table of contents
| cggsvd.f(3) | LAPACK | cggsvd.f(3) | 
NAME¶
cggsvd.f -SYNOPSIS¶
Functions/Subroutines¶
subroutine cggsvd (JOBU, JOBV, JOBQ, M, N, P, K, L, A, LDA, B, LDB, ALPHA, BETA, U, LDU, V, LDV, Q, LDQ, WORK, RWORK, IWORK, INFO)
Function/Subroutine Documentation¶
subroutine cggsvd (characterJOBU, characterJOBV, characterJOBQ, integerM, integerN, integerP, integerK, integerL, complex, dimension( lda, * )A, integerLDA, complex, dimension( ldb, * )B, integerLDB, real, dimension( * )ALPHA, real, dimension( * )BETA, complex, dimension( ldu, * )U, integerLDU, complex, dimension( ldv, * )V, integerLDV, complex, dimension( ldq, * )Q, integerLDQ, complex, dimension( * )WORK, real, dimension( * )RWORK, integer, dimension( * )IWORK, integerINFO)¶
CGGSVD computes the singular value decomposition (SVD) for OTHER matrices Purpose: CGGSVD computes the generalized singular value decomposition (GSVD)
 of an M-by-N complex matrix A and P-by-N complex matrix B:
       U**H*A*Q = D1*( 0 R ),    V**H*B*Q = D2*( 0 R )
 where U, V and Q are unitary matrices.
 Let K+L = the effective numerical rank of the
 matrix (A**H,B**H)**H, then R is a (K+L)-by-(K+L) nonsingular upper
 triangular matrix, D1 and D2 are M-by-(K+L) and P-by-(K+L) "diagonal"
 matrices and of the following structures, respectively:
 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 )
             L (  0    0   R22 )
 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.
   (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 routine computes C, S, R, and optionally the unitary
 transformation matrices U, V and Q.
 In particular, if B is an N-by-N nonsingular matrix, then the GSVD of
 A and B implicitly gives the SVD of A*inv(B):
                      A*inv(B) = U*(D1*inv(D2))*V**H.
 If ( A**H,B**H)**H has orthnormal columns, then the GSVD of A and B is also
 equal to the CS decomposition of A and B. Furthermore, the GSVD can
 be used to derive the solution of the eigenvalue problem:
                      A**H*A x = lambda* B**H*B x.
 In some literature, the GSVD of A and B is presented in the form
                  U**H*A*X = ( 0 D1 ),   V**H*B*X = ( 0 D2 )
 where U and V are orthogonal and X is nonsingular, and D1 and D2 are
 ``diagonal''.  The former GSVD form can be converted to the latter
 form by taking the nonsingular matrix X as
                       X = Q*(  I   0    )
                             (  0 inv(R) )
JOBU
 
JOBV
 
JOBQ
 
M
 
N
 
P
 
K
 
L
 
A
 
LDA
 
B
 
LDB
 
ALPHA
 
BETA
 
U
 
LDU
 
V
 
LDV
 
Q
 
LDQ
 
WORK
 
RWORK
 
IWORK
 
INFO
 
Internal Parameters: 
          JOBU is CHARACTER*1
          = 'U':  Unitary matrix U is computed;
          = 'N':  U is not computed.
          JOBV is CHARACTER*1
          = 'V':  Unitary matrix V is computed;
          = 'N':  V is not computed.
          JOBQ is CHARACTER*1
          = 'Q':  Unitary matrix Q is computed;
          = 'N':  Q is not computed.
          M is INTEGER
          The number of rows of the matrix A.  M >= 0.
          N is INTEGER
          The number of columns of the matrices A and B.  N >= 0.
          P is INTEGER
          The number of rows of the matrix B.  P >= 0.
K is INTEGER
          L is INTEGER
          On exit, K and L specify the dimension of the subblocks
          described in Purpose.
          K + L = effective numerical rank of (A**H,B**H)**H.
          A is COMPLEX array, dimension (LDA,N)
          On entry, the M-by-N matrix A.
          On exit, A contains the triangular matrix R, or part of R.
          See Purpose for details.
          LDA is INTEGER
          The leading dimension of the array A. LDA >= max(1,M).
          B is COMPLEX array, dimension (LDB,N)
          On entry, the P-by-N matrix B.
          On exit, B contains part of the triangular matrix R if
          M-K-L < 0.  See Purpose for details.
          LDB is INTEGER
          The leading dimension of the array B. LDB >= max(1,P).
ALPHA is REAL array, dimension (N)
          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) = C,
            BETA(K+1:K+L)  = 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
          and
            ALPHA(K+L+1:N) = 0
            BETA(K+L+1:N)  = 0
          U is COMPLEX array, dimension (LDU,M)
          If JOBU = 'U', U contains the M-by-M unitary matrix U.
          If JOBU = 'N', U is not referenced.
          LDU is INTEGER
          The leading dimension of the array U. LDU >= max(1,M) if
          JOBU = 'U'; LDU >= 1 otherwise.
          V is COMPLEX array, dimension (LDV,P)
          If JOBV = 'V', V contains the P-by-P unitary matrix V.
          If JOBV = 'N', V is not referenced.
          LDV is INTEGER
          The leading dimension of the array V. LDV >= max(1,P) if
          JOBV = 'V'; LDV >= 1 otherwise.
          Q is COMPLEX array, dimension (LDQ,N)
          If JOBQ = 'Q', Q contains the N-by-N unitary matrix Q.
          If JOBQ = 'N', Q is not referenced.
          LDQ is INTEGER
          The leading dimension of the array Q. LDQ >= max(1,N) if
          JOBQ = 'Q'; LDQ >= 1 otherwise.
WORK is COMPLEX array, dimension (max(3*N,M,P)+N)
RWORK is REAL array, dimension (2*N)
          IWORK is INTEGER array, dimension (N)
          On exit, IWORK stores the sorting information. More
          precisely, the following loop will sort ALPHA
             for I = K+1, min(M,K+L)
                 swap ALPHA(I) and ALPHA(IWORK(I))
             endfor
          such that ALPHA(1) >= ALPHA(2) >= ... >= ALPHA(N).
          INFO is INTEGER
          = 0:  successful exit.
          < 0:  if INFO = -i, the i-th argument had an illegal value.
          > 0:  if INFO = 1, the Jacobi-type procedure failed to
                converge.  For further details, see subroutine CTGSJA.
  TOLA    REAL
  TOLB    REAL
          TOLA and TOLB are the thresholds to determine the effective
          rank of (A**H,B**H)**H. 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.
Univ. of Tennessee
Univ. of California Berkeley
Univ. of Colorado Denver
NAG Ltd.
Date:
November 2011
Contributors: 
Ming Gu and Huan Ren, Computer Science
  Division, University of California at Berkeley, USA
Author¶
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