SRC/sbbcsd.f(3)

NAME
SRC/sbbcsd.f

SYNOPSIS

  Functions/Subroutines
subroutine sbbcsd (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)
SBBCSD

Function/Subroutine Documentation

  subroutine sbbcsd (character jobu1, character jobu2, character jobv1t, character jobv2t, character trans, integer m, integer p, integer q, real, dimension( * ) theta, real, dimension( * ) phi, real, dimension( ldu1, * ) u1, integer ldu1, real, dimension( ldu2, * ) u2, integer ldu2, real, dimension( ldv1t, * ) v1t, integer ldv1t, real, dimension( ldv2t, * ) v2t, integer ldv2t, real, dimension( * ) b11d, real, dimension( * ) b11e, real, dimension( * ) b12d, real, dimension( * ) b12e, real, dimension( * ) b21d, real, dimension( * ) b21e, real, dimension( * ) b22d, real, dimension( * ) b22e, real, dimension( * ) work, integer lwork, integer info)

SBBCSD

Purpose:

    !>
    !> SBBCSD 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 SORCSD 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

    !>          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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL 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 REAL array, dimension (Q)
    !>          When SBBCSD converges, B11D contains the cosines of THETA(1),
    !>          ..., THETA(Q). If SBBCSD fails to converge, then B11D
    !>          contains the diagonal of the partially reduced top-left
    !>          block.
    !>

    B11E

    !>          B11E is REAL array, dimension (Q-1)
    !>          When SBBCSD converges, B11E contains zeros. If SBBCSD fails
    !>          to converge, then B11E contains the superdiagonal of the
    !>          partially reduced top-left block.
    !>

    B12D

    !>          B12D is REAL array, dimension (Q)
    !>          When SBBCSD converges, B12D contains the negative sines of
    !>          THETA(1), ..., THETA(Q). If SBBCSD fails to converge, then
    !>          B12D contains the diagonal of the partially reduced top-right
    !>          block.
    !>

    B12E

    !>          B12E is REAL array, dimension (Q-1)
    !>          When SBBCSD converges, B12E contains zeros. If SBBCSD fails
    !>          to converge, then B12E contains the subdiagonal of the
    !>          partially reduced top-right block.
    !>

    B21D

    !>          B21D is REAL array, dimension (Q)
    !>          When SBBCSD converges, B21D contains the negative sines of
    !>          THETA(1), ..., THETA(Q). If SBBCSD fails to converge, then
    !>          B21D contains the diagonal of the partially reduced bottom-left
    !>          block.
    !>

    B21E

    !>          B21E is REAL array, dimension (Q-1)
    !>          When SBBCSD converges, B21E contains zeros. If SBBCSD fails
    !>          to converge, then B21E contains the subdiagonal of the
    !>          partially reduced bottom-left block.
    !>

    B22D

    !>          B22D is REAL array, dimension (Q)
    !>          When SBBCSD converges, B22D contains the negative sines of
    !>          THETA(1), ..., THETA(Q). If SBBCSD fails to converge, then
    !>          B22D contains the diagonal of the partially reduced bottom-right
    !>          block.
    !>

    B22E

    !>          B22E is REAL array, dimension (Q-1)
    !>          When SBBCSD converges, B22E contains zeros. If SBBCSD fails
    !>          to converge, then B22E contains the subdiagonal of the
    !>          partially reduced bottom-right block.
    !>

    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. 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 SBBCSD did not converge, INFO specifies the number
    !>                of nonzero entries in PHI, and B11D, B11E, etc.,
    !>                contain the partially reduced matrix.
    !>

Internal Parameters:

    !>  TOLMUL  REAL, 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:
    [1] Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.

Author
    Univ. of Tennessee

    Univ. of California Berkeley

    Univ. of Colorado Denver

    NAG Ltd.

Definition at line 328 of file sbbcsd.f.

Author

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