sorbdb4 - simultaneously bidiagonalize the blocks of a tall and skinny matrix with orthonomal columns
SUBROUTINE SORBDB4(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO) INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21 REAL PHI(*), THETA(*) REAL PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*), X11(LDX11,*), X21(LDX21,*) SUBROUTINE SORBDB4_64(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO) INTEGER*8 INFO, LWORK, M, P, Q, LDX11, LDX21 REAL PHI(*), THETA(*) REAL PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*), X11(LDX11,*), X21(LDX21,*) F95 INTERFACE SUBROUTINE ORBDB4(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO) REAL, DIMENSION(:,:) :: X11, X21 INTEGER :: M, P, Q, LDX11, LDX21, LWORK, INFO REAL, DIMENSION(:) :: THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK SUBROUTINE ORBDB4_64(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO) REAL, DIMENSION(:,:) :: X11, X21 INTEGER(8) :: M, P, Q, LDX11, LDX21, LWORK, INFO REAL, DIMENSION(:) :: THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK C INTERFACE #include <sunperf.h> void sorbdb4 (int m, int p, int q, float *x11, int ldx11, float *x21, int ldx21, float *theta, float *phi, float *taup1, float *taup2, float *tauq1, float *phantom, int *info); void sorbdb4_64 (long m, long p, long q, float *x11, long ldx11, float *x21, long ldx21, float *theta, float *phi, float *taup1, float *taup2, float *tauq1, float *phantom, long *info);
Oracle Solaris Studio Performance Library sorbdb4(3P)
NAME
sorbdb4 - simultaneously bidiagonalize the blocks of a tall and skinny
matrix with orthonomal columns
SYNOPSIS
SUBROUTINE SORBDB4(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1,
TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO)
INTEGER INFO, LWORK, M, P, Q, LDX11, LDX21
REAL PHI(*), THETA(*)
REAL PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*), X11(LDX11,*),
X21(LDX21,*)
SUBROUTINE SORBDB4_64(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO)
INTEGER*8 INFO, LWORK, M, P, Q, LDX11, LDX21
REAL PHI(*), THETA(*)
REAL PHANTOM(*), TAUP1(*), TAUP2(*), TAUQ1(*), WORK(*), X11(LDX11,*),
X21(LDX21,*)
F95 INTERFACE
SUBROUTINE ORBDB4(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI, TAUP1,
TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO)
REAL, DIMENSION(:,:) :: X11, X21
INTEGER :: M, P, Q, LDX11, LDX21, LWORK, INFO
REAL, DIMENSION(:) :: THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK
SUBROUTINE ORBDB4_64(M, P, Q, X11, LDX11, X21, LDX21, THETA, PHI,
TAUP1, TAUP2, TAUQ1, PHANTOM, WORK, LWORK, INFO)
REAL, DIMENSION(:,:) :: X11, X21
INTEGER(8) :: M, P, Q, LDX11, LDX21, LWORK, INFO
REAL, DIMENSION(:) :: THETA, PHI, TAUP1, TAUP2, TAUQ1, PHANTOM, WORK
C INTERFACE
#include <sunperf.h>
void sorbdb4 (int m, int p, int q, float *x11, int ldx11, float *x21,
int ldx21, float *theta, float *phi, float *taup1, float
*taup2, float *tauq1, float *phantom, int *info);
void sorbdb4_64 (long m, long p, long q, float *x11, long ldx11, float
*x21, long ldx21, float *theta, float *phi, float *taup1,
float *taup2, float *tauq1, float *phantom, long *info);
PURPOSE
sorbdb4 simultaneously bidiagonalizes the blocks of a tall and skinny
matrix X with orthonomal columns:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. M-Q must be no larger than P, M-
P, or Q. Routines SORBDB1, SORBDB2, and SORBDB3 handle cases in which
M-Q is not the minimum dimension.
The orthogonal matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P), and
(M-Q)-by-(M-Q), respectively. They are represented implicitly by House-
holder vectors.
B11 and B12 are (M-Q)-by-(M-Q) bidiagonal matrices represented implic-
itly by angles THETA, PHI.
ARGUMENTS
M (input)
M is INTEGER
The number of rows X11 plus the number of rows in X21.
P (input)
P is INTEGER
The number of rows in X11. 0 <= P <= M.
Q (input)
Q is INTEGER
The number of columns in X11 and X21. 0 <= Q <= M and M-Q <=
min(P,M-P,Q).
X11 (input/output)
X11 is REAL array, dimension (LDX11,Q)
On entry, the top block of the matrix X to be reduced.
On exit, the columns of tril(X11) specify reflectors for P1
and the rows of triu(X11,1) specify reflectors for Q1.
LDX11 (input)
LDX11 is INTEGER
The leading dimension of X11. LDX11 >= P.
X21 (input/output)
X21 is REAL array, dimension (LDX21,Q)
On entry, the bottom block of the matrix X to be reduced.
On exit, the columns of tril(X21) specify reflectors for P2.
LDX21 (input)
LDX21 is INTEGER
The leading dimension of X21. LDX21 >= M-P.
THETA (output)
THETA is REAL array, dimension (Q)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
PHI (output)
PHI is REAL array, dimension (Q-1)
The entries of the bidiagonal blocks B11, B21 are defined by
THETA and PHI. See Further Details.
TAUP1 (output)
TAUP1 is REAL array, dimension (P)
The scalar factors of the elementary reflectors that define
P1.
TAUP2 (output)
TAUP2 is REAL array, dimension (M-P)
The scalar factors of the elementary reflectors that define
P2.
TAUQ1 (output)
TAUQ1 is REAL array, dimension (Q)
The scalar factors of the elementary reflectors that define
Q1.
PHANTOM (output)
PHANTOM is REAL array, dimension (M)
The routine computes an M-by-1 column vector Y that is
orthogonal to the columns of [ X11; X21 ]. PHANTOM(1:P) and
PHANTOM(P+1:M) contain Householder vectors for Y(1:P) and
Y(P+1:M), respectively.
WORK (output)
WORK is REAL array, dimension (LWORK)
LWORK (input)
LWORK is INTEGER
The dimension of the array WORK. LWORK >= M-Q.
If LWORK = -1, then a workspace query is assumed; the routine
only calculates the optimal size of the WORK array, returns
this value as the first entry of the WORK array, and no error
message related to LWORK is issued by XERBLA.
INFO (output)
INFO is INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal value.
FURTHER DETAILS
The upper-bidiagonal blocks B11, B21 are represented implicitly by
angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry
in each bidiagonal band is a product of a sine or cosine of a THETA
with a sine or cosine of a PHI. See [1] or SORCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors.
See SORCSD2BY1 for details on generating P1, P2, and Q1 using SORGQR
and SORGLQ.
REFERENCES
[1] Brian D. Sutton. Computing the complete CS decomposition. Numer.
Algorithms, 50(1):33-65, 2009.
7 Nov 2015 sorbdb4(3P)