SRC/zunbdb3.f(3)
π NAME π
SRC/zunbdb3.f β okay bestie, this page lives in the Library Functions Manual, and its title tag is SRC/zunbdb3.f(3). It's the docs for the zunbdb3 subroutine, and we are about to get into the whole bidiagonalize-the-blocks situation π
β¨
πΈ SYNOPSIS πΈ
π Functions/Subroutines π
subroutine zunbdb3 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1,
taup2, tauq1, work, lwork, info)
ZUNBDB3
π¦ Function/Subroutine Documentation π¦
Here's the full signature, exactly as the page serves it:
subroutine zunbdb3 (integer m, integer p, integer q, complex*16,
dimension(ldx11,*) x11, integer ldx11, complex*16, dimension(ldx21,*)
x21, integer ldx21, double precision, dimension(*) theta, double
precision, dimension(*) phi, complex*16, dimension(*) taup1, complex*16,
dimension(*) taup2, complex*16, dimension(*) tauq1, complex*16,
dimension(*) work, integer lwork, integer info)
ZUNBDB3
β¨ Purpose β¨
This routine is out here simultaneously bidiagonalizing the blocks of a tall and skinny matrix X with orthonormal columns. The whole vibe is:
!>
!> ZUNBDB3 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. M-P must be no larger than P,
!> Q, or M-Q. Routines ZUNBDB1, ZUNBDB2, and ZUNBDB4 handle cases in
!> which M-P is not the minimum dimension.
!>
!> The unitary 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 (M-P)-by-(M-P) bidiagonal matrices represented
!> implicitly by angles THETA, PHI.
!>
!>
π Parameters π
MβM is INTEGER. The number of rows X11 plus the number of rows in X21.PβP is INTEGER. The number of rows in X11.0 <= P <= M.M-P <= min(P,Q,M-Q).QβQ is INTEGER. The number of columns in X11 and X21.0 <= Q <= M.X11βX11 is COMPLEX*16 array, dimension (LDX11,Q). On entry, the top block of the matrix X to be reduced. On exit, the columns oftril(X11)specify reflectors for P1 and the rows oftriu(X11,1)specify reflectors for Q1.LDX11βLDX11 is INTEGER. The leading dimension of X11.LDX11 >= P.X21βX21 is COMPLEX*16 array, dimension (LDX21,Q). On entry, the bottom block of the matrix X to be reduced. On exit, the columns oftril(X21)specify reflectors for P2.LDX21βLDX21 is INTEGER. The leading dimension of X21.LDX21 >= M-P.THETAβTHETA is DOUBLE PRECISION array, dimension (Q). The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.PHIβPHI is DOUBLE PRECISION array, dimension (Q-1). The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.TAUP1βTAUP1 is COMPLEX*16 array, dimension (P). The scalar factors of the elementary reflectors that define P1.TAUP2βTAUP2 is COMPLEX*16 array, dimension (M-P). The scalar factors of the elementary reflectors that define P2.TAUQ1βTAUQ1 is COMPLEX*16 array, dimension (Q). The scalar factors of the elementary reflectors that define Q1.WORKβWORK is COMPLEX*16 array, dimension (LWORK).LWORKβLWORK is INTEGER. The dimension of the array WORK.LWORK >= M-Q. IfLWORK = -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 ZUNCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors. See ZUNCSD2BY1 for details on generating P1, P2, and Q1 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 199 of file zunbdb3.f.
π§ Author π§
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