unbdb3 - Man Page
{un,or}bdb3: step in uncsd2by1
Synopsis
Functions
subroutine cunbdb3 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1, taup2, tauq1, work, lwork, info)
CUNBDB3
subroutine dorbdb3 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1, taup2, tauq1, work, lwork, info)
DORBDB3
subroutine sorbdb3 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1, taup2, tauq1, work, lwork, info)
SORBDB3
subroutine zunbdb3 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1, taup2, tauq1, work, lwork, info)
ZUNBDB3
Detailed Description
Function Documentation
subroutine cunbdb3 (integer m, integer p, integer q, complex, dimension(ldx11,*) x11, integer ldx11, complex, dimension(ldx21,*) x21, integer ldx21, real, dimension(*) theta, real, dimension(*) phi, complex, dimension(*) taup1, complex, dimension(*) taup2, complex, dimension(*) tauq1, complex, dimension(*) work, integer lwork, integer info)
CUNBDB3
Purpose:
CUNBDB3 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 CUNBDB1, CUNBDB2, and CUNBDB4 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.- Parameters
M
M is INTEGER The number of rows X11 plus the number of rows in X21.P
P is INTEGER The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q).Q
Q is INTEGER The number of columns in X11 and X21. 0 <= Q <= M.X11
X11 is COMPLEX array, dimension (LDX11,Q) On entry, the top block of the matrix X to be reduced. On exit, the columns of tril(X11) specify reflectors for P1 and the rows of triu(X11,1) specify reflectors for Q1.LDX11
LDX11 is INTEGER The leading dimension of X11. LDX11 >= P.X21
X21 is COMPLEX array, dimension (LDX21,Q) On entry, the bottom block of the matrix X to be reduced. On exit, the columns of tril(X21) specify reflectors for P2.LDX21
LDX21 is INTEGER The leading dimension of X21. LDX21 >= M-P.THETA
THETA is REAL array, dimension (Q) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.PHI
PHI is REAL array, dimension (Q-1) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.TAUP1
TAUP1 is COMPLEX array, dimension (P) The scalar factors of the elementary reflectors that define P1.TAUP2
TAUP2 is COMPLEX array, dimension (M-P) The scalar factors of the elementary reflectors that define P2.TAUQ1
TAUQ1 is COMPLEX array, dimension (Q) The scalar factors of the elementary reflectors that define Q1.WORK
WORK is COMPLEX array, dimension (LWORK)
LWORK
LWORK is INTEGER The dimension of the array WORK. 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.INFO
INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
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 CUNCSD for details. P1, P2, and Q1 are represented as products of elementary reflectors. See CUNCSD2BY1 for details on generating P1, P2, and Q1 using CUNGQR and CUNGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 200 of file cunbdb3.f.
subroutine dorbdb3 (integer m, integer p, integer q, double precision, dimension(ldx11,*) x11, integer ldx11, double precision, dimension(ldx21,*) x21, integer ldx21, double precision, dimension(*) theta, double precision, dimension(*) phi, double precision, dimension(*) taup1, double precision, dimension(*) taup2, double precision, dimension(*) tauq1, double precision, dimension(*) work, integer lwork, integer info)
DORBDB3
Purpose:
DORBDB3 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 DORBDB1, DORBDB2, and DORBDB4 handle cases in
which M-P is not the minimum dimension.
The orthogonal 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.- Parameters
M
M is INTEGER The number of rows X11 plus the number of rows in X21.P
P is INTEGER The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q).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, the top block of the matrix X to be reduced. On exit, the columns of tril(X11) specify reflectors for P1 and the rows of triu(X11,1) specify reflectors for Q1.LDX11
LDX11 is INTEGER The leading dimension of X11. LDX11 >= P.X21
X21 is DOUBLE PRECISION array, dimension (LDX21,Q) On entry, the bottom block of the matrix X to be reduced. On exit, the columns of tril(X21) specify reflectors for P2.LDX21
LDX21 is INTEGER The leading dimension of X21. LDX21 >= M-P.THETA
THETA is DOUBLE PRECISION array, dimension (Q) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.PHI
PHI is DOUBLE PRECISION array, dimension (Q-1) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.TAUP1
TAUP1 is DOUBLE PRECISION array, dimension (P) The scalar factors of the elementary reflectors that define P1.TAUP2
TAUP2 is DOUBLE PRECISION array, dimension (M-P) The scalar factors of the elementary reflectors that define P2.TAUQ1
TAUQ1 is DOUBLE PRECISION array, dimension (Q) The scalar factors of the elementary reflectors that define Q1.WORK
WORK is DOUBLE PRECISION array, dimension (LWORK)
LWORK
LWORK is INTEGER The dimension of the array WORK. 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.INFO
INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
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 DORCSD for details. P1, P2, and Q1 are represented as products of elementary reflectors. See DORCSD2BY1 for details on generating P1, P2, and Q1 using DORGQR and DORGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 199 of file dorbdb3.f.
subroutine sorbdb3 (integer m, integer p, integer q, real, dimension(ldx11,*) x11, integer ldx11, real, dimension(ldx21,*) x21, integer ldx21, real, dimension(*) theta, real, dimension(*) phi, real, dimension(*) taup1, real, dimension(*) taup2, real, dimension(*) tauq1, real, dimension(*) work, integer lwork, integer info)
SORBDB3
Purpose:
SORBDB3 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 SORBDB1, SORBDB2, and SORBDB4 handle cases in
which M-P is not the minimum dimension.
The orthogonal 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.- Parameters
M
M is INTEGER The number of rows X11 plus the number of rows in X21.P
P is INTEGER The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q).Q
Q is INTEGER The number of columns in X11 and X21. 0 <= Q <= M.X11
X11 is REAL array, dimension (LDX11,Q) On entry, the top block of the matrix X to be reduced. On exit, the columns of tril(X11) specify reflectors for P1 and the rows of triu(X11,1) specify reflectors for Q1.LDX11
LDX11 is INTEGER The leading dimension of X11. LDX11 >= P.X21
X21 is REAL array, dimension (LDX21,Q) On entry, the bottom block of the matrix X to be reduced. On exit, the columns of tril(X21) specify reflectors for P2.LDX21
LDX21 is INTEGER The leading dimension of X21. LDX21 >= M-P.THETA
THETA is REAL array, dimension (Q) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.PHI
PHI is REAL array, dimension (Q-1) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.TAUP1
TAUP1 is REAL array, dimension (P) The scalar factors of the elementary reflectors that define P1.TAUP2
TAUP2 is REAL array, dimension (M-P) The scalar factors of the elementary reflectors that define P2.TAUQ1
TAUQ1 is REAL array, dimension (Q) The scalar factors of the elementary reflectors that define Q1.WORK
WORK is REAL array, dimension (LWORK)
LWORK
LWORK is INTEGER The dimension of the array WORK. 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.INFO
INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
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 SORCSD for details. P1, P2, and Q1 are represented as products of elementary reflectors. See SORCSD2BY1 for details on generating P1, P2, and Q1 using SORGQR and SORGLQ.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 200 of file sorbdb3.f.
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
Purpose:
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.- Parameters
M
M is INTEGER The number of rows X11 plus the number of rows in X21.P
P is INTEGER The number of rows in X11. 0 <= P <= M. M-P <= min(P,Q,M-Q).Q
Q is INTEGER The number of columns in X11 and X21. 0 <= Q <= M.X11
X11 is COMPLEX*16 array, dimension (LDX11,Q) On entry, the top block of the matrix X to be reduced. On exit, the columns of tril(X11) specify reflectors for P1 and the rows of triu(X11,1) specify reflectors for Q1.LDX11
LDX11 is INTEGER The leading dimension of X11. LDX11 >= P.X21
X21 is COMPLEX*16 array, dimension (LDX21,Q) On entry, the bottom block of the matrix X to be reduced. On exit, the columns of tril(X21) specify reflectors for P2.LDX21
LDX21 is INTEGER The leading dimension of X21. LDX21 >= M-P.THETA
THETA is DOUBLE PRECISION array, dimension (Q) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.PHI
PHI is DOUBLE PRECISION array, dimension (Q-1) The entries of the bidiagonal blocks B11, B21 are defined by THETA and PHI. See Further Details.TAUP1
TAUP1 is COMPLEX*16 array, dimension (P) The scalar factors of the elementary reflectors that define P1.TAUP2
TAUP2 is COMPLEX*16 array, dimension (M-P) The scalar factors of the elementary reflectors that define P2.TAUQ1
TAUQ1 is COMPLEX*16 array, dimension (Q) The scalar factors of the elementary reflectors that define Q1.WORK
WORK is COMPLEX*16 array, dimension (LWORK)
LWORK
LWORK is INTEGER The dimension of the array WORK. 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.INFO
INFO is INTEGER = 0: successful exit. < 0: if INFO = -i, the i-th argument had an illegal value.- Author
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Further Details:
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.
References:
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 199 of file zunbdb3.f.
Author
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