SGGSVP(l) LAPACK routine (version 1.1) SGGSVP(l)
NAME
SGGSVP - compute orthogonal matrices U, V and Q such that U'*A*Q = ( 0
A12 A13 ) K , V'*B*Q = ( 0 0 B13 ) L ( 0 0 A23 ) L ( 0 0 0 ) P-L ( 0 0 0
) M-K-L N-K-L K L N-K-L K L where the K-by-K matrix A12 and L-by-L matrix
B13 are nonsingular upper triangular
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( * )
PURPOSE
SGGSVP computes orthogonal matrices U, V and Q such that A23 is upper tra-
pezoidal. K+L = the effective rank of (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.
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 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).
V (output) REAL array, dimension (LDV,M)
If JOBV = 'V', V contains the orthogonal matrix V. If JOBV = 'N',
V is not referenced.
LDV (input) INTEGER
The leading dimension of the array V. LDV >= max(1,P).
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).
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.
Back to the listing of computational routines for orthogonal factorization and singular
value decomposition