SRC/sorbdb2.f(3)
π SORBDB2 π
okay bestie, this is SRC/sorbdb2.f, straight out of the Library Functions Manual, and it's giving βtiny Fortran routine with main-character energy.β Let's break it down π
β¨ NAME β¨
SRC/sorbdb2.f
π¦ SYNOPSIS π¦
Functions/Subroutines
subroutine sorbdb2 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1, taup2, tauq1, work, lwork, info)
SORBDB2
πΈ Function/Subroutine Documentation πΈ
subroutine sorbdb2 (integer m, integer p, integer q, real,
dimension(ldx11,*) x11, integer ldx11, real, dimension(ldx21,*) x21,
integer ldx21, real, dimension(*) theta, real, dimension(*) phi, real,
dimension(*) taup1, real, dimension(*) taup2, real, dimension(*) tauq1,
real, dimension(*) work, integer lwork, integer info)
SORBDB2
π₯ Purpose π₯
Okay so SORBDB2 simultaneously bidiagonalizes the blocks of a tall and skinny matrix X with orthonormal columns, like this:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. P must be no larger than M-P, Q, or M-Q. Routines SORBDB1, SORBDB3, and SORBDB4 handle cases in which 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 P-by-P bidiagonal matrices represented implicitly by angles THETA, PHI.
Yes bestie, that really saysB12up there β further down it's talking aboutB11,B21. Keeping every detail exactly as the page gives it π
π Parameters π
MβM is INTEGER. The number of rows inX11plus the number of rows inX21.PβP is INTEGER. The number of rows inX11.0 <= P <= min(M-P,Q,M-Q).QβQ is INTEGER. The number of columns inX11andX21.0 <= Q <= M.X11βX11 is REAL 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 REAL 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 REAL array, dimension (Q). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.PHIβPHI is REAL array, dimension (Q-1). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.TAUP1βTAUP1 is REAL array, dimension (P-1). The scalar factors of the elementary reflectors that defineP1.TAUP2βTAUP2 is REAL array, dimension (Q). The scalar factors of the elementary reflectors that defineP2.TAUQ1βTAUQ1 is REAL array, dimension (Q). The scalar factors of the elementary reflectors that defineQ1.WORKβWORK is REAL 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, the i-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 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.
β References β
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 199 of file sorbdb2.f.
Author
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