sggsvp3.f

Section: LAPACK (3)
Updated: Tue Nov 14 2017
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NAME

sggsvp3.f  

SYNOPSIS


 

Functions/Subroutines


subroutine sggsvp3 (JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB, K, L, U, LDU, V, LDV, Q, LDQ, IWORK, TAU, WORK, LWORK, INFO)
SGGSVP3  

Function/Subroutine Documentation

 

subroutine sggsvp3 (character JOBU, character JOBV, character JOBQ, integer M, integer P, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real TOLA, real TOLB, integer K, integer L, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldv, * ) V, integer LDV, real, dimension( ldq, * ) Q, integer LDQ, integer, dimension( * ) IWORK, real, dimension( * ) TAU, real, dimension( * ) WORK, integer LWORK, integer INFO)

SGGSVP3

Purpose:

 SGGSVP3 computes orthogonal matrices U, V and Q such that

                    N-K-L  K    L
  U**T*A*Q =     K ( 0    A12  A13 )  if M-K-L >= 0;
                 L ( 0     0   A23 )
             M-K-L ( 0     0    0  )

                  N-K-L  K    L
         =     K ( 0    A12  A13 )  if M-K-L < 0;
             M-K ( 0     0   A23 )

                  N-K-L  K    L
  V**T*B*Q =   L ( 0     0   B13 )
             P-L ( 0     0    0  )

 where the K-by-K matrix A12 and L-by-L matrix B13 are nonsingular
 upper triangular; A23 is L-by-L upper triangular if M-K-L >= 0,
 otherwise A23 is (M-K)-by-L upper trapezoidal.  K+L = the effective
 numerical rank of the (M+P)-by-N matrix (A**T,B**T)**T.

 This decomposition is the preprocessing step for computing the
 Generalized Singular Value Decomposition (GSVD), see subroutine
 SGGSVD3.


 

Parameters:

JOBU

          JOBU is CHARACTER*1
          = 'U':  Orthogonal matrix U is computed;
          = 'N':  U is not computed.


JOBV

          JOBV is CHARACTER*1
          = 'V':  Orthogonal matrix V is computed;
          = 'N':  V is not computed.


JOBQ

          JOBQ is CHARACTER*1
          = 'Q':  Orthogonal matrix Q is computed;
          = 'N':  Q is not computed.


M

          M is INTEGER
          The number of rows of the matrix A.  M >= 0.


P

          P is INTEGER
          The number of rows of the matrix B.  P >= 0.


N

          N is INTEGER
          The number of columns of the matrices A and B.  N >= 0.


A

          A is REAL array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, A contains the triangular (or trapezoidal) matrix
          described in the Purpose section.


LDA

          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,M).


B

          B is REAL array, dimension (LDB,N)
          On entry, the P-by-N matrix B.
          On exit, B contains the triangular matrix described in
          the Purpose section.


LDB

          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,P).


TOLA

          TOLA is REAL


TOLB

          TOLB is REAL

          TOLA and TOLB are the thresholds to determine the effective
          numerical rank of matrix B and a subblock of A. Generally,
          they are set to
             TOLA = MAX(M,N)*norm(A)*MACHEPS,
             TOLB = MAX(P,N)*norm(B)*MACHEPS.
          The size of TOLA and TOLB may affect the size of backward
          errors of the decomposition.


K

          K is INTEGER


L

          L is INTEGER

          On exit, K and L specify the dimension of the subblocks
          described in Purpose section.
          K + L = effective numerical rank of (A**T,B**T)**T.


U

          U is REAL array, dimension (LDU,M)
          If JOBU = 'U', U contains the orthogonal matrix U.
          If JOBU = 'N', U is not referenced.


LDU

          LDU is INTEGER
          The leading dimension of the array U. LDU >= max(1,M) if
          JOBU = 'U'; LDU >= 1 otherwise.


V

          V is REAL array, dimension (LDV,P)
          If JOBV = 'V', V contains the orthogonal matrix V.
          If JOBV = 'N', V is not referenced.


LDV

          LDV is INTEGER
          The leading dimension of the array V. LDV >= max(1,P) if
          JOBV = 'V'; LDV >= 1 otherwise.


Q

          Q is REAL array, dimension (LDQ,N)
          If JOBQ = 'Q', Q contains the orthogonal matrix Q.
          If JOBQ = 'N', Q is not referenced.


LDQ

          LDQ is INTEGER
          The leading dimension of the array Q. LDQ >= max(1,N) if
          JOBQ = 'Q'; LDQ >= 1 otherwise.


IWORK

          IWORK is INTEGER array, dimension (N)


TAU

          TAU is REAL array, dimension (N)


WORK

          WORK is REAL 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.

          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.

Date:

August 2015

Further Details:

  The subroutine uses LAPACK subroutine SGEQP3 for the QR factorization
  with column pivoting to detect the effective numerical rank of the
  a matrix. It may be replaced by a better rank determination strategy.

  SGGSVP3 replaces the deprecated subroutine SGGSVP.


 

Definition at line 274 of file sggsvp3.f.  

Author

Generated automatically by Doxygen for LAPACK from the source code.


 

Index

NAME
SYNOPSIS
Functions/Subroutines
Function/Subroutine Documentation
subroutine sggsvp3 (character JOBU, character JOBV, character JOBQ, integer M, integer P, integer N, real, dimension( lda, * ) A, integer LDA, real, dimension( ldb, * ) B, integer LDB, real TOLA, real TOLB, integer K, integer L, real, dimension( ldu, * ) U, integer LDU, real, dimension( ldv, * ) V, integer LDV, real, dimension( ldq, * ) Q, integer LDQ, integer, dimension( * ) IWORK, real, dimension( * ) TAU, real, dimension( * ) WORK, integer LWORK, integer INFO)
Author