SGGSVP(3F)SGGSVP(3F)NAMESGGSVP - compute orthogonal matrices U, V and Q such that N-K-L K L
U'*A*Q = K ( 0 A12 A13 ) if M-K-L >= 0
SYNOPSIS
SUBROUTINE SGGSVP( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB,
K, L, U, LDU, V, LDV, Q, LDQ, IWORK, TAU, WORK, INFO )
CHARACTER JOBQ, JOBU, JOBV
INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P
REAL TOLA, TOLB
INTEGER IWORK( * )
REAL A( LDA, * ), B( LDB, * ), Q( LDQ, * ), TAU( * ), U(
LDU, * ), V( LDV, * ), WORK( * )
PURPOSESGGSVP computes orthogonal matrices U, V and Q such that
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'*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',B')'. Z' denotes the transpose of Z.
This decomposition is the preprocessing step for computing the
Generalized Singular Value Decomposition (GSVD), see subroutine SGGSVD.
ARGUMENTS
JOBU (input) CHARACTER*1
= 'U': Orthogonal matrix U is computed;
= 'N': U is not computed.
JOBV (input) CHARACTER*1
= 'V': Orthogonal matrix V is computed;
= 'N': V is not computed.
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JOBQ (input) CHARACTER*1
= 'Q': Orthogonal matrix Q is computed;
= 'N': Q is not computed.
M (input) INTEGER
The number of rows of the matrix A. M >= 0.
P (input) INTEGER
The number of rows of the matrix B. P >= 0.
N (input) INTEGER
The number of columns of the matrices A and B. N >= 0.
A (input/output) 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 (input) INTEGER
The leading dimension of the array A. LDA >= max(1,M).
B (input/output) 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 (input) INTEGER
The leading dimension of the array B. LDB >= max(1,P).
TOLA (input) REAL
TOLB (input) 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 (output) INTEGER
L (output) INTEGER On exit, K and L specify the dimension
of the subblocks described in Purpose. K + L = effective
numerical rank of (A',B')'.
U (output) REAL array, dimension (LDU,M)
If JOBU = 'U', U contains the orthogonal matrix U. If JOBU =
'N', U is not referenced.
LDU (input) INTEGER
The leading dimension of the array U. LDU >= max(1,M) if JOBU =
'U'; LDU >= 1 otherwise.
V (output) REAL array, dimension (LDV,M)
If JOBV = 'V', V contains the orthogonal matrix V. If JOBV =
'N', V is not referenced.
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LDV (input) INTEGER
The leading dimension of the array V. LDV >= max(1,P) if JOBV =
'V'; LDV >= 1 otherwise.
Q (output) REAL array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the orthogonal matrix Q. If JOBQ =
'N', Q is not referenced.
LDQ (input) INTEGER
The leading dimension of the array Q. LDQ >= max(1,N) if JOBQ =
'Q'; LDQ >= 1 otherwise.
IWORK (workspace) INTEGER array, dimension (N)
TAU (workspace) REAL array, dimension (N)
WORK (workspace) REAL array, dimension (max(3*N,M,P))
INFO (output) INTEGER
= 0: successful exit
< 0: if INFO = -i, the i-th argument had an illegal value.
FURTHER DETAILS
The subroutine uses LAPACK subroutine SGEQPF 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.
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