Visible to Intel only — GUID: GUID-1132D836-224B-4E5A-9B53-6987AF272587
Visible to Intel only — GUID: GUID-1132D836-224B-4E5A-9B53-6987AF272587
?ggsvp
Computes the preprocessing decomposition for the generalized SVD (deprecated).
Syntax
call 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)
call dggsvp(jobu, jobv, jobq, m, p, n, a, lda, b, ldb, tola, tolb, k, l, u, ldu, v, ldv, q, ldq, iwork, tau, work, info)
call cggsvp(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)
call 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)
call ggsvp(a, b, tola, tolb [, k] [,l] [,u] [,v] [,q] [,info])
Include Files
- mkl.fi, lapack.f90
Description
This routine is deprecated; use ggsvp3.
The routine computes orthogonal matrices U, V and Q such that
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. The sum k+l is equal to the effective numerical rank of the (m+p)-by-n matrix (AH,BH)H.
This decomposition is the preprocessing step for computing the Generalized Singular Value Decomposition (GSVD), see subroutine ?tgsja.
Input Parameters
- jobu
-
CHARACTER*1. Must be 'U' or 'N'.
If jobu = 'U', orthogonal/unitary matrix U is computed.
If jobu = 'N', U is not computed.
- jobv
-
CHARACTER*1. Must be 'V' or 'N'.
If jobv = 'V', orthogonal/unitary matrix V is computed.
If jobv = 'N', V is not computed.
- jobq
-
CHARACTER*1. Must be 'Q' or 'N'.
If jobq = 'Q', orthogonal/unitary matrix Q is computed.
If jobq = 'N', Q is not computed.
- m
-
INTEGER. The number of rows of the matrix A (m≥ 0).
- p
-
INTEGER. The number of rows of the matrix B (p≥ 0).
- n
-
INTEGER. The number of columns of the matrices A and B (n≥ 0).
- a, b, tau, work
-
REAL for sggsvp
DOUBLE PRECISION for dggsvp
COMPLEX for cggsvp
DOUBLE COMPLEX for zggsvp.
Arrays:
a(lda,*) contains the m-by-n matrix A.
The second dimension of a must be at least max(1, n).
b(ldb,*) contains the p-by-n matrix B.
The second dimension of b must be at least max(1, n).
tau(*) is a workspace array.
The dimension of tau must be at least max(1, n).
work(*) is a workspace array.
The dimension of work must be at least max(1, 3n, m, p).
- lda
-
INTEGER. The leading dimension of a; at least max(1, m).
- ldb
-
INTEGER. The leading dimension of b; at least max(1, p).
- tola, tolb
-
REAL for single-precision flavors
DOUBLE PRECISION for double-precision flavors.
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)*||A||*MACHEPS,
tolb = max(p, n)*||B||*MACHEPS.
The size of tola and tolb may affect the size of backward errors of the decomposition.
- ldu
-
INTEGER. The leading dimension of the output array u . ldu≥ max(1, m) if jobu = 'U'; ldu≥ 1 otherwise.
- ldv
-
INTEGER. The leading dimension of the output array v . ldv≥ max(1, p) if jobv = 'V'; ldv≥ 1 otherwise.
- ldq
-
INTEGER. The leading dimension of the output array q . ldq≥ max(1, n) if jobq = 'Q'; ldq≥ 1 otherwise.
- iwork
-
INTEGER. Workspace array, size at least max(1, n).
- rwork
-
REAL for cggsvp
DOUBLE PRECISION for zggsvp.
Workspace array, size at least max(1, 2n). Used in complex flavors only.
Output Parameters
- a
-
Overwritten by the triangular (or trapezoidal) matrix described in the Description section.
- b
-
Overwritten by the triangular matrix described in the Description section.
- k, l
-
INTEGER. On exit, k and l specify the dimension of subblocks. The sum k + l is equal to effective numerical rank of (AH, BH)H.
- u, v, q
-
REAL for sggsvp
DOUBLE PRECISION for dggsvp
COMPLEX for cggsvp
DOUBLE COMPLEX for zggsvp.
Arrays:
If jobu = 'U', u(ldu,*) contains the orthogonal/unitary matrix U.
The second dimension of u must be at least max(1, m).
If jobu = 'N', u is not referenced.
If jobv = 'V', v(ldv,*) contains the orthogonal/unitary matrix V.
The second dimension of v must be at least max(1, m).
If jobv = 'N', v is not referenced.
If jobq = 'Q', q(ldq,*) contains the orthogonal/unitary matrix Q.
The second dimension of q must be at least max(1, n).
If jobq = 'N', q is not referenced.
- info
-
INTEGER.
If info = 0, the execution is successful.
If info = -i, the i-th parameter had an illegal value.
LAPACK 95 Interface Notes
Routines in Fortran 95 interface have fewer arguments in the calling sequence than their FORTRAN 77 counterparts. For general conventions applied to skip redundant or restorable arguments, see LAPACK 95 Interface Conventions.
Specific details for the routine ggsvp interface are the following:
- a
-
Holds the matrix A of size (m,n).
- b
-
Holds the matrix B of size (p,n).
- u
-
Holds the matrix U of size (m,m).
- v
-
Holds the matrix V of size (p,m).
- q
-
Holds the matrix Q of size (n,n).
- jobu
-
Restored based on the presence of the argument u as follows:
jobu = 'U', if u is present,
jobu = 'N', if u is omitted.
- jobv
-
Restored based on the presence of the argument v as follows:
jobz = 'V', if v is present,
jobz = 'N', if v is omitted.
- jobq
-
Restored based on the presence of the argument q as follows:
jobz = 'Q', if q is present,
jobz = 'N', if q is omitted.