dorcsd.f man page

dorcsd.f —

Synopsis

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 (characterJOBU1, characterJOBU2, characterJOBV1T, characterJOBV2T, characterTRANS, characterSIGNS, integerM, integerP, integerQ, double precision, dimension( ldx11, * )X11, integerLDX11, double precision, dimension( ldx12, * )X12, integerLDX12, double precision, dimension( ldx21, * )X21, integerLDX21, double precision, dimension( ldx22, * )X22, integerLDX22, double precision, dimension( * )THETA, double precision, dimension( ldu1, * )U1, integerLDU1, double precision, dimension( ldu2, * )U2, integerLDU2, double precision, dimension( ldv1t, * )V1T, integerLDV1T, double precision, dimension( ldv2t, * )V2T, integerLDV2T, double precision, dimension( * )WORK, integerLWORK, integer, dimension( * )IWORK, integerINFO)

DORCSD

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:

JOBU1

JOBU1 is CHARACTER
= 'Y':      U1 is computed;
otherwise:  U1 is not computed.

JOBU2

JOBU2 is CHARACTER
= 'Y':      U2 is computed;
otherwise:  U2 is not computed.

JOBV1T

JOBV1T is CHARACTER
= 'Y':      V1T is computed;
otherwise:  V1T is not computed.

JOBV2T

JOBV2T is CHARACTER
= 'Y':      V2T is computed;
otherwise:  V2T is not computed.

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.

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).

M

M is INTEGER
The number of rows and columns in X.

P

P is INTEGER
The number of rows in X11 and X12. 0 <= P <= M.

Q

Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M.

X11

X11 is DOUBLE PRECISION array, dimension (LDX11,Q)
On entry, part of the orthogonal matrix whose CSD is desired.

LDX11

LDX11 is INTEGER
The leading dimension of X11. LDX11 >= MAX(1,P).

X12

X12 is DOUBLE PRECISION array, dimension (LDX12,M-Q)
On entry, part of the orthogonal matrix whose CSD is desired.

LDX12

LDX12 is INTEGER
The leading dimension of X12. LDX12 >= MAX(1,P).

X21

X21 is DOUBLE PRECISION array, dimension (LDX21,Q)
On entry, part of the orthogonal matrix whose CSD is desired.

LDX21

LDX21 is INTEGER
The leading dimension of X11. LDX21 >= MAX(1,M-P).

X22

X22 is DOUBLE PRECISION array, dimension (LDX22,M-Q)
On entry, part of the orthogonal matrix whose CSD is desired.

LDX22

LDX22 is INTEGER
The leading dimension of X11. LDX22 >= MAX(1,M-P).

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)) ).

U1

U1 is DOUBLE PRECISION array, dimension (P)
If JOBU1 = 'Y', U1 contains the P-by-P orthogonal matrix U1.

LDU1

LDU1 is INTEGER
The leading dimension of U1. If JOBU1 = 'Y', LDU1 >=
MAX(1,P).

U2

U2 is DOUBLE PRECISION array, dimension (M-P)
If JOBU2 = 'Y', U2 contains the (M-P)-by-(M-P) orthogonal
matrix U2.

LDU2

LDU2 is INTEGER
The leading dimension of U2. If JOBU2 = 'Y', LDU2 >=
MAX(1,M-P).

V1T

V1T is DOUBLE PRECISION array, dimension (Q)
If JOBV1T = 'Y', V1T contains the Q-by-Q matrix orthogonal
matrix V1**T.

LDV1T

LDV1T is INTEGER
The leading dimension of V1T. If JOBV1T = 'Y', LDV1T >=
MAX(1,Q).

V2T

V2T is DOUBLE PRECISION array, dimension (M-Q)
If JOBV2T = 'Y', V2T contains the (M-Q)-by-(M-Q) orthogonal
matrix V2**T.

LDV2T

LDV2T is INTEGER
The leading dimension of V2T. If JOBV2T = 'Y', LDV2T >=
MAX(1,M-Q).

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.

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.

IWORK

IWORK is INTEGER array, dimension (M-MIN(P, M-P, Q, M-Q))

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 2013

Definition at line 297 of file dorcsd.f.

Author

Generated automatically by Doxygen for LAPACK from the source code.

Referenced By

dorcsd(3) is an alias of dorcsd.f(3).

Sat Nov 16 2013 Version 3.4.2 LAPACK