applies few sweeps of Jacobi rotations in the column space of the input M-by-N matrix A. The pivot pairs are taken from the (1,2) off-diagonal block in the corresponding N-by-N Gram matrix A^T * A. The block-entries (tiles) of the (1,2) off-diagonal block are marked by the [x]'s in the following scheme:
| * * * [x] [x] [x]|
| * * * [x] [x] [x]| Row-cycling in the nblr-by-nblc [x] blocks.
| * * * [x] [x] [x]| Row-cyclic pivoting inside each [x] block.
|[x] [x] [x] * * * |
|[x] [x] [x] * * * |
|[x] [x] [x] * * * |
In terms of the columns of A, the first N1 columns are rotated 'against' the remaining N-N1 columns, trying to increase the angle between the corresponding subspaces. The off-diagonal block is N1-by-(N-N1) and it is tiled using quadratic tiles of side KBL. Here, KBL is a tuning parameter. The number of sweeps is given in NSWEEP and the orthogonality threshold is given in TOL. π¦
π Parameters π
JOBVβ isCHARACTER*1. Specifies whether the output from this procedure is used to compute the matrixV:= 'V': the product of the Jacobi rotations is accumulated by postmultiplying theN-by-NarrayV. (See the description ofV.)= 'A': the product of the Jacobi rotations is accumulated by postmultiplying theMV-by-NarrayV. (See the descriptions ofMVandV.)= 'N': the Jacobi rotations are not accumulated.
Mβ isINTEGER. The number of rows of the input matrixA.M >= 0.Nβ isINTEGER. The number of columns of the input matrixA.M >= N >= 0.N1β isINTEGER.N1specifies the 2 x 2 block partition, the firstN1columns are rotated 'against' the remainingN-N1columns ofA.Aβ isREAL array, dimension (LDA,N). On entry,M-by-NmatrixA, such thatA*diag(D)represents the input matrix. On exit,A_onexit * D_onexitrepresents the input matrixA*diag(D)post-multiplied by a sequence of Jacobi rotations, where the rotation threshold and the total number of sweeps are given inTOLandNSWEEP, respectively. (See the descriptions ofN1,D,TOLandNSWEEP.)LDAβ isINTEGER. The leading dimension of the arrayA.LDA >= max(1,M).Dβ isREAL array, dimension (N). The arrayDaccumulates the scaling factors from the fast scaled Jacobi rotations. On entry,A*diag(D)represents the input matrix. On exit,A_onexit*diag(D_onexit)represents the input matrix post-multiplied by a sequence of Jacobi rotations, where the rotation threshold and the total number of sweeps are given inTOLandNSWEEP, respectively. (See the descriptions ofN1,A,TOLandNSWEEP.)SVAβ isREAL array, dimension (N). On entry,SVAcontains the Euclidean norms of the columns of the matrixA*diag(D). On exit,SVAcontains the Euclidean norms of the columns of the matrixonexit*diag(D_onexit).MVβ isINTEGER. IfJOBV = 'A', thenMVrows ofVare post-multiplied by a sequence of Jacobi rotations. IfJOBV = 'N', thenMVis not referenced.Vβ isREAL array, dimension (LDV,N). IfJOBV = 'V'thenNrows ofVare post-multiplied by a sequence of Jacobi rotations. IfJOBV = 'A'thenMVrows ofVare post-multiplied by a sequence of Jacobi rotations. IfJOBV = 'N', thenVis not referenced.LDVβ isINTEGER. The leading dimension of the arrayV,LDV >= 1. IfJOBV = 'V',LDV >= N. IfJOBV = 'A',LDV >= MV.EPSβ isREAL.EPS = SLAMCH('Epsilon').SFMINβ isREAL.SFMIN = SLAMCH('Safe Minimum').TOLβ isREAL.TOLis the threshold for Jacobi rotations. For a pairA(:,p),A(:,q)of pivot columns, the Jacobi rotation is applied only ifABS(COS(angle(A(:,p),A(:,q)))) > TOL.NSWEEPβ isINTEGER.NSWEEPis the number of sweeps of Jacobi rotations to be performed.WORKβ isREAL array, dimension (LWORK).LWORKβ isINTEGER.LWORKis the dimension ofWORK.LWORK >= M.INFOβ isINTEGER.= 0: successful exit.< 0: ifINFO = -i, then the i-th argument had an illegal value.
πΈ Author πΈ
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π Contributors: π
Zlatko Drmac (Zagreb, Croatia) and Kresimir Veselic (Hagen, Germany)
Definition at line 234 of file sgsvj1.f.
π Author π
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