SRC/sorbdb.f(3)
π NAME π
SRC/sorbdb.f β okay bestie, this is the Library Functions Manual page for that exact Fortran file. No cap.
β¨ SYNOPSIS β¨
π§ Functions/Subroutines π§
subroutine sorbdb (trans, signs, m, p, q, x11, ldx11, x12, ldx12, x21,
ldx21, x22, ldx22, theta, phi, taup1, taup2, tauq1, tauq2, work,
lwork, info)
SORBDB
πΈ Function/Subroutine Documentation πΈ
subroutine sorbdb (character trans, character signs, integer m, integer p,
integer q, real, dimension( ldx11, * ) x11, integer ldx11, real,
dimension( ldx12, * ) x12, integer ldx12, real, dimension( ldx21, * )
x21, integer ldx21, real, dimension( ldx22, * ) x22, integer ldx22,
real, dimension( * ) theta, real, dimension( * ) phi, real, dimension( *
) taup1, real, dimension( * ) taup2, real, dimension( * ) tauq1, real,
dimension( * ) tauq2, real, dimension( * ) work, integer lwork, integer
info)
SORBDB
π Purpose π
Okay so SORBDB 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 SORCSD 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
TRANS
TRANS is CHARACTER.
= 'T':X,U1,U2,V1T, andV2Tare stored in row-major order;- otherwise:
X,U1,U2,V1T, andV2Tare stored in column-major order.
SIGNS
SIGNS is CHARACTER.
= 'O': The lower-left block is made nonpositive (the convention);- otherwise: The upper-right block is made nonpositive (the convention).
M
M is INTEGER. The number of rows and columns in X.
P
P is INTEGER. The number of rows in X11 and X12. 0 <= P <= M.
Q
Q is INTEGER. The number of columns in X11 and X21. 0 <= Q <= MIN(P,M-P,M-Q).
X11
X11 is REAL array, dimension (LDX11,Q). On entry, the top-left block of the orthogonal matrix to be reduced. On exit, the form depends on TRANS:
- If
TRANS = 'N', then- the columns of
tril(X11)specify reflectors forP1, - the rows of
triu(X11,1)specify reflectors forQ1;
- the columns of
- else
TRANS = 'T', and- the rows of
triu(X11)specify reflectors forP1, - the columns of
tril(X11,-1)specify reflectors forQ1.
- the rows of
LDX11
LDX11 is INTEGER. The leading dimension of X11. If TRANS = 'N', then LDX11 >= P; else LDX11 >= Q.
X12
X12 is REAL array, dimension (LDX12,M-Q). On entry, the top-right block of the orthogonal matrix to be reduced. On exit, the form depends on TRANS:
- If
TRANS = 'N', then- the rows of
triu(X12)specify the firstPreflectors forQ2;
- the rows of
- else
TRANS = 'T', and- the columns of
tril(X12)specify the firstPreflectors forQ2.
- the columns of
LDX12
LDX12 is INTEGER. The leading dimension of X12. If TRANS = 'N', then LDX12 >= P; else LDX11 >= M-Q. (Yep, the page says LDX11 right there, bestie β I'm not editing that, no cap π.)
X21
X21 is REAL array, dimension (LDX21,Q). On entry, the bottom-left block of the orthogonal matrix to be reduced. On exit, the form depends on TRANS:
- If
TRANS = 'N', then- the columns of
tril(X21)specify reflectors forP2;
- the columns of
- else
TRANS = 'T', and- the rows of
triu(X21)specify reflectors forP2.
- the rows of
LDX21
LDX21 is INTEGER. The leading dimension of X21. If TRANS = 'N', then LDX21 >= M-P; else LDX21 >= Q.
X22
X22 is REAL array, dimension (LDX22,M-Q). On entry, the bottom-right block of the orthogonal matrix to be reduced. On exit, the form depends on TRANS:
- If
TRANS = 'N', then- the rows of
triu(X22(Q+1:M-P,P+1:M-Q))specify the lastM-P-Qreflectors forQ2,
- the rows of
- else
TRANS = 'T', and- the columns of
tril(X22(P+1:M-Q,Q+1:M-P))specify the lastM-P-Qreflectors forP2.
- the columns of
LDX22
LDX22 is INTEGER. The leading dimension of X22. If TRANS = 'N', then LDX22 >= M-P; else LDX22 >= M-Q.
THETA
THETA is REAL array, dimension (Q). The entries of the bidiagonal blocks B11, B12, B21, B22 can be computed from the angles THETA and PHI. See Further Details.
PHI
PHI is REAL array, dimension (Q-1). The entries of the bidiagonal blocks B11, B12, B21, B22 can be computed from the angles THETA and PHI. See Further Details.
TAUP1
TAUP1 is REAL array, dimension (P). The scalar factors of the elementary reflectors that define P1.
TAUP2
TAUP2 is REAL array, dimension (M-P). The scalar factors of the elementary reflectors that define P2.
TAUQ1
TAUQ1 is REAL array, dimension (Q). The scalar factors of the elementary reflectors that define Q1.
TAUQ2
TAUQ2 is REAL array, dimension (M-Q). The scalar factors of the elementary reflectors that define Q2.
WORK
WORK is REAL array, dimension (LWORK).
LWORK
LWORK is INTEGER. The dimension of the array WORK. 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.
INFO
INFO is INTEGER.
= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
π«Ά Author π«Ά
- 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). The page literally says: B11 and B21 are upper bidiagonal, while B21 and B22 are lower bidiagonal. (Yes, B21 is doing double duty in that sentence, bestie β that's exactly what it says, so I'm leaving it exactly like that π.) 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 SORCSD for details.
P1, P2, Q1, and Q2 are represented as products of elementary reflectors. See SORCSD for details on generating P1, P2, Q1, and Q2 using SORGQR and SORGLQ.
π¦ References π¦
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
π Definition at line 284 of file sorbdb.f π
That's the exact location, bestie: Definition at line 284 of file sorbdb.f.
β¨ Author β¨
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