unbdb(3)
π unbdb(3) β your bestie's guide to bidiagonalizing that partitioned unitary matrix π
okay so welcome to unbdb(3), bestie β this is the Library Functions Manual page for {un,or}bdb: the bidiagonalize-partitioned-unitary-matrix step in uncsd. it's giving linear algebra main character energy, and we're gonna get through it together. β¨
β¨ NAME β¨
unbdb β {un,or}bdb: bidiagonalize partitioned unitary matrix, step in uncsd
π¦ SYNOPSIS π¦
Functions
subroutine cunbdb (trans, signs, m, p, q, x11, ldx11, x12, ldx12, x21,
ldx21, x22, ldx22, theta, phi, taup1, taup2, tauq1, tauq2, work,
lwork, info)
CUNBDB
subroutine dorbdb (trans, signs, m, p, q, x11, ldx11, x12, ldx12, x21,
ldx21, x22, ldx22, theta, phi, taup1, taup2, tauq1, tauq2, work,
lwork, info)
DORBDB
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
subroutine zunbdb (trans, signs, m, p, q, x11, ldx11, x12, ldx12, x21,
ldx21, x22, ldx22, theta, phi, taup1, taup2, tauq1, tauq2, work,
lwork, info)
ZUNBDB
πΈ Detailed Description πΈ
this is the detailed docs zone, bestie. it's mostly the function docs, and we're starting with cunbdb. buckle up. π«Ά
π₯ Function Documentation π₯
π subroutine cunbdb π
subroutine cunbdb (trans, signs, m, p, q, x11, ldx11, x12, ldx12, x21,
ldx21, x22, ldx22, theta, phi, taup1, taup2, tauq1, tauq2, work,
lwork, info)
CUNBDB
π Purpose π
okay so CUNBDB does the most: it simultaneously bidiagonalizes the blocks of an M-by-M partitioned unitary matrix X. the whole slay looks like this:
[ B11 | B12 0 0 ]
[ X11 | X12 ] [ P1 | ] [ 0 | 0 -I 0 ] [ Q1 | ]**H
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 that's 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 CUNCSD for details.) no cap.
the unitary 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. iconic.
B11, B12, B21, and B22 are Q-by-Q bidiagonal matrices represented implicitly by angles THETA, PHI. periodt.
π Parameters π
TRANSβCHARACTER. if it's'T', thenX,U1,U2,V1T, andV2Tare stored in row-major order; otherwise they're stored in column-major order. iykyk.SIGNSβCHARACTER.'O'makes the lower-left block nonpositive (the convention); otherwise the upper-right block is made nonpositive (the convention). yes, bestie, both branches say "the convention" β I'm not fixing the source, I'm just reporting it. π«ΆMβINTEGER. the number of rows and columns inX.PβINTEGER. the number of rows inX11andX12.0 <= P <= M.QβINTEGER. the number of columns inX11andX21.0 <= Q <= MIN(P,M-P,M-Q).X11βCOMPLEX array, dimension (LDX11,Q). on entry, the top-left block of the unitary matrix to be reduced. on exit, the form depends onTRANS: ifTRANS = 'N', then the columns oftril(X11)specify reflectors forP1, and the rows oftriu(X11,1)specify reflectors forQ1; elseTRANS = 'T', and the rows oftriu(X11)specify reflectors forP1, and the columns oftril(X11,-1)specify reflectors forQ1.LDX11βINTEGER. the leading dimension ofX11. ifTRANS = 'N', thenLDX11 >= P; elseLDX11 >= Q.X12βCOMPLEX array, dimension (LDX12,M-Q). on entry, the top-right block of the unitary matrix to be reduced. on exit, the form depends onTRANS: ifTRANS = 'N', then the rows oftriu(X12)specify the firstPreflectors forQ2; elseTRANS = 'T', and the columns oftril(X12)specify the firstPreflectors forQ2.LDX12βINTEGER. the leading dimension ofX12. ifTRANS = 'N', thenLDX12 >= P; elseLDX11 >= M-Q. yes, the page saysLDX11right there β preserving it exactly. πX21βCOMPLEX array, dimension (LDX21,Q). on entry, the bottom-left block of the unitary matrix to be reduced. on exit, the form depends onTRANS: ifTRANS = 'N', then the columns oftril(X21)specify reflectors forP2; elseTRANS = 'T', and the rows oftriu(X21)specify reflectors forP2.LDX21βINTEGER. the leading dimension ofX21. ifTRANS = 'N', thenLDX21 >= M-P; elseLDX21 >= Q.X22βCOMPLEX array, dimension (LDX22,M-Q). on entry, the bottom-right block of the unitary matrix to be reduced. on exit, the form depends onTRANS: ifTRANS = 'N', then the rows oftriu(X22(Q+1:M-P,P+1:M-Q))specify the lastM-P-Qreflectors forQ2; elseTRANS = 'T', and the columns oftril(X22(P+1:M-Q,Q+1:M-P))specify the lastM-P-Qreflectors forP2.LDX22βINTEGER. the leading dimension ofX22. ifTRANS = 'N', thenLDX22 >= M-P; elseLDX22 >= M-Q.THETAβREAL array, dimension (Q). the entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. see Further Details.PHIβREAL array, dimension (Q-1). same deal: the entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. see Further Details.TAUP1βCOMPLEX array, dimension (P). the scalar factors of the elementary reflectors that defineP1.TAUP2βCOMPLEX array, dimension (M-P). the scalar factors of the elementary reflectors that defineP2.TAUQ1βCOMPLEX array, dimension (Q). the scalar factors of the elementary reflectors that defineQ1.TAUQ2βCOMPLEX array, dimension (M-Q). the scalar factors of the elementary reflectors that defineQ2.WORKβCOMPLEX array, dimension (LWORK). that's it. that's the whole description. πLWORKβINTEGER. the dimension of the arrayWORK.LWORK >= M-Q. ifLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.INFOβINTEGER.= 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 bidiagonal blocks B11, B12, B21, and B22 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are lower bidiagonal. yes, B21 is listed in both β that's what the page says, bestie. 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 CUNCSD for details.
P1, P2, Q1, and Q2 are represented as products of elementary reflectors. see CUNCSD for details on generating P1, P2, Q1, and Q2 using CUNGQR and CUNGLQ.
π References π
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 284 of file cunbdb.f. π
π¦ subroutine dorbdb π¦
subroutine dorbdb (character trans, character signs, integer m, integer p,
integer q, double precision, dimension( ldx11, * ) x11, integer ldx11,
double precision, dimension( ldx12, * ) x12, integer ldx12, double
precision, dimension( ldx21, * ) x21, integer ldx21, double precision,
dimension( ldx22, * ) x22, integer ldx22, double precision, dimension( *
) theta, double precision, dimension( * ) phi, double precision,
dimension( * ) taup1, double precision, dimension( * ) taup2, double
precision, dimension( * ) tauq1, double precision, dimension( * ) tauq2,
double precision, dimension( * ) work, integer lwork, integer info)
DORBDB
π Purpose π
DORBDB is out here doing the most: it 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 that's 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 DORCSD 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
TRANSβTRANS is CHARACTER= 'T':X,U1,U2,V1T, andV2Tare stored in row-major order;- otherwise:
X,U1,U2,V1T, andV2Tare stored in column-major order.
SIGNSβSIGNS is CHARACTER= 'O':The lower-left block is made nonpositive (the convention);- otherwise: The upper-right block is made nonpositive (the convention).
MβM is INTEGERThe number of rows and columns in X.PβP is INTEGERThe number of rows in X11 and X12.0 <= P <= M.QβQ is INTEGERThe number of columns in X11 and X21.0 <= Q <= MIN(P,M-P,M-Q).X11βX11 is DOUBLE PRECISION array, dimension (LDX11,Q)On entry, the top-left block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS: IfTRANS = 'N', then- the columns of
tril(X11)specify reflectors for P1, - the rows of
triu(X11,1)specify reflectors for Q1; elseTRANS = 'T', and - the rows of
triu(X11)specify reflectors for P1, - the columns of
tril(X11,-1)specify reflectors for Q1.
- the columns of
LDX11βLDX11 is INTEGERThe leading dimension of X11. IfTRANS = 'N', thenLDX11 >= P; elseLDX11 >= Q.X12βX12 is DOUBLE PRECISION array, dimension (LDX12,M-Q)On entry, the top-right block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS: IfTRANS = 'N', then- the rows of
triu(X12)specify the first P reflectors for Q2; elseTRANS = 'T', and - the columns of
tril(X12)specify the first P reflectors for Q2.
- the rows of
LDX12βLDX12 is INTEGERThe leading dimension of X12. IfTRANS = 'N', thenLDX12 >= P; elseLDX11 >= M-Q.X21βX21 is DOUBLE PRECISION array, dimension (LDX21,Q)On entry, the bottom-left block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS: IfTRANS = 'N', then- the columns of
tril(X21)specify reflectors for P2; elseTRANS = 'T', and - the rows of
triu(X21)specify reflectors for P2.
- the columns of
LDX21βLDX21 is INTEGERThe leading dimension of X21. IfTRANS = 'N', thenLDX21 >= M-P; elseLDX21 >= Q.X22βX22 is DOUBLE PRECISION array, dimension (LDX22,M-Q)On entry, the bottom-right block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS: IfTRANS = 'N', then- the rows of
triu(X22(Q+1:M-P,P+1:M-Q))specify the last M-P-Q reflectors for Q2, elseTRANS = 'T', and - the columns of
tril(X22(P+1:M-Q,Q+1:M-P))specify the last M-P-Q reflectors for P2.
- the rows of
LDX22βLDX22 is INTEGERThe leading dimension of X22. IfTRANS = 'N', thenLDX22 >= M-P; elseLDX22 >= M-Q.THETAβTHETA is DOUBLE PRECISION array, dimension (Q)The entries of the bidiagonal blocks B11, B12, B21, B22 can be computed from the anglesTHETAandPHI. See Further Details.PHIβPHI is DOUBLE PRECISION array, dimension (Q-1)The entries of the bidiagonal blocks B11, B12, B21, B22 can be computed from the anglesTHETAandPHI. See Further Details.TAUP1βTAUP1 is DOUBLE PRECISION array, dimension (P)The scalar factors of the elementary reflectors that define P1.TAUP2βTAUP2 is DOUBLE PRECISION array, dimension (M-P)The scalar factors of the elementary reflectors that define P2.TAUQ1βTAUQ1 is DOUBLE PRECISION array, dimension (Q)The scalar factors of the elementary reflectors that define Q1.TAUQ2βTAUQ2 is DOUBLE PRECISION array, dimension (M-Q)The scalar factors of the elementary reflectors that define Q2.WORKβWORK is DOUBLE PRECISION array, dimension (LWORK)LWORKβLWORK is INTEGERThe 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.
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.
Further Details:
So the bidiagonal blocks B11, B12, B21, and B22 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are lower bidiagonal. 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, Q1, and Q2 are represented as products of elementary reflectors. See DORCSD for details on generating P1, P2, Q1, and Q2 using DORGQR and DORGLQ.
References:
- [1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 284 of file dorbdb.f.
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)
πΈ SORBDB πΈ
Purpose:
SORBDB simultaneously bidiagonalizes the blocks of an M-by-M partitioned orthogonal matrix X:
[ 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.
β¨ Parameters β¨
TRANSβTRANS is CHARACTER= 'T':X,U1,U2,V1T, andV2Tare stored in row-major order;- otherwise:
X,U1,U2,V1T, andV2Tare stored in column-major order.
SIGNSβSIGNS is CHARACTER= 'O':The lower-left block is made nonpositive (the convention);- otherwise: The upper-right block is made nonpositive (the convention).
MβM is INTEGERThe number of rows and columns in X.PβP is INTEGERThe number of rows in X11 and X12.0 <= P <= M.QβQ is INTEGERThe number of columns in X11 and X21.0 <= Q <= MIN(P,M-P,M-Q).
X11
X11β aREAL array, dimension (LDX11,Q). On entry, this is the top-left block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the columns oftril(X11)specify reflectors forP1, and the rows oftriu(X11,1)specify reflectors forQ1. - else
TRANS = 'T', and the rows oftriu(X11)specify reflectors forP1, and the columns oftril(X11,-1)specify reflectors forQ1.
- If
LDX11βLDX11isINTEGER. It's the leading dimension ofX11. IfTRANS = 'N', thenLDX11 >= P; elseLDX11 >= Q.X12β aREAL array, dimension (LDX12,M-Q). On entry, this is the top-right block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the rows oftriu(X12)specify the firstPreflectors forQ2. - else
TRANS = 'T', and the columns oftril(X12)specify the firstPreflectors forQ2.
- If
LDX12βLDX12isINTEGER. It's the leading dimension ofX12. IfTRANS = 'N', thenLDX12 >= P; elseLDX11 >= M-Q. (yes, that saysLDX11, bestie β copying it exactly as the page does π )X21β aREAL array, dimension (LDX21,Q). On entry, this is the bottom-left block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the columns oftril(X21)specify reflectors forP2. - else
TRANS = 'T', and the rows oftriu(X21)specify reflectors forP2.
- If
LDX21βLDX21isINTEGER. It's the leading dimension ofX21. IfTRANS = 'N', thenLDX21 >= M-P; elseLDX21 >= Q.X22β aREAL array, dimension (LDX22,M-Q). On entry, this is the bottom-right block of the orthogonal matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the rows oftriu(X22(Q+1:M-P,P+1:M-Q))specify the lastM-P-Qreflectors forQ2. - else
TRANS = 'T', and the columns oftril(X22(P+1:M-Q,Q+1:M-P))specify the lastM-P-Qreflectors forP2.
- If
LDX22βLDX22isINTEGER. It's the leading dimension ofX22. IfTRANS = 'N', thenLDX22 >= M-P; elseLDX22 >= M-Q.THETAβ aREAL array, dimension (Q). The entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. See Further Details.PHIβ aREAL array, dimension (Q-1). The entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. See Further Details.TAUP1β aREAL array, dimension (P). These are the scalar factors of the elementary reflectors that defineP1.TAUP2β aREAL array, dimension (M-P). These are the scalar factors of the elementary reflectors that defineP2.TAUQ1β aREAL array, dimension (Q). These are the scalar factors of the elementary reflectors that defineQ1.TAUQ2β aREAL array, dimension (M-Q). These are the scalar factors of the elementary reflectors that defineQ2.WORKβ aREAL array, dimension (LWORK).LWORKβLWORKisINTEGER. It's the dimension of the arrayWORK, andLWORK >= 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, thei-th argument had an illegal value.
π Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
π« Further Details:
The bidiagonal blocks B11, B12, B21, and B22 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are lower bidiagonal. 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:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 284 of file sorbdb.f.
π¦ ZUNBDB
subroutine zunbdb (character trans, character signs, integer m, integer p,
integer q, complex*16, dimension( ldx11, * ) x11, integer ldx11,
complex*16, dimension( ldx12, * ) x12, integer ldx12, complex*16,
dimension( ldx21, * ) x21, integer ldx21, complex*16, dimension( ldx22,
* ) x22, integer ldx22, double precision, dimension( * ) theta, double
precision, dimension( * ) phi, complex*16, dimension( * ) taup1,
complex*16, dimension( * ) taup2, complex*16, dimension( * ) tauq1,
complex*16, dimension( * ) tauq2, complex*16, dimension( * ) work,
integer lwork, integer info)
ZUNBDB
πΈ Purpose:
ZUNBDB simultaneously bidiagonalizes the blocks of an M-by-M partitioned unitary matrix X:
[ B11 | B12 0 0 ]
[ X11 | X12 ] [ P1 | ] [ 0 | 0 -I 0 ] [ Q1 | ]**H
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 ZUNCSD for details.)
The unitary 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.
β¨ Parameters
TRANSβTRANSisCHARACTER.= 'T':X,U1,U2,V1T, andV2Tare stored in row-major order.- otherwise:
X,U1,U2,V1T, andV2Tare stored in column-major order.
SIGNSβSIGNSisCHARACTER.= 'O': the lower-left block is made nonpositive (the convention).- otherwise: the upper-right block is made nonpositive (the convention).
MβMisINTEGER. It's the number of rows and columns inX.PβPisINTEGER. It's the number of rows inX11andX12.0 <= P <= M.QβQisINTEGER. It's the number of columns inX11andX21.0 <= Q <= MIN(P,M-P,M-Q).X11β aCOMPLEX*16 array, dimension (LDX11,Q). On entry, this is the top-left block of the unitary matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the columns oftril(X11)specify reflectors forP1, and the rows oftriu(X11,1)specify reflectors forQ1. - else
TRANS = 'T', and the rows oftriu(X11)specify reflectors forP1, and the columns oftril(X11,-1)specify reflectors forQ1.
- If
LDX11βLDX11isINTEGER. It's the leading dimension ofX11. IfTRANS = 'N', thenLDX11 >= P; elseLDX11 >= Q.X12β aCOMPLEX*16 array, dimension (LDX12,M-Q). On entry, this is the top-right block of the unitary matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the rows oftriu(X12)specify the firstPreflectors forQ2. - else
TRANS = 'T', and the columns oftril(X12)specify the firstPreflectors forQ2.
- If
LDX12βLDX12isINTEGER. It's the leading dimension ofX12. IfTRANS = 'N', thenLDX12 >= P; elseLDX11 >= M-Q. (again, exactly what the page says π«Ά)X21β aCOMPLEX*16 array, dimension (LDX21,Q). On entry, this is the bottom-left block of the unitary matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the columns oftril(X21)specify reflectors forP2. - else
TRANS = 'T', and the rows oftriu(X21)specify reflectors forP2.
- If
LDX21βLDX21isINTEGER. It's the leading dimension ofX21. IfTRANS = 'N', thenLDX21 >= M-P; elseLDX21 >= Q.X22βX22β okay so this one is aCOMPLEX*16array, dimension(LDX22,M-Q). On entry, itβs the bottom-right block of the unitary matrix to be reduced. On exit, the form depends onTRANS:- If
TRANS = 'N', then the rows oftriu(X22(Q+1:M-P,P+1:M-Q))specify the lastM-P-Qreflectors forQ2, - else
TRANS = 'T', and the columns oftril(X22(P+1:M-Q,Q+1:M-P))specify the lastM-P-Qreflectors forP2.
- If
LDX22βINTEGER. The leading dimension ofX22. IfTRANS = 'N', thenLDX22 >= M-P; elseLDX22 >= M-Q.THETAβDOUBLE PRECISIONarray, dimension(Q). The entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. See Further Details.PHIβDOUBLE PRECISIONarray, dimension(Q-1). The entries of the bidiagonal blocksB11,B12,B21,B22can be computed from the anglesTHETAandPHI. See Further Details.TAUP1βCOMPLEX*16array, dimension(P). The scalar factors of the elementary reflectors that defineP1.TAUP2βCOMPLEX*16array, dimension(M-P). The scalar factors of the elementary reflectors that defineP2.TAUQ1βCOMPLEX*16array, dimension(Q). The scalar factors of the elementary reflectors that defineQ1.TAUQ2βCOMPLEX*16array, dimension(M-Q). The scalar factors of the elementary reflectors that defineQ2.WORKβCOMPLEX*16array, dimension(LWORK).LWORKβINTEGER. 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.
INFOβINTEGER= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
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The bidiagonal blocks B11, B12, B21, and B22 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). B11 and B21 are upper bidiagonal, while B21 and B22 are lower bidiagonal. 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 ZUNCSD for details.
P1, P2, Q1, and Q2 are represented as products of elementary reflectors. See ZUNCSD for details on generating P1, P2, Q1, and Q2 using ZUNGQR and ZUNGLQ.
π References: π
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 284 of file zunbdb.f.
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