SRC/DEPRECATED/zggsvd.f(3)
πΈ NAME πΈ
SRC/DEPRECATED/zggsvd.f β bestie, this is the page for that path in the Library Functions Manual. The page title is SRC/DEPRECATED/zggsvd.f(3), and it's the LAPACK zggsvd routine page β yes, the deprecated one, so keep that in mind, iykyk π
.
β¨ SYNOPSIS β¨
π Functions/Subroutines
subroutine zggsvd (jobu, jobv, jobq, m, n, p, k, l, a, lda, b, ldb, alpha, beta, u, ldu, v, ldv, q, ldq, work, rwork, iwork, info)β ZGGSVD computes the singular value decomposition (SVD) for OTHER matrices.
π«Ά Function/Subroutine Documentation π«Ά
π subroutine zggsvd π
subroutine zggsvd (character jobu, character jobv, character jobq, integer
m, integer n, integer p, integer k, integer l, complex*16, dimension(
lda, * ) a, integer lda, complex*16, dimension( ldb, * ) b, integer ldb,
double precision, dimension( * ) alpha, double precision, dimension( * )
beta, complex*16, dimension( ldu, * ) u, integer ldu, complex*16,
dimension( ldv, * ) v, integer ldv, complex*16, dimension( ldq, * ) q,
integer ldq, complex*16, dimension( * ) work, double precision,
dimension( * ) rwork, integer, dimension( * ) iwork, integer info)
ZGGSVD computes the singular value decomposition (SVD) for OTHER matrices.
π Purpose π
β οΈ Bestie, this routine is deprecated and has been replaced by routine ZGGSVD3. Like, it still does the thing, but the source is officially telling you to move on π.
ZGGSVD computes the generalized singular value decomposition (GSVD) of an M-by-N complex matrix A and P-by-N complex matrix B:
U**H*A*Q = D1*( 0 R ), V**H*B*Q = D2*( 0 R )
where U, V and Q are unitary matrices. Let K+L = the effective numerical rank of the matrix (A**H,B**H)**H, then R is a (K+L)-by-(K+L) nonsingular upper triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) matrices and of the following structures, respectively:
If M-K-L >= 0,
K L
D1 = K ( I 0 )
L ( 0 C )
M-K-L ( 0 0 )
K L
D2 = L ( 0 S )
P-L ( 0 0 )
N-K-L K L
( 0 R ) = K ( 0 R11 R12 )
L ( 0 0 R22 )
where
C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
S = diag( BETA(K+1), ... , BETA(K+L) ),
C**2 + S**2 = I.
R is stored in A(1:K+L,N-K-L+1:N) on exit.
If M-K-L < 0,
K M-K K+L-M
D1 = K ( I 0 0 )
M-K ( 0 C 0 )
K M-K K+L-M
D2 = M-K ( 0 S 0 )
K+L-M ( 0 0 I )
P-L ( 0 0 0 )
N-K-L K M-K K+L-M
( 0 R ) = K ( 0 R11 R12 R13 )
M-K ( 0 0 R22 R23 )
K+L-M ( 0 0 0 R33 )
where
C = diag( ALPHA(K+1), ... , ALPHA(M) ),
S = diag( BETA(K+1), ... , BETA(M) ),
C**2 + S**2 = I.
(R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N), and R33 is stored
( 0 R22 R23 )
in B(M-K+1:L,N+M-K-L+1:N) on exit.
The routine computes C, S, R, and optionally the unitary transformation matrices U, V and Q.
In particular, if B is an N-by-N nonsingular matrix, then the GSVD of A and B implicitly gives the SVD of A*inv(B):
A*inv(B) = U*(D1*inv(D2))*V**H.
If ( A**H,B**H)**H has orthonormal columns, then the GSVD of A and B is also equal to the CS decomposition of A and B. Furthermore, the GSVD can be used to derive the solution of the eigenvalue problem:
A**H*A x = lambda* B**H*B x.
In some literature, the GSVD of A and B is presented in the form
U**H*A*X = ( 0 D1 ), V**H*B*X = ( 0 D2 )
where U and V are orthogonal and X is nonsingular, and D1 and D2 are ``diagonal''. The former GSVD form can be converted to the latter form by taking the nonsingular matrix X as
X = Q*( I 0 )
( 0 inv(R) )
π Parameters π
JOBUβJOBUisCHARACTER*1;= 'U': Unitary matrix U is computed;= 'N': U is not computed. β¨JOBVβJOBVisCHARACTER*1;= 'V': Unitary matrix V is computed;= 'N': V is not computed. β¨JOBQβJOBQisCHARACTER*1;= 'Q': Unitary matrix Q is computed;= 'N': Q is not computed. β¨MβMisINTEGER; the number of rows of the matrix A.M >= 0.NβNisINTEGER; the number of columns of the matrices A and B.N >= 0.PβPisINTEGER; the number of rows of the matrix B.P >= 0.KβKisINTEGER.LβLisINTEGER. On exit, K and L specify the dimension of the subblocks described in Purpose.K + L = effective numerical rank of (A**H,B**H)**H.AβAisCOMPLEX*16 array, dimension (LDA,N). On entry, the M-by-N matrix A. On exit, A contains the triangular matrix R, or part of R. See Purpose for details.LDAβLDAisINTEGER; the leading dimension of the array A.LDA >= max(1,M).BβBisCOMPLEX*16 array, dimension (LDB,N). On entry, the P-by-N matrix B. On exit, B contains part of the triangular matrix R ifM-K-L < 0. See Purpose for details.LDBβLDBisINTEGER; the leading dimension of the array B.LDB >= max(1,P).ALPHAβALPHAisDOUBLE PRECISION array, dimension (N).BETAβBETAisDOUBLE PRECISION array, dimension (N). On exit, ALPHA and BETA contain the generalized singular value pairs of A and B:
ALPHA(1:K) = 1,
BETA(1:K) = 0,
and if M-K-L >= 0,
ALPHA(K+1:K+L) = C,
BETA(K+1:K+L) = S,
or if M-K-L < 0,
ALPHA(K+1:M)=C, ALPHA(M+1:K+L)=0
BETA(K+1:M) =S, BETA(M+1:K+L) =1
and
ALPHA(K+L+1:N) = 0
BETA(K+L+1:N) = 0
UβUisCOMPLEX*16 array, dimension (LDU,M). IfJOBU = 'U', U contains the M-by-M unitary matrix U. IfJOBU = 'N', U is not referenced.LDUβLDUisINTEGER; the leading dimension of the array U.LDU >= max(1,M)ifJOBU = 'U';LDU >= 1otherwise.VβVisCOMPLEX*16 array, dimension (LDV,P). IfJOBV = 'V', V contains the P-by-P unitary matrix V. IfJOBV = 'N', V is not referenced.LDVβLDVisINTEGER; the leading dimension of the array V.LDV >= max(1,P)ifJOBV = 'V';LDV >= 1otherwise.QβQisCOMPLEX*16 array, dimension (LDQ,N). IfJOBQ = 'Q', Q contains the N-by-N unitary matrix Q. IfJOBQ = 'N', Q is not referenced.LDQβLDQisINTEGER; the leading dimension of the array Q.LDQ >= max(1,N)ifJOBQ = 'Q';LDQ >= 1otherwise.WORKβWORKisCOMPLEX*16 array, dimension (max(3*N,M,P)+N).RWORKβRWORKisDOUBLE PRECISION array, dimension (2*N).IWORKβIWORKisINTEGER array, dimension (N). On exit, IWORK stores the sorting information. More precisely, the following loop will sort ALPHA:
for I = K+1, min(M,K+L)
swap ALPHA(I) and ALPHA(IWORK(I))
endfor
such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N).
INFOβINFOisINTEGER;= 0: successful exit.< 0: ifINFO = -i, the i-th argument had an illegal value.> 0: ifINFO = 1, the Jacobi-type procedure failed to converge. For further details, see subroutineZTGSJA.
π§ Internal Parameters π§
TOLAβDOUBLE PRECISIONTOLBβDOUBLE PRECISION
TOLA and TOLB are the thresholds to determine the effective rank of (A**H,B**H)**H. Generally, they are set to
TOLA = MAX(M,N)*norm(A)*MAZHEPS,
TOLB = MAX(P,N)*norm(B)*MAZHEPS.
The size of TOLA and TOLB may affect the size of backward errors of the decomposition.
π Author π
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Contributors: π
Ming Gu and Huan Ren, Computer Science Division, University of California at Berkeley, USA.
β Definition at line 334 of file zggsvd.f. β
π Author π
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