LAPACK  3.4.2
LAPACK: Linear Algebra PACKage
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dorcsd.f File Reference

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Functions/Subroutines

recursive subroutine dorcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, SIGNS, M, P, Q, X11, LDX11, X12, LDX12, X21, LDX21, X22, LDX22, THETA, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, WORK, LWORK, IWORK, INFO)
 DORCSD

Function/Subroutine Documentation

recursive subroutine dorcsd ( character  JOBU1,
character  JOBU2,
character  JOBV1T,
character  JOBV2T,
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( ldu1, * )  U1,
integer  LDU1,
double precision, dimension( ldu2, * )  U2,
integer  LDU2,
double precision, dimension( ldv1t, * )  V1T,
integer  LDV1T,
double precision, dimension( ldv2t, * )  V2T,
integer  LDV2T,
double precision, dimension( * )  WORK,
integer  LWORK,
integer, dimension( * )  IWORK,
integer  INFO 
)

DORCSD

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Purpose:
 DORCSD computes the CS decomposition of an M-by-M partitioned
 orthogonal matrix X:

                                 [  I  0  0 |  0  0  0 ]
                                 [  0  C  0 |  0 -S  0 ]
     [ X11 | X12 ]   [ U1 |    ] [  0  0  0 |  0  0 -I ] [ V1 |    ]**T
 X = [-----------] = [---------] [---------------------] [---------]   .
     [ X21 | X22 ]   [    | U2 ] [  0  0  0 |  I  0  0 ] [    | V2 ]
                                 [  0  S  0 |  0  C  0 ]
                                 [  0  0  I |  0  0  0 ]

 X11 is P-by-Q. The orthogonal matrices U1, U2, V1, and V2 are P-by-P,
 (M-P)-by-(M-P), Q-by-Q, and (M-Q)-by-(M-Q), respectively. C and S are
 R-by-R nonnegative diagonal matrices satisfying C^2 + S^2 = I, in
 which R = MIN(P,M-P,Q,M-Q).
Parameters:
[in]JOBU1
          JOBU1 is CHARACTER
          = 'Y':      U1 is computed;
          otherwise:  U1 is not computed.
[in]JOBU2
          JOBU2 is CHARACTER
          = 'Y':      U2 is computed;
          otherwise:  U2 is not computed.
[in]JOBV1T
          JOBV1T is CHARACTER
          = 'Y':      V1T is computed;
          otherwise:  V1T is not computed.
[in]JOBV2T
          JOBV2T is CHARACTER
          = 'Y':      V2T is computed;
          otherwise:  V2T is not computed.
[in]TRANS
          TRANS is CHARACTER
          = 'T':      X, U1, U2, V1T, and V2T are stored in row-major
                      order;
          otherwise:  X, U1, U2, V1T, and V2T are stored in column-
                      major order.
[in]SIGNS
          SIGNS is CHARACTER
          = 'O':      The lower-left block is made nonpositive (the
                      "other" convention);
          otherwise:  The upper-right block is made nonpositive (the
                      "default" convention).
[in]M
          M is INTEGER
          The number of rows and columns in X.
[in]P
          P is INTEGER
          The number of rows in X11 and X12. 0 <= P <= M.
[in]Q
          Q is INTEGER
          The number of columns in X11 and X21. 0 <= Q <= M.
[in,out]X11
          X11 is DOUBLE PRECISION array, dimension (LDX11,Q)
          On entry, part of the orthogonal matrix whose CSD is desired.
[in]LDX11
          LDX11 is INTEGER
          The leading dimension of X11. LDX11 >= MAX(1,P).
[in,out]X12
          X12 is DOUBLE PRECISION array, dimension (LDX12,M-Q)
          On entry, part of the orthogonal matrix whose CSD is desired.
[in]LDX12
          LDX12 is INTEGER
          The leading dimension of X12. LDX12 >= MAX(1,P).
[in,out]X21
          X21 is DOUBLE PRECISION array, dimension (LDX21,Q)
          On entry, part of the orthogonal matrix whose CSD is desired.
[in]LDX21
          LDX21 is INTEGER
          The leading dimension of X11. LDX21 >= MAX(1,M-P).
[in,out]X22
          X22 is DOUBLE PRECISION array, dimension (LDX22,M-Q)
          On entry, part of the orthogonal matrix whose CSD is desired.
[in]LDX22
          LDX22 is INTEGER
          The leading dimension of X11. LDX22 >= MAX(1,M-P).
[out]THETA
          THETA is DOUBLE PRECISION array, dimension (R), in which R =
          MIN(P,M-P,Q,M-Q).
          C = DIAG( COS(THETA(1)), ... , COS(THETA(R)) ) and
          S = DIAG( SIN(THETA(1)), ... , SIN(THETA(R)) ).
[out]U1
          U1 is DOUBLE PRECISION array, dimension (P)
          If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1.
[in]LDU1
          LDU1 is INTEGER
          The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
          MAX(1,P).
[out]U2
          U2 is DOUBLE PRECISION array, dimension (M-P)
          If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal
          matrix U2.
[in]LDU2
          LDU2 is INTEGER
          The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
          MAX(1,M-P).
[out]V1T
          V1T is DOUBLE PRECISION array, dimension (Q)
          If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal
          matrix V1**T.
[in]LDV1T
          LDV1T is INTEGER
          The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
          MAX(1,Q).
[out]V2T
          V2T is DOUBLE PRECISION array, dimension (M-Q)
          If JOBV2T = 'Y', V2T contains the (M-Q)-by-(M-Q) orthogonal
          matrix V2**T.
[in]LDV2T
          LDV2T is INTEGER
          The leading dimension of V2T. If JOBV2T = 'Y', LDV2T >=
          MAX(1,M-Q).
[out]WORK
          WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK))
          On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
          If INFO > 0 on exit, WORK(2:R) contains the values PHI(1),
          ..., PHI(R-1) that, together with THETA(1), ..., THETA(R),
          define the matrix in intermediate bidiagonal-block form
          remaining after nonconvergence. INFO specifies the number
          of nonzero PHI's.
[in]LWORK
          LWORK is INTEGER
          The dimension of the array WORK.

          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.
[out]IWORK
          IWORK is INTEGER array, dimension (M-MIN(P, M-P, Q, M-Q))
[out]INFO
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  DBBCSD did not converge. See the description of WORK
                above for details.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Author:
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011

Definition at line 297 of file dorcsd.f.

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