ctgsja (3) - Linux Manuals

NAME

ctgsja.f -

SYNOPSIS

Functions/Subroutines

subroutine ctgsja (JOBU, JOBV, JOBQ, M, P, N, K, L, A, LDA, B, LDB, TOLA, TOLB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, NCYCLE, INFO)
CTGSJA

Function/Subroutine Documentation

subroutine ctgsja (characterJOBU, characterJOBV, characterJOBQ, integerM, integerP, integerN, integerK, integerL, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, realTOLA, realTOLB, real, dimension( * )ALPHA, real, dimension( * )BETA, complex, dimension( ldu, * )U, integerLDU, complex, dimension( ldv, * )V, integerLDV, complex, dimension( ldq, * )Q, integerLDQ, complex, dimension( * )WORK, integerNCYCLE, integerINFO)

CTGSJA

Purpose:

 CTGSJA computes the generalized singular value decomposition (GSVD)
 of two complex upper triangular (or trapezoidal) matrices A and B.

 On entry, it is assumed that matrices A and B have the following
 forms, which may be obtained by the preprocessing subroutine CGGSVP
 from a general M-by-N matrix A and P-by-N matrix B:

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

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

            N-K-L  K    L
    B =  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.

 On exit,

        U**H *A*Q = D1*( 0 R ),    V**H *B*Q = D2*( 0 R ),

 where U, V and Q are unitary matrices.
 R is a nonsingular upper triangular matrix, and D1
 and D2 are ``diagonal'' matrices, which are of the following
 structures:

 If M-K-L >= 0,

                     K  L
        D1 =     K ( I  0 )
                 L ( 0  C )
             M-K-L ( 0  0 )

                    K  L
        D2 = L   ( 0  S )
             P-L ( 0  0 )

                N-K-L  K    L
   ( 0 R ) = K (  0   R11  R12 ) K
             L (  0    0   R22 ) L

 where

   C = diag( ALPHA(K+1), ... , ALPHA(K+L) ),
   S = diag( BETA(K+1),  ... , BETA(K+L) ),
   C**2 + S**2 = I.

   R is stored in A(1:K+L,N-K-L+1:N) on exit.

 If M-K-L < 0,

                K M-K K+L-M
     D1 =   K ( I  0    0   )
          M-K ( 0  C    0   )

                  K M-K K+L-M
     D2 =   M-K ( 0  S    0   )
          K+L-M ( 0  0    I   )
            P-L ( 0  0    0   )

                N-K-L  K   M-K  K+L-M
 ( 0 R ) =    K ( 0    R11  R12  R13  )
           M-K ( 0     0   R22  R23  )
         K+L-M ( 0     0    0   R33  )

 where
 C = diag( ALPHA(K+1), ... , ALPHA(M) ),
 S = diag( BETA(K+1),  ... , BETA(M) ),
 C**2 + S**2 = I.

 R = ( R11 R12 R13 ) is stored in A(1:M, N-K-L+1:N) and R33 is stored
     (  0  R22 R23 )
 in B(M-K+1:L,N+M-K-L+1:N) on exit.

 The computation of the unitary transformation matrices U, V or Q
 is optional.  These matrices may either be formed explicitly, or they
 may be postmultiplied into input matrices U1, V1, or Q1.

 

Parameters:

JOBU

          JOBU is CHARACTER*1
          = 'U':  U must contain a unitary matrix U1 on entry, and
                  the product U1*U is returned;
          = 'I':  U is initialized to the unit matrix, and the
                  unitary matrix U is returned;
          = 'N':  U is not computed.

JOBV

          JOBV is CHARACTER*1
          = 'V':  V must contain a unitary matrix V1 on entry, and
                  the product V1*V is returned;
          = 'I':  V is initialized to the unit matrix, and the
                  unitary matrix V is returned;
          = 'N':  V is not computed.

JOBQ

          JOBQ is CHARACTER*1
          = 'Q':  Q must contain a unitary matrix Q1 on entry, and
                  the product Q1*Q is returned;
          = 'I':  Q is initialized to the unit matrix, and the
                  unitary matrix Q is returned;
          = '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.

K

          K is INTEGER

L

          L is INTEGER

          K and L specify the subblocks in the input matrices A and B:
          A23 = A(K+1:MIN(K+L,M),N-L+1:N) and B13 = B(1:L,,N-L+1:N)
          of A and B, whose GSVD is going to be computed by CTGSJA.
          See Further Details.

A

          A is COMPLEX array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, A(N-K+1:N,1:MIN(K+L,M) ) contains the triangular
          matrix R or part of R.  See Purpose for details.

LDA

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

B

          B is COMPLEX array, dimension (LDB,N)
          On entry, the P-by-N matrix B.
          On exit, if necessary, B(M-K+1:L,N+M-K-L+1:N) contains
          a part of R.  See Purpose for details.

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 convergence criteria for the Jacobi-
          Kogbetliantz iteration procedure. Generally, they are the
          same as used in the preprocessing step, say
              TOLA = MAX(M,N)*norm(A)*MACHEPS,
              TOLB = MAX(P,N)*norm(B)*MACHEPS.

ALPHA

          ALPHA is REAL array, dimension (N)

BETA

          BETA is REAL array, dimension (N)

          On exit, ALPHA and BETA contain the generalized singular
          value pairs of A and B;
            ALPHA(1:K) = 1,
            BETA(1:K)  = 0,
          and if M-K-L >= 0,
            ALPHA(K+1:K+L) = diag(C),
            BETA(K+1:K+L)  = diag(S),
          or if M-K-L < 0,
            ALPHA(K+1:M)= C, ALPHA(M+1:K+L)= 0
            BETA(K+1:M) = S, BETA(M+1:K+L) = 1.
          Furthermore, if K+L < N,
            ALPHA(K+L+1:N) = 0
            BETA(K+L+1:N)  = 0.

U

          U is COMPLEX array, dimension (LDU,M)
          On entry, if JOBU = 'U', U must contain a matrix U1 (usually
          the unitary matrix returned by CGGSVP).
          On exit,
          if JOBU = 'I', U contains the unitary matrix U;
          if JOBU = 'U', U contains the product U1*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 COMPLEX array, dimension (LDV,P)
          On entry, if JOBV = 'V', V must contain a matrix V1 (usually
          the unitary matrix returned by CGGSVP).
          On exit,
          if JOBV = 'I', V contains the unitary matrix V;
          if JOBV = 'V', V contains the product V1*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 COMPLEX array, dimension (LDQ,N)
          On entry, if JOBQ = 'Q', Q must contain a matrix Q1 (usually
          the unitary matrix returned by CGGSVP).
          On exit,
          if JOBQ = 'I', Q contains the unitary matrix Q;
          if JOBQ = 'Q', Q contains the product Q1*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.

WORK

          WORK is COMPLEX array, dimension (2*N)

NCYCLE

          NCYCLE is INTEGER
          The number of cycles required for convergence.

INFO

          INFO is INTEGER
          = 0:  successful exit
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          = 1:  the procedure does not converge after MAXIT cycles.

 

Internal Parameters:

  MAXIT   INTEGER
          MAXIT specifies the total loops that the iterative procedure
          may take. If after MAXIT cycles, the routine fails to
          converge, we return INFO = 1.

 

Author:

Univ. of Tennessee

Univ. of California Berkeley

Univ. of Colorado Denver

NAG Ltd.

Date:

November 2011

Further Details:

  CTGSJA essentially uses a variant of Kogbetliantz algorithm to reduce
  min(L,M-K)-by-L triangular (or trapezoidal) matrix A23 and L-by-L
  matrix B13 to the form:

           U1**H *A13*Q1 = C1*R1; V1**H *B13*Q1 = S1*R1,

  where U1, V1 and Q1 are unitary matrix.
  C1 and S1 are diagonal matrices satisfying

                C1**2 + S1**2 = I,

  and R1 is an L-by-L nonsingular upper triangular matrix.

 

Definition at line 378 of file ctgsja.f.

Author

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