dorbdb3.f

Section: LAPACK (3)
Updated: Tue Nov 14 2017
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dorbdb3.f

SYNOPSIS

Functions/Subroutines

subroutine dorbdb3 (M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, WORK, LWORK, INFO)
DORBDB3

Function/Subroutine Documentation

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 orthonomal 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

NAG Ltd.

Date:

July 2012

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 203 of file dorbdb3.f.

Author

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