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LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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LAPACK 3.11.0
LAPACK: Linear Algebra PACKage
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| subroutine sorcsd2by1 | ( | character | JOBU1, |
| character | JOBU2, | ||
| character | JOBV1T, | ||
| integer | M, | ||
| integer | P, | ||
| integer | Q, | ||
| real, dimension(ldx11,*) | X11, | ||
| integer | LDX11, | ||
| real, dimension(ldx21,*) | X21, | ||
| integer | LDX21, | ||
| real, dimension(*) | THETA, | ||
| real, dimension(ldu1,*) | U1, | ||
| integer | LDU1, | ||
| real, dimension(ldu2,*) | U2, | ||
| integer | LDU2, | ||
| real, dimension(ldv1t,*) | V1T, | ||
| integer | LDV1T, | ||
| real, dimension(*) | WORK, | ||
| integer | LWORK, | ||
| integer, dimension(*) | IWORK, | ||
| integer | INFO | ||
| ) |
SORCSD2BY1
Download SORCSD2BY1 + dependencies [TGZ] [ZIP] [TXT]
SORCSD2BY1 computes the CS decomposition of an M-by-Q matrix X with
orthonormal columns that has been partitioned into a 2-by-1 block
structure:
[ I1 0 0 ]
[ 0 C 0 ]
[ X11 ] [ U1 | ] [ 0 0 0 ]
X = [-----] = [---------] [----------] V1**T .
[ X21 ] [ | U2 ] [ 0 0 0 ]
[ 0 S 0 ]
[ 0 0 I2]
X11 is P-by-Q. The orthogonal matrices U1, U2, and V1 are P-by-P,
(M-P)-by-(M-P), and Q-by-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). I1 is a K1-by-K1 identity matrix and I2 is a
K2-by-K2 identity matrix, where K1 = MAX(Q+P-M,0), K2 = MAX(Q-P,0). | [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] | M | M is INTEGER
The number of rows in X. |
| [in] | P | P is INTEGER
The number of rows in X11. 0 <= P <= M. |
| [in] | Q | Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M. |
| [in,out] | X11 | X11 is REAL 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] | X21 | X21 is REAL array, dimension (LDX21,Q)
On entry, part of the orthogonal matrix whose CSD is desired. |
| [in] | LDX21 | LDX21 is INTEGER
The leading dimension of X21. LDX21 >= MAX(1,M-P). |
| [out] | THETA | THETA is REAL 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 REAL 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 REAL 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 REAL 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] | WORK | WORK is REAL 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: SBBCSD did not converge. See the description of WORK
above for details. |
1.9.4