subroutine dbbcsd (JOBU1, JOBU2, JOBV1T, JOBV2T, TRANS, M, P, Q, THETA, PHI, U1, LDU1, U2, LDU2, V1T, LDV1T, V2T, LDV2T, B11D, B11E, B12D, B12E, B21D, B21E, B22D, B22E, WORK, LWORK, INFO)
DBBCSD
DBBCSD
Purpose:
DBBCSD computes the CS decomposition of an orthogonal matrix in bidiagonal-block form, [ B11 | B12 0 0 ] [ 0 | 0 -I 0 ] X = [----------------] [ B21 | B22 0 0 ] [ 0 | 0 0 I ] [ C | -S 0 0 ] [ U1 | ] [ 0 | 0 -I 0 ] [ V1 | ]**T = [---------] [---------------] [---------] . [ | U2 ] [ S | C 0 0 ] [ | V2 ] [ 0 | 0 0 I ] X is M-by-M, its top-left block is P-by-Q, and Q must be no larger than P, M-P, or M-Q. (If Q is not the smallest index, then X must be transposed and/or permuted. This can be done in constant time using the TRANS and SIGNS options. See DORCSD for details.) The bidiagonal matrices B11, B12, B21, and B22 are represented implicitly by angles THETA(1:Q) and PHI(1:Q-1). The orthogonal matrices U1, U2, V1T, and V2T are input/output. The input matrices are pre- or post-multiplied by the appropriate singular vector matrices.
Parameters:
JOBU1 is CHARACTER = 'Y': U1 is updated; otherwise: U1 is not updated.
JOBU2
JOBU2 is CHARACTER = 'Y': U2 is updated; otherwise: U2 is not updated.
JOBV1T
JOBV1T is CHARACTER = 'Y': V1T is updated; otherwise: V1T is not updated.
JOBV2T
JOBV2T is CHARACTER = 'Y': V2T is updated; otherwise: V2T is not updated.
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.
M
M is INTEGER The number of rows and columns in X, the orthogonal matrix in bidiagonal-block form.
P
P is INTEGER The number of rows in the top-left block of X. 0 <= P <= M.
Q
Q is INTEGER The number of columns in the top-left block of X. 0 <= Q <= MIN(P,M-P,M-Q).
THETA
THETA is DOUBLE PRECISION array, dimension (Q) On entry, the angles THETA(1),...,THETA(Q) that, along with PHI(1), ...,PHI(Q-1), define the matrix in bidiagonal-block form. On exit, the angles whose cosines and sines define the diagonal blocks in the CS decomposition.
PHI
PHI is DOUBLE PRECISION array, dimension (Q-1) The angles PHI(1),...,PHI(Q-1) that, along with THETA(1),..., THETA(Q), define the matrix in bidiagonal-block form.
U1
U1 is DOUBLE PRECISION array, dimension (LDU1,P) On entry, a P-by-P matrix. On exit, U1 is postmultiplied by the left singular vector matrix common to [ B11 ; 0 ] and [ B12 0 0 ; 0 -I 0 0 ].
LDU1
LDU1 is INTEGER The leading dimension of the array U1, LDU1 >= MAX(1,P).
U2
U2 is DOUBLE PRECISION array, dimension (LDU2,M-P) On entry, an (M-P)-by-(M-P) matrix. On exit, U2 is postmultiplied by the left singular vector matrix common to [ B21 ; 0 ] and [ B22 0 0 ; 0 0 I ].
LDU2
LDU2 is INTEGER The leading dimension of the array U2, LDU2 >= MAX(1,M-P).
V1T
V1T is DOUBLE PRECISION array, dimension (LDV1T,Q) On entry, a Q-by-Q matrix. On exit, V1T is premultiplied by the transpose of the right singular vector matrix common to [ B11 ; 0 ] and [ B21 ; 0 ].
LDV1T
LDV1T is INTEGER The leading dimension of the array V1T, LDV1T >= MAX(1,Q).
V2T
V2T is DOUBLE PRECISION array, dimension (LDV2T,M-Q) On entry, an (M-Q)-by-(M-Q) matrix. On exit, V2T is premultiplied by the transpose of the right singular vector matrix common to [ B12 0 0 ; 0 -I 0 ] and [ B22 0 0 ; 0 0 I ].
LDV2T
LDV2T is INTEGER The leading dimension of the array V2T, LDV2T >= MAX(1,M-Q).
B11D
B11D is DOUBLE PRECISION array, dimension (Q) When DBBCSD converges, B11D contains the cosines of THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then B11D contains the diagonal of the partially reduced top-left block.
B11E
B11E is DOUBLE PRECISION array, dimension (Q-1) When DBBCSD converges, B11E contains zeros. If DBBCSD fails to converge, then B11E contains the superdiagonal of the partially reduced top-left block.
B12D
B12D is DOUBLE PRECISION array, dimension (Q) When DBBCSD converges, B12D contains the negative sines of THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then B12D contains the diagonal of the partially reduced top-right block.
B12E
B12E is DOUBLE PRECISION array, dimension (Q-1) When DBBCSD converges, B12E contains zeros. If DBBCSD fails to converge, then B12E contains the subdiagonal of the partially reduced top-right block.
B21D
B21D is DOUBLE PRECISION array, dimension (Q) When DBBCSD converges, B21D contains the negative sines of THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then B21D contains the diagonal of the partially reduced bottom-left block.
B21E
B21E is DOUBLE PRECISION array, dimension (Q-1) When DBBCSD converges, B21E contains zeros. If DBBCSD fails to converge, then B21E contains the subdiagonal of the partially reduced bottom-left block.
B22D
B22D is DOUBLE PRECISION array, dimension (Q) When DBBCSD converges, B22D contains the negative sines of THETA(1), ..., THETA(Q). If DBBCSD fails to converge, then B22D contains the diagonal of the partially reduced bottom-right block.
B22E
B22E is DOUBLE PRECISION array, dimension (Q-1) When DBBCSD converges, B22E contains zeros. If DBBCSD fails to converge, then B22E contains the subdiagonal of the partially reduced bottom-right block.
WORK
WORK is DOUBLE PRECISION array, dimension (MAX(1,LWORK)) On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
LWORK
LWORK is INTEGER The dimension of the array WORK. LWORK >= MAX(1,8*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. > 0: if DBBCSD did not converge, INFO specifies the number of nonzero entries in PHI, and B11D, B11E, etc., contain the partially reduced matrix.
Internal Parameters:
TOLMUL DOUBLE PRECISION, default = MAX(10,MIN(100,EPS**(-1/8))) TOLMUL controls the convergence criterion of the QR loop. Angles THETA(i), PHI(i) are rounded to 0 or PI/2 when they are within TOLMUL*EPS of either bound.
References:
Author:
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
Definition at line 334 of file dbbcsd.f.
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