SRC/zunbdb4.f(3)
π SRC/zunbdb4.f π
hey bestie, this oneβs straight from the Library Functions Manual and itβs all about SRC/zunbdb4.f β sheβs giving very niche linear-algebra main character energy, and yes, weβre getting into it π
β¨
β¨ NAME β¨
SRC/zunbdb4.f
π¦ SYNOPSIS π¦
π§ Functions/Subroutines π§
subroutine zunbdb4 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1,
taup2, tauq1, phantom, work, lwork, info)
ZUNBDB4
π Function/Subroutine Documentation π
subroutine zunbdb4 (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(*) phantom, complex*16, dimension(*) work, integer lwork,
integer info)
ZUNBDB4
π« Purpose π«
okay so ZUNBDB4 simultaneously bidiagonalizes the blocks of a tall and skinny matrix X with orthonormal columns. the glow-up is literally this:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. M-Q must be no larger than P, M-P, or Q. Routines ZUNBDB1, ZUNBDB2, and ZUNBDB3 handle cases in which M-Q 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-Q)-by-(M-Q) bidiagonal matrices represented implicitly by angles THETA, PHI.
real talk: those dimensions and constraints are not decorative, bestie β theyβre the whole vibe check of whether this routine makes sense.
πΈ Parameters πΈ
MβM is INTEGER. sheβs the number of rows inX11plus the number of rows inX21.PβP is INTEGER. the number of rows inX11.0 <= P <= M.QβQ is INTEGER. the number of columns inX11andX21.0 <= Q <= MandM-Q <= min(P,M-P,Q).X11βX11 is COMPLEX*16 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 COMPLEX*16 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 DOUBLE PRECISION array, dimension (Q). the entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. see Further Details.PHIβPHI is DOUBLE PRECISION array, dimension (Q-1). the entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. see Further Details.TAUP1βTAUP1 is COMPLEX*16 array, dimension (M-Q). the scalar factors of the elementary reflectors that defineP1.TAUP2βTAUP2 is COMPLEX*16 array, dimension (M-Q). the scalar factors of the elementary reflectors that defineP2.TAUQ1βTAUQ1 is COMPLEX*16 array, dimension (Q). the scalar factors of the elementary reflectors that defineQ1.PHANTOMβPHANTOM is COMPLEX*16 array, dimension (M). the routine computes anM-by-1column vectorYthat is orthogonal to the columns of[ X11; X21 ].PHANTOM(1:P)andPHANTOM(P+1:M)contain Householder vectors forY(1:P)andY(P+1:M), respectively.WORKβWORK is COMPLEX*16 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, 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 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 210 of file zunbdb4.f.
π Author π
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