ZGGSVP(l) LAPACK routine (version 1.1) ZGGSVP(l)
NAME
ZGGSVP - compute unitary 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 ZGGSVP( JOBU, JOBV, JOBQ, M, P, N, A, LDA, B, LDB, TOLA, TOLB,
K, L, U, LDU, V, LDV, Q, LDQ, IWORK, RWORK, TAU, WORK,
INFO )
CHARACTER JOBQ, JOBU, JOBV
INTEGER INFO, K, L, LDA, LDB, LDQ, LDU, LDV, M, N, P
DOUBLE PRECISION TOLA, TOLB
INTEGER IWORK( * )
DOUBLE PRECISION RWORK( * )
COMPLEX*16 A( LDA, * ), B( LDB, * ), Q( LDQ, * ), TAU( * ), U( LDU,
* ), V( LDV, * ), WORK( * )
PURPOSE
ZGGSVP computes unitary matrices U, V and Q such that A23 is upper tra-
pezoidal. K+L = the effective rank of the (M+P)-by-N matrix (A',B')'. Z'
denotes the conjugate transpose of Z.
This decomposition is the preprocessing step for computing the Generalized
Singular Value Decomposition (GSVD), see subroutine ZGGSVD.
ARGUMENTS
JOBU (input) CHARACTER*1
= 'U': Unitary matrix U is computed;
= 'N': U is not computed.
JOBV (input) CHARACTER*1
= 'V': Unitary matrix V is computed;
= 'N': V is not computed.
JOBQ (input) CHARACTER*1
= 'Q': Unitary 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) COMPLEX*16 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) COMPLEX*16 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) DOUBLE PRECISION
TOLB (input) DOUBLE PRECISION 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)*MAZHEPS, TOLB =
MAX(P,N)*norm(B)*MAZHEPS. 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 section. K + L = effective
numerical rank of (A',B')'.
U (output) COMPLEX*16 array, dimension (LDU,M)
If JOBU = 'U', U contains the unitary 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) COMPLEX*16 array, dimension (LDV,M)
If JOBV = 'V', V contains the unitary 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) COMPLEX*16 array, dimension (LDQ,N)
If JOBQ = 'Q', Q contains the unitary 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)
RWORK (workspace) DOUBLE PRECISION array, dimension (2*N)
TAU (workspace) COMPLEX*16 array, dimension (N)
WORK (workspace) COMPLEX*16 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 ZGEQPF 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