SRC/sorbdb1.f(3)
π NAME π
SRC/sorbdb1.f β thatβs the page title, bestie, and this one lives in the Library Functions Manual (SRC/sorbdb1.f(3) energy). Weβre folding the manual name in right here instead of copy-pasting the header line, because weβre cute AND efficient. π
π¦ SYNOPSIS π¦
π Functions/Subroutines π
subroutine sorbdb1 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1,
taup2, tauq1, work, lwork, info)
SORBDB1
π Function/Subroutine Documentation π
π Purpose π
Okay so SORBDB1 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. Q must be no larger than P, M-P, or M-Q. Routines SORBDB2, SORBDB3, and SORBDB4 handle cases in which Q 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 Q-by-Q bidiagonal matrices represented implicitly by angles THETA, PHI.
Not me circling βB12β in my notes β thatβs literally what the original says, so it stays. π«Ά
π Parameters π
MβMisINTEGER. The number of rows X11 plus the number of rows in X21.PβPisINTEGER. The number of rows in X11.0 <= P <= M.QβQisINTEGER. The number of columns in X11 and X21.0 <= Q <= MIN(P,M-P,M-Q).X11βX11isREALarray, dimension(LDX11,Q). On entry, the top block of the matrix X to be reduced. On exit, the columns oftril(X11)specify reflectors forP1and the rows oftriu(X11,1)specify reflectors forQ1.LDX11βLDX11isINTEGER. The leading dimension of X11.LDX11 >= P.X21βX21isREALarray, dimension(LDX21,Q). On entry, the bottom block of the matrix X to be reduced. On exit, the columns oftril(X21)specify reflectors forP2.LDX21βLDX21isINTEGER. The leading dimension of X21.LDX21 >= M-P.THETAβTHETAisREALarray, dimension(Q). The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.PHIβPHIisREALarray, dimension(Q-1). The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.TAUP1βTAUP1isREALarray, dimension(P). The scalar factors of the elementary reflectors that define P1.TAUP2βTAUP2isREALarray, dimension(M-P). The scalar factors of the elementary reflectors that define P2.TAUQ1βTAUQ1isREALarray, dimension(Q). The scalar factors of the elementary reflectors that define Q1.WORKβWORKisREALarray, dimension(LWORK).LWORKβLWORKisINTEGER. 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.
INFOβINFOisINTEGER.= 0:successful exit.< 0:ifINFO = -i, the i-th argument had an illegal value.
π Author π
The academic dream team, no cap:
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
β¨ Further Details β¨
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 SORCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors. See SORCSD2BY1 for details on generating P1, P2, and Q1 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 201 of file sorbdb1.f π
Definition at line 201 of file sorbdb1.f.
π Author π
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